• Journal of the Korean Data and Information Science Society
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• v.8 no.2
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• pp.183-194
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• 1997

In accelerated life tests, the failure time of an item is observed under a high stress level and based on the time, the failure rates of items we estimated at the normal stress level. In this paper, when the mean of the prior distribution of a parameter is known in Weibull lifetime model with censored failure time data, we study various estimating methods to obtain the empirical Bayes estimator of a parameter from the empirical Bayes approach under the normal stress level by considering the fact that the Bayes estimator is the function of prior parameters and of the acceleration parameter representing the effect of acceleration. And we compare the performance of several empirical Bayes estimators of a parameter in terms of the Bayes risk.

• Journal of Korea Water Resources Association
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• v.32 no.4
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• pp.403-415
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• 1999

This study is to derive the rainfall intensity formula based on the representative probability distribution in Korea. The 11 probability distributions which has been widely used in hydrologic frequency analysis are applied to the annual maximum rainfall. The parameters of each probability distribution are estimated by method of moments, maximum likelihood method and method of probability weighted moments. Four tests such as $x^2$-test, Kolmogorv-Smirnov test, difference test and modified difference test are used to determine the goodness of fit of the distributions. The homogeneous tests (Mann-Whitney U test, Kruskal-Wallis one-way analysis of variance of nonparametric test) are applied to find the stations with rainfall homogeneity. The results of homogeneous tests show that there is no representative appropriate distribution for the whole duration in Korea. The whole region could be divided into five zones for 12-durations. The representative probability distribution of each divided zone for 12-durations was determined. The GEV distribution for I,II,V zones and the 3-parameter Weibull distribution for III,IV zones were determined as the representative probability distribution. The rainfall were obtained from representative probability distribution for the selected return periods. Rainfall intensity formula was determined by linearization technique for the rainfall.

• Journal of Animal Science and Technology
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• v.45 no.4
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• pp.509-516
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• 2003

Growth curves were estimated for 1083 female Korean cattle raised in Daekwanryeong branch, National Livestock Research Institute (NLRI). Comparisons were made among various growth curve models for goodness of fit for the growth of the cows. Estimated growth curve functions were $W_t=370.2e^{-2.208e^{-0.00327t}$ for Gompertz model, for von Bertalanffy model, and $W_t=341.2(1+5.652e^{-0.00524t})^{-1}$ for Logistic model. Ages at inflection estimated from Gompertz model, von Bertalanffy model and Logistic model were 242.2 days, 191.5 days, and 330.5 days respectively, body weight at inflection were 136kg, 115kg, and 170kg, and daily gain at inflection were 0.445kg, 0.451kg, and 0.446kg. The predicted weights by ages from Gompertz model, von Bertalanffy model, and Logistic model were onsistently overestimated at birth weight and underestimated at 36 month weight. The von Bertalanffy model which had a variable point of inflection fit the data best.

• The Korean Journal of Applied Statistics
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• v.30 no.4
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• pp.539-553
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• 2017

We propose a multi-state model to analyze semi-competing risks data with interval-censored or missing intermediate events. This model is an extension of the three states of the illness-death model: healthy, disease, and dead. The 'diseased' state can be considered as the intermediate event. Two more states are added into the illness-death model to incorporate the missing events, which are caused by a loss of follow-up before the end of a study. One of them is a state of the lost-to-follow-up (LTF), and the other is an unobservable state that represents an intermediate event experienced after the occurrence of LTF. Given covariates, we employ the Lin and Ying additive hazards model with log-normal frailty and construct a conditional likelihood to estimate transition intensities between states in the multi-state model. A marginalization of the full likelihood is completed using adaptive importance sampling, and the optimal solution of the regression parameters is achieved through an iterative quasi-Newton algorithm. Simulation studies are performed to investigate the finite-sample performance of the proposed estimation method in terms of empirical coverage probability of true regression parameters. Our proposed method is also illustrated with a dataset adapted from Helmer et al. (2001).

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.376-380
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• 2011

강우사상은 강우량, 지속기간, 강우강도 등의 특성으로 표현될 수 있으며 이런 인자들을 같이 고려할수록 그 현상을 보다 종합적으로 표현할 수 있다. 하지만 현재 일반적으로 이루어지는 일변량 빈도해석절차에서는 지속기간을 고정시켜놓고 각 지속시간에 따른 결과만을 도출해 낼 수 있기 때문에 지속기간에 대해 제약적이고 입력자료에 존재하지 않는 지속기간에 대한 결과를 얻기가 어렵다. Copula모델은 두 일변량 분포형을 다변량 분포형으로 연결하여 주는 모델이다. 따라서 강우량과 지속기간을 변수로 사용하면 Copula모델을 통한 이변량 강우빈도해석은 보편적으로 이루어지고 있는 일변량 지점빈도해석보다 지속기간에 대해 유연한 결과를 나타낼 수 있다. 즉, 강우와 지속기간이 동시에 변수로 사용되기 때문에 임의의 지속기간이나 강우에 대해서 확률강우량 및 확률지속기간을 얻을 수 있다. 본 연구에서는 서울지점을 대상으로 1961∼2009년 동안 발생한 강우사상 중 각 년도에서 최대강우량이 발생한 사상을 추출하여 입력자료로 사용하였다. Copula 모형은 Gumbel-Hougaard, Frank, Joe, Clayton, Galambos등 총 5개의 모델을 적용하였고 각 Copula의 매개변수는 준모수방법인 maximum pseudolikelihood estimator를 이용하여 추정하였다.

• Journal of Korea Water Resources Association
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• v.42 no.10
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• pp.857-866
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• 2009

In this study, basic data is consisted annual maximum rainfall at 56 stations that has the rainfall records more than 30years in Korea. The 14 probability distributions which has been widely used in hydrologic frequency analysis are applied to the basic data. The method of moments, method of maximum likelihood and probability weighted moments method are used to estimate the parameters. And 4-tests (chi-square test, Kolmogorov-Smirnov test, Cramer von Mises test, probability plot correlation coefficient (PPCC) test) are used to determine the goodness of fit of probability distributions. This study emphasizes the necessity for considering the variability of the estimate of T-year event in hydrologic frequency analysis and proposes a framework for evaluating probability distribution models. The variability (or estimation error) of T-year event is used as a criterion for model evaluation as well as three goodness of fit criteria (SLSC, MLL, and AIC) in the framework. The Jackknife method plays a important role in estimating the variability. For the annual maxima of rainfall at 56 stations, the Gumble distribution is regarded as the best one among probability distribution models with two or three parameters.

• Journal of Animal Science and Technology
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• v.44 no.2
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• pp.171-180
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• 2002

Data were collected from 1996 through 2000 on Korean Native Goats by the National Livestock Research Institute of Korea were used to estimate genetic parameters for birth, 3 month, and 6 month body weights. Estimates were obtained with MTDFREML. Model included animal and maternal genetic and residual effects. The model included sex, birth year-season, and feeding type as fixed factors. Average body weights and standard deviation were 1.78${\pm}$0.32 at birth of age, 7.99${\pm}$2.66 at 3 month of age, and 12.08${\pm}$3.20 kg at 6 month of age, respectively. Average body measurements were 36.46cm for withers height, 38.06cm for body length, and 45.56cm for heart girth at 3 month of age, and were 40.27cm for withers height, 42.01cm for body length, and 51.07cm for heart girth at 6 month of age, respectively. Estimates of heritability were 0.66 for birth weight, 0.34 for 3 month body weight, and 0.27 for 6 month body weight, respectively. Maternal effects would be important for birth and 3 month body weights and may not be needed in a model for 6 month body weight.

• Geophysics and Geophysical Exploration
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• v.5 no.4
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• pp.262-271
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• 2002

This study presents a practical procedure for the Bayesian inversion of geophysical data. We have applied geostatistical techniques for the acquisition of prior model information, then the Markov Chain Monte Carlo (MCMC) method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter.

• Journal of Animal Science and Technology
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• v.54 no.5
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• pp.331-336
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• 2012

This study was conducted to estimate genetic parameters for ultrasound and carcass traits in Hanwoo. Heritabilities and genetic and phenotypic correlations were estimated for carcass and ultrasound measurements collected from Hanwoo cows (n=312) born at Hanwoo experiment station. Traits evaluated were eye muscle area (EMA), backfat thickness (BF), marbling score (MS) from carcass, and ultrasound eye muscle area (UEMA), ultrasound backfat (UBF), and ultrasound marbling score (UMS). Parameters were estimated using multi-trait animal models byderivative-free restricted maximum likelihood procedures. Estimated heritabilities for UBF, UEMA and UMS were 0.43, 0.23 and 0.32, while heritabilities for BF, EMA and MS were 0.33, 0.13 and 0.33 in fattened cows, respectively. Genetic correlations between ultrasound and carcass measurements were estimated to -0.19, -0.61, and -0.36 for UBF: UEMA, UBF: UMS, and UEMA: UMS in fattened cows, respectively. Phenotypic correlations between ultrasound and carcass measurements were 0.03, 0.13 and 0.26 for UBF: UEMA, UBF: UMS, and UEMA: UMS in fattened cows, respectively. As for the steer, genetic correlations between ultrasound and carcass measurements were 0.36, -0.80 and 0.27 for UBF: UEMA, UBF: UMS, and UEMA: UMS in steers, respectively. Phenotypic correlations between ultrasound and carcass measurements were 0.13, 0.07 and 0.41 for UBF: UEMA, UBF: UMS, and UEMA: UMS in steers, respectively. In conclusion, this finding would be very useful to implement into Hanwoo breeding program.

• Journal of Energy Engineering
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• v.24 no.2
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• pp.167-173
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• 2015

This paper attempts to estimate the electricity demand function in Korea with quarterly data of average temperature, GDP and electricity price over the period 2005-2013. We apply lagged dependent variable model and ordinary least square method as a robust approach to estimating the parameters of the electricity demand function. The results show that short-run price and income elasticities of the electricity demand are estimated to be -0.569 and 0.631, respectively. They are statistically significant at the 1% level. Moreover, long-run income and price elasticities are estimated to be 1.589 and -1.433, respectively Both of results reveal that the demand for electricity is price- and income-elastic in the long-run. The relationship between electricity consumption and temperature is supported by many of references as a U-shaped relationship, and the base temperature of electricity demand is about $15.2^{\circ}C$. It is shown that power of explanation and goodness-of-fit statistics are improved in the use of the lagged dependent variable model rather than conventional model.