• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.461-473
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• 2014

We consider condence intervals for high quantiles of heavy-tailed distribution. The asymptotic condence intervals based on the limiting distribution of estimators are considered together with bootstrap condence intervals. We can also apply a non-parametric, parametric and semi-parametric approach to each of these two kinds of condence intervals. We considered 11 condence intervals and compared their performance in actual coverage probability and the length of condence intervals. Simulation study shows that two condence intervals (the semi-parametric asymptotic condence interval and the semi-parametric bootstrap condence interval using pivotal quantity) are relatively more stable under the criterion of actual coverage probability.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.13 no.6
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• pp.25-33
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• 2014

This study investigates the reliability of DSRC-based traffic information system on the typical urban arterial with the minimum sample size method. VISSIM has been employed to calculate the required sample size. After comparing the number of hi-pass vehicles recorded from DSRC and the required sample size, this study found that the interrupted traffic state tends to generate more outliers than the uninterrupted one, the lack of the number of vehicles completely passing links with multiple driveways makes it difficult to estimate the reliable traffic information, the traffic information during peak hour is relatively more reliable than that during off-peak hour, and the reliability of DSRC-based traffic information system depends on the significance level in calculating the sample size. The driveway density and traffic signal operation due to the individual link length significantly affects the required sample size, resulting in determining the reliability of the DSRC-based traffic information system.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.10 no.1
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• pp.67-75
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• 2011

This paper presents a new test technique for evaluating performance of vehicle detectors with interval estimation, not the conventional point estimation, for presenting statistical confidence interval. The methodology is categorized into three parts; sampling plan, analysis on the characteristic of evaluation indices, and the expression of evaluation results. Even though many statistical sampling plans exist, stratified random sampling is regarded as the most appropriate one, considering the detector performance characteristics that varies with traffic, illumination, and meteorological conditions. No magic bullet exists for evaluation index for detector evaluation, hence the characteristics of evaluation indices were thoroughly analyzed and a reasonable process for choosing the best evaluation index is proposed. Finally, the methodology to express the result of detector evaluation for the entire evaluation period and individual analysis interval is represented, respectively. To overcome the existing drawbacks in point estimation, interval estimation by which statistical confidence interval can be represented is introduced for enhancing statistical reliability of traffic detector evaluation. This research can make vehicle detector scheme improve one step forward.

• The Korean Journal of Applied Statistics
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• v.17 no.1
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• pp.145-151
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• 2004

PROC MIXED fits a variety of mixed models to data and enables one to use these fitted models to make statistical inferences about the data. However, the simulation study in this article shows that PROC MIXED using REML estimators provides one with a confidence interval, that does not keep the stated confidence coefficients, on sums of two variance components in the simple regression model with unbalanced nested error structure which is a mixed model.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.717-732
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• 2011

We consider bootstrap confidence intervals for high quantiles of heavy-tailed distribution. A semi-parametric method is compared with the non-parametric and the parametric method through simulation study.

• Communications for Statistical Applications and Methods
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• v.18 no.4
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• pp.445-455
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• 2011

Although misclassified binary data occur frequently in practice, the statistical methodology available for the data is rather limited. In particular, the interval estimation of population proportion has relied on the classical Wald method. Recently, Lee and Choi (2009) developed a new confidence interval by applying the Agresti-Coull's approach and showed the efficiency of their proposed confidence interval numerically, but a theoretical justification has not been explored yet. Therefore, a Bayesian model for the misclassified binary data is developed to consider the Agresti-Coull confidence interval from a theoretical point of view. It is shown that the Agresti-Coull confidence interval is essentially a Bayesian confidence interval.

• The Korean Journal of Applied Statistics
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• v.19 no.2
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• pp.339-347
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• 2006

In mixture experiments, performing experiments in highly constrained regions causes collinearity problems. We can use the ridge regression as a means for stabilizing the coefficient estimators in the fitted model. But there is no theory available on which to base statistical inference of ridge estimators. The bootstrap technique could be used to seek the confidence intervals for ridge estimators.

• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.493-502
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• 2010

For establishing forecasting confidence interval for exchange rate, it is critical to estimate distribution of the exchange rate properly. In this thesis, we use block bootstrap method to estimate the distribution of the exchange rate via sum of its daily ratios. As a result, an easier and more accurate forecasting method is provided.

• The KIPS Transactions:PartD
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• v.11D no.1
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• pp.219-228
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• 2004

Confidence interval estimators for proportions using normal approximation have been commonly used for coverage analysis of simulation output even though alternative approximate estimators of confidence intervals for proportions were proposed. This is -because the normal approximation was easier to use in practice than the other approximate estimators. Computing technology has no problem with dealing these alternative estimators. Recently, one of the approximation methods for coverage analysis which is based on arcsin transformation has been used for estimating proportion and for controlling the required precision in [12]. In this paper, we compare three approximate interval estimators, based on a normal distribution approximation, an arcsin transformation and an F-distribution approximation, of a single proportion. Three estimators were applied to sequential coverage analysis of steady-state means, in simulations of the M/M/1/$\infty$ and W/D/l/$\infty$ queueing systems on a single processor and multiple processors.

• Journal of Korean Society of Transportation
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• v.20 no.3
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• pp.55-67
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• 2002

구간검지체계를 기반으로 한 첨단교통정보제공시스템(Advanced Traveler Information Systems)은 그 기능 수행시 다음의 중요 고려사항을 지닌다. 첫째는 제공 정보의 신뢰성이며, 둘째는 정보수집비용에 관련한 수집자료수의 한계이다. 본 논문에서는 이러한 한계성 극복을 위해 보다 대표성 있는 교통정보 형태의 설정 및 통계적으로 신뢰성 있는 정보산출을 위해 요구되는 적정표본수의 결정에 대한 연구를 수행하였다. 도시고속도로(올림픽대로)와 도시간선도로(천호대로)의 실측 구간통행시간분포 분석결과 단일교차로 구간의 경우 다른 구간들의 단일봉(unimodal)의 정규분포형태와는 다른 두 개의 봉우리를 지닌 분포형태(bimodal)가 나타났다. 따라서 이러한 구간은 기존과는 다른 새로운 교통정보 형태가 필요하며, 본 논문에서는 모든 통과차량들의 평균통행시간으로 정의되는 한 개의 대표치가 아닌 신호주기에 의한 정지여부에 따라 분리되는 주행시간과 지체시간 또는 주행속도와 통행속도 개념의 세분화된 정보형태를 설정하였다. 또한 중심극한정리를 기초로 한 통계적인 표본수 결정식을 이용하여 설정된 신뢰수준 하에서의 정보산출을 위해 요구되는 적정 표본수를 산출하였다. 그 결과, 교통이 혼잡할수록 요구되는 표본수는 적어지는 것으로 나타났다. 우선 적정 표본수 만큼의 표본추출을 하고 제안된 정보산출 방법에 의해 교통정보를 산출한 후 실측치와의 오차를 비교하였다. 그 결과 산출된 교통정보는 신뢰수준 95%와 허용오차 5㎞/h를 만족하였다. 다음으로 구간검지체계를 이용하여 정보를 산출하는 타시스템 교통정보와의 오차율을 비교하였다. 그 결과, 실측치와 본 연구의 산출방법에 의한 교통정보, 로티스교통정보 및 차량번호판 인식시스템의 교통정보와의 비교 결과 제안된 교통정보형태의 타당성을 볼 수 있었다.