• Title/Summary/Keyword: 모수적 추정방법

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A Bayesian Method to Semiparametric Hierarchical Selection Models (준모수적 계층적 선택모형에 대한 베이지안 방법)

  • 정윤식;장정훈
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.161-175
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    • 2001
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. Hierarchical models including selection models are introduced and shown to be useful in such Bayesian meta-analysis. Semiparametric hierarchical models are proposed using the Dirichlet process prior. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierachical selection model with including unknown weight function and use Markov chain Monte Carlo methods to develop inference for the parameters of interest. Using Bayesian method, this model is used on a meta-analysis of twelve studies comparing the effectiveness of two different types of flouride, in preventing cavities. Clinical informative prior is assumed. Summaries and plots of model parameters are analyzed to address questions of interest.

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Statistical review and explanation for Lanchester model (란체스터 모형에 대한 통계적 고찰과 해석)

  • Yoo, Byung Joo
    • The Korean Journal of Applied Statistics
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    • v.33 no.3
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    • pp.335-345
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    • 2020
  • This paper deals with the problem of estimating the log-transformed linear regression model to fit actual battle data from the Ardennes Campaign of World War II into the Lanchester model. The problem of determining a global solution for parameters and multicollinearity problems are identified and modified by examining the results of previous studies on data. The least squares method requires attention because a local solution can be found rather than a global solution if considering a specific constraint or a limited candidate group. The method of exploring this multicollinearity problem can be confirmed by a statistic known as a variance inflation factor. Therefore, the Lanchester model is simplified to avoid these problems, and the combat power attrition rate model was proposed which is statistically significant and easy to explain. When fitting the model, the dependence problem between the data has occurred due to autocorrelation. Matters that might be underestimated or overestimated were resolved by the Cochrane-Orcutt method as well as guaranteeing independence and normality.

Fuzzy Linear Regression Using Distribution Free Method (분포무관추정량을 이용한 퍼지회귀모형)

  • Yoon, Jin-Hee;Choi, Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.781-790
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    • 2009
  • This paper deals with a rank transformation method and a Theil's method based on an ${\alpha}$-level set of a fuzzy number to construct a fuzzy linear regression model. The rank transformation method is a simple procedure where the data are merely replaced with their corresponding ranks, and the Theil's method uses the median of all estimates of the parameter calculated from selected pairs of observations. We also consider two numerical examples to evaluate effectiveness of the fuzzy regression model using the proposed method and of another fuzzy regression model using the least square method.

A Study on the Reliability Analysis of Anti-ship missile using Field Data (야전 운용자료를 이용한 대함유도탄의 신뢰도 분석 연구)

  • Kim, Seok-Kon;Wang, Young-Jin;Kim, Yong-Jin;Kim, Sung-Ouk;Lee, In-Hyun;Lee, Key-Seo
    • The Journal of the Korea institute of electronic communication sciences
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    • v.6 no.6
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    • pp.881-887
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    • 2011
  • In this paper, age exploration of ${\bigcirc}{\bigcirc}$ anti-ship missiles which were deployed on RoKN ships were analysed using parametric estimation method. Additionally, Life distribution and failure pattern of ${\bigcirc}{\bigcirc}$ anti-ship missile were analysed by using field data such as collected inspection, fail, maintenance record for 6 years. Storage failure and MTBF of missile and components were analysed by using reliability analysis s/w Weibull++ v7. The results were compared with maintenance policy including periodic inspection and MTBF which were analysed during development phase. Finally, the suggested methodology using field data analysis of oo anti-ship missile will be applied on re-estabilishment of maintenance policy of ${\bigcirc}{\bigcirc}$ anti-ship missile for TLCSM(Total Life Cost System Management) effectively.

An Empirical Study on the Diffusion Possibility of Next Generation Telecommunications and Broadcasting Services (차세대 통신 및 방송서비스의 확산가능성에 관한 실증연구)

  • Cho, S.S.;Lim, M.H.
    • Electronics and Telecommunications Trends
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    • v.20 no.1 s.91
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    • pp.167-175
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    • 2005
  • 본 연구는 현재 도입예정에 있는 차세대 통신 및 방송서비스의 확산가능성에 대하여 잠재적 사용자1,000명을 대상으로 조사한 최근 조사자료를 중심으로 실증분석하였다. 잠재적 사용자의 선택 및 반응함수추정방법은 분석의 객관성과 효율성을 유지하기 위하여 모수적 추정과 반모수적 추정방법을 동시에 사용하여 분석하였다. 본 분석결과를 요약하면 다음과 같다. 먼저, 차세대 통신 및 방송서비스사용자들의 해당 서비스선택반응함수를 분석한 결과 서비스확산은 상당히 느리게 이루어 질 수 있다는 결과를 보여 주었다. 이러한 분석결과는 기존 초고속 및 이동통신서비스 확산에서와 같이 형태의 빠른 확산속도를 보일 것이라는 낙관적 전망견해에 상당한 문제점이 있음을 보여 준다. 둘째, 본 연구의 차세대통신 및 방송서비스확산의 부정적인 분석결과에도 불구하고, 차세대 통신서비스의 성공적 확산에 중요한 요인으로는 서비스제공요금을 낮추고, 젊은 사용자층에게 새로운 서비스의 유용성을 인식시킴으로써 최종서비스선택까지 유도케 할 수 있는 유인 메커니즘 도입전략 개발이 사업성공의 필요조건이 될 수있음을 보여 주었다. 마지막으로 우리나라 통신 및 방송산업환경은 상용화를 준비하는 사업자들이 차세대 통신 및 방송서비스의 성공적 도입을 위하여 시장구조분석 및 시장욕구의 질적 방향분석뿐만 아니라, 그 영향 정도를 수치화하고 계량화하는 시장분석자료를 바탕으로 시장도입 및 전개전략을 개발하는 과정이 절대적으로 필요한 단계가 되었음을 보여 준다. 본 연구결과의 시사점으로 차세대 통신 및 방송서비스의 산업고도화에 대한 면밀한 사전계량시장분석으로 시장전략형성 전환적사고가 해당 서비스제공사업자뿐만 아니라 서비스정책을 수행하는 정부당국자에게도 필요과정요소가 되고 있음을 보여 준다.

Estimation of Car Insurance Loss Ratio Using the Peaks over Threshold Method (POT방법론을 이용한 자동차보험 손해율 추정)

  • Kim, S.Y.;Song, J.
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.101-114
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    • 2012
  • In car insurance, the loss ratio is the ratio of total losses paid out in claims divided by the total earned premiums. In order to minimize the loss to the insurance company, estimating extreme quantiles of loss ratio distribution is necessary because the loss ratio has essential prot and loss information. Like other types of insurance related datasets, the distribution of the loss ratio has heavy-tailed distribution. The Peaks over Threshold(POT) and the Hill estimator are commonly used to estimate extreme quantiles for heavy-tailed distribution. This article compares and analyzes the performances of various kinds of parameter estimating methods by using a simulation and the real loss ratio of car insurance data. In addition, we estimate extreme quantiles using the Hill estimator. As a result, the simulation and the loss ratio data applications demonstrate that the POT method estimates quantiles more accurately than the Hill estimation method in most cases. Moreover, MLE, Zhang, NLS-2 methods show the best performances among the methods of the GPD parameters estimation.

Estimation of Genetic Parameters for Gestation Length, Wean to First Service, Litter Size and Stillborn Piglets in a Closed Nucleus Swine Breeding Herd (특정 종돈집단의 임신기간, 이유후초종부일, 총산자수 및 사산에 대한 유전모수 추정)

  • Lee, Deukhwan;Son, Jihyun
    • Journal of Animal Science and Technology
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    • v.55 no.5
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    • pp.389-398
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    • 2013
  • This study was conducted to investigate the genetic relationships among four reproductive traits. Data for this study were 7616 records from 1910 Landrace (L) and 10,454 records from 2283 Yorkshire (Y) in a closed nucleus swine herd. Traits considered on this study were gestation length (GL), total number of piglets born (TNB), wean to first service (WFS), and number of stillborn per litter (NSB). Heritabilities and genetic correlations were estimated by using the Bayesian inferences via Gibbs sampling in a four trait linear-threshold repeatability animal mixed model by designating NSB as a categorical trait in the L and Y purebred populations. Effects on the statistical model were considered for parity, contemporary group as fixed and service sire, permanent environmental, animal additive genetic effects as random. Estimates of heritability were 0.21, 0.23, 0.16, and 0.09 for GL, WFS, TNB, and NSB in the L population and 0.35, 0.16, 0.14 and 0.10 for corresponding traits in the Y population, respectively. Genetic correlation for GL was -0.59 and -0.28 with TNB and -0.58 and -0.17 with NSB in the L and Y populations, respectively. The NSB was positively correlated with TNB in the L and Y populations in genetic and environmental aspects. Therefore, the NSB should be taken into account in selecting sows for improving prolificacy of dam line breeding swine stock.

The Wage Distribution Structure of Korean Manufacturing Industry (한국 제조업의 임금분포구조)

  • Chung, Kang-Soo;Kim, Bum-Sik;Lee, Cheol-Won
    • Journal of Labour Economics
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    • v.29 no.2
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    • pp.67-116
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    • 2006
  • This study directly analyzes the wage distributions rather than indirectly looking at a few of their moments. It also investigates wage distributions using various descriptive and semi-parametric methods. The wage distributions of Korean manufacturing industries can in general be represented by three distinct forms, underdeveloped, advanced and the medium of the two. The discrepancies in these distribution forms are explained by differences in the labor-type distributions and their weights in the composition of wage distribution forms, and further clarified through various descriptive statistics based on them. However, the descriptive statistical analysis has a limit in that it shows mixed outcomes of different categoric variables. Then, this problem is resolved by applying a semi-parametric estimation of hazard function and the marginal effect evaluations of variable changes on estimated distributions not on the function. As a result of this marginal analysis, the common features and differences of categoric variables and their intensities of effects on distributions are revealed.

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A Parameter Estimation of Software Reliability Growth Model with Change-Point (변화점을 고려한 소프트웨어 신뢰도 성장모형의 모수추정)

  • Kim, Do-Hoon;Park, Chun-Gun;Nam, Kyung-H.
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.813-823
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    • 2008
  • The non-homogeneous Poisson process(NHPP) based software reliability growth models are proved quite successful in practical software reliability engineering. The fault detection rate is usually assumed to be the continuous and monotonic function. However, the fault detection rate can be affected by many factors such as the testing strategy, running environment and resource allocation. This paper describes a parameter estimation of software reliability growth model with change-point problem. We obtain the maximum likelihood estimate(MLE) and least square estimate(LSE), and compare goodness-of-fit.

On the Estimation of Satisfaction Distribution for Game Factors (게임요소의 만족도분포 추정에 관한 연구)

  • Yum, Joon-Keun;Ham, Hyung-Bum
    • Journal of Korea Game Society
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    • v.8 no.3
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    • pp.23-30
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    • 2008
  • To strengthen the competitiveness of the game industry, one needs to develope a tool for evaluation of the satisfaction level of the game users, which leads to the improvement of the quality of games and increment of the amount of game trade. In this study, we developed factors to measure the satisfaction level and estimate their distributional properties. For the purpose, using a survey data for RPG games, we discussed several aspects for normalization of score distribution for satisfaction factors and estimated their density function by use of parametric density estimation of SAS/INSIGHT. We believe that the proposed results help us to predict or estimate the satisfaction level of newly developed games as well as the current popular games.

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