• The Korean Journal of Applied Statistics
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• v.14 no.1
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• pp.81-90
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• 2001

One of the Repeated survey which estimates variability of population, we can be consider rotation sample survey. There are two kinds of rotation sample survey - onelevel rotation sample survey and multi-level rotation sample survey. In rotation sample survey, Composite estimator is used to measure level or level change of the population. This study suggests Generalized Composite estimator as considering intraclass correlation in multi-level rotation sample survey, and optimal weight minimizing variance of estimator. Numerical example shows efficiency of Generalized Composite estimator as considering intraclass correlation according to the sample unit and change degree of intraclass correlation in the rotation group.

• Journal of the Korean Operations Research and Management Science Society
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• v.31 no.1
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• pp.15-24
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• 2006

In simulation input modeling, it is important to identify a probability distribution to represent the input process of interest. In this paper, an appropriate sample size is determined for parameter estimation associated with some typical probability distributions frequently encountered in simulation input modeling. For this purpose, a statistical measure is proposed to evaluate the effect of sample size on the precision as well as the accuracy related to the parameter estimation, square rooted mean square error to parameter ratio. Based on this evaluation measure, this sample size effect can be not only analyzed dimensionlessly against parameter's unit but also scaled regardless of parameter's magnitude. In the Monte Carlo simulation experiments, three continuous and one discrete probability distributions are investigated such as ; 1) exponential ; 2) gamma ; 3) normal ; and 4) poisson. The parameter's magnitudes tested are designed in order to represent distinct skewness respectively. Results show that ; 1) the evaluation measure drastically improves until the sample size approaches around 200 ; 2) up to the sample size about 400, the improvement continues but becomes ineffective ; and 3) plots of the evaluation measure have a similar plateau pattern beyond the sample size of 400. A case study with real datasets presents for verifying the experimental results.

• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.595-603
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• 2009

Typically the standard optimal allocation method distributes the sample for each stratum considering survey cost. In case of varying survey cost for each survey unit, we need to consider more practical allocation method. In other words, according to characteristics of an individual unit, we consider the optimal dynamic allocation method which first selects the survey unit having maximum value of benefit cost ratio. In terms of this, the proposed allocation method is different from standard optimal allocation method which allocate samples for each stratum and selects the random sample according to each size of sample. This paper is considered the dynamic optimal allocation method for the stratified randomized response technique which surveys for sensitive characteristic of survey units such as drug abuse, abortion, alcoholic. We prove the practical usefulness of proposed method using the numerical example.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.435-442
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• 2001

Bayes estimators and generalized ML estimators for reliability of a k-unit hot standby system with the perfect switch based upon a complete sample of failure times observed from an exponential distribution using noninformative, generalized uniform, and gamma priors for the failure rate are proposed, and MSE's of proposed several estimators for the standby system reliability are compared numerically each other through the Monte Carlo simulation.

• Journal of the Korean Data and Information Science Society
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• v.8 no.1
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• pp.31-39
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• 1997

we shall propose some Bayes estimators and some generalized maximum likelihood estimators for reliability of a two-unit hot standby system with perfect switch based upon a complete sample of failure times observed from the exponential model and compare the peformances of the proposed estimators in terms of mean squared error.

• Journal of the Korean Data and Information Science Society
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• v.9 no.1
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• pp.89-94
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• 1998

We shall propose several Bayes estimators for reliability of a two-unit hot standby system with the imperfect switch based upon a complete sample of failure times observed from an exponential distribution, and the proposed reliability Bayesian estimators are compared numerically each other in sense of mean squared error.

• The Korean Journal of Financial Management
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• v.26 no.2
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• pp.181-201
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• 2009

This study is on the forecasting performance analysis of range volatility estimators(Parkinson, Garman and Klass, and Rogers and Satchell) relative to historical one using two-scale realized volatility estimator as a benchmark. American sub-prime mortgage loan shock to Korean stock markets happened in sample period(January 2, 2006~March 10, 2008), so the structural change somewhere within this period can make a huge influence on the results. Therefore sample was divided into two sub-samples by May 30, 2007 according to Zivot and Andrews unit root test results. As expected, the second sub-sample was much more volatile than the first sub-sample. As a result of forecasting performance analysis, Rogers and Satchell volatility estimator showed the best forecasting performance in the full sample and relatively better forecasting performance than other estimators in sub-samples. Range volatility estimators showed better forecasting performance than historical volatility estimator during the period before the outbreak of structural change(the first sub-sample). On the contrary, the forecasting performance of range volatility estimators couldn't beat that of historical volatility estimator during the period after this event(the second sub-sample). The main culprit of this result seems to be the increment of range volatility caused by that of intraday volatility after structural change.

• Journal of Advanced Marine Engineering and Technology
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• v.25 no.2
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• pp.338-344
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• 2001

According to the MARPOL 73/78 of Convention, all ships should have oil filtering equipment and 15 ppm bilge which satisfy Requirements of MARPOL 73/78. This study is concerned with designing and manufacturing a prototype Oil content Meter(OCM) used in machinery area of ship. The prototype OCM is composed of two parts which are oil content sensing module and data processing unit. The oil content sensing module consists of infra-red light source, photo-diode light receivers, and a glass tube for bilge water sample. The data processing unit has a micro-processor as hard core and peripheral devices. The experimental results of prototype OCM and analysis of collected data reveal linear property between transmitted light and scattered light as long as the bilge water has low level content of oil. And this linear property leads to a oil content detecting method which is programmed and loaded into the data processing unit. The performance of the prototype OCM is compared with that of the commercial OCM in the market.

• Journal of Advanced Navigation Technology
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• v.3 no.1
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• pp.1-12
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• 1999

For the phase measurement of radar signal in the coherent-on-receiver system, the COHO(Coherent Oscillator) generates the signal which locks to the phase of the transmit pulse. In this paper, COHO unit is developed to generate 60 MHz phase-locked signal. ILO(Injection Locking Oscilator) locks to the sample of the transmit pulse. Gate circuit, ILO, buffer amplifier, and pulse generator are designed and implemented.

• The Journal of Engineering Geology
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• v.31 no.3
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• pp.333-342
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• 2021

In this study was conducted to measure the water content and dry unit weight of the ground using TDR (Time Domain Reflectometry) in order to supplement the problems of the conventional compaction management method. The Flat TDR system is a device that does not cause ground disturbance, and in order to verify the measured values, the dry density and water content were measured for samples of the ground subject at 7 sites other than Jumunjin Standard Temple. The water content section was divided into 6 sections of 3, 6, 9, 12, 15, and 18%, and the experimental results were confirmed according to the unified classification method. As a result of the indoor experiment, the water content showed an error of about 0.7% for the SP sample and about 1.3% for the SM sample. In addition, the dry unit weight confirmed an error of about 7% for the SP sample and about 5% for the SM sample. It was confirmed that stable values were derived in sandy or silty sandy ground except for clay or gravel. Through the experimental results, it was confirmed that the measured values of the flat TDR system derive similar values to the existing traditional compaction management method, and it was determined that the flat TDR equipment was suitable for construction sites that require quick constructability and economic feasibility.