• Communications for Statistical Applications and Methods
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• 제16권6호
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• pp.1055-1066
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• 2009

Many articles have considered a hybrid censoring scheme, which is a mixture of Type-I and Type-II censoring schemes. We introduce a double hybrid censoring scheme and derive some approximate maximum likelihood estimators(AMLEs) of the scale parameter for the half logistic distribution under the proposed double hybrid censored samples. The scale parameter is estimated by approximate maximum likelihood estimation method using two different Taylor series expansion types. We also obtain the maximum likelihood estimator(MLE) and the least square estimator(LSE) of the scale parameter under the proposed double hybrid censored samples. We compare the proposed estimators in the sense of the mean squared error. The simulation procedure is repeated 10,000 times for the sample size n = 20(10)40 and various censored samples. The performances of the AMLEs and MLE are very similar in all aspects but the MLE and LSE have not a closed-form expression, some numerical method must be employed.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제11권4호
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• pp.267-274
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• 2011

Recently, actor-critic methods have drawn significant interests in the area of reinforcement learning, and several algorithms have been studied along the line of the actor-critic strategy. In this paper, we consider a new type of actor-critic algorithms employing the kernel methods, which have recently shown to be very effective tools in the various fields of machine learning, and have performed investigations on combining the actor-critic strategy together with kernel methods. More specifically, this paper studies actor-critic algorithms utilizing the kernel-based least-squares estimation and policy gradient, and in its critic's part, the study uses a sliding-window-based kernel least-squares method, which leads to a fast and efficient value-function-estimation in a nonparametric setting. The applicability of the considered algorithms is illustrated via a robot locomotion problem and a tunnel ventilation control problem.

• Earthquakes and Structures
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• 제13권3호
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• pp.323-335
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• 2017

A simplified framework for the probabilistic estimation of economic losses induced by the structural vulnerability in single-story and single-bay precast industrial buildings is presented. The simplifications introduced in the framework are oriented to the definition of an expeditious procedure adoptable by government agencies and insurance companies for preliminary risk assessment. The economic losses are evaluated considering seismic hazard, structural response, damage resulting from the structural vulnerability and only structural-vulnerability-induced e]conomic losses, i.e., structural repair or reconstruction costs (stock and flow costs) and content losses induced by structural collapse. The uncertainties associated with each step are accounted for via Monte Carlo simulations. The estimation results in a probabilistic description of the seismic risk of portal-like industrial buildings, expressed in terms of economic losses for each occurrence (i.e., seismic event) that owners (i.e., insured) and stakeholders can use to make risk management decisions. The outcome may also be useful for the definition of the insurance premiums and the evaluation of the risks and costs for the owner corresponding to the insurance industrial costs. A prototype of a precast concrete industrial building located in Mirandola, Italy, hit by the 2012 Emilia earthquake, is used as an example of the application of the procedure.

• 한국디지털정책학회:학술대회논문집
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• 한국디지털정책학회 2006년도 추계학술대회
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• pp.327-336
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• 2006

The odds ratio is used for assessing the disease-exposure association, because epidemiological data for case-control of cohort studies are often summarized into 2 ${\times}$ 2 tables. In this paper we define the odds ratio function(ORF) that extends odds ratio used on discrete survival event data to continuous survival time data and propose estimation procedures with censored data. The first one is a nonparametric estimator based on the Nelson-Aalen estimator of comulative hazard function, and the others are obtained using the concept of empirical odds ratio. Asymptotic properties such as consistency and weak convergence results are also provided. The ORF provides a simple interpretation and is comparable to survival function or comulative hazard function in comparing two groups. The mean square errors are investigated via Monte Carlo simulation. The result are finally illustrated using the Melanoma data.

• 한국지구물리탐사학회:학술대회논문집
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• 한국지구물리탐사학회 2007년도 공동학술대회 논문집
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• pp.64-68
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• 2007

The classic graphical method to determine the epicenter uses differences between the arrival times of P and S waves at each station. In this research, a robust approach is proposed, which provides a fast and intuitive estimation of earthquake epicenters. This method uses an empirical relationship between epicentral distance and traveltime of the first arrival P phase of local or regional earthquake. The relationship enables us to estimate epicentral distances and draw epicentral circles from each station with P-traveltimes counted from a probable origin time. As the assigned time is getting close to the origin time of the earthquake, epicentral circles begin to intersect each other at a possible location of the epicenter. Then the possibility of the epicenter can be expressed by a function of the time and the space. We choose the location which gives the minimum standard deviation of the origin time as an estimated epicenter. In this research, 918 P arrival times from 84 events occurring from 2005 to 2006 listed in the KMA earthquake catalog are used to determine the empirical P-traveltime function of epicentral distances.

• East Asian Economic Review
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• 제24권1호
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• pp.61-87
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• 2020

Five diffusion models are estimated using three different foreign exchange rates to find an appropriate model for each. Daily spot exchange rates expressed as the prices of 1 euro, 1 British pound and 100 Japanese yen in US dollars, respectively denoted by USD/EUR, USD/GBP, and USD/100JPY, are used. The maximum likelihood estimation method is implemented after deriving an approximate log-transition density function (log-TDF) of the diffusion processes because the true log-TDF is unknown. Of the five models, the most general model is the best fit for the USD/GBP, and USD/100JPY exchange rates, but it is not the case for the case of USD/EUR. Although we could not find any evidence of the mean-reverting property for the USD/EUR exchange rate, the USD/GBP, and USD/100JPY exchange rates show the mean-reversion behavior. Interestingly, the volatility function of the USD/EUR exchange rate is increasing in the exchange rate while the volatility functions of the USD/GBP and USD/100Yen exchange rates have a U-shape. Our results reveal that more care has to be taken when determining a diffusion model for the exchange rate. The results also imply that we may have to use a more general diffusion model than those proposed in the literature when developing economic theories for the behavior of the exchange rate and pricing foreign currency options or derivatives.

• 유통과학연구
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• 제12권11호
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• pp.25-34
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• 2014

Purpose - Considering that the governments' official statistics on the optimum scale of the domestic service industry will be crucial in future, this study's results will be used as an important benchmark to develop and verify the parameters in the government's official statistics. Research design, data, and methodology - To identify the appropriate scale of Korea's service industry and its adequacy, I have determined them through estimation using a regression method involving panel data analysis on the panel data of 30 OECD countries. Results - The regression coefficient provided indications of being non-linear. This means that a U-shaped curve relationship exists-that is, the level of the economic growth leverage decreases along with the service industry's growth up to the level of 70.9% in terms of the Korean service industry's adequacy; it increases along with the service industry's growth at a level higher than 70.9%. Conclusions - While the current proportion of the size of the service industry among all industries in Korea stands at 50.7%, its proper proportion estimated by a regression analysis was 70.9%.

• 한국재난정보학회 논문집
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• 제4권1호
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• pp.86-100
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• 2008

It is needed to classify the kinds of construction and demolition(c&d) debris to 6 catagories of waste concrete, waste asphalt concrete, waste wood, scraps, combustible waste and incombustible waste in order to properly do a separate discharge and to estimate unit generation rate in construction site. Also, in this case, the unit treating cost for mixed wastes should be applied with the unit treating cost for combustible waste. The construction standard materials estimation data is used for basic data for estimating unit generation rate. The mixed wastes in this data should be classified to waste wood, combustible waste and incombustible waste, and their ratio is obtained by using the unit generation rate of Asia Pacific Environment and Management Institute and Seoul Metropolitan Development Institute. The waste amounts generated from newly-built construction can be obtained from multiplying the loss rate by the amount of materials used from construction standard estimation data. Also, those from dismantling construction can be obtained by subtracting waste amount generated during newly-built construction from total input amount of materials in newly-built construction. Those in two cases can be used in construction site. It can be used for estimating the amount generated and establishing the treating plan in the case of setting up the policy of waste management and doing the environment impact assessment.

• 한국환경과학회지
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• 제27권7호
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• pp.555-560
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• 2018

This study conducted to analyze the growth characteristics of old Prunus yedoensis on Jeju island. The diameter growth per year was measured using a DTRS-2000 instrument. The DBH, ground DBH and height of the investigated P. yedoensis were 137 cm, 143 cm, and 15.5 m, respectively. Our analysis showed that the age of the old P. yedoensis was 93 years. An annual diameter growth of $2.85mm{\pm}0.96$ was observed. The result of age estimation, about $265{\pm}64$ years in P. yedoensis on Jeju island. This information could be useful to understand the annual diameter growth characteristics the P. yedoensis distributed on Jeju island.

• East Asian Economic Review
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• 제19권1호
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• pp.39-70
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• 2015

This paper examines the effects of foreign direct investment (FDI) on South Asian economies' output growth, utilizing recent panel cointegration testing and estimation techniques. Annual panel data on eight SAARC (South Asian Association for Regional Cooperation) member countries' macroeconomic variables over the period 1960- 2013 are employed in empirical analysis. Using various heterogeneous panel cointegration and panel causality tests, a bi-directional relationship between FDI and growth is found. We find evidence for both FDI-led growth and growth-induced FDI hypotheses for the South Asian economies over the sample period. Individual member countries exhibit heterogeneity in terms of the direction or existence of causality subject to their idiosyncratic economic conditions. Among various regressors, FDI, financial development, human capital, and government consumption show the most significant positive effects on output growth. As determinants of FDI, GDP, financial development, human capital, and government consumption are found significant in the region. The bi-directional causality between FDI and growth is found robust to the inclusion of other control variables and using different estimation techniques.