• Communications for Statistical Applications and Methods
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• 제1권1호
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• pp.27-32
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• 1994

We propose a robust regression estimator which has both a high breakdown point and a bounded influence function. The main contribution of this article is to present a weight function in the generalized M (GM)-estimator. The weighting schemes which control leverage points only without considering residuals cannot be efficient, since control leverage points only without considering residuals cannot be efficient, since these schemes inevitably downweight some good leverage points. In this paper we propose a weight function which depends both on design points and residuals, so as not to downweight good leverage points. Some motivating illustrations are also given.

• 산업공학
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• 제22권3호
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• pp.214-222
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• 2009

In the early design stage, system reliability must be estimated from life testing data at the component level. Previously, a point estimate of system reliability was obtained from the unbiased estimate of the component reliability after assuming that the number of failed components for a given time followed a binomial distribution. For deriving the confidence interval of system reliability, either the lognormal distribution or the normal approximation of the binomial distribution was assumed for the estimator of system reliability. In this paper, a new estimator is used for the component level reliability, which is biased but has a smaller mean square error than the previous one. We propose to use the beta distribution rather than the lognormal or approximated normal distribution for developing the confidence interval of the system reliability. A numerical example based on Monte Carlo simulation illustrates advantages of the proposed approach over the previous approach.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2004년도 하계종합학술대회 논문집(1)
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• pp.43-46
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• 2004

In this paper, we present a carrier phase estimation algorithm for LDPC coded systems. LDPC coded system can not achieve the ideal performance if phase offset is introduced by channel. However, the estimation of phase offset is very hard since the operating point of LDPC is very low SNR. To solve this problem, the algorithm using the tentative soft decision value and based on Maximum Likelihood (ML), was proposed in [2]. But this algorithm has problem which works only under constant phase offset. If phase offset is time variant, it has a severe degradation in performance. To solve this problem. we propose two types of estimators. symbol by symbol estimator: Unidirectional estimator (UDE) and hi-directional estimator (BDE), and sub-block estimator (SBE).

• 응용통계연구
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• 제27권4호
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• pp.513-521
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• 2014

일반적으로 현 시점에서 목표로 하고 있는 추정량의 산포가 지난시점의 추정량의 산포보다 크다면 지난시점과 비교하여 현 시점의 표본의 크기는 줄어드는 것이 타당하다. 계속조사에서 지난 시점의 추정량의 변동계수와 모집단의 크기 변동과 현 시점의 추정량의 목표오차를 이용하여 표본의 크기를 결정하는 것을 연구한 여러 논문들이 있다. 그런데 모집단은 크기의 변동과 산포의 변동이 있을 수 있으므로 본 연구에서는 지난 시점의 추정량의 변동계수와 모집단의 크기, 모집단의 산포 변동과 현 시점의 추정량의 목표오차를 반영하여 현 시점의 표본의 크기를 구하는 문제를 연구한다. 또한 모의실험을 통하여 기존 표본크기의 공식들과 비교분석한다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 추계 학술발표회 논문집
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• pp.103-108
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• 2002

We consider an estimation of discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of a change point and jump size in variance function and then construct an estimator of entire variance function. We examine the rates of convergence of these estimators and give results on their asymptotics. Numerical work reveals that the effectiveness of change point analysis in variance function estimation is quite significant.

• International Journal of Reliability and Applications
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• 제3권2호
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• pp.91-98
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• 2002

A class of life distributions, whose mean residual life keeps stable at its earlier phase and then starts to decrease in time, is proposed to model the life of an element haying survived its burn-in. A strongly consistent estimator and a nonparametric testing procedure are developed to locate the occurrence of the change-point of the mean residual life. Finally, some numerical simulations are employed to be an illustration as well.

• Journal of the Korean Data and Information Science Society
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• 제15권2호
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• pp.387-394
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• 2004

Zero-Inflated Poisson distribution is Poisson distribution with excess zeros. Recently defects of product hardley happen in the manufacturing process. In this case it is desirable to apply to the Zero-Inflated Poisson distribution rather than Poisson. Our target of this paper is to study the tests for changes of rate of defects after the unknown change-point. We are going to compare the powers of the two proposed tests with likelihood tests by the simulations.

• Journal of the Korean Data and Information Science Society
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• 제15권1호
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• pp.107-117
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• 2004

Change point testing problem is considered. Kernel density estimators are used for constructing proposed change point test statistics. The proposed method can be used to the hypothesis testing of not only parameter change but also distributional change. Bootstrap method is applied to get the sampling distribution of proposed test statistic. Small sample Monte Carlo Simulation were also conducted in order to show the performance of proposed method.

• 한국농공학회논문집
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• 제47권7호
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• pp.67-75
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• 2005

It has been well-known that the Nonpoint Source (NPS) pollutions are the primary contributors to water quality degradation in the receiving water bodies as well as the Point Source (PS) pollutions. To develop an effective management practice for water quality improvement, pollutant loads must be first estimated. In many studies, the Numeric Integration (NI) method has been used because of its ease of application, irrespective of the total number of samples collected for each storm event. Thus, there have been needs for more accurate pollutant load estimation with a limited number of water quality samples. In this study, NI method and regression method using the USGS ESTIMATOR model were comparatively used to calculate the pollutant loads for the Wolgokri watershed, Gangwon Province. The $NO_{3}$-N, T-N, and T-P loads using NI method and ESTIMATOR model were 13.85 kg/ha, 45.92 kg/ha, and 1.887 kg/ha, and 11.93 kg/ha,43.20 kg/ha, and 1.650 kg/ha, respectively. The estimated loads using ESTIMATOR model were lower than those using NI method by $86\%$, $94\%$, and $87\%$. These discrepancies in the estimated loads using a different load estimation method could be explained in that the total number of samples were not sufficient enough for NI method. Thus, ESTIMATOR model is recommended for the frequently stream discharge and less frequently measured water quality data.

• Journal of the Korean Data and Information Science Society
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• 제20권2호
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• pp.435-443
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• 2009

생산 공정에서 관리도를 통하여 이상원인을 탐지하는 경우 이상상태의 신호가 발생하면 교정활동을 통하여 이를 규명하고 제거한 후 다시 공정을 가동시키는 것이 일반적이다. 이때 이상원인이 발생한 시점인 공정의 변화시점을 알 수 있다면 보다 빠르고 정확하게 이상원인을 규명하고 이를 제거할 수 있을 것이다. 이 논문에서는 누적이동평균(1,1) 모형, 즉 IMA(1,1) 모형을 따르는 공정에서 관리도를 사용하여 모수들의 변화를 탐지하는 경우 공정의 변화시점에 대한 MLE를 제안하고, 제안된 추정량의 효율에 대하여 연구하였다.