• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.28 no.3
• /
• pp.26-35
• /
• 2005

This paper is intended to compare the hazard rate estimations from Bayesian approach and maximum likelihood estimate(MLE) method. Hazard rate frequently involves unknown parameters and it is common that those parameters are estimated from observed data by using MLE method. Such estimated parameters are appropriate as long as there are sufficient data. Due to various reasons, however, we frequently cannot obtain sufficient data so that the result of MLE method may be unreliable. In order to resolve such a problem we need to rely on the judgement about the unknown parameters. We do this by adopting the Bayesian approach. The first one is to use a predictive distribution and the second one is a method called Bayesian estimate. In addition, in the Bayesian approach, the prior distribution has a critical effect on the result of analysis, so we introduce the method using computerized-simulation to elicit an effective prior distribution. For the simplicity, we use exponential and gamma distributions as a likelihood distribution and its natural conjugate prior distribution, respectively. Finally, numerical examples are given to illustrate the potential benefits of the Bayesian approach.

• Tunnel and Underground Space
• /
• v.22 no.2
• /
• pp.86-92
• /
• 2012

Point estimate method has a less accuracy than Monte Carlo simulation that is usually considered as an exact probabilistic method, but this method still remains popular in probability-based reliability assessment in geotechnical and rock engineering, because it significantly reduce the number of sampling points and produces the statistical moments of a performance function in a reasonable accuracy. In the present study, we investigated the accuracy and applicability of point estimate methods proposed by Rosenblueth and Zhou & Nowak by comparing the results of these two methods with those of Monte Carlo simulations. The comparison was carried out for the problem of a lined circular tunnel in an elastic medium where an closed-form analytical solution is given. The comparison results showed that despite the non-linearity of the analytical solution, the statistical moments calculated by the point estimate methods and the Monte Carlo simulations agreed well with an average error of roughly 1-2%. This average error demonstrates the applicability of the two point estimate methods for the probabilistic reliability assessment of underground structures in combination with numerical analysis.

• Journal of the Korean Institute of Navigation
• /
• v.14 no.3
• /
• pp.15-33
• /
• 1990

In recent years, propellers with various blade configurations such as highly skewed propellers are often fitted to ships from the viewpoint of reduction of vibration and noise. In the design of such propellers, design charts based on methodical series tests are to be complemented by theoretical calculations for accurate estimation of propeller open-water characteristics. The author intended to develop a method to estimate propeller open-water characteristics based on Quasi -Vortex - Lattice Method originally developed by Lan for solving planar thin wings, The Quasi - Vortex - Lattice Method has the simplicity and flexibility of Vortex - Lattice Method. Its accuracy is comparable to that of the Vortex - Lattice Method. Converged solution can be obtained with a small number of control points and further, leading edge suction force can be calculated directly. In the present paper, a numerical method to estimate propeller open-water characteristics based on the Quasi - Vortex - Lattice Method is reviewed and its application to marine propellers is described in detail. Comparison of propeller open-water characteristics obtained by the present method with experimental data showed good agreement for a wide variety of propellers including highly skewed propellers.

• Journal of Industrial Technology
• /
• v.22 no.B
• /
• pp.231-240
• /
• 2002

The rational method of estimating peak flow is used largely for the simplicity. But the accuracy of rational method is not easy to estimate, because the rational method is analyzed by the deterministic point or view and the runoff coefficients of the rational method are proposed from other countries. In this study the rational method is analyzed by the probabilistic way to be a more reliable method. The runoff coefficient is regarded to parameter that changes the probabilistic rainfall to the peak flow. The runoff coeffient for each return period is analyzed to be a reliable index which is used to estimate the peak flow of ungauged natural catchments.

• ETRI Journal
• /
• v.38 no.1
• /
• pp.141-148
• /
• 2016

This paper proposes a method to estimate directly the incoherent scattered intensity and radar cross section (RCS) from the effective permittivity of a random media. The proposed method is derived from the original concept of incoherent scattering. The incoherent scattered field is expressed as a simple formula. Therefore, to reduce computation time, the proposed method can estimate the incoherent scattered intensity and RCS of a random media. To verify the potential of the proposed method for the desired applications, we conducted a Monte-Carlo analysis using the method of moments; we characterized the accuracy of the proposed method using the normalized mean square error (NMSE). In addition, several medium parameters, such as the density of scatterers and analysis volume, were studied to understand their effect on the scattering characteristics of a random media. The results of the Monte-Carlo analysis show good agreement with those of the proposed method, and the NMSE values of the proposed method and Monte-Carlo analysis are relatively small at less than 0.05.

• Journal of information and communication convergence engineering
• /
• v.3 no.3
• /
• pp.119-121
• /
• 2005

This paper aims to estimate the delay time of multiple signals in a multi-path environment. It also seeks to carry out a comparative analysis with the existing delay time under the proposed algorithm to develop a new algorithm that applies the space average method in a MUSIC algorithm. Unlike the existing delay time estimation algorithm, the developed algorithm was able to estimate the delay time in 5ns low. Therefore, the algorithm proposed in this paper improved the existing delay time estimated algorithm.

• Journal of the Korean Data and Information Science Society
• /
• v.20 no.3
• /
• pp.587-592
• /
• 2009

The most frequent use of the chi-square distribution is in the area of goodness-of-t of a distribution. The likelihood ratio test is a commonly used test statistic as the maximum likelihood estimate in statistical inferences. The recently revised versions of the likelihood ratio test statistics are used in estimating the parameter in the chi-square distribution. The estimates are compared with the commonly used method of moments and the maximum likelihood estimate.

• The Korean Journal of Applied Statistics
• /
• v.26 no.5
• /
• pp.767-783
• /
• 2013

Generalized Method of Moment(GMM) is a popular estimation method to estimate model parameters in empirical financial studies. GMM is frequently applied to estimate diffusion models that are basic techniques of modern financial engineering. However, recent research showed that GMM had poor properties to estimate the parameters that pertain to the diffusion coefficient in diffusion models. This research corrects the weakness of GMM and suggests alternatives to improve the statistical properties of GMM estimators. In this study, a simulation method is adopted to compare estimation methods. Out of compared alternatives, NGMM-Y, a version of improved GMM that adopts the NLL idea of Shoji and Ozaki (1998), showed the best properties. Especially NGMM-Y estimator is superior to other versions of GMM estimators for the estimation of diffusion coefficient parameters.

• Proceedings of the KIEE Conference
• /
• 2011.07a
• /
• pp.1768-1769
• /
• 2011

The nonlinear estimation and the pseudo-linear estimation are used to treat the target localization in sensor network which provides range difference of arrival (RDOA) measurements. It is known that the nonlinear estimation has sensitive problem for the initial estimate and the pseudo-linear estimation has a large estimation error. The QCLS method is the typical estimator of the methods for pseudo-linear estimation. However the estimate by using the QCLS method includes the estimation error because the first stage of two estimation processes of the QCLS method causes the biased estimation error. Therefore we propose a instrumental variables(IV) method for minimizing the estimation error of the first stage. The simulation shows that the performance of the proposed method is superior to the QCLS method.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.21 no.2
• /
• pp.340-346
• /
• 1996

In this paper, we propose a ne weighted backward covariance matrix method to enhance the resolution for direction-of-arrival(DOA) estimation. The proposed method (MEVM:modified eigenvector method) is an enhanced covariance matrix method which is an extended form of the conventional covariance matrix. We analyze the effect of using the weighted forward-baskward covariance matrix on the performance of the eigenvector method(EVM). By comparing the perturbation angle of the noise-subspace, we show that the spectral estimate obtained using the proposed method is less distorted than the spectral estimate obtained using the conventional EVM. The simulation results show that the new method is more accurate and has better resolution than the conventional EVM under the same noise conditions.