• 제목/요약/키워드: Interval Estimation

검색결과 666건 처리시간 0.028초

Lifetime Estimation for Mixed Replacement Grouped Data in Competing Failures Model

  • Lee, Tai-Sup;Yun, Sang-Un
    • International Journal of Reliability and Applications
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    • 제2권3호
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    • pp.189-197
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    • 2001
  • The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure is examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. The maximum likelihood estimator is found in an implicit form. The Cramor-Rao lower bound, which is the asymptotic variance of the estimator, is derived. The estimation of mean lifetimes for competing failures model has been expanded.

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Multiprocess Discount Survival Models With Survival Times

  • Shim, Joo-Yong
    • Journal of the Korean Statistical Society
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    • 제26권2호
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    • pp.277-288
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    • 1997
  • For the analysis of survival data including covariates whose effects vary in time, the multiprocess discount survival model is proposed. The parameter vector modeling the time-varying effects of covariates is to vary between time intervals and its evolution between time intervals depends on the perturbation of the next time interval. The recursive estimation of the parameter vector can be obtained at the end of each time interval. The retrospective estimation of the survival function and the forecasting of the survival function of individuals of the specific covariates also can be obtained based on the information gathered until the end of the time interval.

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Classical and Bayesian studies for a new lifetime model in presence of type-II censoring

  • Goyal, Teena;Rai, Piyush K;Maury, Sandeep K
    • Communications for Statistical Applications and Methods
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    • 제26권4호
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    • pp.385-410
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    • 2019
  • This paper proposes a new class of distribution using the concept of exponentiated of distribution function that provides a more flexible model to the baseline model. It also proposes a new lifetime distribution with different types of hazard rates such as decreasing, increasing and bathtub. After studying some basic statistical properties and parameter estimation procedure in case of complete sample observation, we have studied point and interval estimation procedures in presence of type-II censored samples under a classical as well as Bayesian paradigm. In the Bayesian paradigm, we considered a Gibbs sampler under Metropolis-Hasting for estimation under two different loss functions. After simulation studies, three different real datasets having various nature are considered for showing the suitability of the proposed model.

환경부 8일 유량.수질 자료를 이용한 SWAT 자동보정 모듈 개선 및 적용 평가 (Enhancement and Application of SWAT Auto-Calibration using Korean Ministry of Environment 8-Day Interval Flow/Water Quality data)

  • 강현우;류지철;강형식;최재완;문종필;최중대;임경재
    • 한국물환경학회지
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    • 제28권2호
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    • pp.247-254
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    • 2012
  • Soil and Water Assessment Tool (SWAT) model has been widely used in estimation of flow and water quality at various watersheds worldwide, and it has an auto-calibration tool that could calibrate the flow and water quality data automatically from thousands of simulations. However, only continuous measured day flow/water quality data could be used in the current SWAT auto-calibration tool. Therefore, 8-day interval flow and water quality data measured nationwide by Korean Ministry of Environment (MOE) could not be used in SWAT auto-calibration even though long-term flow and water quality data in the Korean Total Maximum Daily Load (TMDL) watersheds available. In this study, current SWAT auto-calibration was modified to calibrate flow and water quality using 8-day interval flow and water quality data. As a result of this study, the Nash and Sutcliffe Efficiency (NSE) values for flow estimation using auto-calibration are 0.77 (calibration period) and 0.68 (validation period), and NSE value for water quality (T-P load) estimation (using the 8-day interval water quality data) is 0.80. The enhanced SWAT auto-calibration could be used in the estimation of continuous flow and water quality data at the outlet of TMDL watersheds and ungaged point of watersheds. In the next study, the enhanced SWAT auto-calibration will be integrated with Web based Load Duration Curve (LDC) system, and it could be suggested as methods of appraisal of TMDL in South Korea.

모의실험에 의한 온실가스 인벤토리 불확도 산정을 위한 지수분포 신뢰구간 추정방법 (Estimation of confidence interval in exponential distribution for the greenhouse gas inventory uncertainty by the simulation study)

  • 이영섭;김희경;손덕규;이종식
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.825-833
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    • 2013
  • 온실가스 인벤토리 불확도 산정을 위해서는 인벤토리의 신뢰구간 추정이 필수적이다. 일반적으로 모수에 대한 신뢰구간 추정시에는 모집단이 정규분포를 따른다고 가정한다. 그러나 자료의 구조가 복잡해짐에 따라 정규분포가 아닌 비대칭형 자료, 즉 양의 왜도를 갖는 자료의 경우 기존의 정규분포를 가정한 신뢰구간 추정 방식은 적합하지 않다. 본 연구에서는 비대칭형 분포인 지수분포의 신뢰구간추정 방법으로 모수적인 방법과 비모수적인 방법에 대해 각각 비교분석하였다. 모의실험을 통한 신뢰구간 추정 결과를 바탕으로 범위확률, 신뢰구간 길이, 상대적 편의를 비교한 결과 모수적 방법 중에서 예상했던 대로 정확한 방법인 카이제곱방법이 신뢰계수와 유사한 범위확률을 보이고 상대적 편의도 작아 모수적 방법 중에서 신뢰구간 추정에 가장 적합한 것으로 나타났다. 마찬가지로 비모수적 방법 중에서는 표준화된 t-붓스트랩 방법이 가장 적합한 것으로 나타났다.

순간전압강하 모니터링 데이터 분석 방법 (Development of a Method to Analyze Voltage Sag Monitoring Data)

  • 박창현
    • 조명전기설비학회논문지
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    • 제27권4호
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    • pp.16-22
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    • 2013
  • This paper presents a method to analyze the voltage sag data obtained from monitoring systems. In order to establish effective countermeasures against voltage sag problems, an assessment of the system performance with respect to voltage sags is needed. Generally, the average annual sag frequency can be estimated by using the recorded voltage sag events for several years. However, the simple average value can not give the information about the errors of estimation. Such an average estimation is not useful for establishing effective solutions for voltage sag problems. Therefore, this paper proposes an effective method based on the Interval Estimation method. The estimation of voltage sag frequency is performed by using the average frequency and Poisson probability model. The proposed method can give the expected annual sag frequency and upper one-sided bound frequency.

A Novel Channel Estimation Scheme for OFDM/OQAM-IOTA System

  • Kang, Seung-Won;Chang, Kyung-Hi
    • ETRI Journal
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    • 제29권4호
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    • pp.430-436
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    • 2007
  • An OFDM/offset QAM (OQAM)-IOTA system uses the isotropic orthogonal transform algorithm (IOTA) function, which has good localization properties in the time and frequency domains. This is employed instead of the guard interval used in a conventional OFDM/QAM system in order to be robust for multi-path channels. However, the conventional channel estimation scheme is not valid for an OFDM/OQAM-IOTA system due to the intrinsic inter-symbol interference of the IOTA function. In this paper, a condition is derived to reduce the intrinsic interference of the IOTA function. This condition is obtained with the proposed pilot structure used for perfect channel estimation. We also derive the preamble structure appropriate for practical channel estimation of the OFDM/OQAM-IOTA system. Simulation results show that the OFDM/OQAM-IOTA system with the proposed preamble structure performs better than the conventional OFDM system, and it has the additional advantage of an increased data transmission rate which corresponds to the guard interval retrieval.

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모평균과 모비율의 구간추정에서 표본표준편차의 일관된 사용에 대한 고찰 (The Consideration of Consistent Use of Sample Standard Deviation in the Confidence Interval Estimation of Population Mean and Population Ratio)

  • 박선용;윤형석
    • 대한수학교육학회지:수학교육학연구
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    • 제24권3호
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    • pp.375-385
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    • 2014
  • 이 연구는 학교수학의 모평균과 모비율의 신뢰구간의 추정을 비교하면서 두 추정간에 일관성이 확보되고 있는지에 대해 고찰하였다. 이 결과를 토대로, 이 연구에서는 표본평균과 표본비율을 동일한 방식으로 취급하는 것, 모평균과 모비율의 신뢰구간의 예를 구성할 때 모표준편차 대신에 표본표준편차의 관측값을 대입하는 절차를 동일하게 적용하는 것, 표본비율 $\hat{P}$와 그에 대한 관측값 $\hat{p}$을 구별하는 것과 같은 일관성 확보 방안을 제안하였다.

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H infinity control design for Eight-Rotor MAV attitude system based on identification by interval type II fuzzy neural network

  • CHEN, Xiangjian;SHU, Kun;LI, Di
    • International Journal of Aeronautical and Space Sciences
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    • 제17권2호
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    • pp.195-203
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    • 2016
  • In order to overcome the influence of system stability and accuracy caused by uncertainty, estimation errors and external disturbances in Eight-Rotor MAV, L2 gain control method was proposed based on interval type II fuzzy neural network identification here. In this control strategy, interval type II fuzzy neural network is used to estimate the uncertainty and non-linearity factor of the dynamic system, the adaptive variable structure controller is applied to compensate the estimation errors of interval type II fuzzy neural network, and at last, L2 gain control method is employed to suppress the effect produced by external disturbance on system, which is expected to possess robustness for the uncertainty and non-linearity. Finally, the validity of the L2 gain control method based on interval type II fuzzy neural network identifier applied to the Eight-Rotor MAV attitude system has been verified by three prototy experiments.

통계적 추정에 관한 예비 수학교사들과 고등학생들의 오개념 비교 분석 (A Comparative Study on Misconception about Statistical Estimation that Future Math Teachers and High School Students have)

  • 한가희;전영주
    • 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.