• Journal of the Korean Statistical Society
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• 제28권3호
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• pp.297-309
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• 1999

A sequential procedure of fixed-width confidence intervals for quantiles satisfying a condition of coverage probability is provided based on recursive density estimators. It is shown that the proposed sequential procedure is asymptotically efficient. In addition, the asymptotic normality for the proposed stopping time is derived.

• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.479-488
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• 2007

A sequential procedure is proposed in order to construct one-sided confidence intervals for a normal mean with guaranteed coverage probability and ${\beta}-protection$ when the normal mean and variance are identical. First-order asymptotic properties on the sequential sample size are found. The derived results hold with uniformity in the total parameter space or its subsets.

• Korean Journal of Mathematics
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• 제21권4호
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• pp.429-437
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• 2013

Let $X_1$, $X_2$, ${\cdots}$, $X_n$ be independent and identically distributed random variables having common exponential density with unknown mean ${\mu}$. In the sequential confidence interval estimation for the exponential hazard rate ${\theta}=1/{\mu}$, when the loss function is strictly convex, the following stopping rule is proposed with the half length d of prescribed confidence interval $I_n$ for the parameter ${\theta}$; ${\tau}$ = smallest integer n such that $n{\geq}z^2_{{\alpha}/2}\hat{\theta}^2/d^2+2$, where $\hat{\theta}=(n-1)\bar{X}{_n}^{-1}/n$ is the minimum risk estimator for ${\theta}$ and $z_{{\alpha}/2}$ is defined by $P({\mid}Z{\mid}{\leq}{\alpha}/2)=1-{\alpha}({\alpha}{\in}(0,1))$ Z ~ N(0, 1). For the confidence intervals $I_n$ which is required to satisfy $P({\theta}{\in}I_n){\geq}1-{\alpha}$. These estimated intervals $I_{\tau}$ have the asymptotic consistency of the sequential procedure; $$\lim_{d{\rightarrow}0}P({\theta}{\in}I_{\tau})=1-{\alpha}$$, where ${\alpha}{\in}(0,1)$ is given.

• 정보처리학회논문지A
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• 제9A권4호
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• pp.519-524
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• 2002

본 논문에서는 분산 시뮬레이션 기법 중에 하나인 MRIP(Multiple Replications In Parallel) 시나리오에서 각종 순차적인 시뮬레이션 분석 방법들의 성능을 측정할 수 있는 포함범위(Coverage)에 대한 신뢰구간(confidence intervals) 및 속도향상(Speedup)에 대해 살펴보았다. F-분포를 기반으로 한 신뢰구간에 대한 추정기(estimator)를 단일 프로세서와 다중 프로세서 상에서 참조모델(reference model)로 $M/M/1/{\infty},\;M/D/I/{\infty}과\;M/H_{2}/1/{\infty}$큐잉 시스템을 활용하여 정상상태(steady-state)에서의 평균치를 추정하는 시뮬레이션에 적용하였다. 순차적인 포함범위 분석을 위해서는 수많은 시뮬레이션 실행(Run)들이 요구되는데, MRIP 분산 시뮬레이션 시나리오에서 다중 프로세서를 이용하여 시뮬레이션을 수행하여 최종 시뮬레이션 결과를 얻는데 걸리는 신간을 감소시켰다. 또한, LNA으로 연결된 분산 컴퓨팅 시스템에 시뮬레이션을 동시에 수행시킴으로써 쉽게 필요한 수의 시뮬레이션 실행결과(Run)를 수집할 수 있다. 이는 샘플의 수가 증가됨으로써 좀더 신뢰도가 높은 최종 신뢰구간을 시뮬레이션 수행자가 얻을 수 있게 해준다.

• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.113-121
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• 1990

Let ${X_n : n=1,2,\cdots}$ be iid random variables with distribution $P_{\theta}, \theta \in H$ where $H$ is some abstract parameter space. We consider a sequential confidence interval I for the mean $\mu = \mu(\theta)$ of $P_{\theta}$ satisfying $P_{\theta}(\mu \in I) \geq 1-\alpha$ and $P_{\theta}(\mu-\delta(\mu) \in I) \leq \beta$ for all $\theta \in H$ for any given an imprecision real valued function $\delta(\mu) > 0$ and error probabilities $0 < \alpha, \beta < 1$. A one-sided sequential confidence interval is constructed under some restriction of the family {P_{\theta} : \theta \in H}$ and the imprecision function $\delta$. This is extended to the two-sided cases.

• Journal of the Korean Statistical Society
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• 제31권4호
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• pp.415-431
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• 2002

A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.

• 데이타베이스연구회지:데이타베이스연구
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• 제34권3호
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• pp.86-98
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• 2018

장소추천시스템은 시간과 장소가 주어졌을 때, 사용자에게 가장 흥미로운 장소를 추천해주는 시스템을 말한다. 스마트폰과 사물인터넷(IoT), 장소기반 소셜네트워크(LBSN)의 발달에 힘입어 사용자들의 방대한 양의 장소 방문 데이터를 축적하게 되었고, 이를 통해 특정한 시점에 사용자들이 원하는 장소를 적절히 추천해줄 수 있는 장소추천시스템의 중요성이 부각되었다. 장소추천시스템은 사용자의 방문(Check-in) 횟수라는 암시적 피드백(Implicit feedback) 데이터에서 사용자의 시퀀스 선호(Sequential preference)를 이끌어내어 높은 성능을 내기 위한 연구들이 제안되었다. 하지만 시퀀스 선호 정보를 활용하여 모델을 구성하는 경우, 데이터의 밀도가 더욱 희박해지고 이에 따라 적은 수의 데이터에 기반하여 구축되는 모델의 성능이 왜곡될 가능성이 존재한다. 본 연구에서는 신뢰도(Confidence)에 기반하여 방문 주기를 보정하는 방법론을 제안한다. 사용자의 시퀀스 선호 정보로부터 도출된 장소 간 방문 시간전이간격(temporal transition interval)을 활용하여 추천시스템을 구성할 때, 해당 방법론을 통하여 데이터의 왜곡을 보정함으로써 추천시스템의 성능을 향상하였다. 제안하는 방법의 효과를 검증하기 위하여, Foursquare와 Gowalla의 데이터셋을 이용한 비교실험을 통해 제안하는 방법론의 우수성을 보였다.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.257-266
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• 2003

Distribution-free estimation methods are proposed for slope, $\beta$ in the simple linear regression model. In this paper, we suggest the point estimators using the sequential slope based on sign test and Wilcoxon signed rank test. Also confidence intervals are presented for each estimation methods. Monte Carlo simulation study is carried out to compare the efficiency of these methods with least square method and Theil´s method. Some properties for the proposed methods are discussed.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2008년도 추계학술대회A
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• pp.1169-1175
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• 2008

The validation technique is classified with two methods whether to demand of additional experimental points. The method which requires additional experimental points such as RSME is actually impossible in engineering field. Therefore, the method which only use experimented points such as the cross validation technique is only available. But the cross validation not only requires considerable computational costs for generating metamodel each iterations, but also cannot measure quantitatively the fidelity of metamodel. In this research we propose a new validation technique for representative metamodels using an variance of metamodel and confidence interval information. The proposed validation technique computes confidence intervals using a variance information from the metamodel. This technique will have influence on choosing the accurate metamodel, constructing ensemble of each metamodels and advancing effectively sequential sampling technique.

• 한국시뮬레이션학회논문지
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• 제13권2호
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• pp.23-34
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• 2004

Regenerative simulation (RS) is a method of stochastic steady-state simulation in which output data are collected and analysed within regenerative cycles (RCs). Since data collected during consecutive RCs are independent and identically distributed, there is no problem with the initial transient period in simulated processes, which is a perennial issue of concern in all other types of steady-state simulation. In this paper, we address the issue of experimental analysis of the quality of sequential regenerative simulation in the sense of the coverage of the final confidence intervals of mean values. The ultimate purpose of this study is to determine the best version of RS to be implemented in Akaroa2 [1], a fully automated controller of distributed stochastic simulation in LAN environments.