• Journal of the Korean Data and Information Science Society
• /
• 제20권5호
• /
• pp.895-903
• /
• 2009

The penalized partial likelihood based on restricted maximum likelihood method has been widely used for the inference of frailty models. However, the standard-error estimate for frailty parameter estimator can be downwardly biased. In this paper we show that such underestimation can be corrected by using hierarchical likelihood. In particular, the hierarchical likelihood gives a statistically efficient procedure for various random-effect models including frailty models. The proposed method is illustrated via a numerical example and simulation study. The simulation results demonstrate that the corrected standard-error estimate largely improves such bias.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 2001년도 ICCAS
• /
• pp.141.2-141
• /
• 2001

An approximate target adaptive guidance algorithm(TAG) is proposed on the basis of the assumption that angular acceleration of missile to target line-of-sight and start time for TAG can be obtained by IR seeker. The algorithm does not use any target state estimator. Instead, it avoids the problem of determining target attitude by using the observation that the missile using LOS rate guidance is nearly on the collision course in the later point of engagement. Computer simulation results show that the proposed algorithm can effectively perform target adaptive guidance.

• Journal of the Korean Statistical Society
• /
• 제31권1호
• /
• pp.77-91
• /
• 2002

This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

• 한국자동차공학회논문집
• /
• 제10권6호
• /
• pp.234-240
• /
• 2002

This paper treats the problem of estimating the longitudinal velocity of a braking vehicle using measurements from an accelerometer and wheel speed data from standard anti-lock braking wheel speed sensors. We develop and experimentally test three velocity estimation algorithms of increasing complexity. The algorithm that works the best gives peak errors of less than 3 percent even when the accelerometer signal is significantly biased.

• Journal of the Korean Data and Information Science Society
• /
• 제17권3호
• /
• pp.1021-1028
• /
• 2006

We shall propose ML, ordinary jackknife and biased reducing estimators of the parameter in the right truncated exponential distribution with an unidentified uniform outlier when the truncated point is unknown and their biases and MSE's are compared numerically each other in the small sample sizes.

• 동력기계공학회지
• /
• 제13권2호
• /
• pp.71-82
• /
• 2009

This paper presents a real-time haptic rendering method for a realistic force feedback in a remote environment with varying communication time-delay. The remote environment is assumed as a virtual environment based on a computer graphics, for example, on-line shopping mall, internet game and cyber-education. The properties of a virtual object such as stiffness and viscosity are assumed to be unknown because they are changed according to the contact position and/or a penetrated depth into the object. The DARMAX model based output estimator is proposed to trace the correct impedance of the virtual object in real-time. The output estimator is developed on the input-output relationship. It can trace the varying impedance in real-time by virtue of P-matrix resetting algorithm. And the estimator can trace the correct impedance by using a white noise that prevents the biased input-output information. Realistic output forces are generated in real-time, by using the inputs and the estimated impedance, even though the communication time delay and the impedance of the virtual object are unknown and changed. The generated forces trace the analytical forces computed from the virtual model of the remote environment. Performance is demonstrated by experiments with a 1-dof haptic device and a spring-damper-based virtual model.

• 한국군사과학기술학회지
• /
• 제23권1호
• /
• pp.76-86
• /
• 2020

Technology growth curve methodology is commonly used in technology forecasting. A technology growth curve represents the paths of product performance in relation to time or investment in R&D. It is a useful tool to compare the technological performances between Korea and advanced nations and to describe the inflection points, the limit of improvement of a technology and their technology innovation strategies, etc. However, the curve fitting to a set of survey data often leads to model mis-specification, biased parameter estimation and incorrect result since data through survey with experts frequently contain outlier in process of curve fitting due to the subjective response characteristics. This paper propose a method to eliminate of outlier from a technology growth curve using M-estimator. The experimental results prove the overall improvement in technology growth curves by several pilot tests using real-data in Defense Science and Technology Survey reports.

• 응용통계연구
• /
• 제20권1호
• /
• pp.79-89
• /
• 2007

Arizono와 Ohta(1989)에 의해 소개된 정규성 검정은 쿨백-라이블러 판별정보를 이용하고 있으며, 검정통계량의 유도에 기반이 되는 판별정보의 추정량을 얻기 위해 Vasicek(1976)의 표본엔트로피와 분산의 최대가능도 추정량을 사용했다. 그런데 두 추정량은 편향성을 가지게 되므로 보다 정확한 판별정보의 추정을 위해 비편향 추정량을 사용하는 것이 바람직하다. 본 논문에서는 편향을 수정한 엔트로피 추정량과 분산의 균일최소분산비편향 추정량을 사용하여 판별정보의 추정량을 구하고 이로부터 유도되는 검정통계량을 사용하는 개선된 정규성 검정을 제시한다. 제안한 검정의 특성을 규명하고 검정력 비교를 위해서 모의실험을 수행한다.

• Journal of the Korean Data and Information Science Society
• /
• 제6권1호
• /
• pp.1-11
• /
• 1995

승법모형식 $Y_{1}={\alpha}_{0}{\prod}^{p}_{k=1}X_{kj}^{{\beta}_K}v_{j}$의 모수는 일반적으로 대수변환한 후에 최소제곱법에 의하여 추정되나 $E(e xp({\beta}_{0})){\neq}{\alpha}_{0})$ 이므로 $e xp({\beta}_{0})$은 ${\alpha}_{0}$의 편의추정량이다. 본 연구에서는 ${\alpha}_{0}$의 불편추정량을 (1) 최소제곱추정량을 수정하는 방법과(2) Finney의 결과를 이용하는 방법으로 추정하였고, 이들 추정량의 분산을 비교하여 효율성을 검토하였다. 아울러 벼의 수량과 수량구성요소와의 관계를 설명할 때 승법모형의 이용 가능성을 검토하였다.

• 농업생명과학연구
• /
• 제45권6호
• /
• pp.279-289
• /
• 2011

이 논문에서는 부트스트래핑 DEA 모형을 이용하여 품목농협의 효율성 분석 값의 통계적 유의성을 분석하였다. 분석결과, 첫째, 일반적 DEA모형에 의한 기술효율성은 0.878로 추정된 반면, 부트스트래핑 기법을 적용하면 0.804로 추정되었다. 그러나 두 값의 차이는 신뢰구간 범위 내에 있기 때문에 통계적으로는 유의하지 않다. 또한 95% 유의수준하에서 기술효율성의 통계적 신뢰수준은 0.726에서 0.874로 분석되었다. 둘째, 일반적 DEA모형에서 효율적인 품목농협으로 추정된 19개 농협 모두 부트스트래핑 기법을 적용한 경우 비효율적인 것으로 추정되었다. 이는 일반적 DEA모형의 경우 비효율적인 품목농협이 효율적인 것으로 추정될 수 있다는 것이다.