• Proceedings of the KIEE Conference
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• 1996.07b
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• pp.887-889
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• 1996

This paper presents Variance Reduction Techniques of the Monte Carlo Simulation considering Non-Exponential Distribution for Power System Reliability Evaluation. Generally, the components consisting of power system are assumed to be exponentially distributed in their state residence time. Sometimes, however, this assumption may cause a lot of errors in the reliability index evaluation. Non-exponential distribution can be approximated by a sum of several Erlangian distributions, whose inverse transform is easily calculated by using composition method. This paper proposes a new approach to deal with the non-exponential distribution and to reduce the simulation time by virtue of Variance Reduction Techniques such as Control Variate and Antithetic Variate.

• Communications for Statistical Applications and Methods
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• v.17 no.2
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• pp.165-181
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• 2010

This paper presents some chain ratio-type estimators for estimating finite population variance using two auxiliary variables in two phase sampling set up. The expressions for biases and mean squared errors of the suggested c1asses of estimators are given. Asymptotic optimum estimators(AOE's) in each class are identified with their approximate mean squared error formulae. The theoretical and empirical properties of the suggested classes of estimators are investigated. In the simulation study, we took a real dataset related to pulmonary disease available on the CD with the book by Rosner, (2005).

• 제어로봇시스템학회:학술대회논문집
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• 1989.10a
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• pp.109-112
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• 1989

Gun system operation is represented as a first-order Markov process, and an optimum linear filter is derived for closed-loop control of mean square error. Potential improvement is then estimated by contrasting the variance in performance and the auto correlation for open-loop system with that for the optimum linearly corrected process.

• Journal of Navigation and Port Research
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• v.43 no.1
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• pp.1-8
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• 2019

Identifying behavioral errors of seafarers that have led to marine accidents is a basis for research into prevention or mitigation of marine accidents. The purpose of this study is to estimate the optimal probability distribution function needed to model behavioral errors of crew members into three behaviors (i.e., Skill-, Rule-, Knowledge-based). Through use of behavioral data obtained from previous accidents, we estimated the optimal probability distribution function for the three behavioral errors and verified the significance between the probability values derived from the probability distribution function. Maximum Likelihood Estimation (MLE) was applied to the probability distribution function estimation and variance analysis (ANOVA) used for the significance test. The obtained experimental results show that the probability distribution function with the smallest error can be estimated for each of the three behavioral errors for eight types of marine accidents. The statistical significance of the three behavioral errors for eight types of marine accidents calculated using the probability distribution function was observed. In addition, behavioral errors were also found to significantly affect marine accidents. The results of this study can be applied to predicting marine accidents caused by behavioral errors.

• Journal of Korean Society for Quality Management
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• v.22 no.2
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• pp.89-97
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• 1994

We consider the linear calibration model: $y_1={\alpha}+{\beta}x_i+{\sigma}{\varepsilon}_i$, i = 1, ${\cdots}$, n, $y={\alpha}+{\beta}x+{\sigma}{\varepsilon}$ where ($y_1$, ${\cdots}$, $y_n$, y) stands for an observation vector, {$x_i$} fixed design vector, (${\alpha}$, ${\beta}$) vector of regression parameters, x unknown true value of interest and {${\varepsilon}_i$}, ${\varepsilon}$ are mutually uncorrelated measurement errors with zero mean and unit variance but otherwise unknown distributions. On the basis of simple small-sample low-noise approximation, we introduce a new method of comparing the mean squared errors of the various competing estimators of the true value x for finite sample size n. Then we show that a class of estimators including the classical and the inverse estimators are consistent and first-order efficient within the class of all regular consistent estimators irrespective of type of measurement errors.

• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.821-840
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• 2009

This article addresses the problem of estimating a family of general population parameter ${\theta}_{({\alpha},{\beta})}$ using auxiliary information in the presence of measurement errors. The general results are then applied to estimate the coefficient of variation $C_Y$ of the study variable Y using the knowledge of the error variance ${\sigma}^2{_U}$ associated with the study variable Y, Based on large sample approximation, the optimal conditions are obtained and the situations are identified under which the proposed class of estimators would be better than conventional estimator. Application of the main result to bivariate normal population is illustrated.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.2
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• pp.136-144
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• 1999

This paper deals with the fault detection problem in uncertain linear multivariable systems and its application. A robust fault detection method presented by Kim et a. (1998) for MIMO (Multi Input/Multi Output) systems has been adopted and applied to the twin rotor MIMO experimental setup using industrial DSP. The system identification problem is formulated for the twin rotor MIMO system and its parameters are estimated using experimental data. Based on the estimated parameters, some fault detection simulations are performed using the robust fault detection method, which shows that the preformance is satisfied.

• Korean Journal of Acupuncture
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• v.29 no.4
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• pp.573-580
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• 2012

Objectives : This study was to investigate statistical validities and trends of previously reported papers that used various statistical techniques such as t-test and analysis of variance. Methods : To analyze the statistical procedures, 54 original articles using those statistical methods were selected from The Korean Journal of Acupuncture published from 2007 to 2011. Results : T-test and analysis of variance were used in 23(25.27%), and 18 papers(19.78%) out of 54 papers, respectively. Seven articles(12.96%) did not report alpha values and 26(48.15%) out of 54 studies were not tested for normal distribution. One paper(1.85%) misused t-test and 7 papers(38.89%) did not carry out the multiple comparison. Conclusions : To improve the quality of KJA, statistician involvement in research design would be necessary to reduce errors in statistical methods and interpretation of the results.

• Journal of Sericultural and Entomological Science
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• v.10
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• pp.41-43
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• 1969

The experimental studies were intended to clarify the effects leaf yield calculations, and also aimed at estimating the heritabilities on some characters for the selection of desirable stocks of mulberry trees. The method of estimating heritabilities for the eight characters-branch length, node number, branch diameter, branch number per stock, total branch weight, old branch weight, new shoot and leaf weight, and leaf weight, was the variance components procedures in a replicated trial for the varietal lines. The results are summarized as follows: Means, variances and standard errors for the characters are shown in table 1, and the results of variance analyses are also shown in table 2. Heritability values of node number was the highest, and these of branch number per stock was the lowest, and these of other six characters were intermediate values. These all calculated heritability values were higher than anticipated. This was expected since these values, which were the broad sense heritability, contain the variance due to dominance and epistasis in addition to the additive variance.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.32 no.4
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• pp.184-191
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• 2009

In a technological driven environment, a depreciation estimate which is based on traditional life analysis results in a decelerated rate of capital recovery. This time pattern of technological growths models needs to be incorporated into life analysis framework especially in those industries experiencing fast technological changes. The approximation technique for calculating the variance can be applied to the six growth models that were selected by the degree of skewness and the transformation of the functions. For the Pearl growth model, the Gompertz growth model, and the Weibull growth model, the errors have zero mean and a constant variance over time. However, transformed models like the linearized Fisher-Pry model, the linearized Gompertz growth model, and the linearized Weibull growth model have increasing variance from zero to that point at which inflection occurs. It can be recommended that if the variance of error over time is increasing, then a transformation of observed data is appropriate.