• Journal of applied mathematics & informatics
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• 제2권1호
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• pp.33-40
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• 1995

Entropy loss is derived by the scale parameter of Rayleigh distribution. Under this entropy loss we obtain the best invariant estimators and the Bayes estimators of the scale parameter. Also we compare MLE with the proposed estimators.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.33-55
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• 2007

The economic world is full of patterns, many of which exert a profound influence over society and business. One of the most contentious is the distribution of wealth. Way back in 1897, an Italian engineer-turned-economist named Vilfredo Pareto discovered a pattern in the distribution of wealth that appears to be every bit as universal as the laws of thermodynamics or chemistry. The present paper proposes some Bayes estimators of shape parameter of Pareto income distribution in censored sampling. Asymmetric LINEX loss function has been considered to study the effects of overestimation and underestimation. For the prior distribution of the parameter involved a number of priors including one and two-parameter exponential, truncated Erlang and doubly truncated gamma have been contemplated to express the belief of the experimenter s/he has regarding the parameter. The estimators thus obtained have been compared theoretically and empirically with the corresponding estimators under squared error loss function, some of which were reported by Bhattacharya et al. (1999).

• Journal of the Korean Data Analysis Society
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• 제20권6호
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• pp.2747-2757
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• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• 한국터널지하공간학회 논문집
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• 제19권5호
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• pp.799-812
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• 2017

쉴드 TBM 터널에 대한 2차원 수치해석 시 기존 연구에서는 뒤채움재 및 실제적인 내공변위 분포를 적절히 고려하지 않았다. 따라서 본 연구에서는 이를 보완하고자 gap parameter 적용 시 굴착면에서 발생하는 실제적인 내공변위분포를 고려하고, 적정한 뒤채움재 물성치를 적용한 모델링 방법을 제시하였다. 이를 위해 단일층 풍화토 지반을 대상으로 gap parameter와 토피고가 굴착면의 지반손실량과 지표손실량으로 구성되는 체적손실량에 미치는 영향을 분석하였다. 그 결과 대부분의 지표침하가 굴착 직후에 발생하였으며, 토피고 및 gap parameter가 증가할수록 수치해석을 통해 얻은 지표침하곡선의 영향범위가 제안된 이론식보다 넓게 나타났다. 따라서 2차원 수치해석 시 쉴드 TBM 터널의 거동을 정확히 평가하기 위해서는 하중분담률을 이용하여 gap parameter를 적용하고, 뒤채움재의 물성치도 적절히 고려해야 한다고 판단된다.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.71-80
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• 2007

The present paper investigates estimation of a scale parameter of a gamma distribution using a loss function that reflects both goodness of fit and precision of estimation. The Bayes and empirical Bayes estimators rotative to balanced loss functions (BLFs) are derived and optimality of some estimators are studied.

• 전력전자학회:학술대회논문집
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• 전력전자학회 1998년도 Proceedings ICPE 98 1998 International Conference on Power Electronics
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• pp.748-753
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• 1998

Machine parameters need to measure in advance for vector control and theoretical analysis. Therefore, we present the machine parameter measurement scheme, considering stator iron loss, by the single-phase test at standstill condition. Using this method, the d-q axis inductances and the equivalent iron loss resistance in the voltage equation considering stator iron loss are easily measured. This method is simple and does not need to use complex theory and expensive equipment.

• Journal of the Korean Statistical Society
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• 제32권3호
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• pp.289-298
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• 2003

We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R ＝ P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

• 산업공학
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• 제7권1호
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• pp.75-80
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• 1994

In a recent article, Leon et al. lucidly explained the ideas of the Taguchi two-stage procedure for parameter design optimization, and proposed alternative performance measures called PerMIA to the signal-to-noise ratios. On the other hand, Box proposed an empirical approach to the problem based upon monotone transformations of the performance characteristic(y). This paper develops procedures for parameter design optimization under the assumptions that the expected loss(not necessarily a mean squared error loss) is increasing with respect to the variance of the error in y, and that the mean of y satisfies certain conditions of adjustability. It turns out that the variance of the error in y can play the role of PerMIA, and it is further shown that the derived PerMIA can be adapted to the Box empirical procedure for the minimization of the expected loss in the original metric.

• Journal of Advanced Marine Engineering and Technology
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• 제24권5호
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• pp.42-51
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• 2000

The performances of the simple expansion, perforated tube, and conical-connector type as an exhaust muffler are shown in this study. Applying a model in which the method of four-pole parameter is used makes theoretical estimation of the insertion loss. Experiment is performed for the measurement of the insertion loss under four cases according to the variation of the tail pipe length. By comparing the theoretical prediction with the experimental results, the validity of the modeling using the method of four-pole parameter is verified. The personal computer simulation programs for the above mentioned theory on the muffler design have been developed and exhaust sound level measurements have been carried out for simple expansion muffler, conical-connector muffler, perforated tube mufflers and the combined type of conical-connector and simple expansion muffler. The measured results for attenuation characteristics of noise for each muffler are compared with the computed theoretical results to verity the confidence and applicable limits of the theoretical equation derived.

• 대한산업공학회지
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• 제31권2호
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• pp.164-172
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• 2005

A loss function approach to a multiresponse problem is considered, when process parameters are regarded as random variables. The variation of each response may be amplified through so called propagation of error (POE), which is defined as the standard deviation of the transmitted variability in the response as a function of process parameters. The forms of POE for each response and for a pair of responses are proposed and they are reflected in our loss function approach to determine the optimal condition. The proposed method is illustrated using a polymer case. The result is compared with the case where parameter fluctuation is not considered.