• The Korean Journal of Applied Statistics
• /
• v.20 no.2
• /
• pp.257-266
• /
• 2007

It is known that Agresti-Coull approach is an effective tool for the construction of confidence intervals for various problems related to binomial proportions. However, the Agrest-Coull approach often produces a conservative confidence interval. In this note, confidence intervals based on a Bayesian approach are proposed for a linear function of independent binomial proportions. It is shown that the Bayesian confidence interval slightly outperforms the confidence interval based on Agresti-Coull approach in average sense.

• Magazine of the Korea Concrete Institute
• /
• v.11 no.2
• /
• pp.241-249
• /
• 1999

To estimate the compressive strength of concrete more realistically, relative large number of data are necessary. However, it is very common in practice that only limited data are available. The purpose of the present paper is therefore to propose a realistic method to estimate the compressive strength of concrete with limited data in actual site. The Bayesian method of statistical analysis has been applied to the problem of the estimation of compressive strength of concrete. The mean compressive strength is considered as the random parameter and a prior distribution is selected to enable updating of the Bayesian distribution of compressive strength of concrete reflecting both existing data and sampling observations. The updating of the Bayesian distribution with increasing data is illustrated in numerical application. It is shown that by combining prior estimation with information from site observation, more precise estimation is possible with relatively small sampling. It is also seen that the contribution of the prior in determining the posterior distribution depends on its sharpness or flatness in relation to the sharpness or flatness of the likelihood function. The present paper allows more realistic determination of concrete strength in site with limited data.

• The Korean Journal of Applied Statistics
• /
• v.26 no.4
• /
• pp.581-594
• /
• 2013

A group sequential design can end a clinical trial early if a confirmed efficacy or a futility of study medication is found during clinical trials. Adaptation can adjust the design of clinical trials based on accumulated data. The key to this methodology is considered to control the overall type 1 error rate while maintaining the integrity of clinical trials. The estimation would be more complex and the sample size calculation will be more difficult if the clinical trials have repeated measurement data. Lee et al. (2002) suggested a repeated observation case by using the independent increments properties of the interim test statistics and investigated the properties of the proposed confidence interval based on the stage-wise ordering. This study extend Lee et al. (2002) to adaptive group sequential design. We suggest test statistics for the adaptation as redesigning the second stage of clinical trials and induce the stage-wise confidence interval of parameter of interests. The simulation will help to confirm the suggested method.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2012.05a
• /
• pp.366-366
• /
• 2012

확률강우량은 하천설계, 수자원설계 및 계획을 위한 기초자료로 활용되며 최근 이상기후 및 기후변화로 인한 극치강우의 빈도 및 양적 증가로 인한 확률강우량 산정의 불확실성 분석에 대한 관심이 크게 증가하고 있다. 수문빈도 해석에 있어서 대부분 지역이 50년 이하의 수문자료가 이용되고 있으며 수문설계에서 요구되는 50년 이상의 확률강수량 추정시에는 상당한 불확실성을 내포하고 있다. 이러한 점에서 본 연구에서는 자료연수에 따른 Sampling Error와 분포형의 매개변수의 불확실성을 고려한 해석모형을 구축하고자 한다. 빈도해석에서 매개변수를 추정하기 위해서는 일반적으로 모멘트법, 최우도법, 확률가중모멘트법이 이용되고 있으나 사용되는 분포형에 따라서 통계학적으로 불확실성 구간을 정량화하는 과정이 난해할 뿐만 아니라 극치 수문자료가 Thick-Tailed분포의 특성을 가짐에도 불구하고 신뢰구간 산정시 정규분포로 가정하는 등 기존 해석 방법에는 많은 문제점을 내포하고 있다. 본 연구에서는 이러한 매개변수의 불확실성 평가에 있어서 우수한 해석능력을 발휘하는 Bayesian기법을 도입하여 분포형의 매개변수를 추정하고 매개변수 추정과 관련된 불확실성을 평가하고자 한다. 이와 별개로 자료연한에 따른 Sampling Error를 추정하기 위해서 Bootstrapping 기반의 해석모형을 구축하고자 하며 최종적으로 빈도해석시에 나타나는 불확실성을 종합적으로 검토하였다. 빈도해석을 위한 확률분포형으로 GEV(generalized extreme value)분포를 이용하였으며 Gibbs 샘플러를 활용한 Bayesian Markov Chain Monte Carlo 모의를 기본 해석모형으로 활용하였다.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.30 no.5D
• /
• pp.497-504
• /
• 2010

In this paper, the author presents a reliability estimation technique to analyze the effects of traffic loads on pavement mean life based on the national highway database of Suwon and Uijeongbu region from 1999 to 2008. The estimation of the mean life, its standard deviation and reliability for pavement sections are calculated by using an appropriate distribution, Lognormal distribution, based on reliability theory. Furthermore, the probability paper method and Maximum likelihood estimation are both used to estimate parameters. The author found that mean life of newly constructed sections and over-layed sections is about 6.5 to 7.9 years and 7.3 to 9.1 years, respectively. The author also ascertained that the results of cumulative failure probability for pavement life between the proposed methods and observed data are similar. Such an assessment methodology and measures based on reliability theory can provide useful information for maintenance plans in pavement management systems as long as additional life data on pavement sections are accumulated.

• Journal of agriculture & life science
• /
• v.45 no.6
• /
• pp.279-289
• /
• 2011

The purpose of this study is to estimate efficiency of item-based agricultural cooperative by using Data Envelopment Analysis. A proposed method employs a bootstrapping approach to generating efficiency estimates through Monte Carlo simulation resampling process. The technical efficiency, pure technical efficiency, and scale efficiency measure of item-based agricultural cooperative is 0.80, 0.87, 0.93 respectively. However the bias-corrected estimates are less than those of DEA. We know that the DEA estimator is an upward biased estimator. In technical efficiency, average lower and upper confidence bounds of 0.726 and 0.8747. According to these results, the DEA bootstrapping model used here provides bias-corrected and confidence intervals for the point estimates, it is more preferable.

• The Korean Journal of Applied Statistics
• /
• v.2 no.1
• /
• pp.18-34
• /
• 1989

The problem of simultaneously estimating the pairwise differences of means of four independent normal populations with equal variances is considered. A statistical computing procedure involving a trivariate t density constructs the exact confidence intervals with simultaneous co verage probability equal to $1-\alpha$. For equal sample sizes, the new procedure is the same as the Tukey studentized range procedure. With unequal sample sizes, in the sense of efficiency for confidence interval lengths and experimentwise error rates, the procedure is superior to the various generalized Tukey procedures.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2017.05a
• /
• pp.346-346
• /
• 2017

기후변화에 따른 기상이변의 동시다발적인 발현은 농촌 지역의 홍수 발생 빈도를 증가시키고 있다. 현재의 기후시스템은 과거의 강우빈도를 기준으로 산정한 설계기준을 벗어나는 강우 사상을 빈번하게 발생시키므로 설계변수의 불확실성을 보다 합리적인 방법으로 정량화할 필요가 있다. 본 연구의 목적은 기후변화에 대응하여 확률론을 이용한 농업용 저수지의 홍수 취약성을 산정하는 데 있다. 먼저 홍수 취약성 해석에 필요한 과거와 미래 수문 자료를 수집하고 전처리 과정을 통해 해석에 적합한 자료로 구축하였다. 설계변수의 불확실성을 분석하기 위해 지속시간별 최대강우량, 유입 설계홍수량에 대해 부트스트랩 (bootstrap) 기법을 적용하여 자료를 재추출하였다. 부트스트 랩은 표본집단의 확률분포에 대해 가정을 하지 않고 표본집단의 통계적 특성을 이용하여 모집단의 통계적 추론을 할 수 있는 비모수적인 리샘플링 기법이다. 부트스트랩 추론은 표본집단의 추정치, 편의, 표준오차를 산정하고 신뢰구간을 추정한다. 부트스트랩 추론을 통해 산정하는 신뢰수준을 이용하여 농업용 저수지의 홍수 취약성을 산정하였다. 본 연구는 설계변수에 내재하는 불확실성을 부트스트랩 기법을 이용하여 정량화하고 확률적인 값을 가지는 홍수 취약성으로 산정하여 제시할 수 있다.

• The Korean Journal of Applied Statistics
• /
• v.37 no.6
• /
• pp.801-815
• /
• 2024

Future uncertainty means that future results or phenomena cannot be accurately predicted. Since deterministic population projection based on such future uncertainty has clear limitations, so many advanced population research institutes and international organizations have emphasized the importance of probabilistic population prediction. It also presents probabilistic predictions in the research areas of climate, process, precipitation, and weather. However, the KOSTAT and various organizations in korea are only in scenario-based deterministic population projection, and only the need for probabilistic population prediction is raised. Therefore, this paper points out that when future uncertainties exist, the limitations and problems of decisive population projection should be examined, and the future population should be examined with probabilistic population prediction, and the results are presented. As a result of the analysis, in terms of the probabilistic confidence interval (5th quartile, 95th quartile), 5,106 to 51.2 million people in 2025, 5,053 to 5,082 million in 2030, 4,829 to 4,8 million in 2040, 4,425 to 45,5 million in 2050, and the last forecast, in 2062, the number below 40 million, is expected to be 37.33 to 33.3 million, and the rapid population deceleration over 33 years was the biggest factor rapidly decline in the fertility rate.

• Journal of Korea Port Economic Association
• /
• v.25 no.4
• /
• pp.165-182
• /
• 2009

This study analyzed the economic analysis on the Cambodian inland waterway from Phnom Penh to Chong Kneas. The social discount rate of 3.5% was applied for the cost and benefit of projects and converted to the current values in 2009. The benefits were supposed as the triangle distribution with minimum, mode, and maximum value corresponding to pessimistic, moderate and optimistic prospect separately. And the distributions of costs were the normal. As the result of probabilistic simulations, the average of B/C for scenario A showed relatively the highest with 0.25 and its 90% confidence interval 0.16~0.35. The average B/C of scenario B is 0.10 with the 90% confidence interval 0.06~0.13 and the one of scenario C is 0.15 with 90% confidence interval 0.12~0.19. Therefore it was concluded as low economic feasibility to install inland waterway aids to navigation along the surveyed waterway. However, the performance of the project should be determined by its political analysis as well as the economic.