• 응용통계연구
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• 제7권2호
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• pp.9-19
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• 1994

평가자간 평가 일치도(measure of agreement)를 나타내는 모수 $\kappa$와 양성 반응 비율 $\mu$를 지닌 베타-이항 분포 모형은 심리학 분야에서 많이 다루어지는 모형이다. 이 모형에서 $\kappa$에 대한 추정은 $\mu$가 0에 가까운 값을 가질 때 우도함수를 이용한 전통적 추론 방법의 적용이 어렵다. 본 논문에서는 이러한 문제를 Gibbs sampler를 이용한 Bayesian 분석 방법을 적용시켜 주변 사후 밀도 함수를 추정하였으며 이를 이용하여 Bayesian 추정값도 구하였다.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2018년도 춘계 학술논문 발표대회
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• pp.72-73
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• 2018

The accuracy of contingency estimation plays an important role for dealing with the uncertainty of the financial success of construction project. Its' estimation may be used for various purposes such as schedule control, emergency resolve, and quality expense, etc. This paper presents a contingency estimation method which is schedule control specific. The method 1) implements stochastic EVMS, 2) detects a specific timing for schedule compression, 3) identifies an optimal strategy for shortening planned schedule, 4) finds a probability density function (PDF) of project cost overrun, and 5) estimates the optimal contingency cost based on the level of confidence. The method facilitates expeditious decisions involved in project budgeting. The validity of the method is confirmed by performing test case.

• 응용통계연구
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• 제1권1호
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• pp.12-20
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• 1987

본 연구는 한 개의 표본에서 농업 基本統計와 家畜統計 조사를 다같이 실시하는 多目的 표본설계에 관한 연구를 목적으로 한다. 본 연구의 특징은 첫째 全國 및 道別 추정오차를 작게 하는 동시에 市郡별 추정오차를 균등하게 유지하도록 시도하였고, 둘째 任意標本과 有意標本을 결합하여 표본의 효율을 높이는 방법을 제안하였다. 유의표본은 農家 유의표본과 調査區 유의표본으로 구분하였고, 이들 유의표본 선정에 있어서 추정치의 精度를 높일 수 있는 선정 기준에 관하여 고찰하였다.

• International Journal of Railway
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• 제6권2호
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• pp.45-52
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• 2013

Railway construction needs vast soil investigation for its infrastructure foundation designs along the planned railway path to identify the design parameters for stability and serviceability checks. The soil investigation data are usually classified and grouped to decide design input parameters per each construction section and budget estimates. Deterministic design method which most civil engineer and practitioner are familiar with has a clear limitation in construction/maintenance budget control, and occasionally produced overdesigned or unsafe design problems. Instead of using a batch type analysis with predetermined input parameters, data population collected from site soil investigation and design load condition can be statistically estimated for the mean and variance to present the feature of data distribution and optimized with a best fitting probability function. Probabilistic approach using entire feature of design input data enables to predict the worst, best and most probable cases based on identified ranges of soil and load data, which will help railway designer select construction method to save the time and cost. This paper introduces two Monte Carlo simulations actually applied on estimation of retaining wall external stability and long term settlement of organic soil in soil investigation area for a recent high speed railway project.

• Journal of the Korean Data and Information Science Society
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• 제28권2호
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• pp.443-449
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• 2017

Estimation of population proportion like the distribution rate of LED TV and the prevalence of a disease are often estimated based on survey sample data. Population proportion is generally considered as a special form of population mean. In complex sampling like stratified multistage sampling with unequal probability sampling, the denominator of mean may be random variable and it is estimated like ratio estimator. In this research, we examined the estimation of distribution rate based on stratified multistage sampling, and determined some numerical outcomes using stratified random sample data with about 25% of missing observations. In the data used for this research, the survey weight was determined by deterministic way. So, the weights are not random variable, and the population distribution rate and its variance estimator can be estimated like population mean estimation. When the weights are not random variable, if one estimates the variance of proportion estimator using ratio method, then the variances may be inflated. Therefore, in estimating variance for population proportion, we need to examine the structure of data and survey design before making any decision for estimation methods.

• 한국해양공학회지
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• 제10권2호
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• pp.13-19
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• 1996

For fatigue analsis of offshore structures, existing methods have been reviewed and a computer code has been developed on PC. As methods to estimate the probabillity distribution of the fatigue stress, three methods(the deterministic method, the stochastic method, and the simplified method) are used in this code, to choose the appropriate method according to the situations. This code estimates damage ratios, fatigue lives, and probabilities of fatigue failure considering scatterness of SN-data, based on linear damage rule and SN-curves. Also, allowable stress for the design extreme wave can calculated by the simplified method.

• 한국조사연구학회지:조사연구
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• 제1권1호
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• pp.109-123
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• 2000

복잡한 확률표본설계를 기초로 수집된 데이터를 적법하게 분석하려면 반드시 조사설계를 고려하여 통계적 추론을 전개해야한다. 만일 설계를 무시하고 분석을 하면 각종 추정량의 분산이 과소추정되면 이 결과 제 1종 오류의 확률이 매우높아진다. 본고에서는 조사데이터를 전문적으로 분석하는 소프트웨어 패키지들을 소개하고 특히 SUDAAN 7.5판 과 SAS 8판의 분석 능력들에 대한 정보를 요약한다.

• The Journal of the Acoustical Society of Korea
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• 제26권2E호
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• pp.56-62
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• 2007

This paper presents the automatic music emotion classification on acoustic data. A three-level structure is developed. The low-level extracts the timbre and rhythm features. The middle-level estimates the indication functions that represent the emotion probability of a single analysis unit. The high-level predicts the emotion result based on the indication function values. Experiments are carried out on 695 homogeneous music pieces labeled with four emotions, including pleasant, calm, sad, and excited. Three machine learning methods, GMM, MLP, and SVM, are compared on the high-level. The best result of 90.16% is obtained by MLP method.

• 대한안전경영과학회지
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• 제9권5호
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• pp.43-48
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• 2007

This paper is to present linkage parameter to integrate statistical models and physical models for accelerated life test. Statistical models represent the relationship of probability distribution and life. Physical models show the relationship of life and stress. Moreover, this study proposes the four steps for construction of integrated models for accelerated life test using linkage parameter. Finally, this paper develops new integrated models such as extreme value distribution-general Eyring, linearly increasing failure rate function-general Eyring, etc., and estimates various reliability measures.

• International Journal of Reliability and Applications
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• 제13권2호
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• pp.91-104
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• 2012

Sarhan and Kundu (2009) introduced a new distribution named as the generalized linear failure rate distribution. This distribution generalizes several well known distributions. The probability density function of the generalized linear failure rate distribution can be right skewed or unimodal and its hazard function can be increasing, decreasing or bathtub shaped. This distribution can be used quite effectively to analyze lifetime data in place of linear failure rate, generalized exponential and generalized Rayleigh distributions. In this paper, we apply the simulated annealing algorithm to obtain the maximum likelihood point estimates of the parameters of the generalized linear failure rate distribution. Simulated annealing algorithm can not only find the global optimum; it is also less likely to fail because it is a very robust algorithm. The estimators obtained using simulated annealing algorithm have been compared with the corresponding traditional maximum likelihood estimators for their risks.