• Title/Summary/Keyword: Poisson 신뢰구간

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평균포함확률을 활용한 Poisson 신뢰구간의 비교연구

  • 정형철;김대학
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.153-158
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    • 2000
  • Poisson 신뢰구간을 구하는 방법을 살펴보고 평균포함확률 측면에서 붓스트랩 신뢰 구간이 지니는 특징을 모의실험을 통하여 기존의 신뢰구간과 비교하였다.

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The Analysis of the Number of Donations Based on a Mixture of Poisson Regression Model (포아송 분포의 혼합모형을 이용한 기부 횟수 자료 분석)

  • Kim In-Young;Park Su-Bum;Kim Byung-Soo;Park Tae-Kyu
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.1-12
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    • 2006
  • The aim of this study is to analyse a survey data on the number of charitable donations using a mixture of two Poisson regression models. The survey was conducted in 2002 by Volunteer 21, an nonprofit organization, based on Koreans, who were older than 20. The mixture of two Poisson distributions is used to model the number of donations based on the empirical distribution of the data. The mixture of two Poisson distributions implies the whole population is subdivided into two groups, one with lesser number of donations and the other with larger number of donations. We fit the mixture of Poisson regression models on the number of donations to identify significant covariates. The expectation-maximization algorithm is employed to estimate the parameters. We computed 95% bootstrap confidence interval based on bias-corrected and accelerated method and used then for selecting significant explanatory variables. As a result, the income variable with four categories and the volunteering variable (1: experience of volunteering, 0: otherwise) turned out to be significant with the positive regression coefficients both in the lesser and the larger donation groups. However, the regression coefficients in the lesser donation group were larger than those in larger donation group.

Development of Reliability Analysis Procedures for Repairable Systems with Interval Failure Time Data and a Related Case Study (구간 고장 데이터가 주어진 수리가능 시스템의 신뢰도 분석절차 개발 및 사례연구)

  • Cho, Cha-Hyun;Yum, Bong-Jin
    • Journal of the Korea Institute of Military Science and Technology
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    • v.14 no.5
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    • pp.859-870
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    • 2011
  • The purpose of this paper is to develop reliability analysis procedures for repairable systems with interval failure time data and apply the procedures for assessing the storage reliability of a subsystem of a certain type of guided missile. In the procedures, the interval failure time data are converted to pseudo failure times using the uniform random generation method, mid-point method or equispaced intervals method. Then, such analytic trend tests as Laplace, Lewis-Robinson, Pair-wise Comparison Nonparametric tests are used to determine whether the failure process follows a renewal or non-renewal process. Monte Carlo simulation experiments are conducted to compare the three conversion methods in terms of the statistical performance for each trend test when the underlying process is homogeneous Poisson, renewal, or non-homogeneous Poisson. The simulation results show that the uniform random generation method is best among the three. These results are applied to actual field data collected for a subsystem of a certain type of guided missile to identify its failure process and to estimate its mean time to failure and annual mean repair cost.

A Study on the Reliability Attributes of the Software Reliability Model Following the Shape Parameter of Minimax Life Distribution (미니맥스 수명분포의 형상모수를 따르는 소프트웨어 신뢰모형에 관한 신뢰속성에 관한 연구)

  • Kim, Hee-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.4
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    • pp.325-330
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    • 2018
  • This paper, following the shape parameters of the minimax distribution, describes the special form of the beta distribution, the Minimax distribution, as a function of the shape parameters for the software reliability model based on the non-homogeneous Poisson process. Characteristics and usefulness were discussed. As a result, the case of the shape parameter 1 of Minimax distribution than less than and greate in mean squared error is the smallest, in determination coefficient, appears to be high, the shape parameter 1 of Minimax distribution regard as an efficient model. The estimated determination coefficient of the proposed model is estimated to be more than 95%, which is a useful model in the field of software reliability. Through this study, software design and users can identify the software failure characteristics using mean square error, decision coefficient, and confidence interval can be used as a basic guideline.

Trunk Engineering Techniques considering Subscriber's Traffic Charateristics (가입자 트래픽 특성을 고려한 트렁크엔지니어링 기법)

  • Ahn Jun-Sik;Lee Kyung-Gun
    • 한국정보통신설비학회:학술대회논문집
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    • 2003.08a
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    • pp.321-324
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    • 2003
  • 현재 이동전화 Network 유선구간의 음성회선 산출기법은 얼랑(Erlang) B 이론을 그 바탕으로 하고 있다. 그리고 이러한 얼랑 B이론은 가입자 시도호의 특성이 포아송(Poisson)분포를 하고있음을 기본가정으로 하고 이를 바탕으로 서비스제공자가 목표하는 호손율을 달성하기 위해 필요한 회선수를 얼랑 B 테이블로 제시하고 있다. 본 논문은 실제가입자의 트래픽특성(분포) 및 얼랑 B 이론의 실측특성을 분석하여 이러한 얼랑 B 모델이 상용망에서 적정하게 적용될수 있는지를 검증하였으며 이러한 실측검증을 바탕으로 서비스 제공자의 목표호손율을 일정한 확률(신뢰도) 범위에서 보장하는 보정된 얼랑B 테이블을 제시한다.

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Application of the QUAL2E Model and Risk Assessment for Water Quality Management in Namyang Stream in Hwaong Polder (화옹유역 남양천의 수질관리를 위한 QUAL2E적용과 위해성 평가)

  • Jang, Jae-Ho;Jung, Kwang-Wook;Kim, Hyung-Chul;Yoon, Chun-Gyeong
    • Korean Journal of Ecology and Environment
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    • v.39 no.1 s.115
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    • pp.110-118
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    • 2006
  • The Namyang Stream in Hwaong polder was planned for several water uses including recreation, where people can contact the water and consume some amount during the recreational activity. A human health risk was assessed from exposure to E. coli in the Namyang Stream, which receives partially treated wastewater from watershed. The QUAL2E model was applied to simulate stream water quality, and this model was calibrated and verified with field monitoring data. The calibration result showed a high correlation coefficient of greater than 0.9. The mean concentration of E. coli in the Namyang Stream from the QUAL2E output was in the range of 5,000 ${\sim}$ 8,000 MPN 100 mL^{-1}$, which exceeded national and international guidelines. The Beta-Poisson was used to estimate the microbial risk of pathogens ingestion and the Monte-Carlo analysis (10,000 trials) was used to estimate the risk characterization of uncertainty. The Microbial risk assessment showed that the risk ranged from 7.9 ${\times}\;10^{-6}\;to\;9.4\;{\times}10^{-6}$. Based on USEPA guidelines, the range of $10^{-6}\;to\;10^{-8}$ was considered reasonable levels of risk for communicable disease transmission from environmental exposure, and the risk above $10^{-4}$ was considered to be in the danger of infection. Therefore, water quality of the Namyang Stream might not be in the danger of infection although it exceeded national and international guidelines. However, it was in the range of communicable disease transmission, and thorough wastewater collection and treatment at the source is recommended to secure safe recreation water quality.

A Parameter Estimation of Software Reliability Growth Model with Change-Point (변화점을 고려한 소프트웨어 신뢰도 성장모형의 모수추정)

  • Kim, Do-Hoon;Park, Chun-Gun;Nam, Kyung-H.
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.813-823
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    • 2008
  • The non-homogeneous Poisson process(NHPP) based software reliability growth models are proved quite successful in practical software reliability engineering. The fault detection rate is usually assumed to be the continuous and monotonic function. However, the fault detection rate can be affected by many factors such as the testing strategy, running environment and resource allocation. This paper describes a parameter estimation of software reliability growth model with change-point problem. We obtain the maximum likelihood estimate(MLE) and least square estimate(LSE), and compare goodness-of-fit.

Developing an Accident Model for Rural Signalized Intersections Using a Random Parameter Negative Binomial Method (RPNB모형을 이용한 지방부 신호교차로 교통사고 모형개발)

  • PARK, Min Ho;LEE, Dongmin
    • Journal of Korean Society of Transportation
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    • v.33 no.6
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    • pp.554-563
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    • 2015
  • This study dealt with developing an accident model for rural signalized intersections with random parameter negative binomial method. The limitation of previous count models(especially, Poisson/Negative Binomial model) is not to explain the integrated variations in terms of time and the distinctive characters a specific point/segment has. This drawback of the traditional count models results in the underestimation of the standard error(t-value inflation) of the derived coefficient and finally affects the low-reliability of the whole model. To solve this problem, this study improves the limitation of traditional count models by suggesting the use of random parameter which takes account of heterogeneity of each point/segment. Through the analyses, it was found that the increase of traffic flow and pedestrian facilities on minor streets had positive effects on the increase of traffic accidents. Left turning lanes and median on major streets reduced the number of accidents. The analysis results show that the random parameter modeling is an effective method for investigating the influence on traffic accident from road geometries. However, this study could not analyze the effects of sequential changes of driving conditions including geometries and safety facilities.

Comparative Study on the Estimation Methods of Traffic Crashes: Empirical Bayes Estimate vs. Observed Crash (교통사고 추정방법 비교 연구: 경험적 베이즈 추정치 vs. 관측교통사고건수)

  • Shin, Kangwon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.5D
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    • pp.453-459
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    • 2010
  • In the study of traffic safety, it is utmost important to obtain more reliable estimates of the expected crashes for a site (or a segment). The observed crashes have been mainly used as the estimate of the expected crashes in Korea, while the empirical Bayes (EB) estimates based on the Poisson-gamma mixture model have been used in the USA and several European countries. Although numerous studies have used the EB method for estimating the expected crashes and/or the effectiveness of the safety countermeasures, no past studies examine the difference in the estimation errors between the two estimates. Thus, this study compares the estimation errors of the two estimates using a Monte Carlo simulation study. By analyzing the crash dataset at 3,000,000 simulated sites, this study reveals that the estimation errors of the EB estimates are always less than those of the observed crashes. Hence, it is imperative to incorporate the EB method into the traffic safety research guideline in Korea. However, the results show that the differences in the estimation errors between the two estimates decrease as the uncertainty of the prior distribution increases. Consequently, it is recommended that the EB method be used with reliable hyper-parameter estimates after conducting a comprehensive examination on the estimated negative binomial model.

The Effect of Ginkgo Biloba Extract on the Fractionsted Radiation Therapy in C3H Mouse Fibrosarcoma (Ginkgo Biloba Extract가 C3H 마우스 섬유육종의 분할 방사선치료에 미치는 영향)

  • Kim, Jong-Hoon;Ha, Sung-Whan;Park, Charn-Il
    • Radiation Oncology Journal
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    • v.20 no.2
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    • pp.155-164
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    • 2002
  • Purpose : A ginkgo biloba extract (GBE) has been known as a hypoxic cell radiosensitizer. Its mechanisms of action are increase of the red blood cell deformability, decrease the blood viscosity, and decrease the hypoxic cell fraction in the tumor. The aims of this study were to estimate the effect of GBE on fractionated radiotherapy and to clarify the mechanism of action of the GBE by estimating the blood flow in tumor and normal muscle. Materials and Methods : Fibrosarcoma (FSall) growing in a C3H mouse leg muscle was used as the tumor model. When the tumor size reached 7 mm in diameter, the GBE was given intraperitoneally at 1 and 25 hours prior to irradiation. The tumor growth delay was measured according to the various doses of radiation (3, 6, 9, 12 Gy and 15 Gy) and to the fractionation (single and fractionated irradiation) with and without the GBE injection. The radiation dose to the tumor the response relationships and the enhancement ratio of the GBE were measured. In addition, the blood flow of a normal muscle and a tumor was compared by laser Doppler flowmetry according to the GBE treatment. Results : When the GBE was used with single fraction irradiation with doses ranging from 3 to 12 Gy, GBE increased the tumor growth delay significantly (p<0.05) and the enhancement ratio of the GBE was 1.16. In fractionated irradiation with 3 Gy per day, the relationships between the radiation dose (D) and the tumor growth delay (TGD) were TGD $(days)=0.26{\times}D$ (Gy)+0.13 in the radiation alone group, and the TGD $(days)=0.30{\times}D$ (Gy)+0.13 in the radiation with GBE group. As a result, the enhancement ratio was 1.19 ($95\%$ confidence interval; $1.13\~1.27$). Laser Doppler flowmetry was used to measure the blood flow. The mean blood flow was higher in the muscle (7.78 mL/100 g/min in tumor and the 10.15 mL/100 g/min in muscle, p=0.005) and the low blood flow fraction (less than 2 mL/100 g/min) was higher in the tumor $(0.5\%\;vs.\;5.2\%,\;p=0.005)$. The blood flow was not changed with the GBE in normal muscle, but was increased by $23.5\%$ ( p=0.0004) in the tumor. Conclusion : Based on these results, it can be concluded that the GBE enhanced the radiation effect significantly when used with fractionated radiotherapy as well as with single fraction irradiation. Furthermore, the GBE increased the blood flow of the tumor selectively.