• 응용통계연구
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• 제19권3호
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• pp.447-460
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• 2006

본 연구에서는 확률모형의 모수로부터 얻어지는 여러 형태의 함수간의 크기를 다중 비교 하는 방법을 제안하고자 한다. 이 방법은 비교대상인 모수 함수 간의 선호확률을 베이지안 방법으로 추정하고, 이들로부터 얻어지는 선호행렬을 이용한 새로운 다중비교법이다. 이러한 방법의 제안에 필요한 이론과 비교기준을 고안하였으며, 응용 예로 제안된 방법을 s의 독립인 지수분포 모수의 기하평균 크기 비교에 적용하였다.

• 한국경영과학회지
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• 제12권1호
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• pp.27-33
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• 1987

A stochastic model for an inventory system in which depletion of stock takes place due to random demand as well as random loss of items is studied under the assumption that the intervals between cussessive unit demands as well as those between cussessive unit losses, are independently and identically distributed random variables having negative exponential distributions with respective parameters .mu. and .lambda. It is further assumed that leadtime for each order is an outstanding-order-dependent random variable. The steady state probability distribution of the net inventory level is derived under the continuous review (S -1, S) inventory policy, from which the total expected coast expression is formulated.

• 한국시뮬레이션학회논문지
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• 제3권2호
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• pp.27-36
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• 1994

In many real-world simulation studies the several measures of performance are of interest simultaneously. There exist very limited number of studies that explain and suggest the methods or procedures of inferencing the system performances at the same time. This study presents a procedure for determining the number of simulation observations required to achieve the prespecified confidence level for several measures of system performance. Mean values are selected as the measures, for instance, expected ordering cost, expected holding cost, and expected shortage cost for a given period of time in the study of inventory problems. Basically, the batch means approach is applied and extended to develop an algorithm to carry out the procedure handling more than single parameter. The efficacy of the presented method is assessed through the experiments. The empirical results based on some stochastic systems such as queues and inventory problems show that the suggested method produces as excellent result in terms of the precision of estimated means and the number of observations required.

• 전자공학회논문지B
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• 제31B권9호
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• pp.85-100
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• 1994

This paper proposes a recognition system of constrained handwritten Hangul and alphanumeric characters using discrete hidden Markov models (HMM). HMM process encodes the distortion and similarity among patterns of a class through a doubly stochastic approach. Characterizing the statistical properties of characters using selected features, a recognition system can be implemented by absorbing possible variations in the form. Hangul shapes are classified into six types by fuzzy inference, and their recognition is performed based on quantized features by optimally ordering features according to their effectiveness in each class. The constrained alphanumerics recognition is also performed using the same features used in Hangul recognition. The forward-backward, Viterbi, and Baum-Welch reestimation algorithms are used for training and recognition of handwritten Hangul and alphanumeric characters. Simulation result shows that the proposed method recognizes handwritten Korean characters and alphanumerics effectively.

• 한국경영과학회지
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• 제30권1호
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• pp.17-26
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• 2005

There is the uncertainty of demands at each retailer in the supply chain. To satisfy customers' demand, retailer must have enough inventory. Nevertheless, stockout is occurred for some retailers. A lateral transshipment policy can be effectively used to deal with stockout. The new lateral transshipment policy, referred to service level adjustment (SLA), is suggested. The difference between SLA and previous policies is the integration of an emergency lateral 'transshipment with a preventive lateral transshipment to efficiently respond customers' demand in the proposed policy. Additionally, the service level to decide the quantity of products is considered. Simulation experiment is executed to treat stochastic factors in the two-echelon supply chain. The proposed policy can reduce total cost and is more effective to the change of demand, penalty cost, and ordering cost than the currently used policies.

• Communications for Statistical Applications and Methods
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• 제19권2호
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• pp.267-276
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• 2012

Bagai et al. (1989) proposed a distribution-free test for stochastic ordering in the competing risk model, and recently Murakami (2009) utilized a standard saddlepoint approximation to provide tail probabilities for the Bagai statistic under finite sample sizes. In the present paper, we consider the Gaussian-polynomial approximation proposed in Ha and Provost (2007) and compare it to the saddlepoint approximation in terms of approximating the percentiles of the Bagai statistic. We make numerical comparisons of these approximations for moderate sample sizes as was done in Murakami (2009). From the numerical results, it was observed that the Gaussianpolynomial approximation provides comparable or greater accuracy in the tail probabilities than the saddlepoint approximation. Unlike saddlepoint approximation, the Gaussian-polynomial approximation provides a simple explicit representation of the approximated density function. We also discuss the details of computations.

• International Journal of Reliability and Applications
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• 제15권1호
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• pp.65-76
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• 2014

In this article, a new model based on Lomax distribution is introduced. This new model is both useful and practical in areas such as economic, reliability and life testing. Some statistical properties of this model are presented including moments, hazard rate, reversed hazard rate, mean residual life and mean inactivity time functions, among others. It is also shown that the distributions of the new model are ordered with respect to the strongest likelihood ratio ordering. The method of moment and maximum likelihood estimation are used to estimates the unknown parameters. Simulation is utilized to calculate the unknown shape parameter and to study its properties. Finally, to illustrate the concepts, the appropriateness of the new model for real data sets are included.

• 한국항만경제학회지
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• 제31권3호
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• pp.1-14
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• 2015

본 연구의 목적은 몬테카를로 시뮬레이션을 활용하여 현금흐름할인법의 순현재가치 분석에 필요한 용선수익과 3개월 리보금리, 해체가격을 예측하여 미래 불확실성을 경감시킬 수 있는 선박의 가치를 측정하고자 했다. 정확한 연구분석을 위해 총 10,000회의 시뮬레이션을 수행하였으며, 연구 결과의 실증 분석을 위해 2010년 기준 선박 도입에 따른 선박 가치 분석을 일반적인 현금흐름할인법과 몬테카를로 시뮬레이션을 활용한 확률론적 현금흐름할인법을 비교 분석하였다. 본 연구의 분석 결과 지난 2010년 기준 몬테카를로 시뮬레이션을 활용하여 현금흐름할인법을 시행할 경우 일반적인 현금흐름할인법을 통한 결과보다 부정적인 순현재가치가 산출되어 선주들의 무분별한 선박발주에 경각심을 일으키는 계기가 될 수 있었다. 본 연구에서 사용한 몬테카를로 시뮬레이션을 활용한 확률론적 현금흐름할인법 기반의 선박 가치평가방법은 확률분포를 통해 기존 현금흐름할인법에서의 고정된 현재가치가 아닌 미래의 불확실성에 대한 변수를 반복 검증함으로서 선주들이 현금흐름에 대한 유동성 리스크에 대처할 수 있는 정보를 제공한다는 가치를 가지고 있다.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회/대한산업공학회 1999년도 춘계공동학술대회:정보화시대의 지식경영
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• pp.426-426
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• 1999

;There are many sources of uncertainty in a typical production and inventory system. There is uncertainty as to how many items customers will demand during the next day, week, month, or year. There is uncertainty about delivery times of the product. Uncertainty exacts a toll from management in a variety of ways. A spurt in a demand or a delay in production may lead to stockouts, with the potential for lost revenue and customer dissatisfaction. Firms typically hold inventory to provide protection against uncertainty. A cushion of inventory on hand allows management to face unexpected demands or delays in delivery with a reduced chance of incurring a stockout. The proposed strategies are used for the design of a probabilistic inventory system. In the traditional approach to the design of an inventory system, the goal is to find the best setting of various inventory control policy parameters such as the re-order level, review period, order quantity, etc. which would minimize the total inventory cost. The goals of the analysis need to be defined, so that robustness becomes an important design criterion. Moreover, one has to conceptualize and identify appropriate noise variables. There are two main goals for the inventory policy design. One is to minimize the average inventory cost and the stockouts. The other is to the variability for the average inventory cost and the stockouts The total average inventory cost is the sum of three components: the ordering cost, the holding cost, and the shortage costs. The shortage costs include the cost of the lost sales, cost of loss of goodwill, cost of customer dissatisfaction, etc. The noise factors for this design problem are identified to be: the mean demand rate and the mean lead time. Both the demand and the lead time are assumed to be normal random variables. Thus robustness for this inventory system is interpreted as insensitivity of the average inventory cost and the stockout to uncontrollable fluctuations in the mean demand rate and mean lead time. To make this inventory system for robustness, the concept of utility theory will be used. Utility theory is an analytical method for making a decision concerning an action to take, given a set of multiple criteria upon which the decision is to be based. Utility theory is appropriate for design having different scale such as demand rate and lead time since utility theory represents different scale across decision making attributes with zero to one ranks, higher preference modeled with a higher rank. Using utility theory, three design strategies, such as distance strategy, response strategy, and priority-based strategy. for the robust inventory system will be developed.loped.