• 제목/요약/키워드: Confidence Interval

검색결과 3,082건 처리시간 0.029초

확률 강우량의 변동성 분석 (An Analysis of the variability of rainfall quantile estimates)

  • 정성인;유철상;윤용남
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2004년도 학술발표회
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    • pp.256-261
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    • 2004
  • Due to the problems of global warming, the frequency of meteorological extremes such as droughts, floods and the annual rainfall amount are suddenly increasing. Even though the increase of greenhouse gases, for example, is thought to be the main factor for global warming, its impact on global climate has not yet been revealed clearly in rather quantitative manners. Therefore, tile objective of this study is to inquire the change of precipitation condition due to climate change by global warming. In brief, this study want to see its assumption if rainfall quantile estimates are really changing. In order to analyze the temporal change, the rainfall quantile estimates at the Seoul rain gauge stations are estimated for the 21-year data period being moved from 1908 to 2002 with 1-year lag. The main objective of this study is to analyze the variability of rainfall quantile estimates using four methods. Next, The changes in confidence interval of rainfall quantile are evaluated by increasing the data period. It has been found that confidence interval of rainfall quantile estimates is reduced as the data period increases. When the hydraulic structures are to be designed, it is important to select the data size and to re-estimate the flood prevention capacity in existing river systems.

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진동수주형 파력발전 시스템의 디지털 트윈 적용을 위한 불확실성 정량화 및 성능 신뢰구간 추정 연구 (A Study on Uncertainty Quantification and Performance Confidence Interval Estimation for Application to Digital Twin of Oscillating Water Column Type Wave Power Generator System)

  • 김태균;조수길;오재원;이태희
    • 한국산업융합학회 논문집
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    • 제26권3호
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    • pp.401-409
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    • 2023
  • Oscillating water column (OWC) type wave power generator system is a power generation system that uses wave energy, a sustainable and renewable energy source. Irregular cycles and wave heights act as factors that make it difficult to secure generation efficiency of the wave power generator system. Recently, research for improving power generation efficiency is being conducted by applying digital twin technology to OWC type wave energy converter system. However, digital twin using sensor data can predict erroneous performance due to uncertainty in the sensor data. Therefore, this study proposes an uncertainty analysis method for sensor data which is used in digital twin to secure the reliability of digital twin prediction results. Uncertainty quantification considering sensor data characteristics and future uncertainty information according to uncertainty propagation were derived mathematically, and confidence interval estimation was performed based on the proposed method.

Epidemiology of Urolithiasis with Sex and Working Status Stratification Based on the National Representative Cohort in Republic of Korea

  • Jun Heo;Jeongmin Son ;Wanhyung Lee
    • Safety and Health at Work
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    • 제13권4호
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    • pp.482-486
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    • 2022
  • Background: This study aimed to estimate the annual prevalence and incidence of urolithiasis stratified by work status based on a large nationwide sample. Methods: This study used data from the National Health Insurance Service-National Sample Cohort from 2002 to 2015. The prevalence and incidence of urolithiasis were estimated based on work status and gender stratification. The risk of urolithiasis among workers was calculated using age-standardized incidence ratio with stratification of work type. Results: The prevalence of urolithiasis was significantly higher in workers than in non-workers, especially men, during the follow-up period. The total estimated number of urolithiasis cases was 41,086 and the overall incidence of urolithiasis was 0.3%. The age-standardized incidence ratio of urolithiasis was significantly higher among the total workers (1.14; 95% confidence interval, 1.13-1.16), self-employed workers (1.08; 95% confidence interval, 1.06-1.11), and paid workers (1.19; 95% confidence interval, 1.17-1.21) than among the non-working population. Conclusions: Workers, especially paid workers and men, were vulnerable to urolithiasis. Further studies are required to investigate the effects of working conditions on urolithiasis.

Improved Exact Inference in Logistic Regression Model

  • Kim, Donguk;Kim, Sooyeon
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.277-289
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    • 2003
  • We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

Conditional Confidence Interval for Parameters in Accelerated Life Testing

  • Park, Byung-Gu;Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • 제7권1호
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    • pp.21-35
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    • 1996
  • In this paper, estimation and prediction procedures are discussed for grneral situation in which the failure time follows the independent density $f_{i}({\varepsilon}_{i})$ for the accelerated life testing under Type II censoring. In the context of accelerated life test experiment, procedures are given for estimating the parameters in the Eyring model, and for estimating mean life at a given future stress level. The procedures given are conditional confidence interval procedures, obtained by conditioning on ancillary statistics. A comparison is made of these procedures and procedures based on asymptotic properties of the maximum, likelihood estimates.

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수리 가능한 시스템의 평균고장간격시간에 대한 붓스트랩 신뢰구간 (Boostrap confidence interval for mean time between failures of a repairable system)

  • 김대경;안미경;박동호
    • 응용통계연구
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    • 제11권1호
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    • pp.53-64
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    • 1998
  • 수리 가능한 시스템에 대한 고장시간을 표현하는 여러가지 형태의 통계적 모형이 최근 엔지니어들과 신뢰성분야 학자들의 많은 관심을 끌고 있다. 본 논문에서는 수리가능한 시스템의 신뢰성 증가를 나타내는데 유용하게 적용되는 power law process를 고려하고 특히 정시중단자료(time truncated data)인 경우 고장간격에 대한 신뢰구간을 붓스트랩 기법을 이용하여 구하고 이것을 Crow(1982)가 구한 기존의 신뢰구간과 비교 분석하였다.

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

  • 김병천;김화선;조신섭
    • 응용통계연구
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    • 제2권1호
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    • pp.18-34
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    • 1989
  • 서로 같은 분산을 가지며 정규분포를 따르는 4개의 처리평균의 대응비교에 관한 연구로서, 삼중 t-분포를 이용하여 동시포함 범위 확률값이 정확히 $1-\alpha$를 갖는 통계적 계산방법과 기법을 고찰하였다. 이 기법을 이용하여 처리사이의 표본 갯수를 변화시켜 대응되는 정확한 신뢰구간을 구하며 기존의 신뢰구간의 길이 비교, 실험적 오차 비, 효율성을 조사하였다.

이항모수의 신뢰구간추정량에 대한 실제포함확률에 관한 연구 (On the actual coverage probability of binomial parameter)

  • 김대학
    • Journal of the Korean Data and Information Science Society
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    • 제21권4호
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    • pp.737-745
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    • 2010
  • 본 연구는 이항분포의 성공의 확률에 대한 신뢰구간추정량들을 비교분석하고자 한다. 일반적으로 대표본의 경우에 적용되는 잘 알려진 신뢰구간추정량과 소표본의 경우에도 적용될 수 있는 정확신뢰구간, 그리고 포아송 분포를 이용하여 구한 신뢰구간추정량과 연속성의 수정을 고려한 추정량들을 소 표본의 모의실험을 통하여 실제포함확률의 측면에서 비교하였다.

Effective Computation for Odds Ratio Estimation in Nonparametric Logistic Regression

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • 제16권4호
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    • pp.713-722
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    • 2009
  • The estimation of odds ratio and corresponding confidence intervals for case-control data have been done by traditional generalized linear models which assumed that the logarithm of odds ratio is linearly related to risk factors. We adapt a lower-dimensional approximation of Gu and Kim (2002) to provide a faster computation in nonparametric method for the estimation of odds ratio by allowing flexibility of the estimating function and its Bayesian confidence interval under the Bayes model for the lower-dimensional approximations. Simulation studies showed that taking larger samples with the lower-dimensional approximations help to improve the smoothing spline estimates of odds ratio in this settings. The proposed method can be used to analyze case-control data in medical studies.

Interval Estimation of the Difference of two Population Proportions using Pooled Estimator

  • Hong, Chong-Sun
    • Communications for Statistical Applications and Methods
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    • 제9권2호
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    • pp.389-399
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    • 2002
  • In order to examine whether the difference between two point estimates of population proportions is statistically significant, data analysts use two techniques. The first is to explore the overlap between two associated confidence intervals. Second method is to test the significance which is introduced at most statistical textbooks under the common assumptions of consistency, asymptotic normality, and asymptotic independence of the estimates. Under the null hypothesis which is two population proportions are equal, the pooled estimator of population proportion is preferred as a point estimator since two independent random samples are considered to be collected from one population. Hence as an alternative method, we could obtain another confidence interval of the difference of the population proportions with using the pooled estimate. We conclude that, among three methods, the overlapped method is under-estimated, and the difference of the population proportions method is over-estimated on the basis of the proposed method.