• Communications for Statistical Applications and Methods
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• 제28권2호
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• pp.151-159
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• 2021

In this article, our interest is to estimate the association between consecutive gap times which are subject to interval censoring. Such data are referred as doubly interval censored data (Sun, 2006). In a context of serial event, an induced dependent censoring frequently occurs, resulting in biased estimates. In this study, our goal is to propose a Kendall's 𝜏 based association measure for doubly interval censored data. For adjusting the impact of induced dependent censoring, the inverse probability censoring weighting (IPCW) technique is implemented. Furthermore, a multiple imputation technique is applied to recover unknown failure times owing to interval censoring. Simulation studies demonstrate that the suggested association estimator performs well with moderate sample sizes. The proposed method is applied to a dataset of children's dental records.

• 응용통계연구
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• 제18권3호
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• pp.607-615
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• 2005

최근 여러 학자들에 의해 이항 비율의 구간 추정에 많이 사용되고 있는 Wald 신뢰구 간의 문제점이 재조명되고 있고, 이에 대한 대안으로 이항 비율의 새로운 신뢰구간들이 발표되고 있다. 본 논문에서는 가중 Polya posterior를 이용한 베이지안 구간추정을 구하였다. 이 구간추정은 이항분포의 공액분포인 베타 사전분포에서 구한 전통적인 베이지안 구간추정과 같으나 추정의 편의를 위하여 정규근사에 의한 신뢰구간을 구할 때, 표본크기가 크면 실제적으로 Argresti와 Coull (1998)의 신뢰구간과도 일치하였다. 또 새로운 신뢰구간은 표본크기가 작은 경우와 비율이 극히 작은 경우에도 매우 유용한 신뢰구간이 된다는 것을 살펴보았다.

• 한국농공학회논문집
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• 제52권6호
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• pp.75-83
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• 2010

The objective of this paper is to study the discharge characteristics of pollutant loads in small watershed according to probability rainfall using the Hydrologic Simulation Program-Fortran (WinHSPF). The subwatershed of Gosam reservoir watershed in Gyeonggido province was simulated and the probability rainfall of study area was estimated by recurrence interval and duration. The probability rainfalls are 156.5, 205.9 and 277.4 mm for 6 hrs, 12 hrs and 24 hrs in 10 year frequency, and each probability rainfalls is distributed by Huff's 4th quantiles method and applied to HSPF. The pollutant loads were high for initial rainfall. The concentrations of TN, TP and BOD were high as rainfall duration is shorter and rainfall intensity is higher.

• Journal of the Korean Data and Information Science Society
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• 제23권4호
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• pp.859-866
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• 2012

Some switching properties of multivariate control charts are investigated when the interval between two consecutive sample selections is not fixed but changes according to the result of the previous sample observation. Many articles showed that the performances of variable sampling interval control charts are more efficient than those of fixed sampling interval control charts in terms of average run length (ARL) and average time to signal (ATS). Unfortunately, the ARL and the ATS do not provide any information on how frequent a switch is being made. We evaluate several switching properties of two sampling interval Shewhart and CUSUM procedures for controlling mean vector of correlated quality variables.

• 품질경영학회지
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• 제30권4호
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• pp.1-14
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• 2002

Traditional SPC techniques are looking out variation of process by fixed sampling interval and fixed sample size about every hour, the process of in-control or out-of-control couldn't be detected actually when the sample points are plotted near control limits, and it takes no notice of expense concerned with such sample points. In this paper, to overcome that, consider VSI(variable sampling interval) EWMA control charts which VSI method is applied. The VSI control charts use a short sampling internal if previous sample points are plotted near control limits, then the process has high probability of out-of-control. But it uses a long sampling interval if they are plotted near centerline of the control chart, since process has high possibility of in-control. And then a comparison and analysis between FSI(fixed sampling interval) and VSI EWMA in the statistical aspect and economic aspect is studied. Finally, we show that VSI EWMA control chart is more efficient than FSI EWMA control chart in the both aspects.

• 한국항해항만학회지
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• 제43권6호
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• pp.413-419
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• 2019

항로는 선박의 통항이 빈번하고 특히, 항로의 입구부는 선박의 출입이 잦아 사고의 위험이 높은 지역이지만, 항로 단면에서의 통항분포에만 초점을 맞춘 연구가 다수였으며, 항로 통항 선박간의 시간분포에 대한 연구는 부족하였다. 이에 본 연구에서는 대상항로에서의 통항선박간의 시간 최적분포를 분석하기 위해서 1주일간의 선박의 통항현황을 조사하였다. 통항현황을 바탕으로 항로 입구부에 1개의 Gate line을 선정하고, Gate line을 통과하는 선박을 입출항, 교통량으로 구분하여 분석하였다. 대상항로의 해상교통 분석 자료를 바탕으로 입출항과 교통량으로 구분하여 항로 통항 선박간의 시간 최적 확률분포를 분석하였다. 최적 확률분포를 분석하기 위하여 경계분포, 비경계분포, 비음수분포, 고급분포로 구분하여 총 31개의 확률분포를 적용하였으며, 최적 확률분포 상위 3개를 분석하기 위하여 KS 검정을 사용하였다. 분석 결과 대상항로에서 통항 선박간의 최적 시간 확률분포는 Wakeby 분포로 분석되었으며, 도로교통 등의 선행연구에서 사용한 비음수 분포와 다르게 고급분포가 대부분을 차지하는 것으로 분석되었다. 따라서 향후 항로 통항 선박간의 시간 분포를 적용함에 있어 다른 교통 분야의 선행연구에서 사용한 대표적인 확률분포를 적용하는 것은 적합하지 않는 것으로 판단된다. 또한 실제 교통조사 시 통항 선박간의 거리와 최적 확률분포로 추정한 거리가 비교적 유사함을 확인하였다. 다만 본 연구는 대표적인 1개의 항로를 분석한 만큼 향후 다양한 항로에서의 통항 선박간의 시간간격 및 교통용량 산정 등의 후속연구가 필요한 것으로 판단된다.

• 대한수학회보
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• 제50권2호
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• pp.611-626
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• 2013

In the paper we study the finite-time ruin probability in a general risk model with constant interest force, in which the claim sizes are pairwise quasi-asymptotically independent and arrive according to an arbitrary counting process, and the premium process is a general stochastic process. For the case that the claim-size distribution belongs to the consistent variation class, we obtain an asymptotic formula for the finite-time ruin probability, which holds uniformly for all time horizons varying in a relevant infinite interval. The obtained result also includes an asymptotic formula for the infinite-time ruin probability.

• 품질경영학회지
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• 제42권2호
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• pp.199-208
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• 2014

Purpose: This paper explains how to obtain the Bayes estimates of the whole launch vehicle and of a vehicle stage, respectively, for a newly developed expendable launch vehicle. Methods: We determine the parameters of the beta prior distribution using the upper bound of the 60% Clopper-Pearson confidence interval of failure probability which is calculated from previous launch data considering the experience of the developer. Results: Probability that a launch vehicle developed from an inexperienced developer succeeds in the first launch is obtained by about one third, which is much smaller than that estimated from the previous research. Conclusion: The proposed approach provides a more conservative estimate than the previous noninformative prior, which is more reasonable especially for the initial reliability of a new vehicle which is developed by an inexperienced developer.

• 통합자연과학논문집
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• 제13권4호
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• pp.152-157
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• 2020

To monitor all elements simultaneously of variance-covariance matrix Σ of several correlated quality characteristics under multivariate normal process Np($\underline{\mu}$, Σ), multivariate exponentially weighted moving average (EWMA) chart and cumulative sum (CUSUM) chart are considered and compared. Numerical performances of the considered variable sampling interval (VSI) charts are evaluated using average run length (ARL), average time to signal (ATS), average number of switches (ANSW) to signal, and the probability of switch Pr(switch) between two sampling interval d1 and d2 where d1 < d2. For small or moderate changes of Σ, the performances of multivariate EWMA chart is approximately equivalent to that of multivariate CUSUM chart.

• Structural Engineering and Mechanics
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• 제82권3호
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• pp.271-282
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• 2022

The active learning surrogate model based on adaptive sampling strategy is increasingly popular in reliability analysis. However, most of the existing sampling strategies adopt the trial and error method to determine the size of the Monte Carlo (MC) candidate sample pool which satisfies the requirement of variation coefficient of failure probability. It will lead to a reduction in the calculation efficiency of reliability analysis. To avoid this defect, a new method for determining the optimal size of the MC candidate sample pool is proposed, and a new structural reliability analysis method combining polynomial chaos-based Kriging model (PC-Kriging) with adaptive sampling region is also proposed (PCK-ASR). Firstly, based on the lower limit of the confidence interval, a new method for estimating the optimal size of the MC candidate sample pool is proposed. Secondly, based on the upper limit of the confidence interval, an adaptive sampling region strategy similar to the radial centralized sampling method is developed. Then, the k-means++ clustering technique and the learning function LIF are used to complete the adaptive design of experiments (DoE). Finally, the effectiveness and accuracy of the PCK-ASR method are verified by three numerical examples and one practical engineering example.