• Communications of the Korean Mathematical Society
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• v.33 no.2
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• pp.605-618
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• 2018

The main goal of this paper is to study an extension of random summations of independent and identically distributed random variables when the number of summands in random summation is a partial sum of n independent, identically distributed, non-negative integer-valued random variables. Some characterizations of random summations are considered. The central limit theorems and weak law of large numbers for extended random summations are established. Some weak limit theorems related to geometric random sums, binomial random sums and negative-binomial random sums are also investigated as asymptotic behaviors of extended random summations.

• Journal of the Korean Statistical Society
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• v.29 no.3
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• pp.315-318
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• 2000

In this note we use the Poisson Summation Formula to generalize a result of Harris and Park (1994) on lattice distributions induced by uniform (0,1) random variables to those generated by random variables with step functions as their probability functions.

• Journal of the Korean Statistical Society
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• v.32 no.1
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• pp.21-24
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• 2003

In the recent papers by Harris and Park (1994) and by Hui and Park (2000), a family of lattice distributions derived from a sum of independent identically distributed random variables is examined. In this paper we generalize a result of Hui and Park (2000) on lattice distributions on the torus using the Poisson summation formula.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.18 no.3
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• pp.323-334
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• 2008

According to the delivery condition, the breakage of a product occurs when it is delivered to the customers. Therefore product's makers evaluate the durability under the delivery process by accelerated life testing. In order to conduct this accelerated life testing accurately, it is very important to identify the acceleration-factor exactly between on-road and accelerated life test condition. In this paper, the acceleration-factor is identified by applying linear damage summation law, rain-flow cycle counting and Dirlik theory under the conditions of the random vibration. And approximated FEM model of the connecting-pipe to the compressor is developed for fatigue analysis. This model is finally verified by comparing the experiment results to the numerical analysis results.

• Communications for Statistical Applications and Methods
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• v.22 no.3
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• pp.223-232
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• 2015

The area under the ROC curve (AUC), the volume under the ROC surface (VUS) and the hypervolume under the ROC manifold (HUM) are defined and interpreted with probability that measures the discriminant power of classification models. AUC, VUS and HUM are expressed with the summation and integration notations for discrete and continuous random variables, respectively. AUC for discrete two random samples is represented as the nonparametric Mann-Whitney statistic. In this work, we define conditional Mann-Whitney statistics to compare more than two discrete random samples as well as propose that VUS and HUM are represented as functions of the conditional Mann-Whitney statistics. Three and four discrete random samples with some tie values are generated. Values of VUS and HUM are obtained using the proposed statistic. The values of VUS and HUM are identical with those obtained by definition; therefore, both VUS and HUM could be represented with conditional Mann-Whitney statistics proposed in this paper.

• Bulletin of the Korean Mathematical Society
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• v.58 no.6
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• pp.1419-1443
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• 2021

The asymmetric Laplace distribution arises as a limiting distribution of geometric summations of independent and identically distributed random variables with finite second moments. The main purpose of this paper is to study the weak limit theorems for geometric summations of independent (not necessarily identically distributed) random variables together with convergence rates to asymmetric Laplace distributions. Using Trotter-operator method, the orders of approximations of the distributions of geometric summations by the asymmetric Laplace distributions are established in term of the "large-𝒪" and "small-o" approximation estimates. The obtained results are extensions of some known ones.

• Communications for Statistical Applications and Methods
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• v.21 no.6
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• pp.539-559
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• 2014

We derive the exact distribution of summation for random samples from uniform distribution and then compare the exact distribution with the approximated normal distribution obtained by the central limit theorem. To check the similarity between two distributions, we consider five existing normality tests based on the difference between the target normal distribution and empirical distribution: Anderson-Darling test, Kolmogorov-Smirnov test, Cramer-von Mises test, Shapiro-Wilk test and Shaprio-Francia test. For the purpose of comparison, those normality tests are applied to the simulated data. It can sometimes be difficult to derive an exact distribution. Thus, we try two different transformations to find out which transform is easier to get the exact distribution in terms of calculation complexity. We compare two transformations and comment on the advantages and disadvantages for each transformation.

• Journal of the Society of Naval Architects of Korea
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• v.47 no.6
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• pp.813-820
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• 2010

The spread mooring system for FPSO is developed to explore deep sea area, in which swell is dominant. It is known that the tension response of mooring lines in this sea area shows bimodal spectrum. Assuming normal distribution of tension profile and Rayleigh distribution of tension amplitude, the power spectral density function (PSD) of the mooring tension under the bimodal stationary random process is applied for the calculation of spectrum fatigue. Three popular methods, which are simple summation method, combined spectrum method and Jioa-Moan method, are used to combine fatigue damages from bimodal spectrum characteristics. Each damage value is compared with damage using Rainflow Cycle Counting (RCC) method which is believed to be close to exact solution. Vanmarcke' parameter and RMS(Root Mean Square) ratio are employed to assess relative damage variations between from RCC method and from three combination methods. Finally the most reliable fatigue damage combining method for spread mooring system is suggested.

• Journal of the Korean Society for Precision Engineering
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• v.11 no.6
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• pp.98-108
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• 1994

An assessment of a mathematical method of synthesing tire tread pitch noise spectra is studied. The method is based on the summation of phasors and the calculated spectra are conveniently generated as computer printout in the form of bar graph. The technique, its usefulness, its limitations and the implications of using such a model are discussed. This paper presents a basic study on optimum pitch arrangement for prediction and control of tire tread pitch noise in constraint condition relatied with tire properties, thus enabling optimum tread pitch arrangements to be determined at the design stage, by application of old tire tread pitch simulation.

• Proceedings of the KIEE Conference
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• 1987.11a
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• pp.106-108
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• 1987

Until now, inflow has been handled an independent log-normal random variable in the problem of planning the long-term operation of a multi-reservoir hydrothermal electric power generation system. This paper introduces the detail study for making rule curve by applying weekly time interval for handling inflows. The hydro system model consists of a set of reservoirs and ponds. Thermal units are modeld by one equivalent thermal unit. Objective is minimizing the total cost that the summation of the fuel cost of equivalent thermal unit at each time interval. For optimization, stochastic dynamic programming(SDP) algorithm using successive approximations is used.