• Communications for Statistical Applications and Methods
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• 제23권5호
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• pp.385-397
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• 2016

The stress-strength models have been intensively investigated in the literature in regards of estimating the reliability ${\theta}$ = P(X > Y) using parametric and nonparametric approaches under different sampling schemes when X and Y are independent random variables. In this paper, we consider the problem of estimating ${\theta}$ when (X, Y) are dependent random variables with a bivariate underlying distribution. The empirical and kernel estimates of ${\theta}$ = P(X > Y), based on bivariate ranked set sampling (BVRSS) are considered, when (X, Y) are paired dependent continuous random variables. The estimators obtained are compared to their counterpart, bivariate simple random sampling (BVSRS), via the bias and mean square error (MSE). We demonstrate that the suggested estimators based on BVRSS are more efficient than those based on BVSRS. A simulation study is conducted to gain insight into the performance of the proposed estimators. A real data example is provided to illustrate the process.

• Structural Engineering and Mechanics
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• 제6권6호
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• pp.659-671
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• 1998

Exercise of complete control on all aspects of any manufacturing / fabrication process is very difficult, leading to uncertainties in the material properties and geometric dimensions of structural components. This is especially true for laminated composites because of the large number of parameters associated with its fabrication. When the basic parameters like elastic modulus, density and Poisson's ratio are random, the derived response characteristics such as deflections, natural frequencies, buckling loads, stresses and strains are also random, being functions of the basic random system parameters. In this study the basic elastic properties of a composite lamina are assumed to be independent random variables. Perturbation formulation is used to model the random parameters assuming the dispersions small compared to the mean values. The system equations are analyzed to obtain the mean and the variance of the plate natural frequencies. Several application problems of free vibration analysis of composite plates, employing the proposed method are discussed. The analysis indicates that, at times it may be important to include the effect of randomness in material properties of composite laminates.

• 한국지능시스템학회논문지
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• 제20권1호
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• pp.76-80
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• 2010

급변하는 정보의 홍수 속에서 정보의 보안과 이를 가공하고 전송하는 것이 중요한 과제로 떠오르고 있다. 초기 정보보호이론과 암호화 전송단계에서는 간단한 치환과 수학적 계산 알고리즘을 적용한 암 복호화 과정을 이용하였다. 완벽한 정보보호는 One-time pad를 이용하는 것이나 이를 적용하기에는 하드웨어와 금전적 손실이 너무 크기에 실난수가 아닌 난수성을 만족하는 의사난수를 사용하고 있다. 본고에서 제안하는 변형 시리얼 테스트는 의사난수성을 입증하는 테스트 중 시리얼테스트에서 변형된 것으로 연산속도와 효율성 면에서 보다 더 강력한 난수성임을 입증하고 있다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권5호
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• pp.2468-2483
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• 2017

The construction of completely random sensing matrices of Compressive Sensing requires a large number of random numbers while that of deterministic sensing operators often needs complex mathematical operations. Thus both of them have difficulty in acquiring large signals efficiently. This paper focuses on the enhancement of the practicability of the structurally random matrices and proposes a semi-deterministic sensing matrix called Partial Kronecker product of Identity and Hadamard (PKIH) matrix. The proposed matrix can be viewed as a sub matrix of a well-structured, sparse, and orthogonal matrix. Only the row index is selected at random and the positions of the entries of each row are determined by a deterministic sequence. Therefore, the PKIH significantly decreases the requirement of random numbers, which has a complex generating algorithm, in matrix construction and further reduces the complexity of sampling. Besides, in order to process large signals, the corresponding fast sampling algorithm is developed, which can be easily parallelized and realized in hardware. Simulation results illustrate that the proposed sensing matrix maintains almost the same performance but with at least 50% less random numbers comparing with the popular sampling matrices. Meanwhile, it saved roughly 15%-35% processing time in comparison to that of the SRM matrices.

• Wind and Structures
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• 제36권2호
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• pp.133-147
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• 2023

The random vibration of saddle membrane structures under wind load is studied theoretically and experimentally. First, the nonlinear random vibration differential equations of saddle membrane structures under wind loads are established based on von Karman's large deflection theory, thin shell theory and potential flow theory. The probabilistic density function (PDF) and its corresponding statistical parameters of the displacement response of membrane structure are obtained by using the diffusion process theory and the Fokker Planck Kolmogorov equation method (FPK) to solve the equation. Furthermore, a wind tunnel test is carried out to obtain the displacement time history data of the test model under wind load, and the statistical characteristics of the displacement time history of the prototype model are obtained by similarity theory and probability statistics method. Finally, the rationality of the theoretical model is verified by comparing the experimental model with the theoretical model. The results show that the theoretical model agrees with the experimental model, and the random vibration response can be effectively reduced by increasing the initial pretension force and the rise-span ratio within a certain range. The research methods can provide a theoretical reference for the random vibration of the membrane structure, and also be the foundation of structural reliability of membrane structure based on wind-induced response.

• 충청수학회지
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• 제23권1호
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• pp.127-136
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• 2010

For the maximum partial sum of linear process generated by a doubly infinite sequence of identically distributed $\rho$-mixing random variables with mean zeros, a complete convergence is obtained under suitable conditions.

• Journal of the Korean Data and Information Science Society
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• 제8권2호
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• pp.135-141
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• 1997

In this paper, it is investigated the properties of the transformed geometric Poisson process when the intensity function of the process is a distribution of the continuous random variable. If the intensity function of the transformed geometric Poisson process is a Pareto distribution then the transformed geometric Poisson process is a strongly P-process.

• 한국산업정보학회논문지
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• 제4권3호
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• pp.90-94
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• 1999

디지틀 의사 랜덤변환의 출력이 같은 랜덤성을 갖는 것을 방지하기 위해서 카오스적인 처리과정이라 부르는 보다 랜덤하고, 결정론적인 변환과정을 소개하였다. 카오스적인 변환과정을 거치면, 카오스적인 랜덤순서가 발생하는 데, 이 카오스 변환은 결정론적 카오스함수를 기본으로 설계하였으며, 쉬프트 레지스터와 같은 간단한 하드웨어로 구현할 수 있었다. 본 논문에서는 쉬프트 레지스터로 구현한 카오스변환 회로를 제시하였고, 제시한 회로의 카오스적인 거동은 카오스 거동을 갖는 톱니함수 특성으로 설명하였다.

• 제어로봇시스템학회논문지
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• 제6권6호
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• pp.433-440
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• 2000

To flexibly evaluate performance and reliability of a real-time system which is intrinsically characterized by stringent timing constraints to generate correct responses, we propose fuzzyrandom variables and build a discrete event model embedded with fuzzy-random variables. Also, we adapt fuzzy-variables to a path-space approach, which derives the upper and lower bounds of reliability by using a semi-Markov model that explicitly contains the deadline information. Consequently, we propose certain formulas of state automata properly transformed by fuzzy-random variables, and present numerical examples applying the formulas to RTP(Rapid Thermal Process) to show that a complex system can be properly evaluated based on this model by computer simulation.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.549-556
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• 2009

Let $\{(X_{ni}|1{\leq}i{\leq}n,\;n{\geq}1)\}$ be an array of rowwise negatively associated random variables. In this paper we discuss $n^{{\alpha}p-2}h(n)max_{1{\leq}k{\leq}n}|{\sum}_{i=1}^kX_{ni}|/n^{\alpha}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed with suitable conditions for ${\alpha}$>1/2, 0${\alpha}p{\geq}1$ and a slowly varying function h(x)>0 as $x{\rightarrow}{\infty}$. In addition, we obtain the complete convergence of moving average process based on negative association random variables which extends the result of Zhang (1996).