• 제목/요약/키워드: L-estimation

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Some Properties of Sequential Point Estimation of the Mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • 제16권3호
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    • pp.657-663
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    • 2005
  • Under the minimum risk point estimation formulation of Robbins(1959), we consider the sequential point estimation problem for normal population $N({\theta},\;{\theta})$ with unknown parameter ${\theta}$. In the case of completely unknown ${\theta}$, Stein's(1945) two-stage procedure is known to enjoy the consistency property, but it is not even first-order efficient. In the case when ${\theta}>{\theta}_L\;where\;{\theta}_L(>0)$ is known, the revised two-stage procedure is shown to enjoy all the usual second-order properties.

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비대칭 오차모형하에서의 회귀기울기에 대한 적합된 L-추정법 (Adaptive L-estimation for regression slope under asymmetric error distributions)

  • 한상문
    • 응용통계연구
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    • 제6권1호
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    • pp.79-93
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    • 1993
  • 회귀모형에 있어서의 Ruppert와 Carroll의 절사 회귀 추정법을 확장하여 회귀 분위수에 의 한 두 개의 두분으로 관측치를 분할하여 각 부분마다 가중치를 달리 부여하는 방법으로 적 합된 L-추정법을 제안하였다. 이 제안된 L-추정법은 특히 비대칭인 오차분포하에서 좋은 효율을 가지고 있었다.

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여과지법에 의한 식염섭취량추정의 타당성에 관한 조사연구 (A Study on the Validity of Filter Paper Method in Estimation of the Amount of Daily Salt Intake)

  • 이충렬
    • Journal of Preventive Medicine and Public Health
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    • 제20권2호
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    • pp.341-351
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    • 1987
  • 1일 식염섭취량의 추정을 위해 일시뇨를 대상시료로 할 경우 채집시간대를 어느 시간대로 하는 것이 24시간뇨에서의 성적과 가장 유사한 치를 타나낼 수 있는지와 최근에 개발된 여과지법에 의한 식염섭취량 추정의 타당성 여부를 파악할 목적으로 건강인 남자 21명, 여자 12명을 대상으로 조사한 결과를 요약하면 다음과 같다. 1) 24시간뇨중 평균 전해질배설량은 남자는 Na 3.93 g/l, K 1.47 g/l, Cr 1.08 g/l였고 여자는 Na 3.83 g/l, K 1.86 g/l, Cr 0.99 g/l였다. 2) 1일 식염심취량 추정을 위해 일시뇨를 사용할 경우 오전뇨가 24시간뇨의 성적에 가장 근접한 치를 나타내었다. 3) 일시뇨를 사용한 여과지법으로 1일 식염섭취량 추정을 하여도 타당성이 있었다. 4) 1일 식염섭취량은 측정방법에 따라 남자 $16.04{\sim}16.22g$, 여자 $13.35{\sim}13.82g$으로서 남자가 여자보다 높았다.

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선행토양함수조건(AMC)을 고려한 L-THIA WWW 직접유출 모의 정확성 평가 (Evaluation of L-THIA WWW Dimet Runoff Estimation with AMC Adjustment)

  • 김종건;박윤식;전지홍;;안재훈;박영곤;김기성;최중대;임경재
    • 한국물환경학회지
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    • 제23권4호
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    • pp.474-481
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    • 2007
  • With population growth, industrialization, and urbanization within the watershed, the hydrologic response changed dramatically, resulting in increases in peak flow with lesser time to peak and total runoff with shortened time of concentration. Infiltration is directly affected by initial soil moisture condition, which is a key element to determine runoff. Influence of the initial soil moisture condition on hydrograph analysis should be evaluated to assess land use change impacts on runoff and non-point source pollution characteristics. The Long-Term Hydrologic Impact Assessment (L-THIA) model has been widely used for the estimation of the direct runoff worldwide. The L-THIA model was applied to the Little Eagle Creek (LEC) watershed and Its estimated direct runoff values were compared with the BFLOW filtered direct runoff values by other researchers. The $R^2$ value Was 0.68 and the Nash-Sutcliffe coefficient value was 0.64. Also, the L-THIA estimates were compared with those separated using optimized $BFI_{max}$ value for the Eckhardt filter. The $R^2$ value and the Nash-Sutcliffe coefficient value were 0.66 and 0.63, respectively. Although these higher statistics could indicate that the L-THIA model is good in estimating the direct runoff reasonably well, the Antecedent Moisture Condition (AMC) was not adjusted in that study, which might be responsible for mismatches in peak flow between the L-THIA estimated and the measured peak values. In this study, the L-THIA model was run with AMC adjustment for direct runoff estimation. The $R^2$ value was 0.80 and the Nash-Sutcliffe coefficient value was 0.78 for the comparison of L-THIA simulated direct runoff with the filtered direct runoff. However there was 42.44% differences in the L-THIA estimated direct runoff and filtered direct runoff. This can be explained in that about 80% of the simulation period is classified as 'AMC I' condition, which caused lower CN values and lower direct runoff estimation. Thus, the coefficients of the equation to adjust CN II to CN I and CN III depending on AMC condition were modified to minimize adjustments impacts on runoff estimation. The $R^2$ and the Nash-Sutcliffe coefficient values increase, 0.80 and 0.80 respectively. The difference in the estimated and filtered direct runoff decreased from 42.44% to 7.99%. The results obtained in this study indicate the AMC needs to be considered for accurate direct runoff estimation using the L-THIA model. Also, more researches are needed for realistic adjustment of the AMC in the L-THIA model.

매입형 영구자석 전동기의 초기 극위치 추정에 관한 연구 (A Study of Initial Pole Position Estimation for Interior Permanent Magnet Motor)

  • 박창수;이근호;남혁;이지영;홍정표
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 하계학술대회 논문집 B
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    • pp.955-957
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    • 2003
  • In this paper deal with Initial Pole Position Estimation for Interior Permanent Magnet Motor. Generally, Brushless motor is considered Initial Pole Position with absolute encoder or resolver, etc. In the motor, the flux from the magnets is large enough to saturate the stator iron, results in different inductance values along the pole position. Based upon the relationship between magnitude of inductance and the resultant magnetic filed, initial pole position is estimated at standstill without position sensors, especially, this paper provide the direction of the magnetization. Finally, analysis results are presented to confirm ability of initial pole position estimation.

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가속수명시험을 이용한 원샷 시스템의 신뢰도 추정방법 비교 (Comparison of Reliability Estimation Methods for One-shot Systems Using Accelerated Life Tests)

  • 손영갑;장현정
    • 대한산업공학회지
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    • 제36권4호
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    • pp.212-218
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    • 2010
  • This paper shows accuracy comparison results of reliability estimation methods for one-shot systems with respect to sample sizes. To compare accuracy in reliability estimation methods, quantal-response data, characterizing one-shot systems, were simulated using failure times of LED obtained through the accelerated life test, and then the true reliability over time was evaluated using the failure times. The simulated quantal-response data were used to estimate the true reliability through applying reliability estimation methods in open literature. Accuracy of each reliability estimation method was compared in terms of both SSE (Sum of Squared Error) and MSE (Mean Squared Error), and then estimation trend for each method is found. Feasible bounds which true reliability would exist within were estimated through applying the found trends to quantal-response data set of a real weapon system.

2-모수 파레토분포의 객관적 베이지안 추정 (Objective Bayesian Estimation of Two-Parameter Pareto Distribution)

  • 손영숙
    • 응용통계연구
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    • 제26권5호
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    • pp.713-723
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    • 2013
  • 본 연구에서는 2-모수 파레토분포에 대해 무정보사전분포인 준거사전분포의 가정 하에서 객관적 베이지안 모수추정 절차를 제안하였다. 베이지안 추정은 깁스샘플링에 의해서 수행된다. 깁스샘플러에서 모수생성하는 방법은 형태모수는 감마분포로부터 생성하고 척도모수는 적응기각표집 알고리즘에 의해 생성한다. 제안된 베이지안 모수추정 절차는 모의실험과 자료분석에서 기존의 추정방법들인 L-적률추정법, 최우추정법, 공액사전분포 하의 주관적 베이지안 모수추정법과 비교된다.

GEV 분포를 이용한 대구·경북 지역 일산화탄소 농도 추정 (The estimation of CO concentration in Daegu-Gyeongbuk area using GEV distribution)

  • 류수락;엄은진;권태용;윤상후
    • Journal of the Korean Data and Information Science Society
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    • 제27권4호
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    • pp.1001-1012
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    • 2016
  • 대기오염물질이 인간의 건강에 악영향을 미치는 사실은 잘 알려져 있다. 유엔 환경 계획 (united nations environment program; UNEP) 보고서에 따르면, 미세먼지와 일산화탄소 오염물질로 연간 전 세계에서 430만 명이 목숨을 잃었다. 일산화탄소는 탄소와 산소로 구성된 화합물로 가정에서 생성되는 독성 가스 중 가장 위험한 가스이다. 연구를 위하여 2004년부터 2013년까지 10년간 대구 경북 지역의 대기오염관측소에서 관측된 1시간, 6시간, 12시간, 24시간 평균 일산화탄소 농도 자료를 사용하였다. 일반화 극단치 분포의 모수는 최우추정법과 L-적률추정법을 통해 추정하였고 적합도 검정을 수행하였다. 본 연구의 표본 수가 크지 않으므로 L-적률추정법이 최대우도법에 비해 모수추정에 적합하였다. 또한, 5년, 10년, 20년, 40년 재현수준을 추정하여 대구 경북 지역 일산화탄소 위험지역을 살펴보았다.

Improving $L_1$ Information Bound in the Presence of a Nuisance Parameter for Median-unbiased Estimators

  • Sung, Nae-Kyung
    • Journal of the Korean Statistical Society
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    • 제22권1호
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    • pp.1-12
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    • 1993
  • An approach to make the information bound sharper in median-unbiased estimation, based on an analogue of the Cramer-Rao inequality developed by Sung et al. (1990), is introduced for continuous densities with a nuisance parameter by considering information quantities contained both in the parametric function of interest and in the nuisance parameter in a linear fashion. This approach is comparable to that of improving the information bound in mean-unbiased estimation for the case of two unknown parameters. Computation of an optimal weight corresponding to the nuisance parameter is also considered.

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움직임 추정을 위한 새로운 블록 정합 알고리즘 (A New Block Matching Algorithm for Motion Estimation)

  • 정수목
    • 한국IT서비스학회지
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    • 제2권2호
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    • pp.111-119
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    • 2003
  • In this paper, an efficient block matching algorithm which is based on the Block Sum Pyramid Algorithm (BSPA) is presented. The cost of BSPA[1] was reduced in the proposed algorithm by using l2 norm and partial distortion elimination technique. Motion estimation accuracy of the proposed algorithm is equal to that of BSPA. The efficiency of the proposed algorithm was verified by experimental results.