• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.277-286
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• 2012

For credit assessment models, the ROC curves evaluate the classification performance using two univariate cumulative distribution functions of the false positive rate and true positive rate. In this paper, it is extended to two bivariate normal distribution functions of default and non-default borrowers; in addition, the bivariate ROC curves are proposed to represent the joint cumulative distribution functions by making use of the linear function that passes though the mean vectors of two score random variables. We explore the classification performance based on these ROC curves obtained from various bivariate normal distributions, and analyze with the corresponding AUROC. The optimal threshold could be derived from the bivariate ROC curve using many well known classification criteria and it is possible to establish an optimal cut-off criteria of bivariate mixture distribution functions.

• Journal of the Korean Statistical Society
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• v.25 no.1
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• pp.81-94
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• 1996

This paper suggests a new criterion for testing the general linear hypothesis about coefficients in multivariate growth curve model. It is developed from a Bayesian point of view using the highest posterior density region methodology. Likelihood ratio test criterion(LRTC) by Khatri(1966) results as an approximate special case. It is shown that under the simple case of vague prior distribution for the multivariate normal parameters a LRTC-like criterion results; but the degrees of freedom are lower, so the suggested test criterion yields more conservative test than is warranted by the classical LRTC, a result analogous to that of Berger and Sellke(1987). Moreover, more general(non-vague) prior distributions will generate a richer class of tests than were previously available.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2014.10a
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• pp.533-538
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• 2014

Power generator is one of the most important component of electricity generation system to convert mechanical energy to electrical energy. I t designed robustly to maintain high system reliability during operation time. But unexpected failure of the power generator could happen and it cause huge amount of economic and social loss. To keep it from unexpected failure, health prognostics should be carried out In this research, We developed a health prognostic method of stator windings in power generator with statistical data analysis and degradation modeling against water absorption. We divided whole 42 windings into two groups, absorption suspected group and normal group. We built a degradation model of absorption suspected winding using Fick's second law to predict upcoming absorption data. Through the analysis of data of normal group, we could figure out the distribution of data of normal windings. After that, we can properly predict absorption data of normal windings. With data prediction of two groups, we derived upcoming Directional Mahalanobis Distance (DMD) of absorption suspected winding and time vs DMD curve. Finally we drew the probability distribution of Remaining Useful Life of absorption suspected windings.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2005.06a
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• pp.690-693
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• 2005

In this paper, probabilistic distribution of fatigue life of chassis component is determined statistically by applying the design of experiments and the Pearson system. To construct $p-\varepsilon-N$ curve, the case that fatigue data are random variables is attempted. Probabilistic density function(p.d.f) for fatigue life is obtained by design of experiment and using this p.d.f fatigue reliability about any aimed fatigue life can be calculated. Lower control arm and rear torsion bar of chassis component are selected as examples for analysis. Component load histories, which are obtained by multi-body dynamic simulation for Belsian load history, are used. Finite element analysis are performed using commercial software MSC Nastran and fatigue analysis are performed using FE Fatigue. When strain-life curve itself is random variable, probability density function of fatigue life has very little difference from log-normal distribution. And the case of fatigue data are random variables, probability density functions are approximated to Beta distribution. Each p.d.f is verified by Monte-Carlo simulation.

• Journal of the Korean Society for Precision Engineering
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• v.24 no.2 s.191
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• pp.110-117
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• 2007

In this paper, probabilistic distribution of chassis component fatigue life is determined statistically by applying the design of experiments and the Pearson system. To construct p - ${\varepsilon}$ - N curve, the case that fatigue data are random variables is attempted. Probabilistic density function (p.d.f) for fatigue life is obtained by the design of experiment and using this p.d.f fatigue reliability, any aimed fatigue life can be calculated. Lower control arm and rear torsion bar of chassis components are selected as examples for analysis. Component load histories which are obtained by multi-body dynamic simulation for Belsian load history are used. Finite element analysis is performed by using commercial software MSC Nastran and fatigue analysis is performed by using FE Fatigue. When strain-life curve itself is random variable, the probability density function of fatigue life has very little difference from log-normal distribution. And the cases of fatigue data are random variables, probability density functions are approximated to Beta distribution. Each p.d.f is verified by Monte-Carlo simulation.

• Proceedings of the KSME Conference
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• 2001.11a
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• pp.272-277
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• 2001

In order to evaluate variation of fatigue data of the LP steam turbine blade steel, it is important to estimate P - S - N curves to accurately define the probability distributions. In this study, new procedure is introduced to determine the expression of P - S - N curves. For this purpose, 3-parameter Weibull distribution was found to be most appropriate among assumed distributions when the probability distributions of the fatigue life were examined by the proposed analysis. Furthermore, parameter estimation for P - S - N curves was performed using various optimization to maximize the correlation coefficient. As a result of this, sequential linear programing method is used for estimation of P - S - N curves.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.33 no.12
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• pp.1482-1487
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• 2009

In this study statistical analysis was performed for NDI(Non-Destructive Inspection) results of F100 engine front seal support assembly. NDI results can be statistically considered as Quantal Response Data. It is found that the suitable probability distribution to the failure data is normal distribution through MLE(Maximum Likelihood Estimation) of the Quantal Response Data. Moreover, Cumulative Distribution Function, failure rate function and B-Life are calculated on the supposed distribution.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.14 no.9
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• pp.2016-2022
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• 2010

We propose a new algorithm for reconstructing curves with self-intersections from sample points. In general, the result of curve reconstruction depends on how to select and order the representative points to resemble the shape of sample points. Most of the previous point ordering approaches utilize the Euclidean distance to compute the proximity of sample points without directional information, so they can not solve the non-simple curve reconstruction problem. In this paper, we develop a new distance estimating the adjacency between sample points, which is derived from the standard normal distribution of Brownian motion. Experimental results show that this approach is very effective to non-simple curve reconstruction.

• Proceedings of the KIEE Conference
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• 1990.07a
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• pp.154-157
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• 1990

This paper describes a new method of calculating expected energy generation and loss of load probability (L.O.L.P) for electric power system operation and expansion planning. The method represents an equivalent load duration curve (E.L.D.C) as a mixture of cumulants approximation (M.O.C.A), which is the general case of mixture of normals approximation (M.O.N.A). By regarding a load distribution as many normal distributions-rather than one normal distribution-and representing each of them in terms of Gram-Charller expansion, we could improve the accuracy of results. We developed an algorithm which automatically determines the number of distribution and demarcation points. In modelling of a supply system, we made subsets of generators according to the number of generator outage: since the calculation of each subset's moment needs to be processed rapidly, we futher developed specific recursive formulae. The method is applied to the test systems and the results are compared with those of cumulant, M.O.N.A and Booth-Baleriaux method. It is verified that the M.O.C.A method is faster and more accurate than any other methods.

• Steel and Composite Structures
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• v.31 no.2
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• pp.149-158
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• 2019

The force-deformation behavior, strain distribution and failure modes of a variable damping self-centering brace (VD-SCB) are theoretically analyzed, experimentally studied, and numerically simulated to guide its design. The working principle of the brace is explained by describing the working stages and the key feature points of the hysteretic curve. A large-scale brace specimen was tested under different sinusoidal excitations to analyze the recentering capability and energy dissipation. Results demonstrate that the VD-SCB exhibits a full quasi-flag-shaped hysteretic response, high ultimate bearing capacity, low activation force and residual deformation, and excellent recentering and energy dissipation capabilities. Calculation equations of the strain distribution in different parts of the brace are proposed and are compared with the experimental data and simulated results. The developments of two failure modes are compared. Under normal circumstances, the brace fails due to the yielding of the spring blocking plates, which are easily replaced to restore the normal operating conditions of the brace. A brief description of the design procedure of the brace is proposed for application.