신뢰성 해석을 위한 입력변수의 상관성을 고려한 아카이케 정보척도를 기반 코플라 추정 방법Copula estimation method by inference function for margins using Akaike information criterion for reliability analysis under correlated input variables
- Other Titles
- Copula estimation method by inference function for margins using Akaike information criterion for reliability analysis under correlated input variables
- Authors
- 김새결; 임우철; 이태희; 김경홍; 지상범; 조수길; 김형우; 홍섭
- Issue Date
- Nov-2015
- Publisher
- 대한기계학회
- Keywords
- Akaike information criterion(아카이케 정보척도); Copula(코플라); Joint cumulative distribution function(결합누적분포함수); Maximum likelihood estimation(최우량추정); Reliability Analysis(신뢰성 해석)
- Citation
- 대한기계학회 창립 70주면 기념 학술대회, pp.1641 - 1642
- Indexed
- OTHER
- Journal Title
- 대한기계학회 창립 70주면 기념 학술대회
- Start Page
- 1641
- End Page
- 1642
- URI
- https://scholarworks.bwise.kr/hanyang/handle/2021.sw.hanyang/155861
- Abstract
- For reliability analysis, statistical modeling of input random variables such as joint cumulative distribution function is required. In some statistical models in engineering applications, input random variables are considered independent even though correlation exists between the variables. Copula is widely employed for modeling multivariate distributions since it captures the dependence between the marginal variables. Among many copula estimation methods, semiparametric method is preferred because assumption for marginal distributions is not required, thus estimation of copula is considered to be more accurate than other methods. However, semiparametric method needs assumption of marginal distributions while performing reliability analysis. In this paper, Akaike information criterion is employed for estimating marginal distributions and maximum likelihood estimation for estimating copula. The proposed method can use discrete information without any assumption for marginal distributions and is capable of performing reliability analysis when correlation exists between input random variables.
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