• 제목/요약/키워드: Loss Estimation

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Bayesian and maximum likelihood estimations from exponentiated log-logistic distribution based on progressive type-II censoring under balanced loss functions

  • Chung, Younshik;Oh, Yeongju
    • Communications for Statistical Applications and Methods
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    • 제28권5호
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    • pp.425-445
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    • 2021
  • A generalization of the log-logistic (LL) distribution called exponentiated log-logistic (ELL) distribution on lines of exponentiated Weibull distribution is considered. In this paper, based on progressive type-II censored samples, we have derived the maximum likelihood estimators and Bayes estimators for three parameters, the survival function and hazard function of the ELL distribution. Then, under the balanced squared error loss (BSEL) and the balanced linex loss (BLEL) functions, their corresponding Bayes estimators are obtained using Lindley's approximation (see Jung and Chung, 2018; Lindley, 1980), Tierney-Kadane approximation (see Tierney and Kadane, 1986) and Markov Chain Monte Carlo methods (see Hastings, 1970; Gelfand and Smith, 1990). Here, to check the convergence of MCMC chains, the Gelman and Rubin diagnostic (see Gelman and Rubin, 1992; Brooks and Gelman, 1997) was used. On the basis of their risks, the performances of their Bayes estimators are compared with maximum likelihood estimators in the simulation studies. In this paper, research supports the conclusion that ELL distribution is an efficient distribution to modeling data in the analysis of survival data. On top of that, Bayes estimators under various loss functions are useful for many estimation problems.

$L^1$ Bandwidth Selection in Kernel Regression Function Estimation

  • Jhun, Myong-Shic
    • Journal of the Korean Statistical Society
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    • 제17권1호
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    • pp.1-8
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    • 1988
  • Kernel estimates of an unknown regression function are studied. Bandwidth selection rule minimizing integrated absolute error loss function is considered. Under some reasonable assumptions, it is shown that the optimal bandwidth is unique and can be computed by using bisection algorithm. Adaptive bandwidth selection rule is proposed.

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Development of an Event Rainfall-Runoff Model in Small Watersheds

  • Lee, Sang-Ho;Lee, Kil-Seong
    • Korean Journal of Hydrosciences
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    • 제6권
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    • pp.81-98
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    • 1995
  • A linear reservoir rainfall-runoff system was developed as a rainfall-runoff event simulation model. It was achieved from large modification of runoff function method. There are six parameters in the model. Hydrologic losses consist of some quantity of initial loss and some ratio of rainfall intensity followed by initial loss. The model has analytical routing equations. Hooke and Jaeves algorithm was used for model calibration. Parameters were estimated for flood events from '84 to '89 at Seomyeon and Munmak stream gauges, and the trends of major parameters were analyzed. Using the trends, verifications were performed for the flood event in September 1990. Because antecedent rainfalls affect initial loss, future researches are required on such effects. The estimation method of major parameters should also be studied for real-time forecasting.

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Bayesian Estimators Using Record Statistics of Exponentiated Inverse Weibull Distribution

  • Kim, Yong-Ku;Seo, Jung-In;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • 제19권3호
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    • pp.479-493
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    • 2012
  • The inverse Weibull distribution(IWD) is a complementary Weibull distribution and plays an important role in many application areas. In this paper, we develop a Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution(EIWD). We obtained Bayesian estimators through the squared error loss function (quadratic loss) and LINEX loss function. This is done with respect to the conjugate priors for shape and scale parameters. The results may be of interest especially when only record values are stored.

최적의 FEC 부호율 결정을 위한 정확한 채널손실 한계집합 추정기법 (An Accurate Estimation of Channel Loss Threshold Set for Optimal FEC Code Rate Decision)

  • 정태준;정요원;서광덕
    • 방송공학회논문지
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    • 제19권2호
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    • pp.268-271
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    • 2014
  • 소스 부호 왜곡 모델 및 채널 유도 왜곡 모델 기반의 기존의 FEC 부호율 결정 기법들은 일반적으로 높은 계산 복잡도와 구현 비용을 요구하는 모델 파라메터 트레이닝 과정을 요구한다. 본 논문에서는 복잡한 모델링 과정을 피하기 위해서 최적의 FEC 부호율 결정을 위한 채널 손실 한계집합을 추정하기 위한 정확한 소스-채널 결합 왜곡 모델을 제안한다.

레저산업의 고객관계관리 문제에서 기상예보의 정보가치를 최대화시키는 의사결정전략 분석 (A Decision-making Strategy to Maximize the Information Value of Weather Forecasts in a Customer Relationship Management (CRM) Problem of the Leisure Industry)

  • 이중우;이기광
    • 경영과학
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    • 제27권1호
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    • pp.33-43
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    • 2010
  • This paper presents a method for the estimation and analysis of the economic value of weather forecasts for CRM decision-making problems in the leisure industry. Value is calculated in terms of the customer's satisfaction returned from the user's decision under the specific payoff structure, which is itself represented by a customer's satisfaction ratio model. The decision is assessed by a modified cost-loss model to consider the customer's satisfaction instead of the loss or cost. Site-specific probability and deterministic forecasts, each of which is provided in Korea and China, are applied to generate and analyze the optimal decisions. The application results demonstrate that probability forecasts have greater value than deterministic forecasts, provided that the users can locate the optimal decision threshold. This paper also presents the optimal decision strategy for specific customers with a variety of satisfaction patterns.

화학공장의 중대사고에 따른 예상손실액 산정 및 대책연구 (A Study on Estimation and Management of Loss Due to Catastrophic Accident)

  • 구남주;엄성인;고재욱
    • 한국안전학회지
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    • 제14권4호
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    • pp.120-125
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    • 1999
  • This study evaluated the effect of the accidents caused by fire, explosion, and toxic gas release by using SuperChems, quantitative hazardous material release modeling software, which estimates the potential area of damage. According to the loss severity, the appropriate risk management principles can be applied. Risk management is divided into the two methods which are risk control and risk financing. Risk control includes risk avoidance, risk spreading and diversification, and risk reduction. Risk financing includes risk retention and risk transfer. The results of this study can help the related company determine the appropriate reserve fund and the amount to be insured against the third party losses according to the estimated loss severity.

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Zi-Zn Ferrite의 전파흡수특성에 미치는 열처리온도의 영향 (Influence of Heat-treatment Temperature on Microwave Absorbing Properities of Ni-Zn Ferrite)

  • 조성백;권경일;최경구;김성수;김재묵
    • 한국세라믹학회지
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    • 제29권3호
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    • pp.177-182
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    • 1992
  • The effect of heat-treatment temperature on the microwave absorbing properties was investigated in Ni0.8Zn0.2Fe2O4 specimens. The composite specimens were prepared by modling and curing the mixture of prereacted ferrite powder and silicone rubber. The measurement of complex permeability and permittivity was made by the reflection/transmission method. The most sensitive material constants with heat-treatment temperature is the imaginary (loss) component of permeability. The higher the heat-treatment temperature, the greater the magnetic loss. The composite specimens with high magnetic loss exhibited superior microwave absorbing properties. The quantitative estimation of microwave absorbing properties were made by plotting the observed material constants on the calculated solution map of impedance-matching.

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다중층 음향 재료의 투과손실 예측과 측정 (Prediction and Measurement of Sound Transmission Loss for Multi-layered Acoustical Materials)

  • 박소희;박철민;채기상;강연준
    • 한국소음진동공학회논문집
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    • 제17권11호
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    • pp.1013-1020
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    • 2007
  • In this paper, the predictions and measurements of sound transmission loss(STL) are discussed for various types of acoustical materials and carpets. Random incidence sound transmission losses are measured by the sound intensity method. The in-house software HONUS2005 is used to predict TL and estimate the various physical properties such as the flow resistivity, the structure factor, the porosity, the Possion's ratio, and etc. After this estimation, various multi-layered materials with a steel plate are measured and predicted. In particular, Carpets are assumed to be membranes to predict acoustical performance. To confirm this assumption, double and triple-layered cases are also observed including two different kinds of carpets.