• Earthquakes and Structures
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• 제2권1호
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• pp.25-42
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• 2011

This paper discusses a mechanical model for the vulnerability assessment of old masonry building aggregates that takes into account the uncertainties inherent to the building parameters, to the seismic demand and to the model error. The structural capacity is represented as an analytical function of a selected number of geometrical and mechanical parameters. Applying a suitable procedure for the uncertainty propagation, the statistical moments of the capacity curve are obtained as a function of the statistical moments of the input parameters, showing the role of each one in the overall capacity definition. The seismic demand is represented by response spectra; vulnerability analysis is carried out with respect to a certain number of random limit states. Fragility curves are derived taking into account the uncertainties of each quantity involved.

• Structural Engineering and Mechanics
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• 제49권1호
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• pp.111-128
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• 2014

The stochastic response surface method (SRSM) and the response surface method (RSM) are often used for structural reliability analysis, especially for reliability problems with implicit performance functions. This paper aims to compare these two methods in terms of fitting the performance function, accuracy and efficiency in estimating probability of failure as well as statistical moments of system output response. The computational procedures of two response surface methods are briefly introduced first. Then their capabilities are demonstrated and compared in detail through two examples. The results indicate that the probability of failure mainly reflects the accuracy of the response surface function (RSF) fitting the performance function in the vicinity of the design point, while the statistical moments of system output response reflect the accuracy of the RSF fitting the performance function in the entire space. In addition, the performance function can be well fitted by the SRSM with an optimal order polynomial chaos expansion both in the entire physical and in the independent standard normal spaces. However, it can be only well fitted by the RSM in the vicinity of the design point. For reliability problems involving random variables with approximate normal distributions, such as normal, lognormal, and Gumbel Max distributions, both the probability of failure and statistical moments of system output response can be accurately estimated by the SRSM, whereas the RSM can only produce the probability of failure with a reasonable accuracy.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2004년도 춘계학술발표회
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• pp.319-326
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• 2004

Uncertainty is inevitably involved in rock slope engineering since the rock masses are formed by natural process and subsequently the geotechnical characteristics of rock masses cannot be exactly obtained. Therefore the reliability analysis method has been suggested to deal properly with uncertainty. The reliability analysis method can be divided into level I, II and III on the basis of the approach for consideration of random variable and probability density function of reliability function. The level II approach, which is focused in this study, assumes the probability density function of random variables as normal distribution and evaluates the probability of failure with statistical moments such as mean and standard deviation. This method has the advantage that can be used the problem which the Monte Carlo simulation approach cannot be applied since the complete information on the random variables are not available. In this study, the analysis results of level II reliability approach compared with the analysis results of level III approach to verify the appropriateness of the level II approach. In addition, the results are compared with the results of the deterministic analysis.

• Journal of the Korean Data and Information Science Society
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• 제25권1호
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• pp.237-244
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• 2014

It is known that the dierence in the length between two location parameters of two random variables is equivalent to the difference in the area between two cumulative distribution functions. In this paper, we suggest two applications by using the difference of distribution functions. The first is that the difference of expectations of a certain function of two continuous random variables such as the differences of two kth moments and two moment generating functions could be defined by using the difference between two univariate distribution functions. The other is that the difference in the volume between two empirical bivariate distribution functions is derived. If their covariance is estimated to be zero, the difference in the volume between two empirical bivariate distribution functions could be defined as the difference in two certain areas.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제2권2호
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• pp.83-89
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• 1995

A Bayes estimator of the survival distribution function due to Susarla and Van Ryzin(1976) is used to estimate the mth moment of a survival time on the basis of censored observations in a random censorship model. Asymptotic normality of the estimator is proved using the functional version of the delta method.

• Communications for Statistical Applications and Methods
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• 제27권3호
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• pp.377-383
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• 2020

The likelihood-based inference in a nonlinear generalized mixed model often requires computing moments of truncated multivariate normal random variables. Many methods have been proposed for the computation using a recurrence relation or the moment generating function; however, these methods rely on high dimensional numerical integrations. The numerical method is known to be inefficient for high dimensional integral in accuracy. Besides the accuracy, the methods demand too much computing time to use them in practical analyses. In this note, a moment calculation method is proposed under an assumption of a certain covariance structure that occurred mostly in generalized mixed models. The method needs only low dimensional numerical integrations.

• 한국전자통신학회논문지
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• 제15권6호
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• pp.1037-1044
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• 2020

윈드프로파일러(RWP, radar wind profiler)는 기상 상태와 관계없이 시공간 분해능이 높은 바람장 자료를 제공하며 생산된 바람의 정확도나 품질에 대한 검증이 필수적이다. 기존 정확도 검증 방식은 레윈존데와의 동시 관측을 통해 윈드프로파일러에서 생성된 바람 벡터를 기준 자료로 활용하는 것이다. 본 연구에서는 평균 모멘트 자료로부터 스펙트럼과 원시 시계열 자료를 시뮬레이션하는 알고리즘을 통해 윈드프로파일러의 신호처리 알고리즘을 단계별로 검증하는 방안을 제시하고, LAP-3000의 원시 자료와의 비교를 통해 해당 알고리즘의 가능성을 확인하였다. 기상 신호의 밀도 함수를 모멘트값을 인자로 하는 왜곡된 정규 분포의 밀도 함수로 가정하여 생성하였고, 난수를 통해 시뮬레이션 스펙트럼을 생성하였다. 또한, 난수 위상과 역 이산푸리에 변환으로 간섭 평균된 시뮬레이션 원시 시계열 자료를 생성하고 최종적으로 디리클레 분포(Dirichlet distribution)를 통해 간섭 평균 전 단계의 원시 시계열 자료를 생성하였다.

• 대한수학회지
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• 제58권6호
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• pp.1529-1547
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• 2021

In this series, we investigate the calculation of mean values of derivatives of Dirichlet L-functions in function fields using the analogue of the approximate functional equation and the Riemann Hypothesis for curves over finite fields. The present paper generalizes the results obtained in the first paper. For µ ≥ 1 an integer, we compute the mean value of the µ-th derivative of quadratic Dirichlet L-functions over the rational function field. We obtain the full polynomial in the asymptotic formulae for these mean values where we can see the arithmetic dependence of the lower order terms that appears in the asymptotic expansion.

• 한국산업정보학회논문지
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• 제22권1호
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• pp.61-67
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• 2017

프로젝트 네트워크 분석에서 사업완성시간의 분포를 추정하는 것은 매우 기본적이다. 본 논문에서는 활동시간이 상호 독립적이고 정규분포를 따른다는 가정 하에서 사업완성시간의 적률(평균, 분산, 왜도, 첨도)을 추정하기 위한 방법을 제안한다. 제안된 방법은 연속형의 활동시간 분포를 이산형 분포로 근사화하기 위한 이산화 기법과 난수발생을 이용한다. 제안된 방법은 대규모 네트워크에 대해서도 쉽게 적용 가능하며, 그리고 제안된 방법에 의한 결과는 몬테칼로 시뮬레이션에 의해 얻어진 결과와 비교할 때 매우 정확함을 보여준다.

• 한국정밀공학회지
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• 제24권10호
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• pp.46-53
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• 2007

This paper describes the development of a high-precision measuring device with DSP (digital signal processor) for the accurate measurement of the 6-axis force/moment sensor mounted to a humanoid robot's ankle. In order to walk on uneven terrain safely, the foot should perceive the applied forces Fx, Fy, and Fz and moments Mx, My, and Mz to itself, and control the foot using the measured them. The applied forces and moments should be measured from two 6-axis force/moment sensors mounted to the feet, and the sensor is composed of Fx sensor, Fy sensor, Fz sensor, Mx sensor, My sensor and Mz sensor in a body (single block). In order to acquire output values from twelve sensors (two 6-axis force/moment sensor) accurately, the measuring device should get the function of high speed, and should be small in size. The commercialized measuring devices have the function of high speed, unfortunately, they are large in size and heavy in weight. In this paper, the high-precision measuring device for acquiring the output values from two 6-axis force/moment sensors was developed. It is composed of a DSP (150 MHz), a RAM (random access memory), amplifiers, capacities, resisters and so on. And the characteristic test was carried out.