• 품질경영학회지
• /
• 제14권1호
• /
• pp.26-32
• /
• 1986

A class of multi-factor designs for estimating the slope of second order response surfaces is presented. For multi-factor designs the variance of the estimated slope at a point is a function of the direction of measurement of the slope and the design. If we average the variance over all possible directions, the averaged variance is only a function of the point and the design. By choice of design, it is possible to make this variance constant for all points equidistant from the design origin. This property is called "slope-rotatability over all directions", and the necessary and sufficient conditions for a design to have this property are given and proved. The class of design with this property is mainly discussed.

• Communications for Statistical Applications and Methods
• /
• 제15권6호
• /
• pp.993-1002
• /
• 2008

Correlated responses have been widely analyzed since Liang and Zeger (1986) introduced the famous Generalized Estimating Equations(GEE). However, their variance functions were restricted to known quantifies multiplied by scale parameter. In so many industries and academic/research fields, power-of-the-mean variance function is one of the common variance function. We suggest GEE-type pseudolikelihood estimation based on the power-of-the-mean variance using existing software and investigate it's efficiency for different working correlation matrices.

• 자원ㆍ환경경제연구
• /
• 제9권2호
• /
• pp.285-309
• /
• 2000

One of the main issues in natural resource economics is estimating the amount of stock and the biological growth functions of renewable natural resources. Since the stock level is not directly observed the usual econometric approaches cannot be employed for this purpose. The maximum entropy approach has been suggested as a useful alternative to estimate the dynamic model of natural resource use. This study estimates the stock and the growth function of Korean anchovy using the data for yield and yield efforts. The results show that the current level of anchovy yield exceeds its maximum sustainable yield, which implies that the stock will decrease substantially over time.

• KCI Concrete Journal
• /
• 제14권2호
• /
• pp.81-85
• /
• 2002

The strength development of concrete is influenced by temperature and cement type which greatly affect hydration degree of cement. There is not pertinent concrete strength management method in korea. There are several methods for estimating the in-place strength of concrete. One such method is the maturity concept. The maturity concept is based on the fact that concrete gains strength gradually as a result of chemical reactions between cement and water; and for a specific concrete mixture, strength at any age and at normal conditions is related to the degree of hydration. The rate of hydration and, therefore, strength development of a given concrete will be a function of its temperature. Thus, strength of concrete depends on its time-temperature history. The goals of the present study are to investigate a relationship between strength of high-strength concrete and maturity that is expressed as a function of an integral of the curing period and temperature and predict strength of concrete.

• Journal of the Korean Data and Information Science Society
• /
• 제20권3호
• /
• pp.577-585
• /
• 2009

So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

• 전기학회논문지
• /
• 제62권1호
• /
• pp.101-104
• /
• 2013

We computed Cramer-Rao bound for estimating amplitude and decay parameters of exponentially decaying function under Poisson noise. Since Cramer-Rao bound is the lowest variance bound for any unbiased estimator, the computed Cramer-Rao bound can be used for evaluating the performance of estimators under Poisson noise. In addition, we show that the performance of maximum-likelihood estimator is close to the Cramer-Rao bound by simulations.

• Journal of the Korean Statistical Society
• /
• 제17권2호
• /
• pp.121-133
• /
• 1988

In this paper a class of mixture designs for estimating the slope of second order Scheffe polynomial response surfaces for mixture experiments with q components is presented. The variance of the estimated directional slope at a point is a function of the direction of the slope and the design. If the variance is averaged over all possible directions in the (q-1)-dimensional simplex, the averaged variance is only a function of the point and the design. By choice of design, it is possible to make this variance constant for all points equidistant from the centroid point. This property is called "slope-rotatability over al directions in the simplex", and the necessary and sufficient conditions for mixture design to have this property are given and proved. The class of designs with this property is compared with other mixture designs and discussed.discussed.

• Journal of the Korean Data and Information Science Society
• /
• 제14권4호
• /
• pp.975-982
• /
• 2003

In this paper we considered the problem of estimating the bivariate survival distribution of the random vector (X, Y) when Y may be subject to random censoring but X is always uncensored. Adapting conditional Koziol-Green model, simplified estimator for bivariate survival function is proposed. We perform simulation to compare the proposed estimator with popular estimators and discussed the performance of it.

• Communications for Statistical Applications and Methods
• /
• 제9권2호
• /
• pp.515-520
• /
• 2002

In general, we use the hierarchical Poisson-gamma model for the Poisson data in generalized linear model. Time effect will be emphasized for the analysis of the observed data to be collected annually for the time period. An extended model with time effect for estimating the effect is proposed. In particularly, we discuss the Quasi likelihood function which is used to numerical approximation for the likelihood function of the parameter.

• Journal of the Korean Data and Information Science Society
• /
• 제18권3호
• /
• pp.767-772
• /
• 2007

A kernel machine is proposed as an estimating procedure for the linear and nonlinear Poisson regression, which is based on the penalized negative log-likelihood. The proposed kernel machine provides the estimate of the mean function of the response variable, where the canonical parameter is related to the input vector in a nonlinear form. The generalized cross validation(GCV) function of MSE-type is introduced to determine hyperparameters which affect the performance of the machine. Experimental results are then presented which indicate the performance of the proposed machine.