• Title/Summary/Keyword: Monte Carlo 모의실험

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Estimation of Income Distribution for Domestic Grape-producing Farms Based on the Subjective Simulation Process (주관적 모의실험을 기반으로 한 국내 포도농가의 소득 분포 추정)

  • Koo, Seung-Mo
    • Korean Journal of Agricultural Science
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    • v.37 no.2
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    • pp.315-321
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    • 2010
  • Decision-makings or the related policies regarding domestic grape production heavily depends upon the known market price data and official statistics periodically announced by government, at national level. However, usual adaption of the 'simple means' from these data may bring seriously biased decision-makings when the original data are biased, especially when the data are not convinced to be normal distributions to decision makers. In this regards, this study employs Monte Carlo simulation technique to overcome the limitations, based on the decision makers' subjective assumptions on the known data, and, tries to come up with flexible range of business information regarding grape-producing farm income. The approach used in this study also provides possibility that it may be useful when adapting subjective assumptions from various statistical distributions.

Erratum to "Exposure and Risk Assessment of Nitrogen Dioxide and Ozone for Sub-population Groups using Monte-Carlo Simulations" (정오 "Monte-Carlo 모의실험을 통한 부분 인구집단별 이산화질소와 오존의 노출 및 위해성 평가")

L-Estimation for the Parameter of the AR(l) Model (AR(1) 모형의 모수에 대한 L-추정법)

  • Han Sang Moon;Jung Byoung Cheal
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.43-56
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    • 2005
  • In this study, a robust estimation method for the first-order autocorrelation coefficient in the time series model following AR(l) process with additive outlier(AO) is investigated. We propose the L-type trimmed least squares estimation method using the preliminary estimator (PE) suggested by Rupport and Carroll (1980) in multiple regression model. In addition, using Mallows' weight function in order to down-weight the outlier of X-axis, the bounded-influence PE (BIPE) estimator is obtained and the mean squared error (MSE) performance of various estimators for autocorrelation coefficient are compared using Monte Carlo experiments. From the results of Monte-Carlo study, the efficiency of BIPE(LAD) estimator using the generalized-LAD to preliminary estimator performs well relative to other estimators.

An Analysis of Exposure Dose on Hands of Radiation Workers using a Monte Carlo Simulation in Nuclear Medicine (몬테카를로 모의 모사를 이용한 핵의학과 방사선작업종사자의 손에 대한 피폭선량 분석)

  • Jang, Dong-Gun;Kang, Sesik;Kim, Junghoon;Kim, Changsoo
    • Journal of radiological science and technology
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    • v.38 no.4
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    • pp.477-482
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    • 2015
  • Workers in nuclear medicine have performed various tasks such as production, distribution, preparation and injection of radioisotope. This process could cause high radiation exposure to wokers' hand. The purpose of this study was to investigate shielding effect for r-rays of 140 and 511 keV by using Monte-carlo simulation. As a result, it was effective, regardless of lead thickness for radiation shielding in 140 keV r-ray. However, it was effective in shielding material with thickness of more than only 1.1 mm in 511keV r-ray. And also it doesn't effective in less than 1.1 mm due to secondary scatter ray and exposure dose was rather increased. Consequently, energy of radionuclide and thickness of shielding materials should be considered to reduce radiation exposure.

A Study on the Shielding Element Using Monte Carlo Simulation (몬테카를로 시뮬레이션을 이용한 차폐체 원소 평가)

  • Kim, Ki-Jeong;Shim, Jae-Goo
    • Journal of radiological science and technology
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    • v.40 no.2
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    • pp.269-274
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    • 2017
  • In this research, we simulated the elementary star shielding ability using Monte Carlo simulation to apply medical radiation shielding sheet which can replace existing lead. In the selection of elements, mainly elements and metal elements having a large atomic number, which are known to have high shielding performance, recently, various composite materials have improved shielding performance, so that weight reduction, processability, In consideration of activity etc., 21 elements were selected. The simulation tools were utilized Monte Carlo method. As a result of simulating the shielding performance by each element, it was estimated that the shielding ratio is the highest at 98.82% and 98.44% for tungsten and gold.

Analysis of the 2015 reform plan of government employees pension system (GEPS) through monte carlo simulations (모의실험을 통한 2015년 공무원 연금제도 개정안의 효과분석)

  • Lee, Jieun;Song, Seongjoo
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.1
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    • pp.19-32
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    • 2016
  • Due to the increasing fiscal burden and structural unbalanced premium/benefit costs, the new reform on the government employees pension system (GEPS) was considered even after the recent reform in 2009. This article examines the various effects of recent amendment in 2015 on GEPS using a simple probabilistic model. We consider effects on both sides, the pensioners and the government. First of all, the expected net value of pension payment for an individual employee was calculated based on the supposed survival distribution. The fairness of individual pension holders was compared using the benefit-cost ratio. Secondly, from pension system users' point of view, the default probability and the government subsidy were examined by Monte-carlo simulation. From the simulation experiment, we could see that the 2015 reform plan indeed reduces the default probability and the size of the fiscal burden of government by increasing the premium and decreasing the benefit. However, the size of the effect is not very standout at this moment because the number of new employees who are fully subject to the reform will be much smaller than the number of previous employees for a while. Thus, the effect of the reform is expected to appear in a slow manner.

Trend Comparison of Repeated Measures Data between Two Groups (반복측정 자료에서 개체기울기를 이용한 집단간의 차이 검정법)

  • Hwang, Kum-Na;Kim, Dong-Jae
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.565-578
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    • 2006
  • Repeated measurement data between two group is often used in the field of medicine study. In this paper, we suggest a method for comparison of the trend between two groups based on repeated measurement data. First, we estimate regression coefficient of linear regression model from each subject and generate samples using the regression coefficient estimated previous. And then, we test the difference between two groups by unpaired t-test, Wilcoxon rank sum test and placement test using generated samples. Monte Carlo Simulation is adapted to examine the power and experimental significance levels of several methods in various combinations.

Recursive Probabilistic Approach to Collision Risk Assessment for Pedestrians' Safety (재귀적 확률 갱신 방법을 이용한 보행자 충돌 위험 판단 방법)

  • Park, Seong-Keun;Kim, Beom-Seong;Kim, Eun-Tai;Lee, Hee-Jin;Kang, Hyung-Jin
    • Journal of the Korean Institute of Intelligent Systems
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    • v.21 no.4
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    • pp.475-480
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    • 2011
  • In this paper, we propose a collision risk assesment system. First, using Kalman Filter, we estimate the information of pedestrian, and second, we compute the collision probability using Monte Carlo Simulations(MCS) and neural network(NN). And we update the collision risk using time history which is called belief. Belief update consider not only output of Kalman Filter of only current time step but also output of Kalman Filter up to the first time step to current time step. The computer simulations will be shown the validity of our proposed method.

Linear Trend Comparison of Repeated Measures Data among Treatments with a Control (반복측정 자료에서 개제기올기를 이용한 대존군과 처리군들의 선형추세 검정법)

  • Kwon, Jae-Hoon;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.945-957
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    • 2009
  • Repeated measurement data among several treatments with a control is often used in the field of medicine study. In this paper, we suggest a method for comparison of the linear trend of responds followed time among several treatments with a control based on repeated measurement data. First, we estimate slope from each subject and generate samples using the slope estimated previous. And then, we test the difference among treatment with a control by ANOVA F test, Jonckheere-Terpstra test, updated control group procedure using generated samples. Monte Carlo Simulation is adapted to compare the power and experimental significance levels in various configuration.