• 품질경영학회지
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• 제25권2호
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• pp.102-111
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• 1997

In this paper I discuss a method of constructing the confidence region for the logistic response surface model. The construction involves a, pp.ication of a general fitting procedure because the log odds is linear in its parameters. Estimation of parameters of the logistic response surface model can be accomplished by maximum likelihood, although this requires iterative computational method. Using the asymptotic results, asymptotic covariance of the estimators can be obtained. This can be used in the construction of confidence regions for the parameters and for the logistic response surface model.

• 대한수학회논문집
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• 제21권2호
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• pp.363-374
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• 2006

A new bivariate beta distribution based on the Appell function of the third kind is introduced. Various representations are derived for its product moments, marginal densities, marginal moments, conditional densities and conditional moments. The method of maximum likelihood is used to derive the associated estimation procedure as well as the Fisher information matrix.

• 품질경영학회지
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• 제24권2호
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• pp.77-86
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• 1996

In this paper, we consider the problem of testing independence in the absolutely continuous bivariate exponential distribution of Block and Basu(1974). We construct a bootstrap procedure for testing zero and non-zero values of the parameter ${\lambda}_3$ which measures the degree of dependence and compare the power of the bootstrap test with likelihood ratio test(LRT) by Gupta et al.(1984) and the test based on maximum likelihood estimator(MLE) $\hat{{\lambda}}_3$ by Hanagal and Kale(1991) for small and moderate sample sizes.

• 대한산업공학회지
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• 제21권4호
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• pp.609-628
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• 1995

This paper presents a reliability model and a data-analytic procedure for a repairable unit subject to failures due to multiple non-identifiable causes. We regard a failure cause as a state and assume the life distribution for each cause to be exponential. Then we represent the dependency among the causes by a Markov switching model(MSM) and estimate the transition probabilities and failure rates by maximum likelihood(ML) method. The failure data are incomplete due to masked causes of failures. We propose a specific version of EM(expectation and maximization) algorithm for finding maximum likelihood estimator(MLE) under this situation. We also develop statistical procedures for determining the number of significant states and for testing independency between state transitions. Our model requires only the successive failure times of a unit to perform the statistical analysis. It works well even when the causes of failures are fully masked, which overcomes the major deficiency of competing risk models. It does not require the assumption of stationarity or independency which is essential in mixture models. The stationary probabilities of states can be easily calculated from the transition probabilities estimated in our model, so it covers mixture models in general. The results of simulations show the consistency of estimation and accuracy gradually increasing according to the difference of failure rates and the frequency of transitions among the states.

• 한국음향학회지
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• 제14권5호
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• pp.5-10
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• 1995

본 논문에서는 단어를 발음하는 방법 이 각각 다른 화자들의 변이성을 잘 흡수하도록 복수개의 통계적인 모델들을 구성하기 위하여 HMM을 기본으로 하는 집단화 방법을 제시한다. 또한 개발된 방법으로부터 얻어진 HMM집단화된 모델들이 불특정화자 고립단어 인식에 응용된다. HMM 집단화 방법은 학습용 데이타로부터 어떤 경계치 보다 낮은 유사도를 갖는 관측열들을 분리하여 새로운 집단을 만들고 이 집단내에 있는 관측열들을 이용하여 새로운 모델들을 학습시키는 방법이다. 집단화 과정은 반복되는데 최고의 유사도를 갖는 모델의 집단에 관측열들을 재분배하고 집단내 관측열들이 변화하면 새로운 모델을 재 추정하여 기존의 모델을 대신한다. 그러므로 이 집단화 방법은 집단화 과정과 파라미터 추정이 일체화되어 기존의 패턴에 의한 집단화 방법보다 더욱 효율적이 된다. 실험결과 HMM에 의한 집단화 방법이 기존의 패턴에 의한 집단화 방법보다. 고립 숫자음 인식에 있어서 $1.43\%$의 인식률을 향상시킬 수 있었으며 단일 모델의 사용보다는 $2.08\%$의 인식률이 향상되었다.

• Asian-Australasian Journal of Animal Sciences
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• 제23권3호
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• pp.302-307
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• 2010

The present study aimed to investigate the effects of maternal factors on body weight at hatching (day-old) and at six weeks of age in a commercial broiler line. A total of 6,765 records on body weight at day-old (BWTDO) and 115,421 records on body weight at six weeks of age (BWT6W), originated from a commercial broiler line during 14 generations, were used to estimate genetic parameters related to the effects of maternal traits on body weight of chicks immediately after hatch or six weeks thereafter. The data were analyzed using restricted maximum likelihood procedure (REML) and an animal model with DFREML software. Direct heritability ($h^{2}{_a}$), maternal heritability ($h^{2}{_m}$), and maternal environmental variance as the proportions of phenotypic variance ($c^{2}$) for body weight at day-old were estimated to be 0.050, 0.351, and 0.173, respectively. The respective estimated values for body weight at six weeks of age were 0.340, 0.022, and 0.030. The correlation coefficient between direct and maternal genetic effects for six-week-old body weight was found to be -0.335. Covariance components and genetic correlations were estimated using a bivariate analysis based on the best model determined by a univariate analysis. Between weights at hatching and at six week-old, the values of -0.07, 0.53 and 0.47 were found for the direct additive genetic variance, maternal additive genetic variance and permanent maternal environmental variance, respectively. The estimated correlation between direct additive genetic effect influencing weight at hatch and direct additive maternal effect affecting weight at six weeks of age was -0.21, whereas the correlation value of 0.15 was estimated between direct additive maternal effect influencing weight at hatch and direct additive genetic effect affecting weight at six-week-old. From the present findings, it can be concluded that the maternal additive genetic effect observed for weight at six weeks of age might be a factor transferred from genes influencing weight at hatch to weight at six-week-old.

• 대한조선학회논문집
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• 제60권4호
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• pp.266-277
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• 2023

In this study, fundamental research is conducted for the generation technique and analysis of multi-directional irregular waves in the Deep Ocean Engineering Basin (DOEB). A three-dimensional boundary element method-based numerical tank is implemented to perform wave generation simulations, and directional spectrum estimation is carried out using the results of simulations. The wave generation technique of the Snake type wave maker, generating multi-directional irregular waves, is implemented using the Fast Fourier Transform (FFT) and Inverse Fast Fourier Transform (IFFT) algorithms. The wave generation technique is validated by comparing the wave spectrum from simulations and experiments. A Maximum Likelihood Method (MLM) based estimation code is developed for estimating the directional wave spectra. The multi-directional irregular waves are tested in the DOEB and the numerical tank, and directional wave spectra obtained from two methodologies are estimated and compared. A correction procedure for the directional distribution of multi-directional waves is established, and the possibility of correcting the directional spreading function using the numerical tank is validated.

• 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.

• 한국경영과학회지
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• 제35권2호
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• pp.19-35
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• 2010

Many papers have used a two-stage approach of first calculating DEA efficiency scores and then seeking to correlate these scores with various environmental variables. Most of the studies have not checked whether such a two-stage approach is statistically valid for identifying significant environmental variables. Recently Simar and Wilson (2007) (SW) introduce a sensible data generating process and bootstrap procedure based on truncated regression for the two-stage approach. Banker and Natarajan (2008) (BN) provide a statistical foundation for the two-stage approach comprising a DEA followed by an ordinary least squares or maximum likelihood estimation. Researchers have to identify an approach suitable for their research circumstances in terms of properties, merits, demerits, and robustness to plausible departures from its chosen data generating process. We summarize the foundations and properties of the two-stage procedures suggested by SW and BN. And we discuss merits and demerits of those procedures. Also using Monte Carlo simulation we assess their relative performance under several misspecified settings.

• 경영과학
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• 제27권2호
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• pp.45-54
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• 2010

In this paper we analyze the effects of loading-unloading environments on the efficiency of freight railroad stations using a two-stage procedure for efficiency model estimation. And from the results we explore a way for efficiency improvement of freight railroad stations. Two-stage procedure is composed of data envelopment analysis and regression analysis. The results show that we could expect efficiency improvement through the government"s effort to make railway stations to be strategic position. Furthermore, they advocate policy-makers that efficiency can be improved by simplifying the kinds of freight items and increasing the scale.