• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.19-27
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• 1999

An orientation-shift model for unit random vectors in $R^3$ is defined. The Euler angles are introduced to parametrize orientation-shifts and their moment estimators are found. Through the analytic perturbation method, the asymptotic distributions of the estimators are obtained.

• Transactions of the Korean Society of Automotive Engineers
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• 제19권4호
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• pp.38-46
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• 2011

This paper presents roll angle estimator which used Kalman filter. Recently, the uses of the ELSD (Electronic Limited Slip Differential) and TVD(Torque Vectoring Differential) for vehicle yaw control are studied in many researches. However the roll angle can be negative effect of ELSD and TVD control. Therefore the information of roll angle can be used for vehicle yaw control. Moreover it can be used for rollover prevent control. Recently, most of the vehicles use lateral acceleration and yaw rate sensor. In this paper, design of Kalman filter which used lateral acceleration and yaw rate information is developed. In this paper, in order to verify the estimator ability, the CarSim and Matlab/Simulink are used.

• The Korean Journal of Applied Statistics
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• 제16권1호
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• pp.181-193
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• 2003

Without a sample standard deviation for an estimator of the population standard deviation u in a sample size computations, we often use some functions of a sample range (R) or interquartile range (IQR) by an estimator of $\sigma$. In order to avoid under-powered studies, these estimates must have a high probability of being greater than or equal to $\sigma$. In this paper, these probabilities of being greater than or equal to $\sigma$ are estimated for IQR for various parents distributions, and are compared with the probabilities for R/4 (Browne 2001). Alternative divisors (K) are explored and discussed for which the probabilities of R/K and IQR/K being greater than or equal to $\sigma$ is at least 95%.

• Journal of Korean Society for Quality Management
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• 제22권1호
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• pp.82-95
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• 1994

When independent individual measurements are taken both $S/c_4$ and $\bar{R}/d_2$ are unbiased estimators of the process standard deviation. However, with dependent data $\bar{R}/d_2$ is not an unbiased estimator of the process standard deviation. On the other hand $S/c_4$ is an asymptotic unbiased estimator. If there exists correlation in the data, positive(negative) correlation tends to increase(decrease) the ARL. The effect of using $\bar{R}/d_2$ is greater than $S/c_4$ if the assumption of independence is invalid. Supplementary runs rule shortens the ARL of X control charts dramatically in the presence of correlation in the data.

• The Journal of Korean Institute of Communications and Information Sciences
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• 제12권5호
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• pp.519-526
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• 1987

An adaptive estimation system which operates propoerly in the environments corrupted by additive impulse noise in addition to the white Gaussian noise has been proposed. A feed forward loop is inserted into the adaptive estimator proposed by R. L. Moose for a system with an unknown measurement bias by which the improved adaptive estimator is processed successfully without the sum of the time varying weights being zero even when the measurement system is added impulue noise. Successfully processed adaptive estimator has been obtained under the large impulse noise in addition to randomly varying unknown biases condition by giving sufficient large value to the elements of discrete vector on the computer simulation.

• Journal of Korean Society for Quality Management
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• 제13권2호
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• pp.8-12
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• 1985

We study the Bayes estimation procedure of ${\theta}=P_r$=(Y < X) when the experiment is terminated before all of the items on the test have failed and the failed items are partially replaced. Comparisons with the M.L.E., M.V.U.E. and Bayes estimator are made through Monte Carlo simulation.

• Communications for Statistical Applications and Methods
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• 제4권2호
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• pp.523-532
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• 1997

We propose several estimators of the reliability function R of the two-parameter exponential distribution, and then compare those estimator in terms of the mean square error (MSE) through Monte Carlo method. We also consider the parametric bootstrap estimation. Using the parametric bootstrap estimator, we obtain the bootstrap confidence intervals for reliability function and compare the proposed bootstrap confidence intervals in terms of the length and the coverage probability through Monte Carlo method.

• Journal of the Korea Institute of Military Science and Technology
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• 제13권5호
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• pp.886-893
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• 2010

This paper considers the problem of time difference-of-arrival(TDOA) source localization when the TDOA and angle of arrival(AOA) measurements from an airborne emitter source are subject to ground-platform sensor position. The optimization of sensors' position is a challenging problem and a solution with good localization accuracy has yet to be found. This paper proposes an estimator that can achieve these purposes and provides optimized sensor position for good localization accuracy using the proposed estimator. The developed algorithm and sensor position are then examined under the special case of a single airborne source. The theoretical developments are supported by simulations.

• Communications for Statistical Applications and Methods
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• 제22권6호
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• pp.543-556
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• 2015

We present a survey of contributions that defined the nature and extent of robust statistics for the last 50 years. From the pioneering work of Tukey, Huber, and Hampel that focused on robust location parameter estimation, we presented various generalizations of these estimation procedures that cover a wide variety of models and data analysis methods. Among these extensions, we present linear models, clustered and dependent observations, times series data, binary and discrete data, models for spatial data, nonparametric methods, and forward search methods for outliers. We also present the current interest in robust statistics and conclude with suggestions on the possible future direction of this area for statistical science.

• Journal of the Korean Data and Information Science Society
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• 제5권2호
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• pp.19-27
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• 1994

It is known that the maximum likelihood method does not provide explicit estimator for the scale parameter of the Weibull distribution based on Type-II censored samples. In this paper we provide an approximate maximum likelihood estimator (AMLE) of the scale parameter of the Weibull distribution with Type-II censoring. We obtain the asymptotic variance and simulate the values of the bias and the variance of this estimator based on 3000 Monte Carlo runs for n = 10(10)30 and r,s = 0(1)4. We also simulate the absolute biases of the MLE and the proposed AMLE for complete samples. It is found that the absolute bias of the AMLE is smaller than the absolute bias of the MLE.