• 제목/요약/키워드: Point Estimate

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An Equivariant and Robust Estimator in Multivariate Regression Based on Least Trimmed Squares

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.1037-1046
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    • 2003
  • We propose an equivariant and robust estimator in multivariate regression model based on the least trimmed squares (LTS) estimator in univariate regression. We call this estimator as multivariate least trimmed squares (MLTS) estimator. The MLTS estimator considers correlations among response variables and it can be shown that the proposed estimator has the appropriate equivariance properties defined in multivariate regression. The MLTS estimator has high breakdown point as does LTS estimator in univariate case. We develop an algorithm for MLTS estimate. Simulation are performed to compare the efficiencies of MLTS estimate with coordinatewise LTS estimate and a numerical example is given to illustrate the effectiveness of MLTS estimate in multivariate regression.

수치해석과 연계한 지하구조물의 확률론적 신뢰성 평가를 위한 점추정법의 적용성에 관한 비교 연구 (Comparative Study on the Applicability of Point Estimate Methods in Combination with Numerical Analysis for the Probabilistic Reliability Assessment of Underground Structures)

  • 박도현;김형목;류동우;최병희;한공창
    • 터널과지하공간
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    • 제22권2호
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    • pp.86-92
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    • 2012
  • 점추정법은 exact probabilistic method로 간주되는 Monte Carlo simulation에 비해 계산의 정확도는 다소 떨어지지만, 성능함수의 통계 모멘트를 분석하기 위한 샘플링 수를 크게 줄일 수 있는 해석 과정에서의 간편함과 비교적 정확한 통계 모멘트의 계산으로 인해 지반 및 암반공학에서의 확률론적 신뢰성 평가에 자주 사용되고 있다. 본 연구에서는 Rosenblueth와 Zhou & Nowak의 점추정법과 Monte Carlo simulation의 계산 결과를 비교 분석하여 점추정법의 정확도와 적용성을 조사하였다. 비교 분석은 해석적 해가 주어진 탄성 지반내 원형터널의 라이닝 지보 문제를 대상으로 하였다. 분석 결과, 해석적 해가 비선형 함수임에도 불구하고, 점추정법과 Monte Carlo simulation에 의해 계산된 통계 모멘트가 평균 약 1-2%의 오차를 보여 수치해석과 연계한 지하구조물의 확률론적 신뢰성 평가를 위한 점추정법의 적용성을 확인하였다.

Parameters Estimators for the Generalized Exponential Distribution

  • Abuammoh, A.;Sarhan, A.M.
    • International Journal of Reliability and Applications
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    • 제8권1호
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    • pp.17-25
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    • 2007
  • Maximum likelihood method is utilized to estimate the two parameters of generalized exponential distribution based on grouped and censored data. This method does not give closed form for the estimates, thus numerical procedure is used. Reliability measures for the generalized exponential distribution are calculated. Testing the goodness of fit for the exponential distribution against the generalized exponential distribution is discussed. Relevant reliability measures of the generalized exponential distributions are also evaluated. A set of real data is employed to illustrate the results given in this paper.

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점추정법을 이용한 평면파괴의 파괴확률 신정 (Evaluation of Failure Probability for Planar Failure Using Point Estimate Method)

  • Park, Hyuck-Jin
    • 터널과지하공간
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    • 제12권3호
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    • pp.189-197
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    • 2002
  • 최근 들어 확률론적 해석 방법이 암반사면공학에서 많이 사용되고 있으며 이는 불연속면과 암반의 지질학적 및 지반공학적 특성에 불확실성이 포함되며 이러한 불확실성에 의해 해석결과에 영향을 미치고 있기 때문이다. 암반사면의 안정성 해석에서 주로 사용되고 있는 전통적인 결정론적인 해석에서는 이러한 불확실성을 해석에 고려하기 어려운 반면 확률론적 해석에서는 불확실성을 수량화하여 해석에 고려할 수 있다는 장점을 가지고 있다. 이러한 확률론적 해석방법으로는 몬테카를로 방법이 주로 사용되고 있으나 방법은 파괴확률을 획득하기 위하여 많은 반복된 계산이 요구되며 따라서 많은 시간과 노력이 필요하다는 단점을 가지고 이다. 반면 본 연구에서 제안된 점추정법은 확률변수의 통계적 파라미터, 즉, 평균과 표준편차만을 이용하여 단순한 계산을 통해 파괴확률을 구할 수 있는 장점을 가지고 있다. 따라서 본 연구에서는 점추정법을 이용하여 평면파괴의 파괴확률을 산정하였으며 이를 몬테카를로 방법과 비교해 보았다.

소프트웨어 규모산정을 위한 기능점수 개선 Micro-FP 모형의 제안 (An Enhanced Function Point Model for Software Size Estimation: Micro-FP Model)

  • 안연식
    • 한국컴퓨터정보학회논문지
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    • 제14권12호
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    • pp.225-232
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    • 2009
  • 소프트웨어 규모 측정에 국제표준(IFPUG, FPA)에 기반한 기능점수 방식은 개발자 관점이 아닌 사용자 관점의 접근이라는 장점으로 널리 활용되고 있다. 그러나 현재의 기능점수 측정 방식은 복잡도 적용에서의 상한이 존재하는 등 문제점을 내포하고 있다. 본 논문에서는 이러한 복잡도 상한의 문제를 극복하고, 회귀식을 내장하고 있어 쉽게 소프트웨어 규모를 측정할 수 있으며, 특히 대형 애플리케이션에도 적용할 수 있는 개선된 기능점수 측정모델을 제시한다. 조직내에서 운영중인 10개 애플리케이션에 적용하여 적합성을 평가한 결과, 제시한 개선 모형이 기존의 FPA(Function Point Analysis) 방식보다 LOC(Line of Code) 규모를 비교하여 상관관계가 더 높은 장점을 확인할 수 있었다.

One Point In situ Incubation Estimation of Undegraded Protein in Forages

  • Gupta, Neeraj;Tyagi, A.K.;Singhal, K.K.
    • Asian-Australasian Journal of Animal Sciences
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    • 제19권11호
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    • pp.1603-1609
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    • 2006
  • To estimate undegraded intake protein (UIP) fraction in feeds and fodders, on the basis of their neutral detergent insoluble N content was studied. Samples of six feeds and forages were incubated in situ for a time equivalent to their mean retention time, estimated on the basis of their digestibility plus 10 h (to account for a lag in passage of particles from the rumen). The samples were incubated for 0, 25, 50, 75 and 100% of the estimated total mean retention time. UIP value of leguminous forages, obtained from the fractional rates of degradation and passage, were highly correlated with those estimated from samples incubated for 75% of total mean retention time, while incubating the non-leguminous forages and groundnut cake for this point over estimate the UIP fraction.

평균입자 연삭모델에 의한 최대미변형칩두께의 예측 (Estimation of the Maximum Undeformed Chip Thickness Using the Average Grain Model)

  • 이영문;최원식;손재환;배대원;손성필;황근식
    • 한국공작기계학회논문집
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    • 제16권2호
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    • pp.30-36
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    • 2007
  • In order to estimate the maximum undeformed chip thickness in grinding operation, it is necessary to obtain the successive cutting point spacing. In the past it was obtained by experiments. In this paper, the average successive cutting point spacing has been obtained using the given grinding input conditions and it is possible to estimate the maximum undeformed chip thickness without using any experimentally obtained data. The validity of the proposed analysis has been verified based on two sets of grinding scratch tests using WA and CBN grinding wheels.

Restricted Bayesian Optimal Designs in Turning Point Problem

  • Seo, Han-Son
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.163-178
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    • 2001
  • We consider the experimental design problem of selecting values of design variables x for observation of a response y that depends on x and on model parameters $\theta$. The form of the dependence may be quite general, including all linear and nonlinear modeling situations. The goal of the design selection is to efficiently estimate functions of $\theta$. Three new criteria for selecting design points x are presented. The criteria generalized the usual Bayesian optimal design criteria to situations n which the prior distribution for $\theta$ amy be uncertain. We assume that there are several possible prior distributions,. The new criteria are applied to the nonlinear problem of designing to estimate the turning point of a quadratic equation. We give both analytic and computational results illustrating the robustness of the optimal designs based on the new criteria.

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오염부하량 산정을 위한 GWLF 모형의 적용 (Application of GWLF Model to Predict Watershed Pollutant Loadings)

  • 장중석;이남호
    • 농촌계획
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    • 제7권1호
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    • pp.77-88
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    • 2001
  • In order to evaluate the applicability of GWLF model which can efficiently estimate non-point and point source pollutant loadings in rural watershed including urban district, the model was applied to an experimental watershed. The model was calibrated using observed data such as daily runoffs, sediment yields, T-N, and T-P. Simulated daily runoffs and sediment yields by the model using calibrated parameters were in food agreement with the observed data. There were difference between the simulated and observed nutrient loading which was considered resonable. The simulated results by the model showed that T-N, T-P and sediment yields were dependent on the amount of stream runoff discharge and land use. GWLF model is believed to applicable to estimate amount of pollutant loading of non-point source pollution for the water qualify control of agricultural watersheds.

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초고속 비행체의 발사원점 추정을 위한 다중 IMM 필터 실험 (Experiment on Multi-Dimensioned IMM Filter for Estimating the Launch Point of a High-Speed Vehicle)

  • 김윤영;김혜미;문일철
    • 한국군사과학기술학회지
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    • 제23권1호
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    • pp.18-27
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    • 2020
  • In order to estimate the launch point of a high-speed vehicle, predicting the various characteristics of the vehicle's movement, such as drag and thrust, must be preceded by the estimation. To predict the various parameters regarding the vehicle's characteristics, we build the IMM filter specialized in predicting the parameters of the post-launch phase based on flight dynamics. Then we estimate the launch point of the high-speed vehicle using Inverse Dynamics. In addition, we assume the arbitrary error level of the radar for accuracy of the prediction. We organize multiple-dimensioned IMM structures, and figure out the optimal value of parameters by comparing the various IMM structures. After deriving the optimal value of parameters, we verify the launch point estimation error under certain error level.