• Journal of the Korean Statistical Society
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• 제34권3호
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• pp.197-208
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• 2005

We consider the problem for approximate solution of linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion with Hurst parameter $H\;\in$ (0,1/2). The error of the approximate solution for the explicit Euler scheme is investigated.

• 전자공학회논문지A
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• 제31A권3호
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• pp.77-86
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• 1994

A New environment SENSATION for circuit optimization and statistical analysis has been developed. It provides real time simulation and includes automatic algorithms to assist for reaching optimal solution. Furthermore, statistical analysis environment is presented which aids in Monte Carlo analysis. worst case corner analysis, and sensitivity analysis. These capabilities faciliate the characterization of the effects of several operating conditions and manufacture process paramenters on the design performances. We verify that the proposed methods can obtain the optimal solution of the objective function through several experimental results.

• Journal of the Korean Statistical Society
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• 제31권3호
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• pp.329-342
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• 2002

We deal with asymptotic properties of Maximum Likelihood Estimator(MLE) for the parameters appearing in a Hilbert space-valued Stochastic Differential Equation(SDE) and a Stochastic Partial Differential Equation(SPDE). In paractice, the available data are only the finite dimensional projections to the solution of the equation. Using these data we obtain MLE and consider the asymptotic properties as the dimension of projections increases. In particular we explore a relationship between the conditions for the solution and asymptotic properties of MLE.

• Communications for Statistical Applications and Methods
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• 제29권2호
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• pp.277-286
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• 2022

Due to the uniquely slow convergence speed of the EM algorithm, it suffers form a lot of processing time until the desired deconvolution image is obtained when the image is large. To cope with the problem, in this paper, an immediate solution of the EM algorithm is provided under the Gaussian image model. It is derived by finding the recurrent formular of the EM algorithm and then substituting the results repeatedly. In this paper, two types of immediate soultion of image deconboution by EM algorithm are provided, and both methods have been shown to work well. It is expected that it free the processing time of image deconvolution because it no longer requires an iterative process. Based on this, we can find the statistical properties of the restored image at specific iterates. We demonstrate the effectiveness of the proposed method through a simple experiment, and discuss future concerns.

• 대한수학회지
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• 제38권3호
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• pp.657-667
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• 2001

We propose a statistical interpolation approximate solution for a nonlinear stochastic integral equation of a stock price process. The proposed method has the order O(h$^2$) of local error under the weaker conditions of $\mu$ and $\sigma$ than those of Milstein' scheme.

• Corrosion Science and Technology
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• 제7권5호
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• pp.296-299
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• 2008

High order statistical parameters were evaluated using the electrochemical noise data collected during corrosion of type 430 stainless steel coupled to a inert, platinum electrode in 3.5% NaCl solution. High order statistical parameters are shown to predict uniform corrosion properly. However, Localization index, skewness of current, kurtosis and skewness of potential are capable of predicting pitting corrosion only when the transients are large with long life time. Of the high order statistical parameters evaluated, kurtosis of current is found to be the most sensitive parameter for detecting uniform and pitting corrosion.

• 한국연초학회지
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• 제22권1호
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• pp.91-98
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• 2000

This study was carried out to evaluate the uncertainty in the analysis of menthol content from the mentholated cigarette. Menthol in the sample cigarette was extracted with methanol containing an anethole as an internal standard, and then analyzed by gas chromatography. As the sources of uncertainty associated with the analysis of menthol, were the following points tested, such as the weighing of sample, the preparation of extracting solution, the pipetting of extracting solution into the sample, the preparation of standard solution, the precision of GC injections for standard & sample solution, the GC response factor of standard solution, the reproducibility of menthol analysis, and the determination of water content in tobacco, etc. For calculating the uncertainties, type A of uncertainty was evaluated by the statistical analysis of a series of observation, and type B by the information based on supplier's catalogue and/or certificated of calibration. Sources of uncertainty were subsequently included and mathematically combined with the uncertainty arising from the assessment of accuracy to provide the overall uncertainty. It was shown that the main source of uncertainty came from the errors in the reproducibility of menthol and water determination, the purity of menthol reference material in the preparation of standard solution, and the precision of GC injections for sample solution. The errors in sample weighing and volume measurement contributed relatively little to the overall uncertainty. The expanded uncertainty in the mentholated cigarettes, Korean and American brand, at 0.95 level of statistical confidence was $\pm$0.06 and $\pm$0.07 mg/g for a menthol content of 1.89 and 2.32 mg/g, respectively.

• 한국추진공학회:학술대회논문집
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• 한국추진공학회 2009년도 제33회 추계학술대회논문집
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• pp.459-468
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• 2009

Analysis of the uncertainty to have engineering solution of gas-dynamic and hydrodynamic problems is based on the comparison the prospective engineering solution with experimental result. In this paper, the mathematical model to estimate heat flux along gas-dynamic channel wall and the solution sequence are shown. Statistical information and generalizing experimental characteristics about gas- and hydro-dynamic channels were applied to the mathematical model. As the results, it is possible to draw a conclusion that models of the integrated approach, using the averaged statistical data of generalizing characteristics for a turbulent flow, without consideration of the turbulent mechanism (characteristic pulsations), can predict a nominal operating regime for gas-dynamic and hydrodynamic systems. The probable deviation of operating regime for newly designed the gas-dynamic channel can achieve 20% from a regime predicted on a basis 1-D or 3-D modelling irrespective of a kind of used models.

• Communications for Statistical Applications and Methods
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• 제5권3호
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• pp.581-589
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• 1998

An algorithm is proposed for the $L_1$-estimation with linear equality and inequality constraints in linear regression model. The algorithm employs a linear scaling transformation to obtain the optimal solution of linear programming type problem. And a special scheme is used to maintain the feasibility of the updated solution at each iteration. The convergence of the proposed algorithm is proved. In addition, the updating and orthogonal decomposition techniques are employed to improve the computational efficiency and numerical stability.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.25-30
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• 2003

We prove that the logarithm of the flow of stochastic differential equations is an element of the free Lie algebra generated by a finite set consisting of vector fields being coefficients of equations. As an application, we directly obtain a formula of the solution of stochastic differential equations given by Castell(1993) without appealing to an expansion for ordinary differential equations given by Strichartz (1987).