• Title/Summary/Keyword: Confidence term

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Robust confidence interval for random coefficient autoregressive model with bootstrap method (붓스트랩 방법을 적용한 확률계수 자기회귀 모형에 대한 로버스트 구간추정)

  • Jo, Na Rae;Lim, Do Sang;Lee, Sung Duck
    • 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.

ASYMPTOTIC PROPERTIES OF RANDOM CENTRAL ORDER STATISTICS UNDER CONTAMINATION

  • Kim, Sung-Kyun;Kim, Sung-Lai
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.627-634
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    • 2001
  • Under contamination, Bahadur representations with a strong remainder term are derived for random central order statistics with a prescribed limiting rank, and asymptotic normalities for these statistics of truncated and contaminated data are proved, with a suitable limiting rank. From these results, an application to the fixed-width confidence interval problem is available.

Reliability Sampling Plans for Lot Assurance (신뢰성 로트보증 샘플링 검사방식)

  • 김종걸;전봉룡
    • Proceedings of the Safety Management and Science Conference
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    • 2004.05a
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    • pp.145-151
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    • 2004
  • Reliability assurance problem is an important issue in advanced company with good R&D capacity. In Korea, long-term and large-scale project for reliability improvement and certification have been conducted from 2000, 4 years ago. Generally, assurance is composed of system assurance and lot assurance. For reliability lot assurance. it is prerequisite to development reliability sampling plan with time-saving and minimum cost. In this paper, we aim to investigate previous study on reliability lot assurance focused on reliability sampling plans and propose some suggestions for the future study.

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Structural Health Monitoring Methodology based on Outlier Analysis using Acceleration of Subway Stations (가속도 응답을 이용한 이상치 해석 기반 역사 구조 건전성 평가 기법 개발)

  • Shin, Jeong-Ryol;An, Tae-Ki;Lee, Chang-Gil;Park, Seung-Hee
    • Proceedings of the KSR Conference
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    • 2011.10a
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    • pp.281-286
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    • 2011
  • Station structures, one of important infrastructures, which have been being operated since the 1970s, are especially vulnerable to even the medium-level earthquake and they could be damaged by long-term internal or external vibrations such as ambient vibrations. Recently, much attention has been paid to real-time monitoring of the fatal defect or long-term deterioration of civil infrastructures to ensure their safety and adequate performance throughout their life span. In this study, a structural health monitoring methodology using acceleration responses is proposed to evaluate the health-state of the station structures and to detect initial damage-stage. A damage index is developed using the acceleration data and it is applied to outlier analysis, one of unsupervised learning based pattern recognition methods. A threshold value for the outlier analysis is determined based on confidence level of the probabilistic distribution of the acceleration data. The probabilistic distribution is selected according to the feature of the collected data.

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The Forecast analysis on Non-electrical Machinery and Equipment of Macroeconomic variables (기계산업 수출액에 대한 거시경제변수의 예측 실험 - 보건과학분야의 정밀기계 수출액 포함 -)

  • Kim Jong-Kwon
    • Proceedings of the Safety Management and Science Conference
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    • 2006.04a
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    • pp.471-484
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    • 2006
  • The focus of analysis is effect on Non-electrical Machinery and Equipment of Macroeconomic variables through long-term and short-term periods. Also, this paper is related with implication on steady growth possibility of Non-electrical Machinery and Equipment. The period of variables is from 1985 to April in 2005. In case of not-available data is treated as missing figures. As spatial scope, these data are Non-electrical Machinery and Equipment on the basis of KSIC. In case of items, it composes MTI 1&3 digit of Korea International Trade Association (KITA), on the basis of HSK & classification of Korea Machinery industries. According to Granger causality test, yield of Cooperate Bond and export amount of Machinery have a meaning at statistical Confidence level of 10%. In case of index of the unit cost of export and export amount of Machinery, they have an interactive Granger cause. In yen dollar exchange rate and export amount of Machinery, former variable gives an unilateral Granger cause to latter that.

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Design of Management Structure Measuring Integrated Monitoring System Based on Linked Open Data

  • Min, Byung-Won;Okazaki, Yasuhisa;Oh, Yong-Sun
    • Proceedings of the Korea Contents Association Conference
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    • 2016.05a
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    • pp.255-256
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    • 2016
  • In this paper, we analyze the operations and/or status of our structure which builds the management structure measuring integrated monitoring system based on linked open data in a short term or long term bases. We have applied a novel analyzing method of linked open data to expect what movements can be occurred in the structure, and we improve the monitoring system using an integrated design to solve the drawbacks of conventional types of monitoring. And collecting data through cloud and their reliability can be proved by evaluation of soundness of data amount and their confidence.

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A Bayesian approach for vibration-based long-term bridge monitoring to consider environmental and operational changes

  • Kim, Chul-Woo;Morita, Tomoaki;Oshima, Yoshinobu;Sugiura, Kunitomo
    • Smart Structures and Systems
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    • v.15 no.2
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    • pp.395-408
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    • 2015
  • This study aims to propose a Bayesian approach to consider changes in temperature and vehicle weight as environmental and operational factors for vibration-based long-term bridge health monitoring. The Bayesian approach consists of three steps: step 1 is to identify damage-sensitive features from coefficients of the auto-regressive model utilizing bridge accelerations; step 2 is to perform a regression analysis of the damage-sensitive features to consider environmental and operational changes by means of the Bayesian regression; and step 3 is to make a decision on the bridge health condition based on residuals, differences between the observed and predicted damage-sensitive features, utilizing 95% confidence interval and the Bayesian hypothesis testing. Feasibility of the proposed approach is examined utilizing monitoring data on an in-service bridge recorded over a one-year period. Observations through the study demonstrated that the Bayesian regression considering environmental and operational changes led to more accurate results than that without considering environmental and operational changes. The Bayesian hypothesis testing utilizing data from the healthy bridge, the damage probability of the bridge was judged as no damage.

Development of Outcome Indicators of Urinary Incontinence for Quality Evaluation in Long Term Care Hospitals (요양병원의 서비스 질 평가를 위한 요실금 결과 지표 개발)

  • Yoon, Ju-Young;Lee, Ji-Yun
    • Journal of Korean Academy of Nursing
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    • v.40 no.1
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    • pp.110-118
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    • 2010
  • Purpose: To develop outcome indicators of urinary incontinence to measure quality of care in long term care hospitals in Korea. Methods: The draft indicators of urinary incontinence were developed from a literature review and clinical expert panel. A survey of medical records of 280 patients in 20 hospitals was conducted to test inter-rater reliability. Statistical analysis was done to test risk adjustment criteria, variation between hospitals, and stability of indicators, using assessment data from 77,918 patients in 623 hospitals. Results: The inter-rater reliability of items was high (Kappa range: 0.66- 0.92). Severe cognitive impairment (odds ratio [OR]: 3.15, confidence interval [CI]: 3.03-3.26) and total mobility activities of daily living (ADLs) dependency (OR: 4.85, CI: 4.72-4.98) increased the prevalence of urinary incontinence, thus they proved to be significant criteria to stratify high and low risk groups. The prevalence for low risk showed more substantial variation than the high risk group. The indicators were stable over one month. Conclusion: This study demonstrated the feasibility of outcome indicators of urinary incontinence. Improving the reliability of the patient assessment tool and refining the indicators through validation study is a must for future study.

Statistical Analysis on the Temperature Dependence and Long-Term Change of Relative Humidity Sensors (상대습도계의 온도 의존성과 경년변화의 통계적 분석)

  • Kim, Jong Chul;Choi, Byung Il;Woo, Sangbong;Yang, Inseok
    • Journal of Sensor Science and Technology
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    • v.21 no.6
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    • pp.420-424
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    • 2012
  • We have investigated temperature dependence and long-term change of humidity measurement from 32 relative humidity sensors. The readings of the humidity sensors depended not only the reference humidity, but also temperature of the chamber. Approximately, the temperature dependence of the humidity sensor in average was 0.05 %R.H./$^{\circ}C$ in the temperature range from $5^{\circ}C$ to $55^{\circ}C$. For humidity sensors that have an internal temperature compensation circuit, the resulting temperature dependence was weaker by 20%. It should be also noted that for the humidity sensors used in this work underwent ${\pm}3$ %R.H. change per year for level of confidence of 95%. The users of relative humidity sensors may refer this value as a minimum change when they set the calibration interval of the humidity sensors.

Development of Competency and Behavioral Indicator of an Administrator in Long-term Care Facility (노인요양시설 관리자의 역량 및 행동지표 개발)

  • Kim, Ji-Soo
    • Journal of Korean Academy of Nursing Administration
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    • v.14 no.4
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    • pp.477-487
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    • 2008
  • Purpose: The purpose of this study is to develop the competencies of the administrator and the behavioral indicators, and with those as the foundation it is to measure the importance and the performance. Method: On the basis of literature review, the researcher made a preliminary competency and the behavioral indicator for the administrator. Developed competency and behavioral indicator went through the content validity using CVI. Finally, 20 different competencies and 87 behavioral indicators of the administrators in long-term care facility helped measuring the importance of the present administrator's competency and the performance. Results: The competencies are Achievement Orientation, Initiative, Information Seeking, Interpersonal Understanding, Customer Service Orientation, Marketing, Influence, Organizational Awareness, Relationship Building, Staff Development, Assertiveness, Teamwork and Cooperation, Leadership, Analytical Thinking, Conceptual Thinking, Managerial Expertise, Self Control, Self Confidence, Flexibility and Organizational Commitment. For the contents, 87 behavioral indicators are included. The importance and the performance were confirmed by Importance Performance Analysis. The importance of each behavioral indicator in each field and the performance were confirmed with the mean and the standard deviation. Conclusion: The competencies and behavioral indicators of an administrator which were developed by this study are considered that they can be used as the effective guides in the practical field and can also be used as basic materials for developing educational program.

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