• Proceedings of the IEEK Conference
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• 2006.06a
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• pp.125-126
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• 2006

본 논문에서는 주파수 오차가 큰 IEEE 802.15.4 시스템에서의 프레임 동기 및 주파수 추정기법을 제안한다. 주파수 오차의 영향을 제거하기 위해 coherent 방식이 아닌 non-coherent 방식의 프레임 동기가 요구된다. 차등 신호와 절대값을 이용하여 주파수 옵셋의 영향을 완벽히 제거한 프레임 동기를 제안하였다. 그리고 주파수 옵셋 추정의 분산을 줄이기 위한 over-sampling 주기의 주파수 옵셋 검출 기법을 제안하였다.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.991-1002
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• 2014

Both Bayesian and maximum likelihood methods are efficient for the estimation of regression coefficients of various Tobit regression models (see. e.g. Chib, 1992; Greene, 1990; Lee and Choi, 2013); however, some researchers recognized that the maximum likelihood method tends to underestimate the disturbance variance, which has implications for the estimation of marginal effects and the asymptotic standard error of estimates. The underestimation of the maximum likelihood estimate in a seemingly unrelated Tobit regression model is examined. A Bayesian method based on an objective noninformative prior is shown to provide proper estimates of the disturbance variance as well as other regression parameters

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.1-6
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• 2005

SAS의 PROC MIXED는 ANOVA 추정량보다 더 다양한 잔차최대우도추정법 또는 최대우도추정법으로 모수들을 추론할 수 있다. 혼합모형에 속하는 불균형중첩오차구조를 갖는 선형회귀모형에서 랜덤효과에 해당되는 그룹간의 분산과 고정효과에 해당되는 회귀계수들에 대한 신뢰구간을 구하기 위하여 대표본인 경우와 소표본인 경우에 대하여 PROC MIXED를 사용한다. 시뮬레이션을 실행한 결과, 대표본인 경우에는 모수들의 신뢰구간을 구하기 위하여 PROC MIXED를 활용할 수 있지만, 소표본인 경우에는 PROC MIXED를 사용할 경우, 그룹간 분산과 회귀계수 가운데 하나인 절편항에 대한 신뢰구간은 시뮬레이터된 신뢰계수가 명시한 신뢰계수를 지키지 못하는 것을 보인다.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.11
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• pp.53-62
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• 1994

This paper presents a new approach of analyzing errors resulting from nonideal general-purpose lighting environment when the Photometric Stereo Method (PSM) is applied to estimate the surface-orientation of a three-dimensional object. The approach introduces the explicit modeling of the lighting environment including a circular-disk type irradiance object plane and the direct simulation of the error distribution with the model. The light source is modeled as a point source that has a certain amount of beam angle, and the luminance distribution on the irradiance plane is modeled as a Gaussian function with different deviation values. A simulation algorithm is devised to estimate the light source orientation computing the average luminance intensities obtained from the irradiance object planes positioned in three different orientations. The effect of the nonideal lighting model is directly reflected in such simulation, because of the analogy between the PSM and the proposed algorithm. With an instrumental tool designed to provide arbitrary orientations of the object plane at the origin of the coordinate system, experiment can be performed in a systematic way for the error analysis and compensation. Simulations are performed to find out the error distribution by widely varying the light model and the orientation set of the object plane. The simulation results are compared with those of the experiment performed in the same way as the simulation. It is confirmed from the experiment that a fair amount of errors is due to the erroneous effect of the general-purpose lighting environment.

• Journal of Korea Water Resources Association
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• v.39 no.8 s.169
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• pp.659-668
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• 2006

The uncertainty of the risk of failure of hydraulic structures can be determined by estimating the variance of the risk of failure based on the methods of moments, probability weighted moments, and maximum likelihood assuming that the underlying model is the Gumbel distribution. In this paper, the variance of the risk of failure was derived. Monte Carlo simulation was peformed to verify the characteristics of the derived formulas for various sample size, design life, nonexceedance probability, and variation coefficient. As the results, PWM showed the smallest relative bias and root mean square error than the others while ML showed the smallest ones for relatively large sample siBes regardless of design life and nonexceedance probability. Also, it was found that variation coefficient does not effect on the relative bias and relative root mean square error.

• The Journal of the Acoustical Society of Korea
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• v.36 no.3
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• pp.218-227
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• 2017

In this paper, an algorithm to calculate both bearing and distance error for target detection and localization is proposed using the Cramer Rao lower bound to estimate the minium variance of their error in DOA (Direction Of Arrival) estimation. The performance of arrays in detection and localization depends on the accuracy of DOA, which is affected by a variation of SNR (Signal to Noise Ratio). The SNR is determined by sonar parameters such as a SL (Source Level), TL (Transmission Loss), NL (Noise Level), array shape and beam steering angle. For verification of the suggested method, a Monte Carlo simulation was performed to probabilistically calculate the bearing and distance error according to the SNR which varies with the relative position of the target in space and noise level.

• Communications for Statistical Applications and Methods
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• v.15 no.3
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• pp.333-342
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• 2008

Variable selection theorem in the linear regression model is extended to the analysis of covariance model. When some of regression variables are omitted from the model, it reduces the variance of the estimators but introduces bias. Thus an appropriate balance between a biased model and one with large variances is recommended.

• Communications for Statistical Applications and Methods
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• v.18 no.5
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• pp.625-636
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• 2011

This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

• Journal of Advanced Navigation Technology
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• v.8 no.1
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• pp.26-37
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• 2004

Consistent and realistic error covariance information is important for position estimation, error analysis, fault detection, and integer ambiguity resolution for differential GNSS. In designing a position domain carrier-smoothed-code filter where incremental carrier phases are used for time-propagation, formulation of consistent error covariance information is not easy due to being bounded and temporal correlation of propagation noises. To provide consistent and correct error covariance information, this paper proposes two recursive filter algorithms based on carrier-smoothed-code techniques: (a) the stepwise optimal position projection filter and (b) the stepwise unbiased position projection filter. A Monte-Carlo simulation result shows that the proposed filter algorithms actually generate consistent error covariance information and the neglection of carrier phase noise induces optimistic error covariance information. It is also shown that the stepwise unbiased position projection filter is attractive since its performance is good and its computational burden is moderate.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.395-407
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• 2016

This study aims to apply the G-theory for estimation of reliability of evaluation scores between raters on Taekwondo Poomsae rating categories. Selecting a number of game days and raters as multiple error sources, we analyzed the error sources caused by relative magnitude of error variances of interaction between the factors and proceeded with D-study based on the results of G-study for optimal determination of measurement condition. The results showed below. The estimated outcomes of variance component for accuracy among the Taekwondo Poomsae categories with G-theory showed that impact of error was the biggest influence factor in raters conditions and in order of interaction in subjects and between subjects, also impact of variance component estimation error on expression category was the major influence factor in interaction and in order of the between subjects and raters. Finally, the result of generalizability coefficient estimation via D-study showed that measurement condition of optimal level depend on the number of raters was 8 persons of raters on accuracy category, and stable reliability on expression category was gained when the raters were 7 persons.