• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.501-509
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• 2009

Recently the interval estimation of binomial proportions is revisited in various literatures. This is mainly due to the erratic behavior of the coverage probability of the well-known Wald confidence interval. Various alternatives have been proposed. Among them, the Agresti-Coull confidence interval, the Wilson confidence interval and the Bayes confidence interval resulting from the noninformative Jefferys prior were recommended by Brown et al. (2001). However, unlike the binomial distribution case, little is known about the properties of the confidence intervals in finite population sampling. In this note, the property of confidence intervals is investigated in anile population sampling.

• 응용통계연구
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• 제22권6호
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• pp.1289-1300
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• 2009

표본추출 비용의 절감을 위해 흔히 사용되는 이중표본추출방법은 대부분의 표본들이 2종류의 오류에 의해 오염이 되어 있어 통계적 분석이 상대적으로 용이하지 않다. 특히, 비율의 추론을 위한 중요한 분석 도구인 구간추정은 현재까지 우도추정량의 정규근사에 의존하는 Wald 방법만이 알려져 있으나 Wald 신뢰구간은 포함확률의 근사성 등에서 많은 문제가 있다는 것이 여러 연구에서 확인되고 있다. 본 연구에서는 이중표본추출에서 Wald 신뢰구간의 문제점을 파악하고 이에 대한 대안으로 Agresti-Coull 유형의 신뢰구간을 제시한다.

• 한국컴퓨터정보학회논문지
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• 제15권12호
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• pp.125-132
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• 2010

어휘 인식에서는 인식 학습 시 나타나지 않는 미 출현 트라이 폰이 존재하며, 이들 시스템에서는 모델 파라미터들의 초기 추정치를 생성하지 못하고 음소 데이터에 대한 모델을 구성할 수 없는 단점으로 인하여 가우시안 모델의 정확성을 확보하지 못하게 된다. 이를 개선하기 위하여 확률 분포를 이용한 모델 파라미터의 가우시안 모델 최적화 방법을 제안한다. 확률 분포의 가우시안 모델을 최적화하여 가우시안 모델의 정확성을 제공하고, 음소 단위로 데이터의 탐색을 지원하여 신뢰도가 향상되었다. 제안된 방법의 성능 평가를 위하여 실제 다양한 미등록어가 관측될 수 있는 대상으로 실험을 수행하였으며 본 연구에서 제안한 정규화 신뢰도를 이용한 미등록어 거절 알고리즘이 기존의 방법들에 비하여 평균 1.7%의 성능향상을 나타내었다.

• Journal of the Korean Statistical Society
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• 제28권3호
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• pp.297-309
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• 1999

A sequential procedure of fixed-width confidence intervals for quantiles satisfying a condition of coverage probability is provided based on recursive density estimators. It is shown that the proposed sequential procedure is asymptotically efficient. In addition, the asymptotic normality for the proposed stopping time is derived.

• Communications for Statistical Applications and Methods
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• 제4권2호
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• pp.523-532
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• 1997

We propose several estimators of the reliability function R of the two-parameter exponential distribution, and then compare those estimator in terms of the mean square error (MSE) through Monte Carlo method. We also consider the parametric bootstrap estimation. Using the parametric bootstrap estimator, we obtain the bootstrap confidence intervals for reliability function and compare the proposed bootstrap confidence intervals in terms of the length and the coverage probability through Monte Carlo method.

• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.479-488
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• 2007

A sequential procedure is proposed in order to construct one-sided confidence intervals for a normal mean with guaranteed coverage probability and ${\beta}-protection$ when the normal mean and variance are identical. First-order asymptotic properties on the sequential sample size are found. The derived results hold with uniformity in the total parameter space or its subsets.

• 한국수학교육학회지시리즈A:수학교육
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• 제51권3호
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• pp.301-321
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• 2012

Since research has barely been done on the minority with low-achievement & low-SES in probability, this research attempted to search the change of their thinking level in the classes of probability and motivate them on the mathematical learning to feel confident in mathematics. We can say that the problems of the educational discriminations are due to the overlook on the individual conditions, situations, and environments. Therefore, in order to resolve some discrimination, 4 students who belonged to the minority group, engaged in the research, based on 10 units of the instructional materials designed for the research. As a result, for the student's thinking level, it was observed that they were improved from the 1st to the 3rd level in probability. Also, the researcher found that the adequate use of the encouragement, the praise, the direct explanation, and the scaffolding enabled them to prompt their learning motives and the increased responsibility on the learning. As time passed, the participants could share their mathematical knowledge and its concept with others, in the increased confidence.

• Journal of Information Processing Systems
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• 제15권2호
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• pp.331-343
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• 2019

Dynamic thermal rating of the overhead transmission lines is affected by many uncertain factors. The ambient temperature, wind speed and wind direction are the main sources of uncertainty. Measurement uncertainty is an important parameter to evaluate the reliability of measurement results. This paper presents the uncertainty analysis based on Monte Carlo. On the basis of establishing the mathematical model and setting the probability density function of the input parameter value, the probability density function of the output value is determined by probability distribution random sampling. Through the calculation and analysis of the transient thermal balance equation and the steady- state thermal balance equation, the steady-state current carrying capacity, the transient current carrying capacity, the standard uncertainty and the probability distribution of the minimum and maximum values of the conductor under 95% confidence interval are obtained. The simulation results indicate that Monte Carlo method can decrease the computational complexity, speed up the calculation, and increase the validity and reliability of the uncertainty evaluation.

• 한국지진공학회논문집
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• 제20권5호
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• pp.341-349
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• 2016

Currently, researches are being actively conducted in assessing seismic performance of nuclear facilities in USA and Europe. In particular, applying this technique of assessing seismic performance to design of isolation systems in nuclear power plants is being performed and then ASCE 4 Draft (2013) is being revised accordingly in the United States. In order to satisfy the probabilistic performance objectives described by seismic responses with certain confidence levels (ASCE 43, 2005), the probability distributions of these responses have to be defined. What is the minimum number of input ground-motions to obtain the probability distribution precise enough to represent the unknown actual distribution? Theoretical basis, for how to determine the minimum number of input ground-motions for given a logarithmic standard deviation to approximate the unknown actual median of the log-normal distribution within a range of error at a certain level of confidence, is introduced by Huang et al. (2008). However, the relationship between the level of confidence and the range of error is not stated in the previous study. In this paper, based on careful reviews on the previous work, the relationship between the level of confidence and the range of error is logically and explicitly stated. Furthermore, this relationship is also applied to derive the minimum number of input ground-motions in order to approximate the unknown actual logarithmic standard deviation. Several recommendations are made for determining the minimum number of input ground-motions in probabilistic assessment on seismic performance of facilities in nuclear power plants.

• Communications for Statistical Applications and Methods
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• 제17권5호
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• pp.679-688
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• 2010

Lee (2010) developed a confidence interval for the difference of binomial proportions in two doubly sampled data subject to false-positive errors. The confidence interval seems to be adequate for a general double sampling model subject to false-positive misclassification. However, in many applications, the false-positive error rates could be the same. On this note, the construction of asymptotic confidence interval is considered when the false-positive error rates are common. The coverage behaviors of nine likelihood based confidence intervals are examined. It is shown that the confidence interval based Rao score with the expected information has good performance in terms of coverage probability and expected width.