• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.857-871
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• 2013

Export credit insurance is a policy tool for export growth. In the era of free trade under the governance of WTO, export credit insurance is still allowed as one of the few instruments to increase exports. This paper, using data on short-term export insurance contracts issued to foreign subsidiaries of Korean companies, calculates the expected loss per exposure by combining the effect of risk factors (credit rate of foreign importers, size of mother company, and payment period) on loss frequency and loss severity in different levels. We, applying generalized linear models (GLM), first fit loss frequency and loss severity to negative binomial and lognormal distribution, respectively, and then estimate the loss frequency rate per contract and the ratio of loss severity to coverage amount. Finally, we calculate the expected loss per exposure for each level of risk factors by combining these two rates. Based on the result of statistical analysis, we present the implication for the current premium rate of export insurance.

• Journal of Korea Technology Innovation Society
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• v.21 no.2
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• pp.860-874
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• 2018

This study aims at empirical analysis of the new international trade theory (Melitz, 2012, 2014, 2015). The new international trade theory is centered on the effect of heterogeneous firms on the technological competitiveness on the trade effect and resulted from the important assumption that the form of the enterprise technology distribution determines the trade effect. This study empirically estimated the distribution of enterprise technology in Korean manufacturing. For the purpose of this study, we divided Korea's total enterprise technology distribution into technological innovation and technical imitation distribution, then statistically verified the distribution type and evaluated the appropriateness of the new international trade theory. Based on the empirical results of this study, we briefly suggested the direction of technology policy.

• Korean journal of applied entomology
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• v.31 no.4
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• pp.360-365
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• 1992

Leaf feeding insect species of welsh onion and shallot were surveyed, and their species abundances were analyzed by fitness test for lognomal disstribution. A total of 13 and 6 species were identified on welsh onion and shallot, respectively. The dominant species on welsh onion were Thrips tabacid, Acrolepiopsis sapporensis, Spodoptera exigua, and Liriomyza chinensis. Thrips tabacid was also identified as the major species on the shallot. The community dominance was high in welsh onion and shallot observed on 12 October, Suwon. The species abundance patterns of the two communities were well described by lognormal distribution(P> 0.50).

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.9 no.4
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• pp.462-472
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• 1998

In this paper, considering the Rayleigh fading, the lognormal shadowing, and the man-made noise which is occurred in urban area randomly, the mobile radio channel and the radio propagations are analyzed. The system affected by the noise is compared to other modelings. The fading, shadowing, and background noise are wholly considered to evaluate the mobile radio propagation effectively. For N=0.000001, the outage probability in the absence of noise is $5.264{times}10^{-6}$, in the fading only $3.1796{times}10^{-4}$, and in the presence of noise $6.0{\times}10^{-3}$. The analysis with the presence of noise is very important for the performance evaluation of mobile radio system.

• Smart Structures and Systems
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• v.17 no.6
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• pp.1087-1105
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• 2016

Traffic load and volume is one of the most important physical quantities for bridge safety evaluation and maintenance strategies formulation. This paper aims to conduct the statistical analysis of traffic volume information and the multimodal modeling of gross vehicle weight (GVW) based on the monitoring data obtained from the weigh-in-motion (WIM) system instrumented on the arch Jiubao Bridge located in Hangzhou, China. A genetic algorithm (GA)-based mixture parameter estimation approach is developed for derivation of the unknown mixture parameters in mixed distribution models. The statistical analysis of one-year WIM data is firstly performed according to the vehicle type, single axle weight, and GVW. The probability density function (PDF) and cumulative distribution function (CDF) of the GVW data of selected vehicle types are then formulated by use of three kinds of finite mixed distributions (normal, lognormal and Weibull). The mixture parameters are determined by use of the proposed GA-based method. The results indicate that the stochastic properties of the GVW data acquired from the field-instrumented WIM sensors are effectively characterized by the method of finite mixture distributions in conjunction with the proposed GA-based mixture parameter identification algorithm. Moreover, it is revealed that the Weibull mixture distribution is relatively superior in modeling of the WIM data on the basis of the calculated Akaike's information criterion (AIC) values.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.34 no.11
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• pp.1705-1713
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• 2010

The reliable fatigue life for hybrid composite joint structures was estimated by a statistical method for evaluating fatigue life; the results of the fatigue test varied widely. Cyclic bending tests were performed on a cantilever beam with a hybrid composite joint, which was developed for the body of a low-floor bus. In order to estimate the fatigue life of the hybrid composite joint structure by comparing the data obtained during the fatigue tests, the most suitable probabilistic density function among the normal, lognormal, and Weibull distributions was selected. The probabilistic-stress-life (P-S-N) curves calculated by using the selected Weibull distribution was suggested for process of statistical fatigue life estimation and reliability design.

• Journal of the Korean Geotechnical Society
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• v.33 no.7
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• pp.29-41
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• 2017

There are uncertainties about the seismic load caused by seismic waves, which cannot be predicted due to the characteristics of the earthquake occurrence. Therefore, it is necessary to consider these uncertainties by probabilistic analysis. In this paper, procedures to develop a fragility curve that is a representative method to evaluate the safety of a structure by stochastic analysis were proposed for cut slopes. Fragility curve that considers uncertainties of soil shear strength parameters was prepared by Monte Carlo Simulation using pseudo static analysis. The fragility curve considering the uncertainty of the input ground motion was developed by performing time-history seismic analysis using selected 30 real ground input motions and the Newmark type displacement evaluation analysis. Fragility curves are represented as the cumulative probability distribution function with lognormal distribution by using the maximum likelihood estimation method.

• Journal of Communications and Networks
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• v.18 no.2
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• pp.182-189
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• 2016

The focus in this paper is on obtaining tight, simple algebraic-form bounds and invertible expressions for the average symbol error probability (ASEP) of M-ary phase shift keying (MPSK) in a class of composite fading channels. We employ the mixture gamma (MG) distribution to approximate the signal-to-noise ratio (SNR) distributions of fading models, which include Nakagami-m, Generalized-K ($K_G$), and Nakagami-lognormal fading as specific examples. Our approach involves using the tight upper and lower bounds that we recently derived on the Gaussian Q-function, which can easily be averaged over the general MG distribution. First, algebraic-form upper bounds are derived on the ASEP of MPSK for M > 2, based on the union upper bound on the symbol error probability (SEP) of MPSK in additive white Gaussian noise (AWGN) given by a single Gaussian Q-function. By comparison with the exact ASEP results obtained by numerical integration, we show that these upper bounds are extremely tight for all SNR values of practical interest. These bounds can be employed as accurate approximations that are invertible for high SNR. For the special case of binary phase shift keying (BPSK) (M = 2), where the exact SEP in the AWGN channel is given as one Gaussian Q-function, upper and lower bounds on the exact ASEP are obtained. The bounds can be made arbitrarily tight by adjusting the parameters in our Gaussian bounds. The average of the upper and lower bounds gives a very accurate approximation of the exact ASEP. Moreover, the arbitrarily accurate approximations for all three of the fading models we consider become invertible for reasonably high SNR.

• Earthquakes and Structures
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• v.10 no.1
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• pp.141-161
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• 2016

In seismic fragility and risk analysis, the definition of structural limit state (LS) capacities is of crucial importance. Traditionally, LS capacities are defined according to design code provisions or using deterministic pushover analysis without considering the inherent randomness of structural parameters. To assess the effects of structural randomness on LS capacities, ten structural parameters that include material strengths and gravity loads are considered as random variables, and a probabilistic pushover method based on a correlation-controlled Latin hypercube sampling technique is used to estimate the uncertainties in LS capacities for four typical reinforced concrete frame buildings. A series of ten LSs are identified from the pushover curves based on the design-code-given thresholds and the available damage-controlled criteria. The obtained LS capacities are further represented by a lognormal model with the median $m_C$ and the dispersion ${\beta}_C$. The results show that structural uncertainties have limited influence on $m_C$ for the LSs other than that near collapse. The commonly used assumption of ${\beta}_C$ between 0.25 and 0.30 overestimates the uncertainties in LS capacities for each individual building, but they are suitable for a building group with moderate damages. A low uncertainty as ${\beta}_C=0.1{\sim}0.15$ is adequate for the LSs associated with slight damages of structures, while a large uncertainty as ${\beta}_C=0.40{\sim}0.45$ is suggested for the LSs near collapse.

• Journal of the Korean Magnetics Society
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• v.24 no.1
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• pp.11-17
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• 2014

We measured the ferromagnetic resonance (FMR) signal using the monodisperse iron oxide nanoparticles with size D=4.67 nm, 5.64 nm and 6.34 nm synthesized by using the thermal decomposition method, respectively. The measured ferromagnetic resonance signals were compared with the calculated ones for superparamagnetic nanoparticles with lognormal volume distribution. The FMR linewidth broadening was propositional to tanh($V^2$), where V was volume of nanoparticles. The narrow linewidth of small size nanoparticles was due to the surface spins, while the broad linewidth of large size nanoparticles was due to the bulk spins affected by the crystalline structure of iron oxide nanoparticles. The superposition of surface and bulk effect was confirmed at D=5.64 nm nanoparticles, which was near the critical size for linewidth transition from surface effect to bulk effect.