• 품질경영학회지
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• 제8권2호
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• pp.3-14
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• 1980

This paper is concerned with the design of an appropriate sampling plan or stopping rule and the construction of estimate for the estimation of process or lot fraction defective. Various sampling plans which are well known or have potential applications are unified into a generalized sampling plan. Under this sampling plan sufficient statistic, probability distribution, moment, and minimum variance unbiased estimate are obtained. Results for various sampling plans can be derived as special cases. Then, under given parameter values, the relative efficiencies of the various sampling plans are compared with respect to expected sample sizes and variances of estimates.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 1991년도 봄 학술발표회 논문집
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• pp.34-42
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• 1991

This study is directed for the development of an efficient system-level Importance Sampling Technique for system reliability analysis of bridge structures Many methods have been proposed for structural reliability assessment purposes, such as the First-order Second-Moment Method, the Advanced Second-Moment Method, Computer Simulation, etc. The Importance Sampling Technique can be employed to obtain accurate estimates of the required probability with reasonable computation effort. Based on the observation and the results of application, it nay be concluded that Importance Sampling Method is a very effective tool for the system reliability analysis.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.291-297
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• 2001

For a stochastic regression model in which the errors are assumed to form a stationary linear process, we show that the difference between the empirical distribution functions of the errors and the estimates of those errors converges uniformly in probability to zero at the rate of $o_{p}$ ( $n^{-}$$\frac{1}{2}$) as the sample size n increases.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2007년도 하계종합학술대회 논문집
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• pp.307-308
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• 2007

This paper proposes a discriminative training algorithm for estimating hidden Markov model (HMM) parameters. The proposed algorithm estimates the Parameters by minimizing the p-norm of log-likelihood difference (PLD) between the utterance probability given the correct transcription and the most competitive transcription.

• 한국경영과학회지
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• 제23권4호
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• pp.111-130
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• 1998

We propose an imperfect repair model which depends on external effects quantified by covariates. The model is based on the Brown-Proschan imperfect repair model wherefrom the probability of perfect repair is represented by a function of covariates. We are motivated by deficiency of the BP model whose stationarity prevents us from predicting dynamically the time to next failure according to external condition. Five types of function for the probability of perfect repair are proposed. This article also presents a procedure for estimating the parameter of the function for the probability of perfect repair, as well as the inherent lifetime distribution of the system, based on consecutive inter-failure times and the covariates. The estimation procedure is based on the expectation-maximization principle which is suitable to incomplete data problems. focusing on the maximization step, we derive some theorems which guarantee the existence of the solution. A Monte Carlo study is also performed to illustrate the prediction power of the model as well as to show reasonable properties of the estimates. The model reduces significantly the mean square error of the in-sample prediction. so it can be utilized in real fields for evaluating and maintaining repairable systems.

• Earthquakes and Structures
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• 제14권5호
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• pp.437-447
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• 2018

Computational cost is one of the major obstacles for detailed risk analysis of structures. This paper puts forward a methodology for efficient probabilistic seismic loss assessment of structures using the Endurance Time (ET) analysis and the first-order reliability method (FORM). The ET analysis efficiently yields the structural responses for a continuous range of intensities through a single response-history analysis. Taking advantage of this property of ET, FORM is employed to estimate the annual rate of exceedance for the loss components. The proposed approach is an amalgamation of two analysis approaches, ET and FORM, that significantly lower the computational costs. This makes it possible to evaluate the seismic risk of complex systems. The probability distribution of losses due to the structural and non-structural damage as well as injuries and fatalities of a prototype structure are estimated using the proposed methodology. This methodology is an alternative to the prevalent risk analysis framework of the total probability theorem. Hence, the risk estimates of the proposed approach are compared with those from the total probability theorem as a benchmark. The results indicate a satisfactory agreement between the two methods while a significantly lower computational demand for the proposed approach.

• 한국환경과학회지
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• 제20권12호
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• pp.1541-1551
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• 2011

This study applied the Bayesian method for the quantification of the parameter uncertainty of spatial linear mixed model in the estimation of the spatial distribution of probability rainfall. In the application of Bayesian method, the prior sensitivity analysis was implemented by using the priors normally selected in the existing studies which applied the Bayesian method for the puppose of assessing the influence which the selection of the priors of model parameters had on posteriors. As a result, the posteriors of parameters were differently estimated which priors were selected, and then in the case of the prior combination, F-S-E, the sizes of uncertainty intervals were minimum and the modes, means and medians of the posteriors were similar to the estimates using the existing classical methods. From the comparitive analysis between Bayesian and plug-in spatial predictions, we could find that the uncertainty of plug-in prediction could be slightly underestimated than that of Bayesian prediction.

• 한국안전학회지
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• 제22권1호
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• pp.61-66
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• 2007

Car crashes are the leading cause of death for persons of every age. Specially, human-related factor has been known to be the primary causal factor of such crashes than vehicle-and environmental-related factors. There are various studies to analyze driver's behavior and characteristics in driving for reducing the car crashes in many areas of car engineering, psychology, human factor, etc. However, there are almost no studies which analyze mainly the human errors in driving and estimate their probabilities in terms of human reliability analysis. This study estimates the probability of human error in driving, i.e. driver error probability. First, fifty driver errors are investigated through DBQ (Driver Behavior Questionnaire) revision and the error likelihoods in driving are collected which are judged by skillful drivers using revised DBQ. Next, these likelihoods are converted into driver error probabilities using the results that verbal probabilistic expressions are changed into quantitative probabilities. Using these probabilities we can improve the warning effects on drivers by indicating their driving error likelihoods quantitatively. We can also expect the reduction effects of car accident through controlling especially dangerous error groups which have higher probabilities. Like these, the results of this study can be used as the primary materials of safety education on drivers.

• 응용통계연구
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• 제28권2호
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• pp.241-250
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• 2015

경시적 자료 연구의 중요한 주제 중의 하나는 시간이 지남에 따라 개인의 건강 상태가 어떻게 변하는지를 추적하는 확률이다. 질병의 상태를 시간의 흐름에 따라 추적하는 것은 장기간에 걸친 임상적 관찰 연구의 계획과 분석, 그리고 질병의 예방과 치료에 중요한 의미를 지닌다. 본 논문에서는 두 다른 시점에서 각 개인의 건강 상태에 대한 조건부 확률을 추정해내는 순위 추적 확률에 대하여 연구하였다. 순위 추적 확률과 순위 추적 확률비를 추정하기 위하여 선형 혼합 효과 모형을 고려하였다. 본 논문의 방법은 아동을 대상으로 심혈관계 질환의 위험요인을 연구하는 역학 자료에 적용되었다.

• 대한토목학회논문집
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• 제26권4B호
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• pp.399-404
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• 2006

권혁민 등(2004)은 우리나라 동해안의 실해역 극치파고 및 조위발생빈도분포를 고려한 기대월파확률 산정기법을 제안했다. 권 등의 연구는 동해안의 묵호와 부산지역을 비교하여 조위발생빈도분포가 기대월파확률에 크게 영향을 준다는 것을 예시했으며 그 분포의 표준편차가 크면 클수록 기대월파확률이 작아짐을 보였다. 본 연구는 권혁민 등이 제안한 기대월파확률 계산방법을 준용하여 우리나라 동 남 서 해역의 기대월파확률 특성에 대하여 현행 설계방법에 의해 결정된 마루높이에 대한 평가를 시도하였다. 본 연구결과, 개략적으로 동 남 서 해역으로 갈수록 기대월파확률이 작아짐을 알 수 있다.