• Communications for Statistical Applications and Methods
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• v.20 no.1
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• pp.63-75
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• 2013

In this paper, we derive maximum likelihood estimators (MLEs) and approximate maximum likelihood estimators (AMLEs) of unknown parameters in a generalized half logistic distribution under Type-II hybrid censoring. We also obtain approximate confidence intervals using asymptotic variance and covariance matrices based on the MLEs and the AMLEs. As an illustration, we examine the validity of the proposed estimation using real data. Finally, we compare the proposed estimators in the sense of the mean squared error (MSE), bias, and length of the approximate confidence interval through a Monte Carlo simulation for various censoring schemes.

• Journal of the Korea Society for Simulation
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• v.9 no.4
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• pp.67-75
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• 2000

Often system analysts are interested in the estimation of percentile for system performance. For instance, in PERT network system, the percentile that the project. Typically the control variate method is used to reduce the variability of mean response using the correlation between the response and the control variates with a little additional cost during the course of simulation. In the same spirit, we apply this method to estimate the percentile of project completion time in PERT system, and evaluate the efficiency of the controlled estimator for its percentile.1 Simulation results indicate that the controlled estimators are more effective in reducing the variances of estimators than the simple estimators, however those tend to a little underestimate the percentiles for some critical values. We need more simulation experiments to examine such a kind of bias problem. We expect this research presents a step forward in the area of variance reduction techniques of stochastic simulation.

• International Journal of Automotive Technology
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• v.6 no.5
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• pp.475-481
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• 2005

This paper deals with the algorithm of estimating the longitudinal speed of a braking vehicle using measurements from an accelerometer and a standard wheel speed sensor. We evolve speed estimation algorithms of increasing complexity and accuracy on the basis of experimental tests. A final speed estimation algorithm based on a Kalman filtering is developed to reduce measurement noise of the wheel speed sensor, error of the tire radius, and accelerometer bias. This developed algorithm can give peak errors of less than 3 percent even when the accelerometer signal is significantly biased.

• The Korean Journal of Applied Statistics
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• v.6 no.2
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• pp.329-339
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• 1993

Kernel regression is a nonparametric regression technique which requires only differentiability of the true function. If one wants to use the kernel regression technique to produce smooth estimates of a curve over a finite interval, one can realize that there exist distinct boundary problems that detract from the global performance of the estimator. This paper develops a kernel to handle boundary problem. In order to develop the boundary kernel, a generalized jacknife method by Gray and Schucany (1972) is adapted. Also, it will be shown that the boundary kernel has the same order of convergence rate as non-boundary.

• Communications for Statistical Applications and Methods
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• v.31 no.3
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• pp.291-308
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• 2024

The current article discusses ratio type exponential estimators for estimating the mean of a finite population in sample surveys. The estimators uses robust regression's Huber M-estimation function, and their bias as well as mean squared error expressions are derived. It was campared with Kadilar, Candan, and Cingi (Hacet J Math Stat, 36, 181-188, 2007) estimators. The circumstances under which the suggested estimators perform better than competing estimators are discussed. Five different population datasets with a well recognized outlier have been widely used in numerical and simulation-based research. These thorough studies seek to provide strong proof to back up our claims by carefully assessing and validating the theoretical results reported in our study. The estimators that have been proposed are intended to significantly improve both the efficiency and accuracy of estimating the mean of a finite population. As a result, the results that are obtained from statistical analyses will be more reliable and precise.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.397-406
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• 2014

The minimum density power divergence estimation has been a popular topic in the field of robust estimation for since Basu et al. (1988). The minimum density power divergence estimator has strong robustness properties with the little loss in asymptotic efficiency relative to the maximum likelihood estimator under model conditions. However, a limitation in applying this estimation method is the algebraic difficulty on an integral involved in an estimation function. This paper considers a minimum density power divergence estimation method with approximated divergence avoiding such difficulty. As an example, we consider the normal-exponential convolution model introduced by Bolstad (2004). The estimated divergence in this case is too complicated; consequently, a Laplace approximation is employed to obtain a manageable form. Simulations and an empirical study show that the minimum density power divergence estimators based on an approximated estimated divergence for the normal-exponential model perform adequately in terms of bias and efficiency.

• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.1033-1041
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• 2013

In this paper, we investigate several variance estimators for pps systematic sampling. Unfortunately, there is no unbiased variance estimators for a systematic sample because systematic sampling can be regarded as a random selection of one cluster. This study provides guidance on which variance estimator may be more appropriate than others in several circumstances. We judge the efficiency of variance estimators for systematic sampling based on of their relative biases and relative mean square error. Also, we investigate variance estimation problems for two-stage systematic sampling applied for the Food Raw Material Consumption Survey and the Establishment Labor Force Survey simulation study, in order to consider the popular two-stage pps systematic sample design for establishment and household survey in Korea.

• Journal of the Korea Computer Industry Society
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• v.6 no.5
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• pp.689-696
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• 2005

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the Kappa(2) reliability model, which can capture the nomotonic decreasing nature of the failure occurrence rate per fault. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on sum of the squared errors and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using real data set, SYS2(Allen P.Nikora and Michael R.Lyu), for the sake of proposing two parameter of the Kappa distribution, was employed. This analysis of failure data compared with the Kappa model and the existing model using arithmetic and Laplace trend tests, bias tests is presented.

• Journal of Institute of Control, Robotics and Systems
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• v.20 no.7
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• pp.767-773
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• 2014

The carrier-to-noise power ratio is a key parameter for determining the reliability of PVT (Position, Velocity, and Time) solutions which are obtained by a GNSS (Global Navigation Satellite System) receiver. It is also used for locking a tracking loop, deciding the re-acquisition process, and processing advanced navigation in the receiver subsystem. The representative carrier-to-noise power ratio estimation schemes are the narrowband-wideband power ratio method (NW), the MM (Moment Method), and Beaulieu's method (BL). The NW scheme is the most classical one for commercial GNSS receivers. It is often used as an authoritative benchmark for assessing carrier-to-noise power estimation schemes. The MM scheme is the least biased solution among them, and the BL scheme is a simpler scheme than the MM scheme. This paper focuses on the less biased estimation with low complexity when the residual phase noise remains, then proposes a novel carrier-to-noise power ratio estimation scheme with low complexity for GNSS receivers. The asymptotic bias of the proposed scheme is derived and compared with others, and the simulation results demonstrate that the complexity of the proposed scheme is lowest among them, while the estimation performance of the proposed scheme is similar to those of the BL and MM schemes in normal and high gained reception environments.

• Journal of Korea Water Resources Association
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• v.34 no.4
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• pp.357-364
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• 2001

Sometimes the observed data is too small to discriminate it from noise of the instrument. Say, the data can be recorded as below DL(Detection Level) value. Even though the data below Detection Level(BDL) is small vague, it can be resulted in wrong estimates for mean and variance. However, in practice, the BDL data is generally eliminated as N.D. (Not Detected) and do not record it in Korea. This study investigates the distributions according to the data values of ammonia concentration (NH$_3$-N) in Puyeo intake. Also we try to find out DL value and an appropriate method for the estimations of mean and variance of BDL values that can be discriminate the distributions. The DL is estimated by trial and error method. The appropriate method for the estimations of mean and variance of above the detection level(ADL)and BDL dada sets is selected, and the mean and variance are estimated. As a result, it is found that the Bias Corrected Maximum Likelihood Estimator is the most accurate method for NH$_3$-N in Puyeo intake.