• 한국데이터정보과학회:학술대회논문집
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• 2004.04a
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• pp.203-210
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• 2004

When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

• Communications for Statistical Applications and Methods
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• v.28 no.4
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• pp.351-368
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• 2021

For a probabilistic model with positively skewed data, a lognormal distribution is one of the key distributions that play a critical role. Several lognormal models can be found in various areas, such as medical science, engineering, and finance. In this paper, we propose a new estimator for a lognormal mean and depict the performance of the proposed estimator in terms of the relative mean squared error (RMSE) compared with Shen's estimator (Shen et al., 2006), which is considered the best estimator among the existing methods. The proposed estimator includes a tuning parameter. By finding the optimal value of the tuning parameter, we can improve the average performance of the proposed estimator over the typical range of σ². The bias reduction of the proposed estimator tends to exceed the increased variance, and it results in a smaller RMSE than Shen's estimator. A numerical study reveals that the proposed estimator has performance comparable with Shen's estimator when σ² is small and exhibits a meaningful decrease in the RMSE under moderate and large σ² values.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.29 no.9 s.240
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• pp.1217-1224
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• 2005

To improve the accuracy of a metamodel, additional sample points can be selected by using a specified criterion, which is often called sequential sampling approach. Sequential sampling approach requires small computational cost compared to one-stage optimal sampling. It is also capable of monitoring the process of metamodeling by means of identifying an important design region for approximation and further refining the fidelity in the region. However, the existing critertia such as mean squared error, entropy and maximin distance essentially depend on the distance between previous selected sample points. Therefore, although sufficient sample points are selected, these sequential sampling strategies cannot guarantee the accuracy of metamodel in the nearby optimum points. This is because criteria of the existing sequential sampling approaches are inefficient to approximate extremum and inflection points of original model. In this research, new sequential sampling approach using the sensitivity of metamodel is proposed to reflect the response. Various functions that can represent a variety of features of engineering problems are used to validate the sensitivity approach. In addition to both root mean squared error and maximum error, the error of metamodel at optimum points is tested to access the superiority of the proposed approach. That is, optimum solutions to minimization of metamodel obtained from the proposed approach are compared with those of true functions. For comparison, both mean squared error approach and maximin distance approach are also examined.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1990.04a
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• pp.263-271
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• 1990

In this paper, we shall construct a ridge estimator in a multiple linear model with the correlated error structure. The existence of the biasing parameter satisfying the Mean Squared Error Criterion is also proved. Furthermore, we shall determine the value of shrinkage factors by the iteration method.

• Honam Mathematical Journal
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• v.9 no.1
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• pp.99-111
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• 1987

In this paper we shall construct a ridge estimator in a multiple linear model with the correlated error structure. The existence of the biasing parameter satisfying the Mean Squared Error Criterion is also proved. Furthermore, we shall determine the value of shrinkage factors by the iteration method.

• Tunnel and Underground Space
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• v.31 no.6
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• pp.508-519
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• 2021

In this study, a model was developed to predict the peak particle velocity (PPV) that affects people and the surrounding environment during blasting. Four machine learning models using the k-nearest neighbors (kNN), classification and regression tree (CART), support vector regression (SVR), and particle swarm optimization (PSO)-SVR algorithms were developed and compared with each other to predict the PPV. Mt. Yogmang located in Changwon-si, Gyeongsangnam-do was selected as a study area, and 1048 blasting data were acquired to train the machine learning models. The blasting data consisted of hole length, burden, spacing, maximum charge per delay, powder factor, number of holes, ratio of emulsion, monitoring distance and PPV. To evaluate the performance of the trained models, the mean absolute error (MAE), mean square error (MSE), and root mean square error (RMSE) were used. The PSO-SVR model showed superior performance with MAE, MSE and RMSE of 0.0348, 0.0021 and 0.0458, respectively. Finally, a method was proposed to predict the degree of influence on the surrounding environment using the developed machine learning models.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.22 no.10
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• pp.2303-2309
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• 1997

This paper presents a convergence analysis of the stocastic gradient adaptive algorithm based on the least mean absolute third (LMAT) error criteriohn. Under the assumption that the signals involved are zero-mean, wide-sense sateionaryand gaussian, a set of nonlinear difference equations that characterizes the mean and mean-squared behavior of the algorithm is derived. Computer simulation resutls show fairly good agreements between the theoetical and empirical behaviors of the algorithm.

• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.943-952
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• 2013

Wald, Agresti-Coull, Jeffreys, and Bayes-Laplace methods are commonly used for confidence interval of binomial proportion are applied for prediction intervals. We used coverage probability, mean coverage probability, root mean squared error, and mean expected width for numerical comparisons. From the comparisons, we found that Wald is not proper as for confidence interval and Agresti-Coull is too conservative to differ from confidence interval. However, Jeffrey and Bayes-Laplace are good for prediction interval and Jeffrey is especially desirable as for confidence interval.

• The Korean Journal of Applied Statistics
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• v.34 no.4
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• pp.579-588
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• 2021

Wald, Agresti-Coull, Jeffreys, and Bayes-Laplace methods are commonly used for confidence interval of binomial proportion are applied for prediction intervals. We used coverage probability, mean coverage probability, root mean squared error, and mean expected width for numerical comparisons. From the comparisons, we found that Wald is not proper as for confidence interval and Agresti-Coull is too conservative to differ from confidence interval. However, Jeffrey and Bayes-Laplace are good for prediction interval and Jeffrey is especially desirable as for confidence interval.

• Communications for Statistical Applications and Methods
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• v.21 no.1
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• pp.1-9
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• 2014

This paper discusses the problem of estimation of finite population mean in double sampling for stratification. In fact, ratio and product type exponential estimators of population mean are proposed in double sampling for stratification. The biases and mean squared errors of proposed estimators are obtained upto the first degree of approximation. The proposed estimators have been compared with usual unbiased estimator, ratio and product estimators in double sampling for stratification. To judge the performance of the proposed estimators an empirical study has been carried out.