• Journal of the Korean Operations Research and Management Science Society
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• v.40 no.1
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• pp.1-4
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• 2015

This paper presents a heuristic approach to derive the Laplace-Stieltjes transform (LST) and the probability generating function (PGF) of the waiting time distributions of a continuous- and a discrete-time GI/G/1 queue, respectively. This is a new idea to derive the well-known results, the waiting time distribution of GI/G/1 queue, in a different way.

• Earthquakes and Structures
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• v.10 no.5
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• pp.1181-1212
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• 2016

Fragility and loss functions are developed to predict damage and economic losses due to earthquake loading in Reinforced Concrete (RC) structural components with smooth rebars. The attention is focused on external/internal beam-column joints and ductile/brittle weak columns, designed for gravity loads only, using low-strength concrete and plain steel reinforcing bars. First, a number of damage states are proposed and linked deterministically with commonly employed methods of repair and related activities. Results from previous experimental studies are used to develop empirical relationships between damage states and engineering demand parameters, such as interstory and column drift ratios. Probability distributions are fit to the empirical data and the associated statistical parameters are evaluated using statistical methods. Repair costs for damaged RC components are then estimated based on detailed quantity survey of a number of pre-70 RC buildings, using Italian costing manuals. Finally, loss functions are derived to predict the level of monetary losses to individual RC components as a function of the experienced response demand.

• Computers and Concrete
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• v.12 no.6
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• pp.775-783
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• 2013

A novel reliability-based work model of k/n (G) system has been developed. Unit failure probability is given based on the load and strength distributions and according to the stress-strength interference theory. Then a dynamic reliability prediction model of repairable k/n (G) system is established using probabilistic differential equations. The resulting differential equations are solved and the value of k can be determined precisely. The number of work unit k in repairable k/n (G) system is obtained precisely. The reliability of whole life cycle of repairable k/n (G) system can be predicted and guaranteed in the design period. Finally, it is illustrated that the proposed model is feasible and gives reasonable prediction.

• Magazine of the Korean Society of Agricultural Engineers
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• v.32 no.E
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• pp.20-32
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• 1990

Abstract This study was conducted to pursue the normalization of frequency distribution by making an approach to the coefficient of skewness to nearly zero through the Box-Cox transformation, to get probable flood flows can be calculated by means of the transformation equation which has been derivated by Box-Cox transformation in the annual maximum series of the applied watersheds. It has been concluded that Box-Cox transfromation is proved to be more efficient than logarithmic, square root and SMEMAX transformation which is based on the trigonometric solution of a right triangle whose three verteces repesent the smallest, median and largest observed values of a population in making the coefficient of skewness nearer to zero. Consequently it is shown that probable flood flows according to the return period based on Box-Cox transformation are closer to the observed data as compared to other methods including SMEMAX transformation and fitted probability distributions such as the three parameter lognormal and the type I extremal distribution for the applied watersheds.

• Structural Engineering and Mechanics
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• v.21 no.1
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• pp.83-100
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• 2005

This paper presents results from a study to extend a performance-based shearwall selection procedure to take into account the contributions of nonstructural finish materials (such as stucco and gypsum wallboard), construction quality issues, and their effects on the displacement performance of engineered wood shearwalls subject to seismic loading. Shearwall performance is evaluated in terms of peak displacements under seismic loading (characterized by a suite of ordinary ground motion records) considering different combinations of performance levels (drift limits) and seismic hazard. Shearwalls are analyzed using nonlinear dynamic time-history analysis with global assembly hysteretic parameters determined by fitting to actual shearwall test data. Peak displacement distributions, determined from sets of analyses using each of the ground motion records taken to characterize the seismic hazard, are postprocessed into performance curves, design charts, and fragility curves which can be used for risk-based design and assessment applications.

• Wind and Structures
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• v.13 no.2
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• pp.191-206
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• 2010

Windborne debris is a major cause of structural damage during severe windstorms and hurricanes owing to its direct impact on building envelopes as well as to the 'chain reaction' failure mechanism it induces by interacting with wind pressure damage. Estimation of debris risk is an important component in evaluating wind damage risk to residential developments. A debris risk model developed by the authors enables one to analytically aggregate damage threats to a building from different types of debris originating from neighboring buildings. This model is extended herein to a general debris risk analysis methodology that is then incorporated into a vulnerability model accounting for the temporal evolution of the interaction between pressure damage and debris damage during storm passage. The current paper (Part I) introduces the debris risk analysis methodology, establishing the mathematical modeling framework. Stochastic models are proposed to estimate the probability distributions of debris trajectory parameters used in the method. It is shown that model statistics can be estimated from available information from wind-tunnel experiments and post-damage surveys. The incorporation of the methodology into vulnerability modeling is described in Part II.

• Journal of the Korean Operations Research and Management Science Society
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• v.18 no.3
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• pp.179-186
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• 1993

We derive the arbitrary time point system size distribution of M/ $G^{B}$1 queue in which late arrivals are not allowed to join the on-going service. The distribution is given by P(z) = $P_{4}$(z) $S^{*}$ (.lambda.-.lambda.z) where $P_{4}$ (z) is the probability generating function of the queue size and $S^{*}$(.theta.) is the Laplace-Stieltjes transform of the service time distribution function. We also derive the distribution of the service siez at arbitrary point of time. time.

• Journal of Information Processing Systems
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• v.6 no.3
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• pp.403-412
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• 2010

Multi-Relay Networks should accommodate mobile users of various speeds. The cellular system should meet the minimum residency time requirements for handover calls while considering an efficient use of available channels. In this paper, we design speed-sensitive handover under dynamic hierarchical cellular systems, in which mobile users are classified according to the mean speed of mobile users and each class has its cellular layer. In order to meet the minimum residency time, the cell size of each cellular layer is dynamically determined depending on the distributions of mean speeds of mobile users. Since the speed-dependent non-preferred cell can provide a secondary resource, overflow and take-back schemes are adopted in the system. We develop analytical models to study the performance of the proposed system, and show that the optimal cell size improves the blocking probability.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.523-532
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• 1999

Generalized linear models have various applications for data arising from many kinds of statistical studies. Although the response variable is generally assumed to be generated from a wide class of probability distributions we focus on count data that are most often analyzed using binomial models for proportions or poisson models for rates. The methods and results presented here also apply to many other categorical data models in general due to the relationship between multinomial and poisson sampling. The novelty of the approach suggested here is that all conditional distribution s can be specified directly so that staraightforward Gibbs sampling is possible. The prior distribution consists of two stages. We rely on a normal nonconjugate prior at the first stage and a vague prior for hyperparameters at the second stage. The methods are demonstrated with an illustrative example using data collected by Rosenkranz and raftery(1994) concerning the number of hospital admissions due to back pain in Washington state.

• Journal of the Korean Data and Information Science Society
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• v.22 no.3
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• pp.589-596
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• 2011

The conditional autoregressive value at risk (CAViaR) model is useful for risk management, which does not require the assumption that the conditional distribution does not vary over time but the volatility does. But it does not provide volatility forecasts, which are needed for several important applications such as option pricing and portfolio management. For a variety of probability distributions, it is known that there is a constant relationship between the standard deviation and the distance between symmetric quantiles in the tails of the distribution. This inspires us to use a support vector quantile regression (SVQR) for volatility forecasts with the distance between CAViaR forecasts of symmetric quantiles. Simulated example and real example are provided to indicate the usefulness of proposed forecasting method for volatility.