• Communications for Statistical Applications and Methods
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• 제21권6호
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• pp.539-559
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• 2014

We derive the exact distribution of summation for random samples from uniform distribution and then compare the exact distribution with the approximated normal distribution obtained by the central limit theorem. To check the similarity between two distributions, we consider five existing normality tests based on the difference between the target normal distribution and empirical distribution: Anderson-Darling test, Kolmogorov-Smirnov test, Cramer-von Mises test, Shapiro-Wilk test and Shaprio-Francia test. For the purpose of comparison, those normality tests are applied to the simulated data. It can sometimes be difficult to derive an exact distribution. Thus, we try two different transformations to find out which transform is easier to get the exact distribution in terms of calculation complexity. We compare two transformations and comment on the advantages and disadvantages for each transformation.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.277-289
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• 2003

We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

• 응용통계연구
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• 제15권1호
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• pp.187-199
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• 2002

표본의 크기가 작아 검정 통계량의 근사분포의 정확성이 의심스러울 때, 정확검정이 종종 사용된다. 정확검정의 장점은 1종의 오류 확률이 항상 유의수준보다 작거나 같음을 보장해 준다는 것이다. 본 논문에서는 정확검 정을 만드는 여러방법, 계산 알고리듬, 그리고 상업용 소프트웨어를 살펴보겠다. 그리고 정확검정에서 얻어지는 exact p-value와 원래 우도(true likelihood)에서 얻어지는 true p-value와의 관계도 살펴보겠다.

• ETRI Journal
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• 제15권3_4호
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• pp.35-45
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• 1994

In this paper we develop an approximation formalism on the queue length distribution for general queueing models. Our formalism is based on two steps of approximation; the first step is to find a lower bound on the exact formula, and subsequently the Chernoff upper bound technique is applied to this lower bound. We demonstrate that for the M/M/1 model our formula is equivalent to the exact solution. For the D/M/1 queue, we find an extremely tight lower bound below the exact formula. On the other hand, our approach shows a tight upper bound on the exact distribution for both the ND/D/1 and M/D/1 queues. We also consider the $M+{\Sigma}N_jD/D/1$ queue and compare our formula with other formalisms for the $M+{\Sigma}N_jD/D/1$ and M+D/D/1 queues.

• 응용통계연구
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• 제27권5호
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• pp.819-831
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• 2014

치우친 다변량 t-분포 혼합을 적합하기 위해 Exact-EM 알고리즘이 사용된다. 그러나 이 방법은 E-step에서 매우 긴 처리시간을 요하는 다변량 절단 t-분포의 적률을 계산해야 한다. 본 논문에서는 이러한 문제점을 완화하기 위해 SPU-EM이라 명명한 알고리즘을 제안하는데, 이것은 Meng과 van Dyk (1997)의 AECM 알고리즘의 원리를 이용하여 다차원 적률의 계산상의 어려움을 해결한다. 결과적으로 제안된 방법은 Exact-EM 알고리즘 보다 빠른 처리시간으로 보장한다. 이를 입증하기 위해 실험을 통해 제안된 방법의 유효성을 보인다.

• Journal of the Korean Data and Information Science Society
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• 제21권6호
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• pp.1109-1115
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• 2010

본 연구는 질병자료나 사망자수 등과 관련된 자료의 분석에서 가장 많이 사용되는 초기하분포의 모수, 즉 성공의 확률에 대한 신뢰구간추정에 대하여 설펴보았다. 초기하분포의 성공의 확률에 대한 신뢰구간은 일반적으로 잘 알려져 있지 않으나 그 응용성과 활용성의 측면에서 신뢰구간의 추정은 상당히 중요하다. 본 논문에서는 초기하분포의 성공의 확률에 대한 정확신뢰구간을 소개하고 여러 가지 모집단의 크기와 표본수에 대하여, 그리고 몇가지 실현값에 대한 신뢰구간을 유도하고 소표본의 경우에 모의실험을 통하여 실제 포함확률의 측면에서 살펴보았다.

• Journal of the Korean Data and Information Science Society
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• 제22권6호
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• pp.1175-1182
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• 2011

본 연구는 초기하분포의 모수, 즉 성공의 확률에 대한 신뢰구간추정에 대하여 설펴보았다. 초기하분포의 성공의 확률에 대한 신뢰구간은 일반적으로 잘 알려져 있지 않으나 그 응용성과 활용성의 측면에서 신뢰구간의 추정은 상당히 중요하다. 본 논문에서는 초기하분포의 성공의 확률에 대한 정확신뢰구간과 이항분포와 정규분포에 의한 근사신뢰구간을 소개하고 여러 가지 모집단의 크기와 표본 수에 대하여, 그리고 몇 가지 관찰값에 대한 정확신뢰구간과 근사신뢰구간을 계산하고 소 표본의 경우에 모의실험을 통하여 실제포함확률의 측면에서 살펴보았다.

• Advances in nano research
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• 제8권2호
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• pp.135-148
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• 2020

The incorporation of carbon nanotubes in a polymer matrix makes it possible to obtain nanocomposite materials with exceptional properties. It's in this scientific background that this work was based. There are several theories that deal with the behavior of plates, in this research based on the Mindlin-Reissner theory that takes into account the transversal shear effect, for analysis of the critical buckling load of a reinforced polymer plate with parabolic distribution of carbon nanotubes. The equations of the model are derived and the critical loads of linear and parabolic distribution of carbon nanotubes are obtained. With different disposition of nanotubes of carbon in the polymer matrix, the effects of different parameters such as the volume fractions, the plate geometric ratios and the number of modes on the critical load buckling are analysed and discussed. The results show that the critical buckling load of parabolic distribution is larger than the linear distribution. This variation is attributed to the concentration of reinforcement (CNTs) at the top and bottom faces for the X-CNT type which make the plate more rigid against buckling.

• Wind and Structures
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• 제20권4호
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• pp.489-508
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• 2015

In this paper, a novel methodology is proposed to obtain optimum location of outriggers. The method utilizes genetic algorithm (GA) for shape and size optimization of outrigger-braced tall structures. In spite of previous studies (simplified methods), current study is based on exact modeling of the structure in a computer program developed on Matlab in conjunction with OpenSees. In addition to that, exact wind loading distribution is calculated in accordance with ASCE 7-10. This is novel since in previous studies wind loading distributions were assumed to be uniform or triangular. Also, a new penalty coefficient is proposed which is suitable for optimization of tall buildings. Newly proposed penalty coefficient improves the performance of GA and results in a faster convergence. Optimum location and number of outriggers is investigated. Also, contribution of factors like central core and outrigger rigidity is assessed by analyzing several design examples. According to the results of analysis, exact wind load distribution and modeling of all structural elements, yields optimum designs which are in contrast of simplified methods results. For taller frames significant increase of wind pressure changes the optimum location of outriggers obtained by simplified methods. Ratio of optimum location to the height of the structure for minimizing weight and satisfying serviceability constraints is not a fixed value. Ratio highly depends on height of the structure, core and outriggers stiffness and lateral wind loading distribution.

• Journal of the Korean Statistical Society
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• 제29권4호
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• pp.489-499
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• 2000

We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.