• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.429-440
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• 2006

In statistical computing, it is often for researchers to need the distribution of a weighted sum of noncentral chi-square variables. In this case, it is very limited to know its exact distribution. There are many works to contribute to this topic, e.g. Imhof (1961) and Solomon-Stephens (1977). Imhof's method gives good approximation to the true distribution, but it is not easy to apply even though we consider the development of computer technology Solomon-Stephens's three moment chi-square approximation is relatively easy and accurate to apply. However, they skipped many details, and their simulation is limited to a weighed sum of central chi-square random variables. This paper gives details on Solomon-Stephens's method. We also extend their simulation to the weighted sum of non-central chi-square distribution. We evaluated approximated powers for homogeneous test and compared them with the true powers. Solomon-Stephens's method shows very good approximation for the case.

• Communications for Statistical Applications and Methods
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• v.22 no.2
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• pp.105-120
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• 2015

A large family of distributions arising from distributions of ordered data is proposed which contains other models studied in the literature. This extension subsume many cases of weighted random variables such as order statistics, records, k-records and many others in variety. Such a distribution can be used for modeling data which are not identical in distribution. Some properties of the theoretical model such as moment, mean deviation, entropy criteria, symmetry and unimodality are derived. The proposed model also studies the problem of parameter estimation and derives maximum likelihood estimators in a weighted gamma distribution. Finally, it will be shown that the proposed model is the best among the previously introduced distributions for modeling a real data set.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.21 no.4
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• pp.335-345
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• 2008

In this study, we suggest a stochastic finite element scheme for the probabilistic analysis of the composite laminated plates, which have been applied to variety of mechanical structures due to their high strength to weight ratios. The applied concept in the formulation is the weighted integral method, which has been shown to give the most accurate results among others. We take into account the elastic modulus and in-plane shear modulus as random. For individual random parameters, independent stochastic field functions are assumed, and the effect of these random parameters on the response are estimated based on the exponentially varying auto- and cross-correlation functions. Based on example analyses, we suggest that composite plates show a less coefficient of variation than plates of isotropic and orthotropic materials. For the validation of the proposed scheme, Monte Carlo analysis is also performed, and the results are compared with each other.

• Journal of the Architectural Institute of Korea Planning & Design
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• v.34 no.11
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• pp.23-32
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• 2018

The purpose of this study is to establish a walking energy weighted ERAM model that can predict the pedestrian volume by the connection structure of the vertical and horizontal spaces within a three-dimensional building. The process of building a walking-energy weighted ERAM model is as follows. First, the spatial graph was used to reproduce three-dimensional buildings with vertical and horizontal spatial connection structures. Second, the walking energy was measured on the spatial graph. Third, ERAM model was used to apply weights with spatial connection properties in random walking environment, and the walking energy weights were applied to the ERAM model to calculate the walk energy weighted ERAM values and visualize the distribution of pedestrian flow. To verify the validation of the established model, existing and proposed spatial analysis models were compared to real space. The results of this study are as follows : The model proposed in this study showed as much elaborated estimation of pedestrian traffic flow in real space as in traditional spatial analysis models, and also it showed much higher level of forecasting pedestrian traffic flow in real space than existing models.

• Communications for Statistical Applications and Methods
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• v.25 no.2
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• pp.173-184
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• 2018

In medical or public health research, it is common to encounter clustered or longitudinal count data that exhibit excess zeros. For example, health care utilization data often have a multi-modal distribution with excess zeroes as well as a multilevel structure where patients are nested within physicians and hospitals. To analyze this type of data, zero-inflated count models with mixed effects have been developed where a count response variable is assumed to be distributed as a mixture of a Poisson or negative binomial and a distribution with a point mass of zeros that include random effects. However, no study has considered a situation where data are also censored due to the finite nature of the observation period or follow-up. In this paper, we present a weighted version of zero-inflated Poisson model with random effects accounting for variable individual follow-up times. We suggested two different types of weight function. The performance of the proposed model is evaluated and compared to a standard zero-inflated mixed model through simulation studies. This approach is then applied to Medicaid data analysis.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.41 no.6
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• pp.239-245
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• 2004

A hue-based noise-tolerant corner detector is proposed for the exact detection of the real corners in spite of the shadows and random noise. Based on the fact that the hue gradient at the border of the opaque objects' shadow is smaller than the intensity gradient in HSI (hue-saturation-intensity) color space, the effects of shadow are eliminated by introducing the hue-weighted combination of vector gradient to the proposed corner detector. Furthermore, the proposed corner detector is robust to random noise by offsetting the contribution to the corner candidate when the polarities of the color gradients of the pixel pairs are out of phase each other. Results of the experiment show that the proposed corner detector can effectively detect the real corners.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.9 no.1
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• pp.99-110
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• 2005

This paper suggests an efficient approach for stochastic bicriteria programming problem (SBCPP) with random variables in both the objective functions and in the right-hand side of the constraints. The suggested approach uses the statistical inference through two different techniques: In one of them, the SBCPP is transformed into an equivalent deterministic bicriteria programming problem (DBCPP), then the nonnegative weighted sum approach will be used to transform the bicriteria programming problem into a single objective programming problem, and the other technique, the nonnegative weighted sum approach is used to transform the SBCPP to an equivalent stochastic single objective programming problem, then apply the same procedure to convert stochastic single objective programming problem into its equivalent deterministic single objective programming problem (DSOPP). In both techniques the resulting problem can be solved as a nonlinear programming problem to get the efficient solutions. Finally, a comparison between the two different techniques is discussed, and illustrated example is given to demonstrate the actual application of these techniques.

• Steel and Composite Structures
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• v.11 no.2
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• pp.115-130
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• 2011

Considering the randomness of material parameters in the laminated composite plate, a scheme of stochastic finite element method to analyze the displacement response variability is suggested. In the formulation we adopted the concept of the weighted integral where the random variable is defined as integration of stochastic field function multiplied by a deterministic function over a finite element. In general the elastic modulus of composite materials has distinct value along an individual axis. Accordingly, we need to assume 5 material parameters as random. The correlations between these random parameters are modeled by means of correlation functions, and the degree of correlation is defined in terms of correlation coefficients. For the verification of the proposed scheme, we employ an independent analysis of Monte Carlo simulation with which statistical results can be obtained. Comparison is made between the proposed scheme and Monte Carlo simulation.

• Journal of applied mathematics & informatics
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• v.15 no.1_2
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• pp.457-466
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• 2004

Let{$X_{ni}$\mid$\;1\;{\leq}\;i\;{\leq}\;k_n,\;n\;{\geq}\;1$} be an array of rowwise negatively associated random variables such that $P$\mid$X_{ni}$\mid$\;>\;x)\;=\;O(1)P($\mid$X$\mid$\;>\;x)$ for all $x\;{\geq}\;0,\;and\; \{k_n\}\;and\;\{r_n\}$ be two sequences such that $r_n\;{\geq}\;b_1n^r,\;k_n\;{\leq}\;b_2n^k$ for some $b_1,\;b_2,\;r,\;k\;>\;0$. Then it is shown that $\frac{1}{r_n}\;max_1$\mid${\Sigma_{i=1}}^j\;X_{ni}$\mid$\;{\rightarrow}\;0$ completely convergence and the strong convergence for weighted sums of N A arrays is also considered.

• Structural Engineering and Mechanics
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• v.53 no.6
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• pp.1127-1141
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• 2015

The optimum design of liquid column dampers in seismic vibration control considering system parameter uncertainty is usually performed by minimizing the unconditional response of a structure without any consideration to the variation of damper performance due to uncertainty. However, the system so designed may be sensitive to the variations of input system parameters due to uncertainty. The present study is concerned with robust design optimization (RDO) of liquid column vibration absorber (LCVA) considering random system parameters characterizing the primary structure and ground motion model. The RDO is obtained by minimizing the weighted sum of the mean value of the root mean square displacement of the primary structure as well as its standard deviation. A numerical study elucidates the importance of the RDO procedure for design of LCVA system by comparing the RDO results with the results obtained by the conventional stochastic structural optimization procedure and the unconditional response based optimization.