• 대한수학회지
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• 제58권2호
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• pp.327-349
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• 2021

In this paper, we main study the strong law of large numbers and complete convergence for weighted sums of asymptotically almost negatively associated (AANA, in short) random variables, by using the Marcinkiewicz-Zygmund type moment inequality and Roenthal type moment inequality for AANA random variables. As an application, the complete consistency for the weighted linear estimator of nonparametric regression models based on AANA errors is obtained. Finally, some numerical simulations are carried out to verify the validity of our theoretical result.

• 자동차안전학회지
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• 제14권2호
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• pp.7-13
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• 2022

This paper presents a yaw moment control based on estimated mass for manual-shift commercial vehicles. In yaw moment controller, parameter uncertantiy of vehicle mass is important because the desired yaw moment depends on vehicle parameter. However, in the case of commercial vehicle, the weight of the loaded vehicle is more than twice as much as compared to the unloaded vehicle. The proposed algorithm estimates the vehicle mass by using the longitudinal dynamic and gear shifting characteristics. The estimated mass is used to adaptively modify the vehicle parameters. In addition, this paper estimates the chamber pressure of a pneumatic brake and generates the target yaw moment through on/off valve control. MATLAB/Simulink and Trucksim were performed under sine with dwell test. The results demonstrate that the proposed algorithm improves the lateral and rollover stability.

• 응용통계연구
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• 제17권3호
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• pp.431-443
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• 2004

본 연구에서는 질병지도작성(disease mapping)을 위해 인접지역의 정보를 효과적으로 활용할 수 있는 EB(empirical Bayes) 추정 법과 HGLM(hierarchial generalized linear model)을 기초로 한 추정법을 다룬다. 사례연구로 이 추정방법들을 이용하여 2000년 사망원인통계자료를 이용해 경상도 및 전라도의 112개 시$.$군$.$구 단위 행정자치구역별 45세 이상 폐암 사망률을 산출하고, 경상도 및 전라도 지역 폐암 사망률 지도를 작성한다. 아울러 제시된 방법들에 위해 얻어진 추정치들의 변동과 3년간 평균 사망률을 기준으로 구한 MSD(mean square deviation)를 이용하여 추정방법들의 특성을 비교 분석한다.

• Journal of the Korean Data and Information Science Society
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• 제10권2호
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• pp.279-288
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• 1999

통계자료분석에서 많이 다루는 이 원자료(binary data)는 고전적인 이항분포모형에서 가정하는 시행간 독립성이 결여된 경우가 대부분이므로 그 자료에 고전적 이항분포이론을 그대로 적용할 경우 잘못된 분석 결과를 얻게 된다. 따라서, 최근에 이러한 가정이 타당하지 않은 경우에 대한 새로운 확률분포모형이 많이 개발되었다. 본 논문에서는 이중 한 일반화 이항분포모형을 소개하고, 그 모형에서 정의된 시행간 종속성 규정모수의 두 가지 추정량의 특성을 모의실험을 통하여 비교하여 본다.

• Communications for Statistical Applications and Methods
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• 제27권1호
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• pp.97-108
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• 2020

This paper compares several methods for estimating parameters of normal inverse Gaussian distribution. Ordinary maximum likelihood estimation and the method of moment estimation often do not work properly due to restrictions on parameters. We examine the performance of adjusted estimation methods along with the ordinary maximum likelihood estimation and the method of moment estimation by simulation and real data application. We also see the effect of the initial value in estimation methods. The simulation results show that the ordinary maximum likelihood estimator is significantly affected by the initial value; in addition, the adjusted estimators have smaller root mean square error than ordinary estimators as well as less impact on the initial value. With real datasets, we obtain similar results to what we see in simulation studies. Based on the results of simulation and real data application, we suggest using adjusted maximum likelihood estimates with adjusted method of moment estimates as initial values to estimate the parameters of normal inverse Gaussian distribution.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2010년도 학술발표회
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• pp.357-361
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• 2010

미래의 연별 최대 강수량 예측의 정확성을 향상시키는데 역사적 자료가 도움이 된다는 많은 연구 결과가 있었다. 관측의 오차와 자료의 손실로 역사자료를 이용한 강수 예측 방법은 절단자료의 분석을 중심으로 연구되었다. 대표적인 역사자료의 이용방법으로 조건부 적률을 이용한 B17B [Interagency Committee in Water Data, 1982], 조건부적률과적률 관계식을 이용한 Expected Moment Algorithm(EMA) [Cohn et al.;1997], 조건부 확률가중적률을 이용한 Partial Probability Weighted Moment (PPWM)[Wang ; 1991] 방법이 있다. 본 연구에서는 역사적 자료를 반영하는 방법에 있어 B17B와 EMA의 관계를 밝히고 그러한 관계가 PPWM에 동일하게 적용할 수 있음을 보였다. 우리는 B17B와 EMA의 관계를 적률방정식으로 표현하였고 PPWM에서 확률가중 적률 방정식을 정의함으로써 PPWM을 확장하였다. 본 연구에서 제안한 새로운 역사 자료를 이용한 강수예측 방법론을 Expected Probability Weighted Momemt (EPWM) 방법이라고 부르고 그 예측 방법의 성능을 다른 예측방법과 시뮬레이션 결과를 통해 비교하였다. 역사 자료 방법론의 비교는 Generalized Extreme Value (GEV) 분포를 이용하여 이루어졌으며, 각 방법론은 GEV분포의 형태모수(shape parameter)따라 다른 특성을 나타난다는 것을 보였다. 뿐만 아니라 여기서 제안한 EPWM 방법은 대부분의 경우에 좋은 추정량을 준다는 것을 보였다.

• Journal of the Korean Statistical Society
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• 제33권3호
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• pp.323-337
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• 2004

This article coined a general class of estimators for various measures in normal population when some' a priori' or guessed value of standard deviation a is available in addition to sample information. The class of estimators is primarily defined for a function of standard deviation. An unbiased estimator and the minimum mean squared error estimator are worked out and the suggested class of estimators is compared with these classical estimators. Numerical computations in terms of percent relative efficiency and absolute relative bias established the merits of the proposed class of estimators especially for small samples. Simulation study confirms the excellence of the proposed class of estimators. The beauty of this article lies in estimation of various measures like standard deviation, variance, Fisher information, precision of sample mean, process capability index $C_{p}$, fourth moment about mean, mean deviation about mean etc. as particular cases of the proposed class of estimators.

• 전기학회논문지
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• 제56권2호
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• pp.311-316
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• 2007

This paper proposes the algorithm which estimates moment of the inertia and friction coefficient of friction for high performance speed control of electric motor. The proposed algorithm finds the moment of inertia and friction coefficient of friction by observing the speed error signal generated by the speed observer and using Recursive Least-Mean-Square method(RLS). By feedbacking the estimated inertia and estimated coefficient of friction to speed controller and full order speed observer, then the errors of the inertia and coefficient of friction and speed due to the inaccurate initial value are decreased. Inertia and coefficient of friction converge to the actual value within several times of speed changing. Simulation and actual experiment results are given to demonstrate the effectiveness of the proposed parameter estimator.

• 한국지진공학회논문집
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• 제20권1호
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• pp.45-54
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• 2016

This study suggests a prediction model of ground motion spectral shape considering characteristics of earthquake records in Korea. Based on the Graizer and Kalkan's prediction procedure, a spectral shape model is defined as a continuous function of period in order to improve the complex problems of the conventional models. The approximate spectral shape function is then developed with parameters such as moment magnitude, fault distance, and average shear velocity of independent variables. This paper finally determines estimator coefficients of subfunctions which explain the corelation among the independent variables using the nonlinear optimization. As a result of generating the prediction model of ground motion spectral shape, the ground motion spectral shape well estimates the response spectrum of earthquake recordings in Korea.

• International Journal of Reliability and Applications
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• 제14권1호
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• pp.27-39
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• 2013

In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.