• Journal of the Korean Data and Information Science Society
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• 제10권2호
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• pp.465-472
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• 1999

We considered a bootstrap method for constructing confidenc intervals for a one parameter model using multinomial sampling. The convergence rates or the proposed bootstrap method are calculated for model-based maximum likelihood estimators(MLE) using multinomial sampling. Monte Carlo simulation was used to compare the performance of bootstrap methods with normal approximations in terms of the average coverage probability criterion.

• Journal of the Korean Statistical Society
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• 제31권3호
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• pp.379-389
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• 2002

For two normal distribution with unknown means and unknown variances, a sequential procedure for estimating the difference of two normal means which satisfies both the coverage probability condition and the $\beta$-protection is proposed under some smoothness of variable imprecision function, and the asymptotic normality of the proposed stopping time after some centering and scaling is given.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2003년도 춘계학술대회
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• pp.201-206
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• 2003

This study is test for STS304 specimen using bending and torsion state. Rounded specimen and notched specimen including fracture surface investigation was comparatively experimented, fatigue life according to degree of surface finishing was examined. Fatigue fracture probability of notched canilever specimens were predicted by P-S-N curve, median rank and Weibull distribution. And at the relation with the rotational speed and stress, the fatigue life of the test specimen was higher at high speed than low speed If summarize STS304 torsion result of fatigue test, is as following. Fatigue life prediction was available by Weibull statistics distribution, and 50% breakdown probability correlation equation was appeared as following.

• 한국환경과학회지
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• 제20권3호
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• pp.321-327
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• 2011

Bootstrap methods is the computer-based resampling method that estimates the standard errors and confidence intervals of summary statistics using the plug-in principle for assessing the accuracy or uncertainty of statistical estimates, and the BCa method among the Bootstrap methods is known much superior to other Bootstrap methods in respect of the standards of statistical validation. Therefore this study suggests the method of the representation and treatment of uncertainty in flood risk assessment and water resources planning from the construction and application of rainfall frequency analysis model considersing the uncertainty based on the nonparametric BCa method among the Bootstrap methods for the assessement of the estimation of probability rainfall and the effect of uncertainty considering the uncertainty of the parameter estimation of probability in the rainfall frequency analysis that is the most fundamental in flood risk assessement and water resources planning.

• 한국건설관리학회논문집
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• 제6권1호
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• pp.73-79
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• 2005

This paper, introduces a Stochastic Project Scheduling Simulation system (SPSS III) developed by the author to predict a project completion probability in a certain time. The system integrates deterministic CPM, probabilistic PERT, and stochastic Discrete Event Simulation (DES) scheduling methods into one system. It implements automated statistical analysis methods for computing the minimum number of simulation runs, the significance of the difference between independent simulations, and the confidence interval for the mean project duration as well as sensitivity analysis method in What-if analyzer component. The SPSS 111 gives the several benefits to researchers in that it (1) complements PERT and Monte Carlo simulation by using stochastic activity durations via a web based JAVA simulation over the Internet, (2) provides a way to model a project network having different probability distribution functions, (3) implements statistical analyses method which enable to produce a reliable prediction of the probability of completing a project in a specified time, and (4) allows researchers to compare the outcome of CPM, PERT and DES under different variability or skewness in the activity duration data.

• 응용통계연구
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• 제19권3호
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• pp.535-544
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• 2006

분산 성분 모형 하에서 분산 성분들의 함수에 대한 통계적인 추론, 특히 소표본 하에서의 신뢰구간에 대한 방법들은 오랜 기간에 걸쳐서 여러 가지 방법들이 개발되어져 왔다. 그 대표적인 방법이 Graybill and Wang(1980)에 의해 제안된 수정 대표본 방법에 의거한 신뢰구간 추정법이며 현재까지 다양한 실험계획 방법 하에서 분산 성분들의 여러 가지 형태의 함수들에 대하여 확장과 개량이 이루어져 왔다. 본 연구에서는 분산 성분 모형의 균형 실험 가정 하에서 분산 성분들의 선형 결합이 관심있는 모수일 때 분산 분석에 의해 얻어진 수정 대표본 신뢰구간의 실제 포함확률을 툴스트랩 보정을 이용하여 개선하는 방법에 대하여 논의한다. 붓스트랩 보정을 이용함으로서 신뢰구간의 포함 확률의 정도는 점근적 이차 차수까지 개선되며 특히 선형 결합의 계수들이 모두 양수이고 결합의 수가 증가할 경우 수정 대표본 신뢰구간의 포함확률이 주어진 신뢰계수보다 항상 커지게 되는 단점을 개선할 수 있음을 보인다. 제안된 붓스트랩 보정 신뢰구간의 효율을 소표본의 경우에 모의실험을 통하여 평가한다.

• Journal of the Korean Data and Information Science Society
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• 제21권4호
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• pp.709-717
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• 2010

연관성 규칙 마이닝은 각 항목들 간의 관련성을 찾아내는 데 활용되며, 지지도, 신뢰도, 향상도 등의 연관성 측도를 기반으로 두 항목간의 관계를 수치화함으로써 의미 있는 규칙을 찾아낸다. 본 논문에서는 조건부 확률 증분비를 이용한 연관성 순위 결정 함수를 제안하고자 한다. 특히 항목 집합간의 고유한 연관성 정도를 제대로 반영하기 위해 조건부 확률 증분비를 이용하여 연관성 순위 결정 함수를 제안하여 3개의 연관기준값들 중 어느 하나라도 기준 이상이 되는 규칙의 순위를 매겨 필요한 연관성 규칙만을 생성할 수 있도록 한다. 모의실험을 해본 결과, 본 논문에서 제안한 함수는 기존의 함수와는 달리 특정 연관 기준값의 영향을 받지 않으며, 최저 연관성 기준값들의 범위와는 관계없이 항상 -1과 1 사이의 값을 가진다는 사실을 확인할 수 있었다. 또한 조건부 확률 증분비를 이용한 연관순위결정 함수는 대체적으로 연관성 측도들과 최저 연관기준값들간의 차이를 잘 반영하고 있는 것으로 나타났다.

• 한국학교수학회논문집
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• 제1권1호
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• pp.59-67
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• 1998

Probability and statistics is an important section in mathematics which is deeply related to everyday living, natural science and social science. In spite of its importance, many students will throw away it because it becomes very harder as its step(stage) deepens and probability and statistics' relative importance is very small in Korea-SAT(the test of college entrance in Korea). Therefore, by analyzing the involvement carefully between the curriculum in the elementary, middle, high school and the text book, by studying the problem and improvement direction, it is necessary to investigate an effective teaching method. This study intends to give the students the confidence, interests, and accomplishment motive about probability and statistics field and to make a rational and creative decision-making through mathematical speculation by proposing an effective teaching method through analyzing an existing facts in school's probability and statistics field. The contents of this study are composed of four chapters. Chapter three looks into the mathematical curriculum in the elementary, middle, high school and its teaching meaning, the outline of contents, some tips on teaching and problems and presents an effective and concrete teaching method on the basis of the theoretical background in the chapter two. Chapter four is a conclusive part and gives the general improvement and intentional direction in educating the probability and statistics.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.277-289
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• 2003

We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

• 응용통계연구
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• 제2권1호
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• pp.18-34
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• 1989

서로 같은 분산을 가지며 정규분포를 따르는 4개의 처리평균의 대응비교에 관한 연구로서, 삼중 t-분포를 이용하여 동시포함 범위 확률값이 정확히 $1-\alpha$를 갖는 통계적 계산방법과 기법을 고찰하였다. 이 기법을 이용하여 처리사이의 표본 갯수를 변화시켜 대응되는 정확한 신뢰구간을 구하며 기존의 신뢰구간의 길이 비교, 실험적 오차 비, 효율성을 조사하였다.