• Title/Summary/Keyword: Statistical efficiency

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Nonparametric Estimation of Renewal Function

  • Jeong, Hai-Sung;Kim, Jee-Hoon;Na, Myoung-Hwan
    • Journal of Korean Society for Quality Management
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    • v.25 no.4
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    • pp.99-105
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    • 1997
  • We consider a nonparametric estimation of the renewal function. In this paper, we suggest modified methods for Frees's estimator to enhance the efficiency. The methods are based on a piecewise linearization and on the fact that the bounded monotonic functions converging pointwise to the bounded monotonic continuous function converge uniformly. In a simulation study, we show that the modified methods have the better efficiency than that introduced by Frees.

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Notes on the Comparative Study of the Reliability Estimation for Standby System with Rayleigh Lifetime Distribution

  • Kim, Hee-Jae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.239-250
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    • 2004
  • We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with Rayleigh lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.

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Determination of a Homogeneous Segment for Short-term Traffic Count Efficiency Using a Statistical Approach (통계적인 기법을 활용한 동질성구간에 따른 교통량 수시조사 효율화 연구)

  • Jung, YooSeok;Oh, JuSam
    • International Journal of Highway Engineering
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    • v.17 no.4
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    • pp.135-141
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    • 2015
  • PURPOSES: This study has been conducted to determine a homogeneous segment and integration to improve the efficiency of short-term traffic count. We have also attempted to reduce the traffic monitoring budget. METHODS: Based on the statistical approach, a homogeneous segment in the same road section is determined. Statistical analysis using t-test, mean difference, and correlation coefficient are carried out for 10-year-long (2004-2013) short-term count traffic data and the MAPE of fresh data (2014) are evaluated. The correlation coefficient represents a trend in traffic count, while the mean difference and t-score represent an average traffic count. RESULTS : The statistical analysis suggests that the number of target segments varies with the criteria. The correlation coefficient of more than 30% of the adjacent segment is higher than 0.8. A mean difference of 36.2% and t-score of 19.5% for adjacent segments are below 20% and 2.8, respectively. According to the effectiveness analysis, the integration criteria of the mean difference have a higher effect as compared to the t-score criteria. Thus, the mean difference represents a traffic volume similarity. CONCLUSIONS : The integration of 47 road segments from 882 adjacent road segments indicate 8.87% of MAPE, which is within an acceptable range. It can reduce the traffic monitoring budget and increase the count to improve an accuracy of traffic volume estimation.

Decomposition of Antibiotics (Cefaclor) by Ionizing Radiation: Optimization and Modeling Using a Design of Experiment (DOE) Based on Statistical Analysis

  • Yu, Seung-Ho;Chang, Soon-Woong;Lee, Si-Jin;Cho, Il-Hyoung
    • Environmental Engineering Research
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    • v.14 no.2
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    • pp.81-87
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    • 2009
  • The decomposition of antibiotics (cefaclor) by gamma irradiation in aqueous solutions was experimentally evaluated. To obtain a mutual interaction between two factors (antibiotics concentrations and radiation doses) and to optimize these factors during the process, experimental design and statistical analysis were employed. The decomposition capability of the gamma radiation was also mathematically described as a function of cefaclor concentration and gamma-ray dose using the statistical analysis. The results showed that the cefaclor concentration ($X_1$) in the response $Y_1$ (Reduction of cefaclor concentration) and gamma-ray dose ($X_2$) in the response $Y_2$ (Removal efficiency (%) of cefaclor concentration) exhibited a significantly positive effect, whereas gamma-ray dose ($X_2$) in the response $Y_1$ showed a significantly negative effect. The estimated ridge of maximum responses and optimal conditions for $Y_1$:($X_1$,$X_2$)=(25 mg/L, 350 Gy) and $Y_2$:($X_1$,$X_2$)=(21 mg/L, 565 Gy) using canonical analysis were 4.37 mg/L of reduction of cefaclor concentration and 98.35% of removal efficiency of cefaclor concentration, respectively. The measurement values agreed well with the predicted ones, thereby confirming the suitability of the model for $Y_1$ and $Y_2$ and the success of the experimental design in optimizing the conditions of the gamma irradiation process.

Static Filtering Probability Control Method Based on Reliability of Cluster in Sensor Networks (센서 네트워크에서 클러스터 신뢰도 기반 정적 여과 확률 조절 기법)

  • Hur, Suh-Mahn;Seo, Hee-Suk;Lee, Dong-Young;Kim, Tae-Kyung
    • Journal of the Korea Society for Simulation
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    • v.19 no.1
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    • pp.161-171
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    • 2010
  • Sensor Networks are often deployed in unattended environments, thus leaving these networks vulnerable to false data injection attacks in which an adversary injects forged reports into the network through compromised nodes. Such attacks by compromised sensors can cause not only false alarms but also the depletion of the finite amount of energy in a battery powered network. Ye et al. proposed the Statistical En-route Filtering scheme to overcome this threat. In statistical en-route filtering scheme, all the intermediate nodes perform verification as event reports created by center of stimulus node are forwarded to the base station. This paper applies a probabilistic verification method to the Static Statistical En-route Filtering for energy efficiency. It is expected that the farther from the base station an event source is, the higher energy efficiency is achieved.

The Use of Local Outlier Factor(LOF) for Improving Performance of Independent Component Analysis(ICA) based Statistical Process Control(SPC) (LOF를 이용한 ICA 기반 통계적 공정관리의 성능 개선 방법론)

  • Lee, Jae-Shin;Kang, Bok-Young;Kang, Suk-Ho
    • Journal of the Korean Operations Research and Management Science Society
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    • v.36 no.1
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    • pp.39-55
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    • 2011
  • Process monitoring has been emphasized for the monitoring of complex system such as chemical processing industries to achieve the efficiency enhancement, quality management, safety improvement. Recently, ICA (Independent Component Analysis) based MSPC (Multivariate Statistical Process Control) was widely used in process monitoring approaches. Moreover, DICA (Dynamic ICA) has been introduced to consider the system dynamics. However, the existing approaches show the limitation that their performances are strongly dependent on the statistical distributions of control variables. To improve the limitation, we propose a novel approach for process monitoring by integrating DICA and LOF (Local Outlier Factor). In this paper, we aim to improve the fault detection rate with the proposed method. LOF detects local outliers by using density of surrounding space so that its performance is regardless of data distribution. Therefore, the proposed method not only can consider the system dynamics but can also assure robust performance regardless of the statistical distributions of control variables. Comparison experiments were conducted on the widely used benchmark dataset, Tennessee Eastman process (TE process), and showed the improved performance than existing approaches.

A Study on Statistical Downscaling for Projection of Future Temperature Change simulated by ECHO-G/S over the Korean Peninsula (한반도 미래 기온 변화 예측을 위한 ECHO-G/S 시나리오의 통계적 상세화에 관한 연구)

  • Shin, Jinho;Lee, Hyo-Shin;Kwon, Won-Tae;Kim, Minji
    • Atmosphere
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    • v.19 no.2
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    • pp.107-125
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    • 2009
  • Statistical downscaled surface temperature datasets by employing the cyclostationary empirical orthogonal function (CSEOF) analysis and multiple linear regression method are examined. For evaluating the efficiency of this statistical downscaling method, monthly surface temperature of the ECMWF has been downscaled into monthly temperature having a fine spatial scale of ~20km over the Korean peninsula for the 1973-2000 period. Monthly surface temperature of the ECHOG has also been downscaled into the same spatial scale data for the same period. Comparisons of temperatures between two datasets over the Korean peninsula show that annual mean temperature of the ECMWF is about $2^{\circ}C$ higher than that of the ECHOG. After applying to the statistical downscaling method, the difference of two annual mean temperatures reduces less than $1^{\circ}C$ and their spatial patterns become even close to each other. Future downscaled data shows that annual temperatures in the A1B scenario will increase by $3.5^{\circ}C$ by the late 21st century. The downscaled data are influenced by the ECHOG as well as observation data which includes effects of complicated topography and the heat island.

On Multipurpose Replacement Policies for the General Failure Model

  • Cha, Ji-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.393-403
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    • 2003
  • In this paper, various replacement policies for the general failure model are considered. There are two types of failure in the general failure model. One is Type I failure (minor failure) which can be removed by a minimal repair and the other is Type II failure (catastrophic failure) which can be removed only by a complete repair. In this model, when the unit fails at its age t, Type I failure occurs with probability 1-p(t) and Type II failure occurs with probability p(t), $0{\leq}p(t){\leq}1$. Under the model, optimal replacement policies for the long-run average cost rate and the limiting efficiency are considered. Also taking the cost and the efficiency into consideration at the same time, the properties of the optimal policies under the Cost-Priority-Criterion and the Efficiency-Priority-Criterion are obtained.

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A Nonparametric Test on Mean Difference of DEA Efficiency Estimates - Bootstrapping Approach- (DEA의 효율성 평균 차이에 대한 비모수적 검증-부트스트랩 접근법-)

  • 민재형;김진한
    • Journal of the Korean Operations Research and Management Science Society
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    • v.24 no.2
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    • pp.53-68
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    • 1999
  • This paper presents a nonparametric method to test if the mean difference of DEA efficiency estimates between two groups statistically exists. A proposed method employs a bootstrapping approach to generation BCC efficiency estimates through Monte Carlo simulation resampling process. For the purpose of demonstration, we empirically apply the proposed method to the korean bank industry and compare its result with the result by the traditional deterministic DEA method. The nonparametric statistical hypothesis testing procedure in this study, which considers not only stochastic variability of the DEA data, but also random radial deviations off the efficient frontier, serves as a useful tool for dbjectively evaluating whether the mean difference of DEA efficiency estimates between groups is statistically significant.

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A Study on the Relationship between Individual Knowledge Cycle Process on Its Knowledge Management Efficiency (기업내 개인차원에서의 지식순환과정과 지식경영 효율성간의 관계에 관한 연구)

  • Lee, Kun-Chang;Chung, Nam-Ho
    • Knowledge Management Research
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    • v.3 no.2
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    • pp.31-48
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    • 2002
  • Recent trend of business is characterized by a recognition of importance of knowledge asset. Especially, this phenomenon is receiving more momentum as our society goes digital rapidly. However, most of literature on knowledge management is based on knowledge circulation from the corporate point of view, not from individual viewpoint. In this regard, this paper is concerned with proposing knowledge circulation process and its efficiency from the individual perspective. We adopted structural equation model or SEM to prove the statistical validity of our research framework. Eight hypotheses were built and tested empirically, leading to the fact that the knowledge utilization and sharing of individuals have a positive impact on the knowledge management efficiency.

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