• The Korean Journal of Applied Statistics
• /
• v.36 no.5
• /
• pp.381-397
• /
• 2023

The most representative design used in clinical trials is randomization, which is used to accurately estimate the treatment effect. However, comparison between the treatment group and the control group in an observational study without randomization is biased due to various unadjusted differences, such as characteristics between patients. Propensity score weighting is a widely used method to address these problems and to minimize bias by adjusting those confounding and assess treatment effects. Inverse probability weighting, the most popular method, assigns weights that are proportional to the inverse of the conditional probability of receiving a specific treatment assignment, given observed covariates. However, this method is often suffered by extreme propensity scores, resulting in biased estimates and excessive variance. Several alternative methods including trimming, overlap weights, and matching weights have been proposed to mitigate these issues. In this paper, we conduct a simulation study to compare performance of various propensity score weighting methods under diverse situation, such as limited overlap, misspecified propensity score, and treatment contrary to prediction. From the simulation results overlap weights and matching weights consistently outperform inverse probability weighting and trimming in terms of bias, root mean squared error and coverage probability.

• Water Engineering Research
• /
• v.1 no.1
• /
• pp.49-61
• /
• 2000

Magnitude-frequency relationships are used in the design of dams, highway bridges, culverts, water supply systems, and flood control structures. In this paper, possible techniques for analyzing flood frequency at a site are presented. A currently used approach to flood frequency analysis is based on the concept of parametric statistical inference. In this analysis, the assumption is make that the distribution function describing flood data in known. However, such an assumption is not always justified. Even though many people have shown that the nonparametric method provides a better fit to the data than the parometric method and gives more reliable flood estimates. the noparpmetric method implies a small probability in extrapolation beyond the highest observed data in the sample. Therefore, a remedy is presented in this paper by introducing an estimator which mixes parametric and nonparametric density estimate.

• Journal of the military operations research society of Korea
• /
• v.11 no.1
• /
• pp.111-129
• /
• 1985

Markov chains with large transition probability matrices occur in many applications such as manpowr models. Under certain conditions the state space of a stationary discrete parameter finite Markov chain may be partitioned into subsets, each of which may be treated as a single state of a smaller chain that retains the Markov property. Such a chain is said to be 'lumpable' and the resulting lumped chain is a special case of more general functions of Markov chains. There are several reasons why one might wish to lump. First, there may be analytical benefits, including relative simplicity of the reduced model and development of a new model which inherits known or assumed strong properties of the original model (the Markov property). Second, there may be statistical benefits, such as increased robustness of the smaller chain as well as improved estimates of transition probabilities. Finally, the identification of lumps may provide new insights about the process under investigation.

• ETRI Journal
• /
• v.35 no.5
• /
• pp.943-946
• /
• 2013

Instead of the extended Kalman filter, the unscented Kalman filter (UKF) has been used in nonlinear systems without initial accurate state estimates over the last decade because the UKF is robust against large initial estimation errors. However, in a multirate integrated system, such as an inertial navigation system (INS)/Global Positioning System (GPS) integrated navigation system, it is difficult to implement a UKF-based navigation algorithm in a low-grade or mid-grade microcontroller, owing to a large computational burden. To overcome this problem, this letter proposes a modified UKF that has a reduced computational burden based on the basic idea that the change of probability distribution for the state variables between measurement updates is small in a multirate INS/GPS integrated navigation filter. The performance of the modified UKF is verified through numerical simulations.

• Journal of Institute of Control, Robotics and Systems
• /
• v.10 no.5
• /
• pp.458-463
• /
• 2004

This paper presents a fast IA(integer ambiguity) resolution method that determines the IA within short epochs with guaranteed reliability. Based on the fact that the search volume and the cost function are influenced by the selection of primary IAs in the plane intersection method, an IA resolution method is proposed that evaluates IA candidates repeatedly in an epoch with different combinations of primary IAs. In order to guarantee the reliability of the resolved IA with a certain probability, an inequality condition for selecting differencing operator is derived. Experiment results show that the proposed method consistently provides the true IA estimates within short time.

• Journal of Industrial Technology
• /
• v.20 no.A
• /
• pp.159-167
• /
• 2000

In the study rainfall frequency analysis attemped the many specific property data record duration it is differance from occur to error-term and probability ditribution of concern manifest. error-term analysis of method are fact sample data using method in other hand it is not appear to be fault that sample data of number to be small random variates. Therefore, day-rainfall data: to randomicity consider of this study sample data to the Monte Carlo method by randomize after data recode duration of form was choice method which compared an assumed maternal distribution from splitting frequency analysis consequence. In the conclusion, frequency analysis of chuncheon region rainfall appeared samll RMSE to the Gamma II distribution. In the rainfall frequency analysis estimate RMSE using random variates great transform, RMSE is appear that return period increasing little by little RMSE incresed and data number incresing to RMSE decreseing.

• Journal of Navigation and Port Research
• /
• v.40 no.5
• /
• pp.265-270
• /
• 2016

Extreme tropospheric anomalies such as typhoons or regional torrential rain can degrade positioning accuracy of the GPS signal. It becomes one of the main error terms affecting high-precision positioning solutions in network RTK. This paper proposed a detection algorithm to be used during atmospheric anomalies in order to detect the tropospheric irregularities that can degrade the quality of correction data due to network errors caused by inhomogeneous atmospheric conditions between multi-reference stations. It uses an atmospheric grid that consists of four meteorological stations and estimates the troposphere zenith total delay difference at a low performance point in an atmospheric grid. AWS (automatic weather station) meteorological data can be applied to the proposed tropospheric anomaly detection algorithm when there are different atmospheric conditions between the stations. The concept of probability density distribution of the delta troposphere slant delay was proposed for the threshold determination.

• Journal of Korean Society of Transportation
• /
• v.13 no.2
• /
• pp.43-58
• /
• 1995

This paper discusses some of the results of investigation of railroad-highway grade crossing accidents and accident-related inventory information that was collected from the Pusan District Office of the Korean National Railroads. Established statistical techniques were applied to tabulated data to obtain an accident prediction equation that estimates the expected probability of accidents at each crossing under various grade crossing situations. It was found that the most significant factor that influences the railroad crossing accidents was flagger. The other factors were train and traffic volumes, number of tracks. crossing angle, maximum timetable train speed, algebraic grade difference, and lighting facility. No significant effects was identified with railroad crossing gates. The results of the analysis and the uses of the prediction equation for the development of warrants for safety improvements are also discussed.

• Communications for Statistical Applications and Methods
• /
• v.10 no.2
• /
• pp.585-594
• /
• 2003

It has been generally recognized that conventional binomial or Poisson model provides poor fits to the actual correlated binary data due to the extra-binomial variation. A number of generalized statistical models have been proposed to account for this additional variation. Among them, beta-binomial, correlated-binomial, and modified-binomial models are binomial-related models which are frequently used in modeling the sum of n correlated binary data. In many situations, it is reasonable to assume that n correlated binary data are exchangeable, which is a special case of correlated binary data. The sum of n exchangeable correlated binary data is modeled relatively well when the above three binomial-related models are applied. But the estimation results of correlation coefficient turn to be quite different. Hence, it is important to identify which model provides better estimates of model parameters(success probability, correlation coefficient). For this purpose, a small-scale simulation study is performed to compare the behavior of above three models.

• Proceedings of the KSRS Conference
• /
• 2005.10a
• /
• pp.713-716
• /
• 2005

In this paper, in order to identify and recognize attack patterns, we propose a Bayesian classification using frequent patterns. In theory, Bayesian classifiers guarantee the minimum error rate compared to all other classifiers. However, in practice this is not always the case owing to inaccuracies in the unrealistic assumption{ class conditional independence) made for its use. Our method addresses the problem of attribute dependence by discovering frequent patterns. It generates frequent patterns using an efficient FP-growth approach. Since the volume of patterns produced can be large, we propose a pruning technique for selection only interesting patterns. Also, this method estimates the probability of a new case using different product approximations, where each product approximation assumes different independence of the attributes. Our experiments show that the proposed classifier achieves higher accuracy and is more efficient than other classifiers.