• 국제학술발표논문집
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• The 1th International Conference on Construction Engineering and Project Management
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• pp.935-940
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• 2005

This paper presents the results of a statistical analysis using historical data of cost contingency. As a result, a model that predicts and estimates an accurate cost contingency value using the least squares estimation method was developed. Data such as original contract amounts, estimated contingency amounts set by maximum funding limits, and actual contingency amounts, were collected and used for model development. The more effective prediction model was selected from the two developed models based on its prediction capability. The model would help guide project managers making financial decisions when the determination of the cost contingency amounts for multiple projects is necessary.

• Communications for Statistical Applications and Methods
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• 제29권6호
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• pp.641-653
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• 2022

Penalized least squares methods are important tools to simultaneously select variables and estimate parameters in linear regression. The penalized maximum likelihood can also be used for the same purpose assuming that the error distribution falls in a certain parametric family of distributions. However, the use of a certain parametric family can suffer a misspecification problem which undermines the estimation accuracy. To give sufficient flexibility to the error distribution, we propose to use the symmetric log-concave error distribution with LASSO penalty. A feasible algorithm to estimate both nonparametric and parametric components in the proposed model is provided. Some numerical studies are also presented showing that the proposed method produces more efficient estimators than some existing methods with similar variable selection performance.

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

• 응용통계연구
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• 제21권1호
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• pp.151-157
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• 2008

수요예측은 모든 생산적 활동을 수립하기 위한 기반이 되기 때문에 수요가 어느 정도 발생할 것인가에 대한 방향성에 대하여 파악하려고 일반적으로 설문조사를 이용하지만 무응답 및 불성실한 응답으로 인하여 설문응답 자료만으로 수요를 예측하기에는 부족하다. 따라서 수요와 관련 있는 변수를 이용한 분류모형으로 설문조사의 수요예측을 보정하고자 하였다. 본 논문에서는 설문조사를 통하여 평가 할 수 있는 직접적인 수요와 통계적 모형을 이용한 간접적 수요를 혼합하여 서비스 수요를 예측하는 혼합 모형을 제시하고자 한다.

• 자동차안전학회지
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• 제13권3호
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• pp.47-53
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• 2021

This study is a study to estimate the VSL (Value of a Statistical Life) and CBA (Cost-benefit analysis) of the rollover safety standard for hydrogen buses, VSL is an economic value concept used to quantify the benefits of avoiding death. CBA shows the effect of cost-benefit, and if B/C is greater than 1, there is a social effect. In order to estimate the VSL and CBA, the hydrogen bus introduction scenario was assumed to be optimistic (20,000 vehicles in 2030), neutral (15,000 vehicles in 2030), and pessimistic (10,000 vehicles in 2030), and the effect of reducing human casualties was estimated. As a result, except for the pessimistic market situation of introducing hydrogen buses (10,000 vehicles in 2030) and the VSL reduction ratio of 10%, all policies were judged to have high cost-benefit effects. These results indicate that the introduction of the rollover safety standard for hydrogen buses is a socially effective policy.

• Communications for Statistical Applications and Methods
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• 제30권1호
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• pp.37-48
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• 2023

Shape analysis is a method for measuring, describing and comparing the shape of objects in geometric space. An important aspect is to obtain Procrustes distance based on least square method. We note that the shape is all the geometrical information that remains when location, scale and rotational effects are filtered out from an object. However, and unfortunately, when we cannot measure some landmarks which are some biologically or geometrically meaningful points of any object, it is not possible to measure the variation of all shapes of an object, including that of the incomplete object. Hence, we need to replace the missing landmarks. In particular, Albers and Gower (2010) studied the missing rows of configurations in Procrustes analysis. They noted that the convergence of their approach can be quite slow. In this study, alternatively, we derive an algorithm for estimating the missing landmarks based on the pre-shapes. The pre-shape is invariant under the location and scaling of the original configuration with the centroid size of the pre-shape being one. Therefore we expect that we can reduce the amount of total computing time for obtaining the estimate of the missing landmarks.

• 한국방사선학회논문지
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• 제17권1호
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• pp.79-90
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• 2023

본 논문은 원자력발전소(원전) 사고에 의한 조기사망의 사회적 비용을 추정하기 위해 조건부가치측정법(Contingent Valuation Method, CVM)을 이용하여 통계적 생명가치(Value of a Statistical Life, VSL)를 추정한다. VSL 추정치는 약 35억 5천만 원이다. 이에 세계 원전 역사상 발생한 모든 사고 사망자수 약 181만 명을 곱하여 추정한 사회적 비용은 1,952조 원으로서 한국의 2022년 실질 GDP에 비견되는 수준이다. 연평균 조기사망자수와 사회적 비용은 각각 26,000명과 28조 원이다. 1987~2021년간 세계 화력발전소의 사고와 대기오염물질 배출로 인해 발생한 조기사망의 사회적 비용 추정치는 26,919조 원인데, 이는 미국의 2021년 GDP 규모에 상당하는 규모로서 9조 원을 기록한 원전의 약 3,000배에 달한다. 2021년 한 해만 보더라도, 화력발전소의 사회적 비용은 1,075조 원에 달하지만, 원전은 2,920억 원에 불과하다. 한국의 경우, 2050 탄소중립 정책의 영향으로 재생에너지 발전 비중이 증가할 것이므로, 화력발전 대비 원자력발전 비중을 증가시키는 에너지믹스를 제안한다. 본 논문은 또한 효율적인 에너지 정책을 담보하기 위해 CVM을 이용한 VSL 추정 연구를 지속적으로 축적할 필요가 있음을 강조한다.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.183-193
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• 2007

This paper shows that a response function for the center of fuzzy output nay not be the same as that for the spread in a fuzzy linear regression model and then suggests a separate fuzzy regression model makes a distinction between response functions of the center and the spread of fuzzy output. Also we use a least squares method to estimate the separate fuzzy regression model and compare an accuracy of proposed model with another fuzzy regression model developed by Diamond (1988) and Kao and Chyu (2003).

• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.853-864
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• 2002

In the analysis of categorical data subject to misclassification errors, the observed cell proportions are adjusted by a misclassification probabilities and estimates of variances are adjusted accordingly. In this case, it is important to determine the extent to which misclassification probabilities are homogeneous within a population. This paper considers methods to evaluate the power of chi-squared tests for homogeneity with complex survey data subject to misclassification errors. Two cases are considered: adjustment with homogeneous misclassification probabilities; adjustment with heterogeneous misclassification probabilities. To estimate misclassification probabilities, logistic regression method is considered.

• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.743-752
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• 2002

The estimation of the response curve is the important problem in the quantal bioassay. When we estimate the response curve, we determine the design points in advance of the experiment. Then naturally we have a question of which design would be optimal. As a response curve estimator, locally weighted quasi-likelihood estimator has several more appealing features than the traditional nonparametric estimators. The optimal design density for the locally weighted quasi-likelihood estimator is derived and its ability both in theoretical and in empirical point of view are investigated.