• Journal of the Korean Statistical Society
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• v.25 no.4
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• pp.603-611
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• 1996

In this article we consider a sequential procedure for the fixed width interval estimation of the means of two mutually independent linear processes. It is shown that the proposed stopping rule is asymptotically efficient as in iid samples (cf. Robbins, Simons and Starr(l967)).

• Communications for Statistical Applications and Methods
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• v.23 no.4
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• pp.287-296
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• 2016

Subjects on one side of the covariate population can be allocated to the inferior treatment when there is interaction between the covariate and treatment along with a response-adaptive (RA) design without covariate adjustment. An RA design allows a newly entered subject to have a better chance so that the subject is treated by a superior treatment based on cumulative information from previous subjects. A covariate-adjusted response-adaptive (CARA) is the same as RA design and additionally adjusts the allocation based on individual covariate information. A comparison has been made for the sequential estimation procedure with and without covariate adjustment to see how ignoring significantly interactive covariate affects the correct treatment allocation. Using logistic models, we present simulation results regarding the coverage probability of treatment effect, correct allocation, and stopping time.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.1
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• pp.29-36
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• 2013

In the treatment of the sequential beta-protection procedure, we define the reasonable stopping time and investigate that for the stopping time Wijsman's requirements, coverage probability and beta-protection conditions, are satisfied in the estimation for the mean vector ${\mu}$ by the sample from the multivariate normal distributed population with unknown mean vector ${\mu}$ and a positive definite variance-covariance matrix ${\Sigma}$.

• Korean Journal of Mathematics
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• v.21 no.4
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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.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.3A
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• pp.281-289
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• 2007

In this paper, a novel pseudo noise (PN) code acquisition scheme called the phase-shift-network-based differential sequential estimation (PDSE) is proposed, in the presence of data modulation in code division multiple access (CDMA) systems. The PDSE has even less complexity compared with that of the dual correlating sequential estimation (DCSE), and the reduction in complexity becomes more significant as the period of PN code increases. Numerical results demonstrate that the PDSE performs equivalently to the DCSE with less complexity.

• Journal of the Korean Statistical Society
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• v.15 no.2
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• pp.87-96
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• 1986

Sequential estimation of parameters in a compound Poisson process whose jump sizes are one-parameter exponential class random variables is discussed. Cramer-Rao type information inequality is used as an efficiency cirterion. Unbiased estimators for certain parametric functions whose variance attain the lower bound are all characterized with the corresponding sampling plans.

• Proceedings of the Acoustical Society of Korea Conference
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• 1998.08a
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• pp.470-474
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• 1998

In this paper, to estimate the time-varying parameters of speech signal, we use the robust sequential estimator based on t-distribution and, for time-varying signal, introduce the forgetting factor. By using the RSE based on t-distribution with small degree of freedom, we can alleviate efficiently the effects of outliers to obtain the better performance of parameter estimation. Moreover, by the forgetting factor, the proposed algorithm can estimate the accurate parameters under the rapid variation of speech signal.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10a
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• pp.153-156
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• 1996

A new filtering algorithm for radar tracking is developed based on the fact that correct evaluation of the measurement error covariance can be made possible by doing it with respect to the Cartesian state vector. The new filter may be viewed as a modification of the extended Kalman filter where the variance of the range measurement errors is evaluated in an adaptive manner. The structure of the proposed filter allows sequential measurement processing scheme to be incorporated into the scheme, and this makes the resulting algorithm favorable in both estimation accuracy and computational efficiency.

• Journal of the Korean Statistical Society
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• v.31 no.4
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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.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.383-388
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• 2005

Depth recovery in robot vision is an essential problem to infer the three dimensional geometry of scenes from a sequence of the two dimensional images. In the past, many studies have been proposed for the depth estimation such as stereopsis, motion parallax and blurring phenomena. Among cues for depth estimation, depth from lens translation is based on shape from motion by using feature points. This approach is derived from the correspondence of feature points detected in images and performs the depth estimation that uses information on the motion of feature points. The approaches using motion vectors suffer from the occlusion or missing part problem, and the image blur is ignored in the feature point detection. This paper presents a novel approach to the defocus technique based depth from lens translation using sequential SVD factorization. Solving such the problems requires modeling of mutual relationship between the light and optics until reaching the image plane. For this mutuality, we first discuss the optical properties of a camera system, because the image blur varies according to camera parameter settings. The camera system accounts for the camera model integrating a thin lens based camera model to explain the light and optical properties and a perspective projection camera model to explain the depth from lens translation. Then, depth from lens translation is proposed to use the feature points detected in edges of the image blur. The feature points contain the depth information derived from an amount of blur of width. The shape and motion can be estimated from the motion of feature points. This method uses the sequential SVD factorization to represent the orthogonal matrices that are singular value decomposition. Some experiments have been performed with a sequence of real and synthetic images comparing the presented method with the depth from lens translation. Experimental results have demonstrated the validity and shown the applicability of the proposed method to the depth estimation.