• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.1109-1115
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• 2010

In this paper, exact confidence interval of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the performance of exact confidence interval estimates of hypergeometric parameter in terms of actual coverage probability by small sample Monte Carlo simulation.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.377-393
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• 2003

Several confidence interval estimates for the difference of two binomial proportions were introduced. Bootstrap confidence interval is also suggested. We examined the over estimation property of approximate intervals and under estimation trend of exact intervals for the difference of proportions. We compared these confidence intervals based on the average coverage probability, expected width and skewness measure. Particularly actual coverage probability were calculated by using the prior distribution of parameters. Monte Carlo simulation for small sample size is conducted. Some interesting contour plots of average coverage probability and marginal plots for several interval estimates are presented.

• Journal of Wetlands Research
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• v.10 no.1
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• pp.11-20
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• 2008

In this study the estimation method for stream hydraulic characteristics which is served as the input data set for running QualKo water quality model is investigated. The conventional approach for estimating such hydraulic parameters is to use the data set from the last cross section in each reach. However, it is shown that in order to represent correctly flow velocity profiles or the travel time in streams, hydraulic parameters of QualKo model should be estimated with all cross section data set within the corresponding reach. In addition, the unsuitable estimation of hydraulic parameters at some reaches has influence on the water quality predictions at the corresponding reaches, and the errors of water quality predictions are propagated toward the downstream without any error attenuation.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.29 no.1
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• pp.62-66
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• 2017

The interest on the potential earthquake magnitude and the request on the earthquake-resistant design examination for coastal structures are emerged because of the recently occurred magnitude 5.8 earthquake in Gyeoung-Ju, Korea. In this study, the magnitude and its confidence intervals with the return periods are estimated using the KMA earthquake magnitude data (over 3.5 and 4.0 in magnitude) by the non-parametric extreme value analysis. In case of using the "over 4.0" data set, the estimated magnitudes on the 50- and 100-years return periods are 5.81 and 5.94, respectively. Their 90% confidence intervals are estimated to be 5.52-6.11, 5.62-6.29, respectively. Even though the estimated magnitudes have limitations not considering the spatial distribution, it can be used to check the stability of the diverse coastal structures in the perspective of the life design because the potential magnitude and its confidence intervals in Korea are estimated based on the available 38-years data by the extreme value analysis.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.99-109
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• 2019

We compared the confidence intervals of estimators using various bootstrap methods for a Random Coefficient Autoregressive(RCA) model. We consider a Quasi score estimator and M-Quasi score estimator using Huber, Tukey, Andrew and Hempel functions as bounded functions, that do not have required assumption of distribution. A standard bootstrap method, percentile bootstrap method, studentized bootstrap method and hybrid bootstrap method were proposed for the estimations, respectively. In a simulation study, we compared the asymptotic confidence intervals of the Quasi score and M-Quasi score estimator with the bootstrap confidence intervals using the four bootstrap methods when the underlying distribution of the error term of the RCA model follows the normal distribution, the contaminated normal distribution and the double exponential distribution, respectively.

• Journal of Korean Society of Transportation
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• v.23 no.3 s.81
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• pp.109-123
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• 2005

The goals of this paper are two folds: i) to evaluate whether the data collected by a license plate matching AVI equipment being operated on some segment of a national highway are suitable or not for use in travel time estimation of interrupted traffic flows; ii) to study the statistical methodologies to be used for the determination of the optimal aggregation interval for travel time estimation. In this study it was found that the AVI data are not representative because the data are collected on some selected lanes of a roadway where main traffic is thru-traffic and, thus the AVI data are different from those collected from all lanes in traffic characteristics. For the determination of the optimal aggregation interval for travel time estimation. two statistical methods. namely point estimation and interval estimation. were tested. The test shows that the point estimation method is more sensitive and gives more desirable results in determing the optimal aggregation interval than the interval estimation method. And it turned out that the optimal aggregation interval on interrupted traffic flows has been calculated as 5 minute and thus the existing aggregation interval. 5 minute is proper.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.39-43
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• 2000

분산 추정 및 신뢰구간 추정의 한 방법으로 널리 쓰이고 있는 붓스트랩 방법을 복합표본에 적용하는 방법에 대해 알아보았다. 복합 표본은 유한 모집단에서 추출되고 추출확률이 다르기 때문에 i.i.d. 표본에 기초하여 개발된 전통적인 붓스트랩 방법을 직접 적용하면 추론의 오류가 발생할 수 있다. 본 연구에서는 복원 확률비례표본과 랜덤그룹표본에 붓스트랩을 적용하는 방법을 알아보았다.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.19 no.2
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• pp.48-61
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• 2020

The objective of this study is to estimate traffic capacity based on the heavy-vehicle ratio in a two-lane freeway work zone where one lane is blocked by construction. For this, closed circuit television (CCTV) video data of the freeway work zone was collected, and the congestion at an upstream point was observed. The traffic volume at a downstream point was analyzed after a bottleneck was created by the blockage due to the upstream congestion. A distribution model was estimated using observed-time headway, and the road capacity was analyzed using a goodness-of-fit test. Through this process, the general capacity and an equation for capacity based on the heavy-vehicle ratio passing through the work zone were presented. Capacity was estimated to be 1,181~1,422 passenger cars per hour per lane (pcphpl) at Yeongdong, and 1,475~1,589pcphpl at Jungbu Naeryuk. As the ratio of heavy vehicles increased, capacity gradually decreased. These findings can contribute to the proper capacity estimation and efficient traffic operation and management for two-lane freeway work zones that block one lane due to a work zone.

• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.493-502
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• 2010

For establishing forecasting confidence interval for exchange rate, it is critical to estimate distribution of the exchange rate properly. In this thesis, we use block bootstrap method to estimate the distribution of the exchange rate via sum of its daily ratios. As a result, an easier and more accurate forecasting method is provided.

• Proceedings of the KIEE Conference
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• 2015.07a
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• pp.316-317
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• 2015

이 논문은 다수의 시간구간을 동시에 고려할 수 있는 파라미터 추정 방법에 대하여 기술하고 있다. 차수가 같은 다수의 다항식에 동일한 근이 포함되어 있을 때, 다항식들의 동류항 계수들을 합한 새로운 다항식에도 동일한 근이 포함되어 있다. 만일 다른 시간구간의 데이터에 동일한 모드가 존재하면, 각 예측오차다항식의 계수들을 합하여 새로운 다구간 예측오차다항식을 형성할 수 있다. 이 다항식의 해에는 다수의 시간구간에 대한 존재하는 동일한 모드가 포함되어 있다. 그러므로 한 번의 미지수 계산으로 다수의 시간구간에 포함된 중요 파라미터를 추정할 수 있다.