• Title/Summary/Keyword: Interval estimation

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Lifetime Estimation for Mixed Replacement Grouped Data in Competing Failures Model

  • Lee, Tai-Sup;Yun, Sang-Un
    • International Journal of Reliability and Applications
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    • v.2 no.3
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    • pp.189-197
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    • 2001
  • The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure is examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. The maximum likelihood estimator is found in an implicit form. The Cramor-Rao lower bound, which is the asymptotic variance of the estimator, is derived. The estimation of mean lifetimes for competing failures model has been expanded.

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Multiprocess Discount Survival Models With Survival Times

  • Shim, Joo-Yong
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.277-288
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    • 1997
  • For the analysis of survival data including covariates whose effects vary in time, the multiprocess discount survival model is proposed. The parameter vector modeling the time-varying effects of covariates is to vary between time intervals and its evolution between time intervals depends on the perturbation of the next time interval. The recursive estimation of the parameter vector can be obtained at the end of each time interval. The retrospective estimation of the survival function and the forecasting of the survival function of individuals of the specific covariates also can be obtained based on the information gathered until the end of the time interval.

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Classical and Bayesian studies for a new lifetime model in presence of type-II censoring

  • Goyal, Teena;Rai, Piyush K;Maury, Sandeep K
    • Communications for Statistical Applications and Methods
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    • v.26 no.4
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    • pp.385-410
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    • 2019
  • This paper proposes a new class of distribution using the concept of exponentiated of distribution function that provides a more flexible model to the baseline model. It also proposes a new lifetime distribution with different types of hazard rates such as decreasing, increasing and bathtub. After studying some basic statistical properties and parameter estimation procedure in case of complete sample observation, we have studied point and interval estimation procedures in presence of type-II censored samples under a classical as well as Bayesian paradigm. In the Bayesian paradigm, we considered a Gibbs sampler under Metropolis-Hasting for estimation under two different loss functions. After simulation studies, three different real datasets having various nature are considered for showing the suitability of the proposed model.

Enhancement and Application of SWAT Auto-Calibration using Korean Ministry of Environment 8-Day Interval Flow/Water Quality data (환경부 8일 유량.수질 자료를 이용한 SWAT 자동보정 모듈 개선 및 적용 평가)

  • Kang, Hyunwoo;Ryu, Jichul;Kang, Hyungsik;Choi, Jaewan;Moon, Jongpil;Choi, Joongdae;Lim, Kyoung Jae
    • Journal of Korean Society on Water Environment
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    • v.28 no.2
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    • pp.247-254
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    • 2012
  • Soil and Water Assessment Tool (SWAT) model has been widely used in estimation of flow and water quality at various watersheds worldwide, and it has an auto-calibration tool that could calibrate the flow and water quality data automatically from thousands of simulations. However, only continuous measured day flow/water quality data could be used in the current SWAT auto-calibration tool. Therefore, 8-day interval flow and water quality data measured nationwide by Korean Ministry of Environment (MOE) could not be used in SWAT auto-calibration even though long-term flow and water quality data in the Korean Total Maximum Daily Load (TMDL) watersheds available. In this study, current SWAT auto-calibration was modified to calibrate flow and water quality using 8-day interval flow and water quality data. As a result of this study, the Nash and Sutcliffe Efficiency (NSE) values for flow estimation using auto-calibration are 0.77 (calibration period) and 0.68 (validation period), and NSE value for water quality (T-P load) estimation (using the 8-day interval water quality data) is 0.80. The enhanced SWAT auto-calibration could be used in the estimation of continuous flow and water quality data at the outlet of TMDL watersheds and ungaged point of watersheds. In the next study, the enhanced SWAT auto-calibration will be integrated with Web based Load Duration Curve (LDC) system, and it could be suggested as methods of appraisal of TMDL in South Korea.

Estimation of confidence interval in exponential distribution for the greenhouse gas inventory uncertainty by the simulation study (모의실험에 의한 온실가스 인벤토리 불확도 산정을 위한 지수분포 신뢰구간 추정방법)

  • Lee, Yung-Seop;Kim, Hee-Kyung;Son, Duck Kyu;Lee, Jong-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.825-833
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    • 2013
  • An estimation of confidence intervals is essential to calculate uncertainty for greenhouse gases inventory. It is generally assumed that the population has a normal distribution for the confidence interval of parameters. However, in case data distribution is asymmetric, like nonnormal distribution or positively skewness distribution, the traditional estimation method of confidence intervals is not adequate. This study compares two estimation methods of confidence interval; parametric and non-parametric method for exponential distribution as an asymmetric distribution. In simulation study, coverage probability, confidence interval length, and relative bias for the evaluation of the computed confidence intervals. As a result, the chi-square method and the standardized t-bootstrap method are better methods in parametric methods and non-parametric methods respectively.

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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Development of a Method to Analyze Voltage Sag Monitoring Data (순간전압강하 모니터링 데이터 분석 방법)

  • Park, Chang-Hyun
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.27 no.4
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    • pp.16-22
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    • 2013
  • This paper presents a method to analyze the voltage sag data obtained from monitoring systems. In order to establish effective countermeasures against voltage sag problems, an assessment of the system performance with respect to voltage sags is needed. Generally, the average annual sag frequency can be estimated by using the recorded voltage sag events for several years. However, the simple average value can not give the information about the errors of estimation. Such an average estimation is not useful for establishing effective solutions for voltage sag problems. Therefore, this paper proposes an effective method based on the Interval Estimation method. The estimation of voltage sag frequency is performed by using the average frequency and Poisson probability model. The proposed method can give the expected annual sag frequency and upper one-sided bound frequency.

A Novel Channel Estimation Scheme for OFDM/OQAM-IOTA System

  • Kang, Seung-Won;Chang, Kyung-Hi
    • ETRI Journal
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    • v.29 no.4
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    • pp.430-436
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    • 2007
  • An OFDM/offset QAM (OQAM)-IOTA system uses the isotropic orthogonal transform algorithm (IOTA) function, which has good localization properties in the time and frequency domains. This is employed instead of the guard interval used in a conventional OFDM/QAM system in order to be robust for multi-path channels. However, the conventional channel estimation scheme is not valid for an OFDM/OQAM-IOTA system due to the intrinsic inter-symbol interference of the IOTA function. In this paper, a condition is derived to reduce the intrinsic interference of the IOTA function. This condition is obtained with the proposed pilot structure used for perfect channel estimation. We also derive the preamble structure appropriate for practical channel estimation of the OFDM/OQAM-IOTA system. Simulation results show that the OFDM/OQAM-IOTA system with the proposed preamble structure performs better than the conventional OFDM system, and it has the additional advantage of an increased data transmission rate which corresponds to the guard interval retrieval.

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H infinity control design for Eight-Rotor MAV attitude system based on identification by interval type II fuzzy neural network

  • CHEN, Xiangjian;SHU, Kun;LI, Di
    • International Journal of Aeronautical and Space Sciences
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    • v.17 no.2
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    • pp.195-203
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    • 2016
  • In order to overcome the influence of system stability and accuracy caused by uncertainty, estimation errors and external disturbances in Eight-Rotor MAV, L2 gain control method was proposed based on interval type II fuzzy neural network identification here. In this control strategy, interval type II fuzzy neural network is used to estimate the uncertainty and non-linearity factor of the dynamic system, the adaptive variable structure controller is applied to compensate the estimation errors of interval type II fuzzy neural network, and at last, L2 gain control method is employed to suppress the effect produced by external disturbance on system, which is expected to possess robustness for the uncertainty and non-linearity. Finally, the validity of the L2 gain control method based on interval type II fuzzy neural network identifier applied to the Eight-Rotor MAV attitude system has been verified by three prototy experiments.

A Comparative Study on Misconception about Statistical Estimation that Future Math Teachers and High School Students have (통계적 추정에 관한 예비 수학교사들과 고등학생들의 오개념 비교 분석)

  • Han, Ga-Hee;Jeon, Youngju
    • Journal of the Korean School Mathematics Society
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    • v.21 no.3
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    • pp.247-266
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    • 2018
  • In this paper, three main concepts are chosen for this statistical estimation study, based on previous studies: confidence interval and reliability, sampling distribution of mean and population mean estimation, and relationships between elements of confidence interval. The main objectives of this study are as follows: 1. How are the attitudes that future math teachers and high school students have to ward the statistical estimation? 2. Is there some difference in the awareness of misconceptions about the statistical estimation that future math teachers and high school students have? A study result shows that both groups have difficulties in understanding statistical concepts and their meaning used in Unit Statistical Estimation. They tend to wrongly think that the meaning of reliability is the same as that of probability. They also have difficulties in understanding sample variance in the sampling distribution of mean, which makes it impossible to connect with population mean estimation. It is shown that relationships between elements consisting of confidence interval are not consistent.