• Title/Summary/Keyword: 동시신뢰구간

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Exact simulataneous confidence interval for the case of four means using TK procedure (Tukey-Kramer방법을 이용한 4개 평균에 관한 정확한 동시 신뢰구간의 통계적 계산 방법)

  • 김병천;김화선;조신섭
    • The Korean Journal of Applied Statistics
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    • v.2 no.1
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    • pp.18-34
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    • 1989
  • The problem of simultaneously estimating the pairwise differences of means of four independent normal populations with equal variances is considered. A statistical computing procedure involving a trivariate t density constructs the exact confidence intervals with simultaneous co verage probability equal to $1-\alpha$. For equal sample sizes, the new procedure is the same as the Tukey studentized range procedure. With unequal sample sizes, in the sense of efficiency for confidence interval lengths and experimentwise error rates, the procedure is superior to the various generalized Tukey procedures.

Quantile Estimation in Steady-State Simulation using Bonferroni and Bootstrap Methods (안정상태 시뮬레이션에서의 Bonferroni 동시 추정과 붓스트랩을 이용한 백분율 추정)

  • 김세영
    • Journal of the Korea Society for Simulation
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    • v.6 no.2
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    • pp.81-87
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    • 1997
  • 안정상태 시뮬레이션의 출력 분석에서 백분율의 추정은 시스템 설계와 성능분석에 매우 유용하다. 그러나 지금까지 지속적으로 발전된 대부분의 안정상태 시뮬레이션 연구는 그 대상이 주로 시스템의 평균값에 치중되어 왔다. 본 논문에서는 시뮬레이션 출력 과정의 안정상태 백분율에 대하여 Bonferroni 동시 신뢰구간 추정 방법과 붓스트랩을 이용하는 신 뢰구간 추정 방법을 제시한다. 이 방법들은 전통적인 방법보다 적은 수의 관찰 값을 가지고 상대적으로 좁은 신뢰구간을 얻으며, 시뮬레이션 출력 분석에 있어 널리 사용되는 배치 평 균 방법을 응용하므로 적용하기도 쉽다. 새로운 두 가지 추정 방법의 타당성을 검증하기 위 하여 이들을 전통적인 배치 백분율 방법과 서로 비교, 평가한다. 대기 행렬 모델(MIMI)과 시계열 모델(AR(1))에 적용한 결과, 새로운 방법들은 전통적인 방법에 비하여 상당히 적은 수의 관찰 값만으로 신뢰성 있는 추정치를 얻을 수 있었다.

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Opportunistic Multipath Routing Scheme for Guaranteeing End-to-End Reliability in Large-Scale Wireless Sensor Networks (대규모 무선 센서 망에서 종단 간 신뢰성 보장을 위한 기회적 다중경로 라우팅 방안)

  • Kim, Cheonyong;Jung, Kwansoo;Kim, Sang-Ha
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.40 no.10
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    • pp.2026-2034
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    • 2015
  • Wireless sensor networks (WSNs) consist of a lot of sensor nodes having limited transmission range. So multi-hop transmission is used for communication among nodes but the multi-hop transmission degrade the end-to-end reliability. Multipath routing and opportunistic routing are typical approaches for guaranteeing end-to-end reliability in WSNs. The existing protocols improve the reliability effectively in small networks but they suffer from rapid performance degradation in large networks. In this paper, we propose the opportunistic multipath routing protocol for guaranteeing end-to-end reliability in large WSNs. Applying multipath routing and opportunistic routing simultaneously is very hard because their conflicting routing features. The proposed protocol applies these approaches simultaneously by section-based routing thereby enhancing end-to-end reliability. Additionally, the proposed protocol guarantees required reliability by the concept of section reliability. The section reliability over a certain level might satisfy required end-to-end reliability. Our simulation results show that the proposed protocol is more suitable for guaranteeing reliability than existing protocols in large-scale WSNs.

Quality of Coverage Analysis on Distributed Stochastic Steady-State Simulations (분산 시뮬레이션에서의 Coverage 분석에 관한 연구)

  • Lee, Jong-Suk-R.;Park, Hyoung-Woo;Jeong, Hae-Duck-J.
    • The KIPS Transactions:PartA
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    • v.9A no.4
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    • pp.519-524
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    • 2002
  • In this paper we study the qualify of sequential coverage analysis under a scenario of distributed stochastic simulation known as MRIP(Multiple Replications In Parallel) in terms of the confidence intervals of coverage and the speedup. The estimator based in the F-distribution was applied to the sequential coverage analysis of steady-state means. in simulations of the $M/M/1/{\infty},\;M/D/I/{\infty}\;and\;M/H_{2}/1/{\infty}$ queueing systems on a single processor and multiple processors. By using multiple processors under the MRIP scenario, the time for collecting many replications needed in sequential coverage analysis is reduced. One can also easily collect more replications by executing it in distributed computers or clusters linked by a local area network.

Target Trackings Using Confidence Region in Multi-target Tracking System (신뢰구간을 이용한 다중표적 추적시스템의 설계)

  • Lee, Yeon-Seok;Cheon, Seung-Hwan
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.36S no.7
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    • pp.43-49
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    • 1999
  • Multi-target tracking system is defined as tracking several targets simultaneously. Data association is needed for tracking a among the measurements of several targets. In this paper, a method based on the confidence region of predicted target position is proposed. The simulation results and the application results in multi-target tracking systems show the superior properties of the proposed method.

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Approximate confidence intervals about quantiles in the generalized gamma distribution (일반화 감마분포의 백분위수에 대한 근사신뢰구간)

  • 나종화
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.435-442
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    • 1993
  • For the generalized gamma distribution, exact inferences about quantiles need many computations involving complicated numerical integrations. This paper suggests approximate confidence intervals which are easily obtained by considering the alternative location-scale model. Also, these intervals are very accurate even for small sample size. Approximate confidence intervals about quantiles in the lognormal distribution are also considered. With type 2 censoring data, approximate confidence intervals can also be obtained directly by the suggested methods.

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Reliability Analysis in Designing of Reinforced Soil Structures using Uni-Modal Bounds (단일모드 구간해법을 이용한 보강토옹벽 설계의 신뢰성해석)

  • Kim, Hyun-Ki;Lee, Sung-Hyouk;Choi, Chan-Yong
    • Journal of the Korean Geosynthetics Society
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    • v.9 no.4
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    • pp.17-25
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    • 2010
  • Evaluation of stability in traditional designing of reinforced soil structures is executed by examination of internal and external stability. Analysis of internal stability is for pull-out and ductile strength. Analysis of external stability is for settlement, overturning and sliding. To minimize inherent uncertainties of soil properties and analytical model, reliability analysis was developed recently. In this study, reliability analysis method considering simultaneous failure probability for various failure mode of internal and external stability is proposed. By applying uni-modal bounds, Stability of system reliability of reinforced soil structures is evaluated by integrating multi failure mode for various analytical model. Because of complex consideration for various failure shapes and modes, it is possible to secure advanced safety by using simultaneous failure probability. And evaluation of reinforced soil structure is executed by representative index, simultaneous failure probability, than previous method.

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Collapsibility Criteria using Raindrop Plots

  • 홍종선;김범준
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.175-178
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    • 2004
  • 범주형 자료분석에서 차원축소(collapsibility)는 오즈비로 설명되었다. 실제의 $2\times2\timesK$ 분할표 자료를 이 이론에 적용시켰을 때 오즈비의 값으로 차원축소가 가능한지의 여부를 판단하기는 어렵다. 오즈비를 시각적으로 표현하는 방법 중에서 Doi, Nakamura와 Yamamoto(2001)가 제안한 Contour plot을 통해서 분할표 자료를 설명하는 것은 가능하지만 차원축소의 가능성을 결정하기에는 한계가 있다. 본 연구에서는 오즈비의 신뢰구간을 시각적으로 표현할 수 있는 방법으로 Barrowman과 Myers(2003)가 제안한 Raindrop plot을 이용하여 $P_{\lambda,;,T}^M-policy$ 분할표 자료를 설명할 수 있으며 동시에 차원축소의 가능성을 판단할 수 있는 방법을 제안하고자 한다.

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Software Reliability Growth Modeling in the Testing Phase with an Outlier Stage (하나의 이상구간을 가지는 테스팅 단계에서의 소프트웨어 신뢰도 성장 모형화)

  • Park, Man-Gon;Jung, Eun-Yi
    • The Transactions of the Korea Information Processing Society
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    • v.5 no.10
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    • pp.2575-2583
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    • 1998
  • The productionof the highly relible softwae systems and theirs performance evaluation hae become important interests in the software industry. The software evaluation has been mainly carried out in ternns of both reliability and performance of software system. Software reliability is the probability that no software error occurs for a fixed time interval during software testing phase. These theoretical software reliability models are sometimes unsuitable for the practical testing phase in which a software error at a certain testing stage occurs by causes of the imperfect debugging, abnornal software correction, and so on. Such a certatin software testing stage needs to be considered as an outlying stage. And we can assume that the software reliability does not improve by means of muisance factor in this outlying testing stage. In this paper, we discuss Bavesian software reliability growth modeling and estimation procedure in the presence of an imidentitied outlying software testing stage by the modification of Jehnski Moranda. Also we derive the Bayes estimaters of the software reliability panmeters by the assumption of prior information under the squared error los function. In addition, we evaluate the proposed software reliability growth model with an unidentified outlying stage in an exchangeable model according to the values of nuisance paramether using the accuracy, bias, trend, noise metries as the quantilative evaluation criteria through the compater simulation.

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Predicting Major Political Parties' Number of Seats in General Election: The Case of 2004 General Election of Korea (국회의원 선거에서의 주요정당 의석 수 예측)

  • Huh, Myung-Hoe
    • Survey Research
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    • v.9 no.1
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    • pp.87-100
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    • 2008
  • We calculated the predictive interval for the number of seats belonging to major political parties in the case of the 2004 General Election of Korea, using Bayesian frame of inference. Moreover, we proposed the adjustment procedure for correcting the minor group's propensity of refusal or nonresponse due to effect of the spiral of silence.

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