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Title of Journal: J Mech Sci Technol

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Abbravation: Journal of Mechanical Science and Technology

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Korean Society of Mechanical Engineers

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DOI

10.1002/ajmg.a.36009

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1976-3824

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Choosing a suitable sample size in descriptive sam

Authors: YongKyun Lee DongHoon Choi KyungJoon Cha
Publish Date: 2010/06/24
Volume: 24, Issue: 6, Pages: 1211-1218
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Abstract

Descriptive sampling DS is an alternative to crude Monte Carlo sampling CMCS in finding solutions to structural reliability problems It is known to be an effective sampling method in approximating the distribution of a random variable because it uses the deterministic selection of sample values and their random permutation However because this method is difficult to apply to complex simulations the sample size is occasionally determined without thorough consideration Input sample variability may cause the sample size to change between runs leading to poor simulation results This paper proposes a numerical method for choosing a suitable sample size for use in DS Using this method one can estimate a more accurate probability of failure in a reliability problem while running a minimal number of simulations The method is then applied to several examples and compared with CMCS and conventional DS to validate its usefulness and efficiencyYongKyun Lee received his BS and MS degree in Mathematics from Hanyang University Korea in 2003 and 2005 respectively He is currently a fulltime Instructor at Department of Mathematic at Republic of Korea AirForce Academy Korea His research interests include computer statistics reliability analysis mathematics educations and steganographicsKyungJoon Cha received his BS in Mathematics from Hanyang Univeristy Korea 1981 MS in statistics from Univ of WisconsinMadison 1985 and PhD in Statistics from Southern Methodist University 1990 He is currently a professor of Dept of Mathematics at Hanyang University His areas of research interests include nonparametric statistics computational statistics and regressionDongHoon Choi is the director of the center of innovative design optimization technology iDOT Hanyang University Seoul Korea He received his BS at Seoul National University in 1975 MS at KAIST in 1977 and PhD at the University of WisconsinMadison in 1985 He has been a professor of Mechanical Engineering at Hanyang University since 1986 His areas of research interest include theory of engineering optimization and its application to engineering systems multidisciplinary design optimization sequential approximate optimization and design under uncertainty

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