• Journal of the Korean Data and Information Science Society
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• 제10권2호
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• pp.465-472
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• 1999

We considered a bootstrap method for constructing confidenc intervals for a one parameter model using multinomial sampling. The convergence rates or the proposed bootstrap method are calculated for model-based maximum likelihood estimators(MLE) using multinomial sampling. Monte Carlo simulation was used to compare the performance of bootstrap methods with normal approximations in terms of the average coverage probability criterion.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.525-534
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• 2003

If a restriction is imposed only to a (proper) subset of parameters of interest, we call it a local restriction. Statistical inference under a local restriction in multinomial setting is studied. The maximum likelihood estimation under a local restriction and likelihood ratio tests for and against a local restriction are discussed. A real data is analyzed for illustrative purpose.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.121-131
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• 2007

In this paper, we examine the problem of estimating the sensitive characteristics and behaviors in a multinomial randomized response model using Bayesian approach. We derived a posterior distribution for parameter of interest for multinomial randomized response model. Based on the posterior distribution, we also calculated a credible intervals and mean squared error (MSE). We finally compare the maximum likelihood estimator and the Bayes estimator in terms of MSE.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.453-465
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• 1997

The family of power-divergence statistics conditional on margins is considered for testing homogeneity of .tau. multinomial populations with equal sample size and the exact Bahadur slope is obtained. It is shown that the likelihood ratio test conditional on margins is the most Bahadur efficient among the family of power-divergence statistics.

• 한국정보과학회논문지:소프트웨어및응용
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• 제30권3_4호
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• pp.259-267
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• 2003

단순 베이지언 분류모형은 구현이 간단하고 효율적이기 때문에 실용적으로 사용하기에 적합하다. 그러나 이 분류모형은 많은 기계학습 도메인에서 우수한 성능을 보임에도 불구하고 문서분류에 적용되었을 경우에는 그 성능이 매우 낮은 것으로 알려져왔다. 본 논문에서는 단순 베이지언 분류모형중 가장 성능이 우수한 것으로 알려진 다항 시행접근 단순 베이지언 분류모형을 개선하는 세가지 방법을 제안한다. 첫 번째는 범주에 대한 단어의 확률추정방법을 문서모델에 기반하여 개선하는 것이고, 두 번째는 문서의 길이에 따라 범주와의 관련성이 선형적으로 증가하는 것을 억제하기 위해 길이에 대한 정규화를 수행하는 것이며, 마지막으로 범주판정에 중요한 역할을 하는 단어들의 영향력을 높여주기 위하여 상호정보가중 단순 베이지언 분류방법을 사용하는 것이다. 제안하는 방법들은 문서분류기의 성능 평가를 위한 벤치마크 문서집합인 Reuters21578과 20Newsgroup에서 기존의 방범에 비해 상당한 성능향상을 가져옴을 알 수 있었다.

• Earthquakes and Structures
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• 제26권2호
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• pp.87-96
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• 2024

This paper proposes a logistic multinomial regression approach to model the spatial cross-correlation of damage probabilities among different damage states in an expanded transportation network. Utilizing Bayesian theory and the multinomial logistic model, we analyze the damage states and probabilities of bridges while incorporating damage correlation. This correlation is considered both between bridges in a network and within each bridge's damage states. The correlation model of damage probabilities is applied to the seismic assessment of a portion of Tehran's transportation network, encompassing 26 bridges. Additionally, we introduce extra daily traffic time (EDTT) as an operational parameter of the transportation network and employ the shortest path algorithm to determine the path between two nodes. Our results demonstrate that incorporating the correlation of damage probabilities reduces the travel time of the selected network. The average decrease in travel time for the correlated case compared to the uncorrelated case, using two selected EDTT models, is 53% and 71%, respectively.

• 대한교통학회지
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• 제7권1호
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• pp.35-42
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• 1989

The multinomial logit model has been applied for various choice problems. Among others, the joint destination mode choice, the mode choice and the route choice are the three major modeling topics for korean transportation planners. This paper examines with real world data (the Olympic road and its competing two major arterials) the usefulness of a Logit route choice model. Quites surpisingly, it is found that the multinomial route choice behavioral model calibrated for this study based on (0,1) individula data base can not provide a good estimate for O-D trips less than 6㎞. 400data points and 3case studies might not be sufficient for a sound conclusion. It is, however, believed from a series of similar studies conducted by the authors that the route choice behavior is more sensitive (more demand elastic with respect to travel time changes) than the mode choice and the shorter trip, the more sensitive. The travel time parameters for destination choice models are usually smalle than the travel time parameters for mode choice models and these parameters (for mode choice models) turn our smaller than the travel time parameters for route choice models from this study. Table 2 in this paper shows parameter changes for three different markets and Table 3 shows the modeling errors when the estimated individual probabilities are aggregated into a route level.

• Management Science and Financial Engineering
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• 제20권2호
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• pp.27-31
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• 2014

This paper studies the assortment optimization problem in online retailing by using a multinomial logit model in order to take consumer choice behavior into account. We focus on two unique features of online purchase behavior: first, there exists increased amount of uncertainty (e.g., size and color of merchandize) in online shopping as customers cannot experience merchandize directly. This uncertainty is captured by the scale parameter of a Gumbel distribution; second, online shopping entails unique shopping-related disutility (e.g., waiting time for delivery and security concerns) compared to offline shopping. This disutility is controlled by the changes in the observed part of utility function in our model. The impact of changes in uncertainty and disutility on the expected profit does not exhibit obvious structure: the expected profit may increase or decrease depending on the assortment. However, by analyzing the structure of the optimal assortment based on convexity property of the profit function, we show that the cardinality of the optimal assortment decreases and the maximum expected profit increases as uncertainty or disutility decreases. Therefore, our study suggests that it is important for managers of online retailing to reduce uncertainty and disutility involved in online purchase process.

• 산업경영시스템학회지
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• 제34권1호
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• pp.42-51
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• 2011

Poisson model and Gamma-Poisson model are popularly used to analyze statistical behavior from defective data. The methods are based on binary criteria, that is, good or failure. However, manufacturing industries prefer polytomous criteria for classifying manufactured products due to flexibility of marketing. In this paper, I introduce two multivariate Gamma-Poisson(MGP) models and estimation methods of the parameters in the models, which are able to handle polytomous data. The models and estimators are verified on defective pixels of LCD manufacturing. Experimental results show that both the independent MGP model and the multinomial MGP model have excellent performance in terms of mean absolute deviation and the choice of method depends on the purpose of use.

• 대한교통학회지
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• 제26권1호
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• pp.145-153
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• 2008

기존의 최단경로 탐색모형들은 주로 경로의 단일 속성만을 고려한다. 그러나 실제로 통행자가 단일 속성만을 고려하여 경로를 선택하는 경우는 드물며, 대부분의 경로는 통행시간이나 경로길이 또는 통행자의 개인적인 선호 등과 같은 다양한 속성들이 종합적으로 고려되어 선택되어진다. 따라서 최적경로를 탐색하기 위해서는 이와 같은 다양한 속성들을 종합적으로 고려하여야 한다. 본 논문에서는 다양한 경로속성들을 고려하기 위하여 이산선택모형을 사용하여 네트워크의 노드별 효용을 산출하고, 이를 이용하여 최대의 효용을 가지는 경로를 탐색한다. 경로선택모형을 구축하기 위하여 경로선택에 영향을 미치는 요소들을 통행시간, 지체시간, 경로길이, 신호교차로수, 회전수, 전용도로의 포함비율 6가지로 선정하고, 모형의 모수를 추정하기 위한 현시선호자료를 구하기 위하여 서울시와 인접 신도시 간의 기종점 5개에 대한 경로를 선정하여 설문조사를 실시하였다. 경로선택모형의 함수형태로는 다항로짓모형을 사용하였으며, 모수추정 결과 통행시간과 신호 교차로수, 전용도로의 포함비율을 제외한 경로길이, 지체시간, 회전수를 가지고 모수를 추정한 결과가 통계적 유의성이 가장 높은 모형으로 도출되었다. 경로탐색 알고리즘으로는 도심부에서 U-turn과 회전제한의 반영이 가능한 기존의 수정형 덩굴망 알고리즘을 사용하였으며, 이를 구현하여 실제 네트워크에 적용하였다.