• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.479-496
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• 2003

We investigate logit confidence intervals for the odds ratio based on the delta method. These intervals are constructed using pseudo-Bayes estimators. The Gart method and Agresti method smooth the observed counts toward the model of equiprobability and independence, respectively. We obtain better coverage probability by smoothing the observed counts toward the pseudo-Bayes estimators in 2$\times$2 table. We also improve legit confidence intervals in 2$\times$2$\times$K tables by generalizing these ideas. Utilizing pseudo-Bayes estimators, we obtain better coverage probability by smoothing the observed counts toward the conditional independence model, no three-factor interaction model and saturated model in 2$\times$2$\times$K tables.

• 한국연소학회지
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• 제15권4호
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• pp.15-21
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• 2010

The transported probability density function(PDF) model has been applied to simulate the turbulent nonpremixed piloted jet flame. To realistically account for the mixture fraction PDF informations on the turbulent non-premixed jet flame, the present Lagrangian PDF transport approach is based on the joint velocity-composition-turbulence frequency PDF formulation. The fluctuating velocity of stochastic fields is modeled by simplified Langevin model(SLM), turbulence frequency of stochastic fields is modeled by Jayesh-Pope model and effects of molecular diffusion are represented by the interaction by exchange with the mean (IEM) mixing model. To validate the present approach, the numerical results obtained by the joint velocity-composition-turbulence frequency PDF model are compared with experimental data in terms of the unconditional and conditional means of mixture fraction, temperature and species and PDFs.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.487-493
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• 2009

We consider a multiple defaultable zero coupon bond. Assuming defaults occur according to a marked point process, we explain how to estimate the time-t discounted price of zero coupon bond by simulation. For the special case of a given specific random face value, we show that the real probability measure is the risk neutral probability measure. In this case the time-t discounted conditional price can be obtained by observing a single sample path upto the time t in the real world. Furthermore the time-t discounted price can be estimated by observing real situations or by simulation under the real probability measure.

• Korean Journal of Mathematics
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• 제29권1호
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• pp.75-80
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• 2021

For a locus with two alleles (IA and IB), the frequencies of the alleles are represented by $$p=f(I^A)={\frac{2N_{AA}+N_{AB}}{2N} },\;q=f(I^B)={\frac{2N_{BB}+N_{AB}}{2N}}$$ where NAA, NAB and NBB are the numbers of IA IA, IA IB and IB IB respectively and N is the total number of populations. The frequencies of the genotypes expected are calculated by using p2, 2pq and q2. So in this paper, we consider the method of whether some genotypes is in Hardy-Weinburg equilibrium. Also we calculate the probability generating function for the offspring number of genotype produced by a mating of the ith male and jth female under a diploid model of N population with N1 males and N2 females. Finally, we have conditional joint probability generating function of genotype frequencies.

• 응용통계연구
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• 제35권3호
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• pp.435-443
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• 2022

이 논문에서는 질병관리청에서 제공한 코로나 진단검사 관련 자료를 이용하여 신속진단키트의 민감도 및 특이도에 따른 확진 비율과 신속검사에서 음성이 나왔을 때 실제로는 확진이었을 확률에 대해 알아본다. 또한 양성 반응 중 실제 확진의 확률을 알 때 민감도와 특이도 간의 관계를 유도하고 이를 통해 질병관리청의 자료에 따른 신속진단키트의 실제 민감도가 얼마나 되는지 알아 본다.

• Journal of applied mathematics & informatics
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• 제30권3_4호
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• pp.623-633
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• 2012

Let {${\Omega}$, $\mathcal{F}$, P} be a probability space and {$X_n|n{\geq}1$} be a sequence of random variables defined on it. A finite sequence of random variables {$X_n|n{\geq}1$} is said to be conditionally negatively associated given $\mathcal{F}$ if for every pair of disjoint subsets A and B of {1, 2, ${\cdots}$, n}, $Cov^{\mathcal{F}}(f_1(X_i,i{\in}A),\;f_2(X_j,j{\in}B)){\leq}0$ a.s. whenever $f_1$ and $f_2$ are coordinatewise nondecreasing functions. We extend the H$\grave{a}$jek-R$\grave{e}$nyi-type inequality from negative association to conditional negative association of random variables. In addition, some corollaries are given.

• 전자공학회논문지SC
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• 제39권2호
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• pp.166-175
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• 2002

이 논문에서는 표적 추적에 사용되는 PSN(Probabilistic Strongest Neighbor) 필터의 추적 성능을 예측한다. PSN 필터는 가장 강한 신호 크기를 가진 측정이 표적이외의 것으로부터 발생할 수 있다는 사건을 충분히 고려하기 때문에, 추적 성능에서 뿐만 아니라, 계산량 측면에서도 PDA(Probabilistic Data association) 필터보다 뛰어나다고 알려져 있다. 추적필터의 추정오차 공분산행렬(covariance matrix)은 추적의 성능을 결정하는 성능지수(performance index)로 널리 사용된다. PSN 필터의 추정오차 공분산행렬은 측정 데이터의 함수로써, 측정 데이터와 무관하게 추적기의 성능을 표현하기 위해서 HYCA(HYbrid Conditional Average)방법을 이용하여 추정오차 공분산행렬의 기대값에 대한 식을 제시하였다. 수치실험을 통하여 이 논문에서 제시한 성능 예측이 타당함을 보인다.

• 대한기계학회논문집
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• 제14권1호
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• pp.230-240
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• 1990

본 연구에서는 원형제트의 천이영역에서 속도신호를 측정하고 이로부터 간헐 도와 간헐주파수를 구하며 이를 사용한 지역평균법으로 난류특성량들을 구하여 천이영 역에서의 난류구조를 해석하고 난류 모델링을 위해 필요한 기초자료를 제공하고자 한 다. 난류강도, 레이놀즈응력, 속도성분의 3차상관 관계등의 레이놀즈평균과 지역평 균들을 제시하였고, 편평도, 비대칭도등의 통계학적인 해석과 확산항에 대한 검토도 행하였다.

• 자원환경지질
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• 제30권5호
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• pp.493-498
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• 1997

The purpose of this study is to develop geostatistical model for evaluating the abundance of deep-sea manganese nodule. The abundance data used in this study were obtained from the KODOS (Korea Deep Ocean Study) area. The variation of nodule abundance was very high within short distance, while sampling methods was very limited. As the distribution of nodule abundance showed non-gaussian, indicator simulation method was used instead of conditional simulation method and/or ordinary kriging. The abundance data were encoded into a series of indicators with 6 cutoff values. They were used to estimate the conditional probability distribution function (cpdf) of the nodule abundance at any unsampled location. The standardized indicator variogram models were obtained according to variogram analysis. This SIS method had the advantage over other traditional techniques such as the turning bands method and ordinary kriging. The estimating values by indicator conditional simulation near high abundance area were more detailed than by ordinary kriging and indicator kriging. They also showed better spatial characteristics of distribution of nodule abundance.

• 농촌계획
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• 제24권2호
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• pp.109-114
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• 2018

In this study, we estimate the greenhouse farmers' willingness to pay of agricultural water supply through pipeline. First, in the questionnaire design, orthogonal design and block design were used to enhance the ease of survey. Second, the theoretical model was constructed through the setting of the probability utility function, and the parameters were estimated by using the conditional logit model. Third, all of the estimation coefficients were statistically significant at the 1% significance level. The results of analysis are summarized as follows. First, the probability of selection is increased when maintenance is carried out by Korea Rural Community Corporation or local government. Second, the probability of selection is increased when agricultural water supply through pipeline is higher than the current level. Third, if the Korea Rural Community Corporation carries out maintenance management, the marginal willingness to pay is 44 won per ton. And if the local government carries out maintenance management, the marginal willingness to pay is 25 won per ton. Fourth, according to the quality level of agricultural water supply, the marginal willingness to pay is 101 won, 114 won and 120 won per ton, respectively. This study can be used as a basic data on the cost setting for agricultural water supply through pipeline.