• Communications for Statistical Applications and Methods
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• 제30권2호
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• pp.191-213
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• 2023

Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

• 응용통계연구
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• 제26권5호
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• pp.767-783
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• 2013

일반화적률추정법(GMM)은 금융자료에 대한 모형모수의 추정에 자주 이용되는 방법이다. 특히 GMM은 현대금융 공학 이론의 기본을 이루는 확산모형의 추정에도 매우 자주 사용된다. 그러나 최근의 연구에서 GMM은 확산모형의 모수, 특히 확산계수에 관계되는 모수의 추정에 있어서 그 성능이 좋지 못함이 지적되었다. 본 연구에서는 GMM의 이러한 단점을 개선하기 위한 대안적 방법들을 제시하고 그 통계적 성능을 시뮬레이션 연구를 통해서 비교하게 된다. 이런 과정을 통하여 제안되고 검토된 추정방법들 중, Shoji와 Ozaki (1998)가 제안한 국소선형근사법의 결과를 적용하여 GMM의 성능을 개선한 NGMM-Y 추정량이 매우 우수한 성질을 가지고 있음을 확인하게 된다. 특히 NGMM-Y 추정량은 확산계수에 관계된 모수의 추정에 있어서 비교대상이 된 다른 대안적 GMM 방법들에 비하여 우수한 성질을 가지고 있음을 확인하게 된다.

• Communications for Statistical Applications and Methods
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• 제15권3호
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• pp.465-481
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• 2008

문항반응이론(Item response theory: IRT)에서는 문항이 가지고 있는 특성을 기초로 피험자의 능력을 추정하고 동시에 각 문항별 문항특성곡선(Item characteristics curve: ICC)을 이용하여 문항모수를 추정하게 된다. 그러나 모수추정에 있어서 최대 우도추정의 경우는 초기값과 다른 여러 문제들이 발생할 수 있다. 본 연구에서는 추정 문제 해결방법의 대안으로 점근적 근사화 방법(Asymptotic approximation method: AAM)을 제안한다. 이는 자료의 수가 적거나 국소 변동이 있는 경우에 효과적인 추정방법이라고 할 수 있다. 이에 개발된 'Any Assess' 시스템을 모의실험을 통하여 신뢰성을 검정하였다.

• 대한기계학회논문집B
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• 제37권11호
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• pp.1053-1060
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• 2013

본 연구의 목적은 원자력 발전소에서 사용되는 동력구동밸브의 패킹 마찰력 예측에 대한 적절한 방법을 찾는 것이다. 밸브의 패킹은 스템을 통한 누설을 방지하는 것이 목적이나 누설방지를 위하여 글랜드 너트 강하게 조여줄 경우 패킹의 마찰력으로 인하여 밸브 작동성이 떨어지게 된다. 본 연구에서 패킹 마찰력 예측을 위하여 실험적 방법과 통계적 방법을 사용하였다. 실험적 방법은 패킹 조합의 fY값 측정후 현장 밸브에 적용하였으며, 통계적 방법은 과거 10년간의 안전관련 밸브의 진단시험 데이터의 패킹 마찰력값을 표본으로 신뢰구간을 만들어 분석에 이용하였다. 두 방법 모두 실측값과는 상당한 차이를 보였으나 fY값 측정을 통한 실험적 방법 보다는 과거 진단시험 데이터를 이용한 예측이 좀 더 정확한 결과를 보였다.

• 한국환경보건학회지
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• 제26권2호
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• pp.34-40
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• 2000

The purpose of this study was to investigate the seasonal variation of PAHs and to estimate their source characteristics in Taegu area. To do this, four sampling sites were selected to represent an industrial, a traffic, a traffic & residential, and a residential area in Taegu. Total of 72 samples had been collected from January, 1999 to September, 1999 on glass micro fiber filters by high volume air sampler. The PAHs in the total suspended particulate were extracted by a soxhlet process with dichloromethane and analyzed by GC/MSD, GC/FID. A statistical analysis was performed for the PAHs data set using a principal component analysis to derive important factor inherent in the interactions among the variables. The specific conclusions of this research are: 1) There was a significant seasonal and local variation in the atmospheric concentration of PAHs. The seasonal variation is winter>spring>Fall>summer, and the local variation is industrial>traffic>graffic & residential>residential area. 2) To evaluate the correlation between a measured PAHs and other affecting factors such as air pollutant concentration and meterological data, statistical analysis was performed. PAHs and other affecting factors such as air pollutant concentration and meterological data, statistical analysis was performed. PAHs have negative correlation with temperature (r=-0.593, p<0.05), radiation(r=-0.535, p<0.05), and O3(r=-0.719, p<0.05), but have positive correlation with NO(r=0.615, p<0.05) 3)Finally, multivariate analysis was performed for the PAHs dat set to identify and to estimate the source contributions of PAHs. According to results of statistical analysis, it could be identifies as three factors such as vehicular/gasoline, vehicular/diesel, and combustion in Taegu area.

• Communications for Statistical Applications and Methods
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• 제26권1호
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• pp.1-9
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• 2019

Various probabilistic methods have been proposed for using interpopulation allele frequency differences to infer the ethnic group of a DNA specimen. The selection of the statistical method is critical because the accuracy of the statistical classification results vary. For the ancestry classification, we proposed a new ancestry evaluation method that estimate the combined ethnicity index as well as compared its performance with various classical classification methods using two real data sets. We selected 13 SNPs that are useful for the inference of ethnic origin. These single nucleotide polymorphisms (SNPs) were analyzed by restriction fragment mass polymorphism assay and followed by classification among ethnic groups. We genotyped 400 individuals from four ethnic groups (100 African-American, 100 Caucasian, 100 Korean, and 100 Mexican-American) for 13 SNPs and allele frequencies that differed among the four ethnic groups. Additionally, we applied our new method to HapMap SNP genotypes for 1,011 samples from 4 populations (African, European, East Asian, and Central-South Asian). Our proposed method yielded the highest accuracy among statistical classification methods. Our ethnic group classification system based on the analysis of ancestry informative SNP markers can provide a useful statistical tool to identify ethnic groups.

• 대한인간공학회:학술대회논문집
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• 대한인간공학회 1998년도 춘계학술대회논문집
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• pp.188-193
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• 1998

The purpose of the study is to develop a numerical model based on experimental data to estimate the thermal comfort in the driving room of a motorcar. For the ecperiments, three air temperature level of 21, 23, 25 .deg. C are set to measure variable such as average skin temperature, R-R interval, the comfort sensation, and the performance level. By performing statistical analysis with the results obtainted, it is observed that two physiological factors-average skin temperature and R-R interval have significant relation with the thermal comfort in the driving room. Thus, those two factors are included as parameters in the proposed model to estimate the thermal comfort.

• 정보학연구
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• 제3권1호
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• pp.37-44
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• 2000

다이아몬드 구매 예측 가격은 캐럿, 색깔, 투명도, 품질등급, 절단상태 및 캐럿 당 $ 가격의 6가지 요소에 의하여 영향을 받는다. 본 연구의 목적은 이러한 구매가격을 예측하기 위한 선형 회기모형을 구하고 이를 통계적 방법으로 검증하는데 있다. 최적화 모형은 부적격 검정결과 통계적으로 적합성을 갖는 $^y{\;}:{\;}10^2{\;}/{\;}(-1.5575{\;}+{\;}0.3099{\;}logx){\;}+{\;}{\varepsilon}$ 의 단순 회기모형으로 정규 분포성, 등분산성 및 대칭성의 특성을 갖는다.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2003년도 춘계학술대회
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• pp.226-234
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• 2003

Put Many researcher have made much progress in studying an estimate for fracture probability of brittle materials. However, studies of the fracture probability for the elastic-plasticity have not been made yet. An estimate method for fracture probability which is grafted onto 2-parameter criterion and statistical probability analysis is not only introduced in this study, but also applied to the simple 2dimensional model and carbon steel piping to evaluate the effect of random variable.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1993년도 하계학술대회 논문집 A
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• pp.277-280
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• 1993

When the noise is mainly caused by a detector and is statistically independent of the incident radiation, the multiplexing inherent in the Hadamard transform (HT) spectrometer can provide an improved spectrum-estimate. A spectrum-estimate can be further improved when any nonidealities in the system are compensated. In this research, three spectrum-estimation methods for an HT spectrometer having a nonideal mask are discussed in terms of computational efficiency, statistical bias, the sources of error, and the mean-square error associated with a given estimate. In addition, the results obtained from computer simulations are used to verify the theoretical foundation of each method.