• Communications for Statistical Applications and Methods
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• 제27권6호
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• pp.625-639
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• 2020

The gamma distribution is a flexible right-skewed distribution widely used in many areas, and it is of great interest to estimate the probability of a random variable exceeding a specified value in survival and reliability analysis. Therefore, the study develops a fixed-accuracy confidence interval for P(X > c) when X follows a gamma distribution, Γ(α, β), and c is a preassigned positive constant through: 1) a purely sequential procedure with known shape parameter α and unknown rate parameter β; and 2) a nonparametric purely sequential procedure with both shape and rate parameters unknown. Both procedures enjoy appealing asymptotic first-order efficiency and asymptotic consistency properties. Extensive simulations validate the theoretical findings. Three real-life data examples from health studies and steel manufacturing study are discussed to illustrate the practical applicability of both procedures.

• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.825-833
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• 2013

온실가스 인벤토리 불확도 산정을 위해서는 인벤토리의 신뢰구간 추정이 필수적이다. 일반적으로 모수에 대한 신뢰구간 추정시에는 모집단이 정규분포를 따른다고 가정한다. 그러나 자료의 구조가 복잡해짐에 따라 정규분포가 아닌 비대칭형 자료, 즉 양의 왜도를 갖는 자료의 경우 기존의 정규분포를 가정한 신뢰구간 추정 방식은 적합하지 않다. 본 연구에서는 비대칭형 분포인 지수분포의 신뢰구간추정 방법으로 모수적인 방법과 비모수적인 방법에 대해 각각 비교분석하였다. 모의실험을 통한 신뢰구간 추정 결과를 바탕으로 범위확률, 신뢰구간 길이, 상대적 편의를 비교한 결과 모수적 방법 중에서 예상했던 대로 정확한 방법인 카이제곱방법이 신뢰계수와 유사한 범위확률을 보이고 상대적 편의도 작아 모수적 방법 중에서 신뢰구간 추정에 가장 적합한 것으로 나타났다. 마찬가지로 비모수적 방법 중에서는 표준화된 t-붓스트랩 방법이 가장 적합한 것으로 나타났다.

• 한국지하수토양환경학회지:지하수토양환경
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• 제23권1호
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• pp.41-53
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• 2018

Comprehensive statistical analysis for the 127 groundwater monitoring stations in Jeju Island during 2005~2015 was carried out for the re-establishment of management groundwater level. Three probability distribution functions such as normal distibution, GEV (General Extreme Value) distribution, and Gumbel distribution were applied and the maximum likelihood method was used for parameter estimation of each distribution. AIC (Akaike information criterion) was calculated based on the estimated parameters to determine the proper probability distribution for all 127 stations. The results showed that normal distribution and Gumble distribution were found in 11 stations. Whereas GEV distribution were found in 105 stations, which covered most of groundwater monitoring stations. Therefore, confidence levels should be established in accord with the proper probability distribution when groundwater level management is determined.

• 한국농공학회:학술대회논문집
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• 한국농공학회 2003년도 학술발표논문집
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• pp.511-514
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• 2003

This study was conducted to estimate the design rainfall by the determination of best fitting order for Higher Probability Weighted Moments of the annual maximum series according to consecutive duration at sixty-five rainfall stations in Korea. Design rainfalls were obtained by generalized extreme value distribution which was selected to be suitable distribution in 4 applied distributions and by L, L1, L2, L3 and L4-moment. The best fitting order for Higher Probability Weighted Moments was determined with the confidence analysis of estimated design rainfall.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2001년도 춘계학술대회논문집A
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• pp.199-204
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• 2001

Big accidents of flyings, vessel, subways, gas equipments, buildings and bridge happens frenquently. Therefore many people are suffering harm of property. The destruction cause of macaine components is almost accused by fatigue. This study is test for STS304 specimen using pure and cantilever bending 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.

• 한국통신학회논문지
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• 제25권8A호
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• pp.1153-1159
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• 2000

이 논문에서는 네트워크의 QoS에 가장큰 영향을 미치는 네트워크 선로 이용률의 과거데이터를 기반으로 단기간 예측과 계절성(seasonality) 예측에 적합한 계절자기회귀이동평균(SARIMA: seasonal ARIMA) 모형을 적용하여 앞으로의 시간대별 선로 이용률을 예측하고 그 신뢰 구간을 추정함으로써 확류에 근거한 선로 이용률의 임계값 위반 시점을 예측할 수 있으며 확률에 근거한 신뢰성을 제공할 수 있다 또한 제시한 모델의 적합성 여부를 평가하였으며 실험을 통하여 적절한 수준의 임계값과 임계값 탐지의 기준이 되는 탐지 확률값을 추론함으로써 본 알고리즘의 성능을 최대화하였다.

• 한국지진공학회논문집
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• 제13권6호
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• pp.39-46
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• 2009

구조물의 지진취약도 분석을 위해서는 평가용 지반응답스펙트럼의 선택이 중요한 영향을 미친다. 본 연구에서는 기존의 설계응답스펙트럼을 이용하여 평가된 전력설비에 대하여 등재해도 스펙트럼을 이용하여 취약도 변수를 치환하는 방법을 제시하였다. 제시된 방법을 이용하여 기존의 전력설비를 대상으로 도출된 고신뢰도저파손확률값(HCLPF)을 비교하였으며, 최종적으로 지진재해도 곡선을 이용하여 전력설비에 대한 정량적 지진위험도를 도출하였다. 결과적으로 설계응답스펙트럼을 이용한 지진위험도 평가는 전력설비의 지진위험도를 보수적으로 판단할 수 있는 것으로 평가되었다.

• Journal of the Korean Data and Information Science Society
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• 제21권5호
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• pp.909-916
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• 2010

냉장 조리 개념으로 가공되어 유통되는 한국 고유 식품에 대해서 다양한 조건에서의 안정성을 평가하여 안전한 저장 및 유통 조건을 찾고, 조건별 저장기한의 설정 방법을 찾고자한다. 이를 위해 한국 고유 식품 중에 냉장 조리 개념으로 가공되어 유통되는 콩나물 무침의 품질 변화에 영향을 많이 미치는 미생물적인 변화를 예측하기위해서, 콩나물 무침에 오염된 초기 균수에 대한 확률분포를 예측하였다. 그리고 저장 중 식품품질 변화를 예측하기 위해서 콩나물 무침을 0, 5, 10 그리고 $15^{\circ}C$에서 1-5일간 저장하였을 때 증식한 미생물 수에 대한 붓스트랩 신뢰구간을 구하였다.

• The Journal of Asian Finance, Economics and Business
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• 제7권9호
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• pp.229-239
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• 2020

This paper examines the impact of gender on access to debt finance among Vietnamese enterprises. The paper investigates data and variables retrieved from the World Bank Enterprise Survey dataset using five Probit models. The regression results suggest that there exist more unfavourable debt financing conditions for women-led firms (WLF), measured as a lower probability of having loan applications fully approved. Firm's age, working sector, and perception of access to finance as a difficulty are found to have explanatory power on the discrimination. More importantly, the perception of debt finance as a difficulty or firms' level of confidence significantly explains the variance of the dependent variable of probability of loan approval, or gender effect would be more pronounced if the firm already has a low level of confidence. The paper also contributes in testing for the gender effect on Vietnamese enterprises from different sectors and scale, unlike other prior research papers focusing on specific sectors and/or small and medium enterprises only. The findings are highly useful for Vietnamese credit institutions to set out a specific business policy to attract more WLFs and help promoting gender equality in the working environment, especially in debt financing, which is often neglected in existing regulation and policy frameworks.

• 한국산업보건학회지
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• 제9권2호
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• pp.79-89
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• 1999

A quantitative fit test, condensation nuclei counting (Portacount 8025, TSI), was performed concurrently with a banana oil (isoamyl acetate: IAA) qualitative fit test (MSA) to evaluate reliability on IAA QLFT and correlation between two methods. One brands of quarter mask (3M model 7500 medium) was prepared for QLFT with HEPA filter and gas & vapor removing media, i.e., combination cartridge. 110 subjects (65 male, 45 female) were fit tested QNFT and QLFT each three times. For a wearer combination having a FF<10, as determined by CNC QNFT, the point es timate (${\beta}$-error) of the probability of that combination not being rejected by the banana oil QLFT was found to be 0.0 with 95% confidence that this statistic is not expected to exceed 0.15. For a wearer combination having a FF<100, as determined by CNC QNFT, the point estimate of the probability of that combination not being rejected by the banana oil QLFT was found to be 0.07 with 95% confidence that this statistic is not expected to exceed 0.13. The uncertainty associated with each estimate, however, is large due to the small number of study subjects with inadequately fitting respirators.