• Title/Summary/Keyword: Empirical Probability

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Analysis of the Breakdown repair time of the Building Components in Public Rental-Housing Types (공공임대주택 유형별 부재의 사후보전 수선시기 설정연구)

  • Lee, KangHee;Ahn, YoungHan;Chae, ChangU
    • KIEAE Journal
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    • v.13 no.6
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    • pp.129-136
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    • 2013
  • The rental housing has played a key role to supply a decent living space for the low-income households. The owner of the rental housing should maintain and manage the building physical condition. On the other hand, rents should use the housing without any damage and pay a certain fare for the rent. A rent is classified into two types : private and public. The public rent is mainly to supply a living space for non-available home owner with a low-rent fare. Many of public rent are built and supplied by the public institution or local government. The supplier would take a responsibility to maintain the building and components, reflected by the maintenance plan and repair scope. In this paper, it aimed at providing the repair time in building components of the public rental housing such as lighting, electrical cable, paintings and etc.. The repair time is analyzed with three calculation methods which are solved by the probability and empirical approach. Results are as follows : First, the repair time of the electrical facilities are maintained with 11yr, 10yr and 7 in permanent, public and redevelopment rent respectively. The roof proof has a repair time with 14yr, 11yr and 8 in permanent, public and redevelopment rent housing respectively. Second, Most of the components has a prior length of the repair time in permanent, public and redevelopment rent sequently. There is a difference in repair time according to the rental types. Therefore, it would continue to research the difference in aspect of the living style, building physics, living consciousness and etc.

Performance of VaR Estimation Using Point Process Approach (점과정 기법을 이용한 VaR추정의 성과)

  • Yeo, Sung-Chil;Moon, Seoung-Joo
    • The Korean Journal of Applied Statistics
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    • v.23 no.3
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    • pp.471-485
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    • 2010
  • VaR is used extensively as a tool for risk management by financial institutions. For convenience, the normal distribution is usually assumed for the measurement of VaR, but recently the method using extreme value theory is attracted for more accurate VaR estimation. So far, GEV and GPD models are used for probability models of EVT for the VaR estimation. In this paper, the PP model is suggested for improved VaR estimation as compared to the traditonal EV models such as GEV and GPD models. In view of the stochastic process, the PP model is regarded as a generalized model which include GEV and GPD models. In the empirical analysis, the PP model is shown to be superior to GEV and GPD models for the performance of VaR estimation.

A Study of the Effect of Leisure Time Activities on Depression among Elderly (여가활동이 노인의 우울경험에 미치는 영향에 대한 연구)

  • Cho, Insook
    • Journal of the Korea Convergence Society
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    • v.11 no.11
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    • pp.269-282
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    • 2020
  • Using the Korean longitudinal study of ageing(KLoSA), this study examines the effect of the participation in physical exercises and in social networking on the experience of depressive symptoms among elderly. This study differs from previous studies in two ways. First, this study avoids omitted variable bias by using an extensive set of control variables that are associated with the experience of depressive symptoms. Second, this study explores the composite effect of two different leisure time activities. This study provides empirical evidence that the participation in physical activities and in social networking reduces the probability of experiencing depressive symptoms. This study provides important insights on the future research on the mechanism how leisure time activities influence physical and mental health of elderly.

Performance comparison of random number generators based on Adaptive Rejection Sampling (적응 기각 추출을 기반으로 하는 난수 생성기의 성능 비교)

  • Kim, Hyotae;Jo, Seongil;Choi, Taeryon
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.3
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    • pp.593-610
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    • 2015
  • Adaptive Rejection Sampling (ARS) method is a well-known random number generator to acquire a random sample from a probability distribution, and has the advantage of improving the proposal distribution during the sampling procedures, which update it closer to the target distribution. However, the use of ARS is limited since it can be used only for the target distribution in the form of the log-concave function, and thus various methods have been proposed to overcome such a limitation of ARS. In this paper, we attempt to compare five random number generators based on ARS in terms of adequacy and efficiency. Based on empirical analysis using simulations, we discuss their results and make a comparison of five ARS-based methods.

Anomaly detection on simulation conditions for ship-handling safety assessment (시뮬레이션 실험조건 이상 진단 연구)

  • Kwon, Se-Hyug
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.853-861
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    • 2010
  • Experimental conditions are set with environmental factors which can affect ship navigation. In FTS simulation, infinite simulation can be theoretically tested with no time constraint but the simulated result with the same experimental condition is repeated due to mathematical model. RTS simulation can give more resonable results but costs at lest 30 minutes for only experimental time. The mixture of two simulation methods using probability density function has been proposed: some of experimental conditions in which ship-handling is most difficult are selected with FTS and are tested in RTS. It has drawback that it does not consider the navigation route but aggregated track index. In this paper, anomaly detection approach is suggested to select some experimental conditions of FTS simulation which are most difficult in ship-handling during the navigation route. An empirical result has been shown.

A Simulation Model for the Study of the Territorial Behavior of Subterranean Termites (흰개미 테리토리행동 연구를 위한 시뮬레이션 모델)

  • Jeon, Won-Ju;Lee, Sang-Hee
    • Journal of the Korea Society for Simulation
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    • v.21 no.2
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    • pp.1-9
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    • 2012
  • Subterranean termites forage by constructing tunnel networks in soil and encounter food resources during tunnel excavation. Some species of termites can travel up to 150 m underground. They often travel to the surface to find wood cellulose to feed their colony, which in turn causes extensive damage to wooden architecture, such as timber-frame houses. This type of damage has been constantly increasing along with global warming because higher temperatures provide an ecological niche for termites. The damage is closely related to termite territory size and distribution. Recently, as a way to research termite control, the necessity of a mathematical model to simulate termite territory formation in relation to damage has increased. So far, however, few studies have been conducted on the development of a model because it is difficult to quantify or characterize the relationship between territorial behavior and field conditions including complicated environmental factors. In the present study, we suggest a simulation model of the territoriality of the Formosan subterranean termites, Coptotermes formosanus (Shiraki), and Reticulitermes flavipes (Kollar), based on empirical data. The model consists of 2 procedures. One describes tunnel network growth for each colony, and the other represents territoriality based on tunnel-tunnel interactions between different colonies. Using the model, we show changes in territorial competition according to the termination probability of tunnel growth.

A Study on the Prediction of Power Consumption in the Air-Conditioning System by Using the Gaussian Process (정규 확률과정을 사용한 공조 시스템의 전력 소모량 예측에 관한 연구)

  • Lee, Chang-Yong;Song, Gensoo;Kim, Jinho
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.1
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    • pp.64-72
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    • 2016
  • In this paper, we utilize a Gaussian process to predict the power consumption in the air-conditioning system. As the power consumption in the air-conditioning system takes a form of a time-series and the prediction of the power consumption becomes very important from the perspective of the efficient energy management, it is worth to investigate the time-series model for the prediction of the power consumption. To this end, we apply the Gaussian process to predict the power consumption, in which the Gaussian process provides a prior probability to every possible function and higher probabilities are given to functions that are more likely consistent with the empirical data. We also discuss how to estimate the hyper-parameters, which are parameters in the covariance function of the Gaussian process model. We estimated the hyper-parameters with two different methods (marginal likelihood and leave-one-out cross validation) and obtained a model that pertinently describes the data and the results are more or less independent of the estimation method of hyper-parameters. We validated the prediction results by the error analysis of the mean relative error and the mean absolute error. The mean relative error analysis showed that about 3.4% of the predicted value came from the error, and the mean absolute error analysis confirmed that the error in within the standard deviation of the predicted value. We also adopt the non-parametric Wilcoxon's sign-rank test to assess the fitness of the proposed model and found that the null hypothesis of uniformity was accepted under the significance level of 5%. These results can be applied to a more elaborate control of the power consumption in the air-conditioning system.

Competitve Structure Analysis among Fashion Stores by Consumers` Patronage Mix Behavior (의류제품별 점포호나합애고 행동에 근거한 패션점포유형간 경쟁구조분석)

  • 정현숙;이은영
    • Journal of the Korean Society of Clothing and Textiles
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    • v.26 no.9
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    • pp.1354-1365
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    • 2002
  • With the appearance of many new types of fashion stores in Korea, competitions among fashion store types art fiercer than ever before. As consumers alternatives in fashion store selection increase, they select different store types to purchase different product types. Therefore, the probability of patronage mix behavior according to product type increases. Understanding consumers patronage mix behavior, finding out the determinant attributes of fashion stores for each product type, and analyzing competitive structures among fashion stores are important to retailers and marketers for building a successful merchandising and marketing strategies. An empirical study was conducted to analyze the competitive structure among the store types by consumers' patronage mix behavior. A questionnaire was developed and data were collected from 464 adult women living in Seoul area in Korea. Factor analysis, paired t-test, ANOVL Duncan test, and discriminant analysis were employed to analyze the data. Data regarding patronage mix behavior by product type proved that certain store types had ‘natural dominance’ in a particular product type as Hirschman(l978) pointed out. Also, a new analytic method of the competitive structures among fashion store types was suggested in the study, by which a specific store type retailer can analyze his/her own customers' patronage mix behavior by product type. The analysis will enable retailers to distinguish which of their competitors are substitutive, selling same product types, and which are complementary, selling different product types. Retailers have to concentrate on the strategies for the substitutive competitors rather than complementary competitors because their marketing abilities and resources are limited.

The ex-Gaussian analysis of reaction time distributions for cognitive experiments (ex-Gaussian 모형을 활용한 인지적 과제의 반응시간 분포 분석)

  • Park, Hyung-Bum;Hyun, Joo-Seok
    • Science of Emotion and Sensibility
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    • v.17 no.2
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    • pp.63-76
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    • 2014
  • Although most behavioral reaction times (RTs) for cognitive tasks exhibit positively skewed distributions, the majority of studies primarily rely on a measure of central tendency (e.g. mean) which can cause misinterpretations of data's underlying property. The purpose of current study is to introduce procedures for describing characteristics of RT distributions, thereby effectively examine the influence of experimental manipulations. On the basis of assumption that RT distribution can be represented as a convolution of Gaussian and exponential variables, we fitted the ex-Gaussian function under a maximum-likelihood method. The ex-Gaussian function provides quantitative parameters of distributional properties and the probability density functions. Here we exemplified distributional analysis by using empirical RT data from two conventional visual search tasks, and attempted theoretical interpretation for setsize effect leading proportional mean RT delays. We believe that distributional RT analysis with a mathematical function beyond the central tendency estimates could provide insights into various theoretical and individual difference studies.

Relationship between the Sample Quantiles and Sample Quantile Ranks (표본분위수와 표본분위의 관계)

  • Ahn, Sung-Jin
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.707-716
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    • 2011
  • Quantiles and quantile ranks(or plotting positions) are widely used in academia and industry. Sample quantile methods and sample quantile methods implemented in some major statistical software are at least seven, respectively. Small looking differences between the methods can make big differences in outcomes that result from decisions based on them. We discussed the characteristics and differences of the basic plotting position using the empirical cumulative probability and the six plotting positions derived from the suggestion of Blom (1958). After discussing the characteristics and differences of seven quantile methods used in the some major statistical software, we suggested a general expression covering all seven quantile methods. Using the insight obtained from the general expression, we proposed four propositions that make it possible to find the plotting position method that correspond to each of the seven quantile methods. These correspondences may help us to understand and apply quantile methodology.