• 대한안전경영과학회지
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• 제10권2호
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• pp.205-210
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• 2008

The research interprets the principles of sampling error design for quality statistics models such as hypothesis test, interval estimation, control charts and acceptance sampling. Introducing the proper discussions of the design of significance level according to the use of hypothesis test, then it presents two methods to interpret significance by Neyman-Pearson and Fisher. Second point of the study proposes the design of confidence level for interval estimation by Bayesian confidence set, frequentist confidential set and fiducial interval. Third, the content also indicates the design of type I error and type II error considering both productivity and customer claim for control chart. Finally, the study reflects the design of producer's risk with operating charistictics curve, screening and switch rules for the purpose of purchasing and subcontraction.

• 응용통계연구
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• 제6권2호
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• pp.227-235
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• 1993

순서쌍으로 주어진 자료 $(x_i, y_i), i=1,2,\cdots,n$ 들에 대한 독립변수와 관련된 추정은 회귀분석과는 달리 교정(calibration)이라고 불리워진다. 본 논문에서는 정규상 등과 같은 가정을 하지않고 비모수적인 커널방법을 이용하여 교정함수를 추정하고 추정된 교정함수의 붓스트랩 신뢰대를 이용한 독립변수의 구간추정을 제안하고자 한다. 교정과 커널방법에 대해 설명하였으며 독립변수의 추정에 대한 문헌적 고찰과 함께 붓스트랩 신뢰대에 대하여 첨언하였고 실제 자료를 통하여 다른방법과 비교, 분석하였다.

• 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.

• Journal of the Korean Statistical Society
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• 제25권4호
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• pp.603-611
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• 1996

In this article we consider a sequential procedure for the fixed width interval estimation of the means of two mutually independent linear processes. It is shown that the proposed stopping rule is asymptotically efficient as in iid samples (cf. Robbins, Simons and Starr(l967)).

• Korean Journal of Mathematics
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• 제21권4호
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• pp.429-437
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• 2013

Let $X_1$, $X_2$, ${\cdots}$, $X_n$ be independent and identically distributed random variables having common exponential density with unknown mean ${\mu}$. In the sequential confidence interval estimation for the exponential hazard rate ${\theta}=1/{\mu}$, when the loss function is strictly convex, the following stopping rule is proposed with the half length d of prescribed confidence interval $I_n$ for the parameter ${\theta}$; ${\tau}$ = smallest integer n such that $n{\geq}z^2_{{\alpha}/2}\hat{\theta}^2/d^2+2$, where $\hat{\theta}=(n-1)\bar{X}{_n}^{-1}/n$ is the minimum risk estimator for ${\theta}$ and $z_{{\alpha}/2}$ is defined by $P({\mid}Z{\mid}{\leq}{\alpha}/2)=1-{\alpha}({\alpha}{\in}(0,1))$ Z ~ N(0, 1). For the confidence intervals $I_n$ which is required to satisfy $P({\theta}{\in}I_n){\geq}1-{\alpha}$. These estimated intervals $I_{\tau}$ have the asymptotic consistency of the sequential procedure; $$\lim_{d{\rightarrow}0}P({\theta}{\in}I_{\tau})=1-{\alpha}$$, where ${\alpha}{\in}(0,1)$ is given.

• 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.

• 한국학교수학회논문집
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• 제21권3호
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• pp.247-266
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• 2018

본 연구에서는 선행연구를 바탕으로 통계적 추정에서 반드시 알아야 할 개념으로 '신뢰구간 및 신뢰도의 의미, 표본평균의 분포와 모평균 추정의 연결, 신뢰구간을 구성하는 요소간의 관계' 3개를 추출하였다. 이를 바탕으로 예비 수학교사들과 고등학생들의 통계적 추정에 대한 태도는 어떠한지, 예비 수학 교사들과 고등학생들의 통계적 추정에 관한 오개념의 인식에 차이가 있는지에 대한 연구문제를 설정하였다. 그 결과 첫째, 통계적 추정 단원에서는 신뢰구간 등을 계산하는 방법 뿐 아니라 그 결과의 의미를 문맥 안에서 해석하는 것 또한 강조되어야 한다. 둘째, 모평균의 추정 단원에서는 주변에서 흔히 볼 수 있는 뉴스나 신문 자료에 나타난 모평균 추정 결과를 해석하는 방법 또한 지도되어야 한다. 셋째, 통계적 추정 단원에서 학생들이 흔히 갖는 오개념에 관한 지식, 통계적 추정의 개념을 효과적으로 지도할 수 있는 방안 등에 대한 현직교사나 예비교사를 대상으로 한 전문성 신장 프로그램이 요구된다는 결론과 시사점을 얻었다.

• Communications for Statistical Applications and Methods
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• 제12권1호
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• pp.87-100
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• 2005

In order to construct confidence intervals on the sum of variance components in a simple regression model with unbalanced nested error structure, alternative confidence intervals using Graybill and Wang(1980) and generalized inference concept introduced by Tsui and Weerahandi(1989) are proposed. Computer simulation programmed by SAS/IML is performed to compare the simulated confidence coefficients and average interval lengths of the proposed confidence intervals. A numerical example is provided to demonstrate the confidence intervals and to show consistency between the example and simulation results.

• Communications for Statistical Applications and Methods
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• 제10권3호
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• pp.1069-1086
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• 2003

This article presents the asymptotic theory of triple sampling procedure as pertain to estimating the shape parameter of Pareto distribution. Both point and confidence interval estimation are considered within the same inference unified framework. We show that this group sampling technique possesses the efficiency of Anscome (1953), Chow and Robbins (1965) purely sequential procedure as well as reduce the number of sampling operations by utilizing Stein (1945) two stages procedure. The analysis reveals that the technique performs excellent as far as the accuracy is concerned. The present problem differs from those considered by many authors, in multistage sampling, in that the final stage sample size and the parameter's estimate become highly correlated and therefore we adopted different approach.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.361-370
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• 2003

Those who are interested in making inferences concerning linear combination of valiance components in a simple linear regression model with unbalanced nested error structure can use the confidence intervals proposed in this paper. Two approximate confidence intervals for the sum of two variance components in the model are proposed. Simulation study is peformed to compare the methods. The methods are applied to a numerical example and recommendations are given for choosing a proper interval.