• Journal of Korean Society for Quality Management
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• v.34 no.3
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• pp.19-30
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• 2006

For highly reliable products, it is difficult to assess the lifetime of the products with traditional life tests. Accordingly, a recent approach is to observe the performance degradation of product during the test rather than regular failure time. This study compares performances of three methods(i.e. the approximation, analytical and numerical methods) to estimate the parameters and quantiles of the lifetime when the time-to-failure distribution follows Weibull and lognormal distributions under a random coefficient degradation rate model. Numerical experiments are also conducted to investigate the effects of model error such as measurements in a random coefficient model.

• Journal of the Korean Society for Precision Engineering
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• v.11 no.1
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• pp.192-200
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• 1994

The methodology of a simple probabilistic fatigue crack under random loading is proposed. Using the crack closure concept, the crack opening stress is assumed to be constant during random loading. The loading history was analyzed to determine the probability density functions, probability distribution functions and other related parameters for the probabilistic fatigue crack growth analysis. Fatigue crack growth using the exisiting available data was predicted by the proposed probabilistic analysis and compared with experimental data.

• Journal of Advanced Navigation Technology
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• v.27 no.4
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• pp.457-462
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• 2023

We proposed a flexible link configuration in a system combining mid-span spectral inversion (MSSI) and dispersion management used for long-distance transmission of high-capacity optical signals such as wavelength division multiplexing signals, and examined specific methods to increase chromatic dispersion and nonlinear distortion compensation effects. The dispersion map proposed to increase the flexibility of dispersion-managed link configuration has a 'random-inverse' structure. That is, in the proposed dispersion map, the residual dispersion per span (RDPS) of each fiber span in the first half section up to the optical phase conjugator is randomly distributed, and the RDPS distribution in the second half section reverses the distribution pattern of the first section. Although the proposed dispersion map has a random distribution of RDPS, it was confirmed that the distortion compensation effect is improved due to the fact that the dispersion profile is symmetrical with respect to the optical phase conjugator. In the dispersion map of the 'random-inverse' configuration, it was also confirmed that the compensation effect of the distorted wavelength division multiplexing signal becomes improved when the magnitude of the RDPS allocated to each fiber span is large.

• Journal of the Chungcheong Mathematical Society
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• v.20 no.4
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• pp.411-418
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• 2007

Let $X_1$, ${\cdots}$, $X_n$ be nondegenerate and positive independent identically distributed(i.i.d.) random variables with common absolutely continuous distribution function F(x) and $E(X^2)$ < ${\infty}$. The random variables $X_1+{\cdots}+X_n$ and $\frac{X_1+{\cdots}+X_m}{X_1+{\cdots}+X_n}$are independent for 1 $1{\leq}$ m < n if and only if $X_1$, ${\cdots}$, $X_n$ have gamma distribution.

• Communications for Statistical Applications and Methods
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• v.5 no.2
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• pp.531-538
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• 1998

This paper first examines the skewness of Wishart distribution, using Tracy and Sultan(1993)'s results. Second, it investigates the variance-covariance matrix of random matrix $S_Y=YY'$ which has a non-central Wishart distribution. Third, it proposes the exact form of the third moment of the random matrix with non-central Wishart distribution.

• Journal of the Chungcheong Mathematical Society
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• v.22 no.1
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• pp.1-5
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• 2009

Let {$X_n,\;n{\geq}1}$ be a sequence of independent identically distributed(i.i.d.) sequence of positive random variables with common absolutely continuous distribution function(cdf) F(x) and probability density function(pdf) f(x) and $E(X^2)<{\infty}$. The random variables $\frac{X_i{\cdot}X_j}{(\Sigma^n_{k=1}X_k)^{2}}$ and $\Sigma^n_{k=1}X_k$ are independent for $1{\leq}i if and only if {$X_n,\;n{\geq}1}$ have gamma distribution.

• Geophysics and Geophysical Exploration
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• v.8 no.1
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• pp.41-49
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• 2005

We have developed a random heterogeneous velocity model with bimodal distribution in methane hydrate-bearing Bones. The P-wave well-log data have a von Karman type autocorrelation function and non-Gaussian distribution. The velocity histogram has two peaks separated by several hundred metres per second. A random heterogeneous medium with bimodal distribution is generated by mapping of a medium with a Gaussian probability distribution, yielded by the normal spectral-based generation method. By using an ellipsoidal autocorrelation function, the random medium also incorporates anisotropy of autocorrelation lengths. A simulated P-wave velocity log reproduces well the features of the field data. This model is applied to two simulations of elastic wane propagation. Synthetic reflection sections with source signals in two different frequency bands imply that the velocity fluctuation of the random model with bimodal distribution causes the frequency dependence of the Bottom Simulating Reflector (BSR) by affecting wave field scattering. A synthetic cross-well section suggests that the strong attenuation observed in field data might be caused by the extrinsic attenuation in scattering. We conclude that random heterogeneity with bimodal distribution is a key issue in modelling hydrate-bearing Bones, and that it can explain the frequency dependence and scattering observed in seismic sections in such areas.

• Journal of the Korean Data and Information Science Society
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• v.18 no.3
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• pp.783-792
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• 2007

We consider estimation of reliability P(Y

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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• pp.405-412
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• 2003

In this paper, we consider two components system which the lifetimes have a bivariate weibull distribution with random censored data. Here the censoring time is independent of the lifetimes of the components. We construct large sample tests for independence and symmetry between two-components based on maximum likelihood estimators and the natural estimators. Also we present a numerical study.

• Proceedings of the Korean Society for Quality Management Conference
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• 2007.04a
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• pp.461-465
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• 2007

The BMAP/M/N/O queueing system operating in Markovian random environment is investigated. The stationary distribution of the system is calculated. Loss probability and other performance measures are calculated. Numerical experiments which show the necessity of taking into account the influence of random environment and correlation in input flow are presented.