• Title/Summary/Keyword: 구간 추정

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A comparative study on the confidence intervals for regression coefficients in a panel regression model (패널회귀모형에서 회귀계수의 신뢰구간에 관한 비교연구)

  • 송석헌;전명식;정병철
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.449-461
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    • 1999
  • 본 논문에서는 패널회귀모형에서 내부변환(within transformation) 추정량을 이용하여 회귀계수에 대한 정확한 신뢰구간을 제시하였다. 아울러 이러한 신뢰구간의 효율성을 신뢰계수(confidence coefficient)와 신뢰구간의 평균길이(average length of confidence interval)을 사용하여 모의실험을 통하여 다른 근사적 신뢰구간들과 비교하였다. 실험결과, 내부변환추정량을 이용한 신뢰구간은 다른 근사적 신뢰구간들에 비해 명목신뢰계수를 정확히 유지하였고, 신뢰구간의 평균길이도 다른 방법들에 비해 짧은 결과를 보았다.

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The Consideration of Consistent Use of Sample Standard Deviation in the Confidence Interval Estimation of Population Mean and Population Ratio (모평균과 모비율의 구간추정에서 표본표준편차의 일관된 사용에 대한 고찰)

  • Park, Sun Yong;Yoon, Hyoung Seok
    • Journal of Educational Research in Mathematics
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    • v.24 no.3
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    • pp.375-385
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    • 2014
  • This study compares the confidence interval estimation of population mean with that of population ratio, and considers whether these two estimations ensures consistency. As a result, this study suggests the following acquisition method of consistency : dealing with population mean and population ratio in the same mode, substituting the observed or experimental value of sample standard deviation for standard deviation in population in setting a confidence interval of both population mean and population ratio, and distinguishing population ratio $\hat{P}$ from its observed vale $\hat{p}$.

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A Study on Acceleration of Transient Brake Section and Skidding Section (불완전 제동구간과 활주구간의 감속도 변화에 대한 연구)

  • Kim, Kil Bae;Jung, Woo Teak;Ryu, Tae Sun;Oh, Young Tae
    • Journal of Korean Society of Transportation
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    • v.30 no.5
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    • pp.83-90
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    • 2012
  • Driver ordinarily takes sudden braking when urgent situation is developed or when the vehicle is involved in an unexpected accident. Therefore, the most common trace at a traffic accident scene is skid mark. Currently, in investigating traffic accident, overspeed is determined by the length of skid mark. However, in order to identify accurate cause of accident, estimation of pre-braking speed which takes into account speed reduction during transient time should be considered as a requirement. In a recent study, several ways to estimate pre-braking speed were suggested, but none considered to differentiate the decelerating transient brake section and skidding section. This study analyzed trends of decelerating transient brake section and skidding section by real braking test.

A simulation study for the approximate confidence intervals of hypergeometric parameter by using actual coverage probability (실제포함확률을 이용한 초기하분포 모수의 근사신뢰구간 추정에 관한 모의실험 연구)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1175-1182
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    • 2011
  • In this paper, properties of exact confidence interval and some approximate confidence intervals 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 approximation of hypergeometirc distribution to the binomial and normal distribution respectively. Approximate confidence intervals based on these approximation are also adequately discussed. The performance of exact confidence interval estimates and approximate confidence intervals of hypergeometric parameter is compared in terms of actual coverage probability by small sample Monte Carlo simulation.

A Study on the Effective Channel Estimation Method in OFDM Based WLAN (OFDM 기반 WLAN 수신기에서 효율적인 채널추정 기법에 관한 연구)

  • Jeon Hyoung-Goo;Choi Won-Chul;Lee Hyun;Oh Hyun-Seo
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.4 no.1 s.6
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    • pp.57-62
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    • 2005
  • In this paper, we propose a channel estimation method by impulse signal train in OFDM. In order to estimate the channel response, 4 impulse signals are generated and transmitted during one OFDM (Orthogonal Frequency Division Multiplexing) symbol. The intervals between the impulse signals are all equal in time domain. At the receiver, the impulse response signals are summed and averaged. And then, the averaged impulse response signal is zero padded and fast Fourier transformed to obtain the channel estimation. The BER performance of the proposed method is compared with those of conventional estimation method using the long training sequence in fast fading environments. The simulation results show that the proposed method improves by 3 dB in terms of Eb/No, compared with the conventional method.

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Glottal Closure Interval Extrapolation Technique Based Pitch modification (성문 닫힘 구간 가변에 의한 피치 변경)

  • 강동규
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1998.08a
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    • pp.231-234
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    • 1998
  • 시간영역에서 유성음의 피치를 조절하기 위해 한피치구간의 신호 중에서 성문이 닫힌 구간의 특성을 추정한 파라미터로 성문 닫힌 구간의 신호에 연속하여 선형적으로 연장 또는 축소하므로써 고 음질을 유지하면서도 자유롭게 피치를 조절할 수 있는 방법을 제안하였다. 제안된 방법은 PSOLA 기법에서와 같은 window의 적용이나 신호의 겹침에 의한 영향이 최소화되므로 보다 명료한 합성음을 얻을 수 있었다.

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The Weighted Polya Posterior Confidence Interval For the Difference Between Two Independent Proportions (독립표본에서 두 모비율의 차이에 대한 가중 POLYA 사후분포 신뢰구간)

  • Lee Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.171-181
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    • 2006
  • The Wald confidence interval has been considered as a standard method for the difference of proportions. However, the erratic behavior of the coverage probability of the Wald confidence interval is recognized in various literatures. Various alternatives have been proposed. Among them, Agresti-Caffo confidence interval has gained the reputation because of its simplicity and fairly good performance in terms of coverage probability. It is known however, that the Agresti-Caffo confidence interval is conservative. In this note, a confidence interval is developed using the weighted Polya posterior which was employed to obtain a confidence interval for the binomial proportion in Lee(2005). The resulting confidence interval is simple and effective in various respects such as the closeness of the average coverage probability to the nominal confidence level, the average expected length and the mean absolute error of the coverage probability. Practically it can be used for the interval estimation of the difference of proportions for any sample sizes and parameter values.

ESTIMATION OF THE CONGESTION PROBABLITY ON A TREE-TYPE TRANSPORATATION NETWORK BY IMPORTANCE SAMPLING (중요표본유출 기법 이용한 교통망 구간의 혼잡확률 추정)

  • 음성직;박영도
    • Journal of Korean Society of Transportation
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    • v.9 no.2
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    • pp.127-134
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    • 1991
  • 본 논문의 목적은 교통망 분석에 있어서 중요한 그러나 흔희 발생하지 않는 사건의 발생확률을 추정하는 방법론 개발에 있다. 예를 들어, 안정적(stable) 교통망에서 일시적인 혼잡현상이 발생할 확률을 씨뮬레이숀을 통해 추정하는 방법에 관한 것이다. 이 분야에서 활발한 연구([3], [12]) 가 있어 왔으나 개괄적(Heuristic) 방법에 제한되어 있었다. 본 논문은 위 문제에 대하여 포괄적(unified)이며 이론적인 방법론을 제시하였다. 이를 위해 대 분산이론(Large Deviation Theory)과 중요표본추출(Importance Sampling)기법이 이용되었으며 예로서 사용된 망은 두개의 구간이 이어진 교통망이다. 부수적으로 혼잡현상의 가장 대표적 형태를 구하는 방법이 제시되었다.

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On-Line Departure time based link travel time estimation using Spatial Detection System (구간검지체계를 이용한 On-Line 출발시각기준 링크 통행시간 추정 (연속류를 중심으로))

  • Kim, Jae-Jin;No, Jeong-Hyeon;Park, Dong-Ju
    • Journal of Korean Society of Transportation
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    • v.24 no.2 s.88
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    • pp.157-168
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    • 2006
  • Spatial detection system such as AVI, GPS, and Beacon etc. can provide spatial travel time only after a vehicle Passes through a road section. In this context, majority of the existing studies on the link travel time estimation area has focused on the arrival time-based link travel time estimation. rather than departure time-based link travel time estimation. Even if some of the researches on this area have developed departure time-based link travel time estimation algorithms, they are limited in that they are not applicable in a real-time mode. The objective of this study is to develop an departure time-based link travel time estimation algorithm which is applicable in a real-tine mode. Firstly, this study discussed the tradeoff between accuracy and timeliness of the departure time-based on-line link travel time estimates. Secondly, this study developed an departure time-based on-line link travel time estimation algorithm which utilizes the Baysian inference logic. It was found that the proposed approach could estimate departure time-based link travel times in a real-time context with an acceptable accuracy and timeliness.

Analyzing the Uncertainty of Traffic Link Flow, and Estimation of the Interval Link Flow using Korea Transport Data Base (기종점 통행량 변화에 따른 링크 교통량 추정의 불확실성에 관한 연구 (국가교통DB를 이용한 구간 링크 교통량 추정을 중심으로))

  • Kim, Gang-Su;Kim, Jin-Seok;Jo, Hye-Jin
    • Journal of Korean Society of Transportation
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    • v.27 no.1
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    • pp.117-127
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    • 2009
  • This study analyzed the uncertainty of the forecasted link traffic flow, and estimated of the interval link flow using Korea Transport Data Base (KTDB) to consider those risks into the feasibility study. In the paper, the uncertainty was analyzed according to the stochastic variation of the KTDB origin-destination traffic. It was found that the uncertainty of the entire network traffic forecasts was 15.4% in average,. when the stochastic variation of the KTDB was considered. The results showed that the more congested the roads were, the bigger the uncertainty of forecasted link traffic flow were found. In particular, we estimated the variance of the forecasted traffic flow, and suggested interval estimates of the forecasted traffic flow instead of point estimates which were presented in the common feasibility studies. These results are expected to contribute the quantitative evaluation of uncertain road investment projects and to provide valuable information to the decision makers for the transport investment.