• Communications for Statistical Applications and Methods
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• 제27권1호
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• pp.97-108
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• 2020

This paper compares several methods for estimating parameters of normal inverse Gaussian distribution. Ordinary maximum likelihood estimation and the method of moment estimation often do not work properly due to restrictions on parameters. We examine the performance of adjusted estimation methods along with the ordinary maximum likelihood estimation and the method of moment estimation by simulation and real data application. We also see the effect of the initial value in estimation methods. The simulation results show that the ordinary maximum likelihood estimator is significantly affected by the initial value; in addition, the adjusted estimators have smaller root mean square error than ordinary estimators as well as less impact on the initial value. With real datasets, we obtain similar results to what we see in simulation studies. Based on the results of simulation and real data application, we suggest using adjusted maximum likelihood estimates with adjusted method of moment estimates as initial values to estimate the parameters of normal inverse Gaussian distribution.

• Journal of information and communication convergence engineering
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• 제16권1호
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• pp.38-42
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• 2018

In this paper, we consider measurement allocation problem in a spatially correlated sensor field. Our goal is to determine the probability of each sensor's being measured based on its contribution to the estimation reliability; it is desirable that a sensor improving the estimation reliability is measured more frequently. We consider a spatial correlation model of a sensor field reflecting transmission power limit, noise in measurement and transmission channel, and channel attenuation. Then the estimation reliability is defined distortion error between event source and its estimation at sink. Motivated by the correlation nature, we model the measurement allocation problem into a cooperative game, and then quantify each sensor's contribution using Shapley value. Against the intractability in the computation of exact Shapley value, we deploy a randomized method that enables to compute the approximate Shapley value within a reasonable time. Besides, we envisage a measurement scheduling achieving the balance between network lifetime and estimation reliability.

• 대한가정학회지
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• 제28권2호
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• pp.73-89
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• 1990

The aim of the present study is to estimates the economic value of household work done by fulltime home makers, using alternative methods of valuation household work in Pusan Korea. Eight findings, five different methods -Self Estimation by Home Makers, Reservation Wage, Opportunity Cost, Individual function Cost, Replacement Cost(Visiting Housekeeper, Housekeeper, General Managemet, Housekeeper & General Management)- are tried for the estimation of economic value of household work. The results of this study can be outlined as follows : 1) The economic value of household work varies substantially by the methods of estimating. The averages are : 2) The economic value of household work varies with the level of education, ages, the number of children, the stage of FLC in all method of estimation, and the level of income in self estimation by home makers, Reservation wage. Specially, FLC revealed good explanation variable in method of estimation as input household work time. 3) The gap between two-day survey and three-day survey in household work time questionaire didn't so much.

• 전력전자학회논문지
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• 제23권2호
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• pp.106-111
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• 2018

In this work, we propose techniques for estimating the SOC of Li-air battery. First, we describe and explain the operation principle of the Li-air battery. Energy density of the Li-air battery was compared with that of the Li-ion battery. The capacity and impedance value of the fully discharged voltage is analyzed, and the OCV value for SOC estimation is measured through the electrochemical characterization of the Li-air battery. Estimation value is obtained by SOC modeling through extended Kaman filter and is compared with the measurement value from the Coulomb counting method. Moreover, the performance of SOC estimation circuit is evaluated.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.463-477
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• 2009

극단치 분포의 모수 추정방법으로 최우추정법, 확률가중적률법, 회귀분석법은 기존 연구에서 활발하게 적용되어져 왔다. 그러나 이들 세 가지 추정방법 가운데, 회귀분석법의 우수성은 엄격하게 평가되어진 적이 없다. 본 논문에서는 몬테칼로 시뮬레이션을 통하여 Generalized Extreme Value(GEV) 분포와 Generalized Pareto(GP) 분포의 모수 추정에 회귀분석법 및 다른 추정방법을 적용하여 비교 연구한다. 시뮬레이션 결과, 표본의 크기가 작은 경우 회귀분석 법은 GEV 분포의 위치모수 추정시 편의 측면과 효율성 측면에서 다른 방법보다 우수한 경향을 나타내었다. GP 분포의 규모모수 추정시에는 표본의 크기 가 작을 경우 회귀분석법이 다른 방법보다 작은 편의를 나타내었다. 회귀분석법은 표본의 크기 가 작거나 적당히 큰 경우에도 GEV 분포나 GP 분포의 형태모수 추정시에 형태모수의 값이 -0.4일 경우, 다른 방법보다 우수한 경향을 나타내었다.

• 대한가정학회지
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• 제29권2호
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• pp.121-134
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• 1991

The farm housewive's labor has not been properly evaluated, although it has traditionally shared and devoted a substantial portion of the farm household economy. The objective of this study is to estimate the money value of rural women's labor. The data were got from the result of time analysis of farm housewives in 1988. Among the four estimation methods used in this study, the mixed approach of houskeeper replacement cost with individual function cost showed the greatest value in the decision criteria of different farming region, farming size, housewive's age, family size and children number. The opportunity cost approach showed the lowest value, however, is considered as the most appropriate estimation approach in rural situation in this study. It is expected that the appropriate estimation approach should be estimate the money value of rural housewive's labor and their economic position.

• 대한가정학회지
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• 제25권4호
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• pp.99-111
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• 1987

The purpose of this study is to survey alternative methods of valuation of housework, and then to estimate the economic value of housework done by fulltime housewives in Korea. Four different methods-Self Estimation by Housewives, Opportunity Cost, Individual Function Cost and Housekeeper Replacement cost-are tried for the estimation of economic value of housework. The results of this study can be summarized as follows: (1) The economic value of housework varies substantially by the methods of estimation. The average are: *Estimates of Economic values of Housework by Each Method of Estimation (2) The economic value of housework varies with the level of education, ages, household income, the size of family, the number of children, the number of preschool children.

• 기술혁신학회지
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• 제8권1호
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• pp.29-50
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• 2005

Real options provide a new and productive way to view corporate r&d investment decisions. DCF approach is well established and beloved of financial executives, but is known to systematically underestimate investment value under significant uncertainty. Though real options are not inherent in a r&d investment, they can be used to compute the investment value including managerial flexibility like option value. In this paper, we explain how the interval of option value in black-scholes model can be estimated using simulation. We also present a process framework for interval estimation of volatility and efficient of period of investment value. In such a setting, we can obtain the appropriate interval estimation of the expanded investment value.

• 한국지진공학회:학술대회논문집
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• 한국지진공학회 2002년도 추계 학술발표회 논문집
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• pp.28-34
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• 2002

The b-value in the magnitude-frequency relationship logN(m) = $\alpha$ - bmwhere N(m) is the number of earthquakes exceeding magnitude m, is important seismicity parameter In hazard analysis. Estimation of the b-value for earthquake data observed on KSRS array network is done employing the maximum likelihood technique. Assuming the whole Korea Peninsula as a single seismic source area, the b-value is computed at 0.9. The estimation for KMA earthquake data is also similar to that. Since estimate is a function of minimum magnitude, we can inspect the completeness of earthquake catalog in the fitting process of b-value. KSRS and KMA data lists are probably incomplete for magnitudes less than 2.0 and 3.0, respectively. Examples from probabilistic seismic hazard assessment calculated for a range of b-value show that the small change of b-value has seriously effect on the prediction of ground motion.

• Journal of Power Electronics
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• 제18권1호
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• pp.300-308
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• 2018

An online estimation method for wireless power transfer (WPT) systems is presented without using any measurement of the secondary side or the load. This parameter estimation method can be applied with a controlling strategy that removes both the receiving terminal controller and the wireless communication. This improves the reliability of the system while reducing its costs and size. In a wireless power transfer system with an LCCL impedance matching circuit under a rectifier load, the actual load value, voltage/current and mutual inductance can be reflected through reflected impedance measuring at the primary side. The proposed method can calculate the phase angle tangent value of the secondary loop circuit impedance via the reflected impedance, which is unrelated to the mutual inductance. Then the load value can be determined based on the relationships between the load value and the secondary loop impedance. After that, the mutual inductance and transfer efficiency can be computed. According to the primary side voltage and current, the load voltage and current can also be detected in real-time. Experiments have verified that high estimation accuracy can be achieved with the proposed method. A single-controller based on the proposed parameter estimation method is established to achieve constant current control over a WPT system.