• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.959-967
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• 2008

In this paper we show the weak convergence of the linear random(multistochastic process) field generated by identically distributed 2-parameter array of associated random variables. Our result extends the result in Newman and Wright (1982) to the linear 2-parameter processes as well as the result in Kim and Ko (2003) to the 2-parameter case.

• Smart Structures and Systems
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• v.23 no.6
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• pp.641-651
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• 2019

The stochastic stability control of the parameter-excited vibration of an inclined stay cable with multiple modes coupling under random and periodic combined support disturbances is studied by using the direct eigenvalue analysis approach based on the response moment stability, Floquet theorem, Fourier series and matrix eigenvalue analysis. The differential equation with time-varying parameters for the transverse vibration of the inclined cable with control under random and deterministic support disturbances is derived and converted into the randomly and deterministically parameter-excited multi-degree-of-freedom vibration equations. As the stochastic stability of the parameter-excited vibration is mainly determined by the characteristics of perturbation moment, the differential equation with only deterministic parameters for the perturbation second moment is derived based on the $It{\hat{o}}$ stochastic differential rule. The stochastically and deterministically parameter-excited vibration stability is then determined by the deterministic parameter-varying response moment stability. Based on the Floquet theorem, expanding the periodic parameters of the perturbation moment equation and the periodic component of the characteristic perturbation moment expression into the Fourier series yields the eigenvalue equation which determines the perturbation moment behavior. Thus the stochastic stability of the parameter-excited cable vibration under the random and periodic combined support disturbances is determined directly by the matrix eigenvalues. The direct eigenvalue analysis approach is applicable to the stochastic stability of the control cable with multiple modes coupling under various periodic and/or random support disturbances. Numerical results illustrate that the multiple cable modes need to be considered for the stochastic stability of the parameter-excited cable vibration under the random and periodic support disturbances, and the increase of the control damping rather than control stiffness can greatly enhance the stochastic stability of the parameter-excited cable vibration including the frequency width increase of the periodic disturbance and the critical value increase of the random disturbance amplitude.

• International Journal of Highway Engineering
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• v.17 no.6
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• pp.65-73
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• 2015

PURPOSES : This study tries to develop the accident models of 4-legged signalized intersections in Busan Metropolitan city with random parameter in count model to understanding the factors mainly influencing on accident frequencies. METHODS : To develop the traffic accidents modeling, this study uses RP(random parameter) negative binomial model which enables to take account of heterogeneity in data. By using RP model, each intersection's specific geometry characteristics were considered. RESULTS : By comparing the both FP(fixed parameter) and RP modeling, it was confirmed the RP model has a little higher explanation power than the FP model. Out of 17 statistically significant variables, 4 variables including traffic volumes on minor roads, pedestrian crossing on major roads, and distance of pedestrian crossing on major/minor roads are derived as having random parameters. In addition, the marginal effect and elasticity of variables are analyzed to understand the variables'impact on the likelihood of accident occurrences. CONCLUSIONS : This study shows that the uses of RP is better fitted to the accident data since each observations'specific characteristics could be considered. Thus, the methods which could consider the heterogeneity of data is recommended to analyze the relationship between accidents and affecting factors(for example, traffic safety facilities or geometrics in signalized 4-legged intersections).

• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.177-183
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• 2011

Hidden Markov random eld(HMRF) is one of the most common model for image segmentation which is an important preprocessing in many imaging devices. The HMRF has unknown hyper-parameters on Markov random field to be estimated in segmenting testing images. However, in practice, due to computational complexity, it is often assumed to be a fixed constant. In this paper, we numerically show that the segmentation results very depending on the fixed hyper-parameter, and, if the parameter is misspecified, they further depend on the choice of the class-labelling algorithm. In contrast, the HMRF with estimated hyper-parameter provides consistent segmentation results regardless of the choice of class labelling and the estimation method. Thus, we recommend practitioners estimate the hyper-parameter even though it is computationally complex.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10b
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• pp.451-455
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• 1993

Interaction between system and disturbance results in system with time-dependent parameter. Parameter variation due to interaction has random characteristics. Most of the randomly varying parameters in control problem is regarded as white noise random process which is not a realistic model. In real situation those random variation is colored noise random process. Modified F-P-K equation is proposed to get the response of the random parametric system using some correction factor. Proposed technique is employed to obtain the colored noise parametric system response and confirmed via Monte-Carlo Simulation.

• Bulletin of the Korean Mathematical Society
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• v.35 no.2
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• pp.279-292
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• 1998

We derive maximal inequalities of linearly positive quadrant dependent (LPQD) random variables for d = 1,2. With an application we also obtain the weak convergence for 2-parameter arrays of LPQD random variables.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.93-107
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• 2002

Random effects generalised linear models are useful for analysing clustered count data in which responses are usually correlated. We propose a Bayesian approach to parameter estimation and variable selection in random effects generalised linear models for count data. A simple Gibbs sampling algorithm for parameter estimation is presented and a simple and efficient variable selection is done by using the Gibbs outputs. An illustrative example is provided.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.16 no.4
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• pp.64-75
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• 2017

Previous count models using fixed parameter can not consider the unobserved heterogeneity, as the standard error of the count value is underestimated, excessive t-values are derived thereby reducing the reliability of the model. Also, the study of unsignalized intersections are inadequate because of the difficulty of collecting data and statistical limits for accurate analytical processes compared to the signalized intersections. The purpose of this study is to analyze the factors affecting traffic accidents by constructing the count model using random parameters, and it aimed to distinguish between existing studies based on the rural unsignalized intersections. As a result of the analysis, 7 variables were presented as significant variables, and 2 variables(presence of crosswalk, speed limit) were presented as random parameter.

• International Journal of Reliability and Applications
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• v.18 no.2
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• pp.83-98
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• 2017

Stress-strength reliability problems arise frequently in applied statistics and related fields. In the context of reliability, the stress-strength model describes the life of a component, which has a random strength X and is subjected to random stress Y. The component fails at the instant that the stress applied to it exceeds the strength and the component will function satisfactorily whenever X > Y. The problem of estimation the reliability parameter in a stress-strength model R = P[Y < X], when X and Y are two independent two-parameter Lindley random variables is considered in this paper. The maximum likelihood estimator (MLE) and Bayes estimator of R are obtained. Also, different confidence intervals of R are obtained. Simulation study is performed to compare the different proposed estimation methods. Example in real data is used as practical application of the proposed procedure.

• International Journal of Highway Engineering
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• v.16 no.5
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• pp.133-142
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• 2014

PURPOSES : The objective was to develop the advanced method which could not explain each observation's specific characteristic in the present negative binomial method that results in under-estimation of the standard error(t-value inflation) and affects the confidence of whole derived results. METHODS : This study dealt with traffic accidents occurring within interchange segment on highway main line with RPNB(Random Parameter Negative Binomial) method that enables to take account of heterogeneity. RESULTS : As a result, AADT and lighting installation type on the road were revealed to have random parameter and in terms of other geometric variables, all were derived as fixed parameter(same effect on every segment). Also, marginal effects were adapted to analyze the relative effects on traffic accidents. CONCLUSIONS : This study proves that RPNB method which considers each observation's specific characteristics is better fitted to the accident data with geometrics. Thus, it is recommended that RPNB model or other methods which could consider the heterogeneity needs to be adapted in accident analysis.