• Journal of the Korean Statistical Society
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• 제32권3호
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• pp.289-298
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• 2003

We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R ＝ P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

• International Journal of Contents
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• 제13권4호
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• pp.23-28
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• 2017

Of the total economic loss caused by disasters, 40% are due to floods and floods have a severe impact on human health and life. So, it is important to monitor the water level of a river and to issue a flood warning during unfavorable circumstances. In this paper, we propose a modified error function to improve a hydrological modeling using a multi-layer perceptron (MLP) neural network. When MLP's are trained to minimize the conventional mean-squared error function, the prediction performance is poor because MLP's are highly tunned to training data. Our goal is achieved by preventing overspecialization to training data, which is the main reason for performance degradation for rare or test data. Based on the modified error function, an MLP is trained to predict the water level with rainfall data at upper reaches. Through simulations to predict the water level of Nakdong River near a UNESCO World Heritage Site "Hahoe Village," we verified that the prediction performance of MLP with the modified error function is superior to that with the conventional mean-squared error function, especially maximum error of 40.85cm vs. 55.51cm.

• Communications for Statistical Applications and Methods
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• 제7권2호
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• pp.525-531
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• 2000

Bayes estimators for reliability of a two-unit hot standby system with the imperfect switch based upon a complete sample of failure times observed from exponential distributions under squared error loss and some priors for failure rates are proposed, and mean squared errors of proposed several Bayes estimators for the system reliability are compared unmerically each other through the Monte Carlo simulation.

• Journal of the Korean Data and Information Science Society
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• 제26권6호
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• pp.1573-1582
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• 2015

In lifetime data analysis, it is generally known that the lifetimes of test items may not be recorded exactly. There are also situations wherein the withdrawal of items prior to failure is prearranged in order to decrease the time or cost associated with experience. Moreover, it is generally known that more than one cause or risk factor may be present at the same time. Therefore, analysis of censored competing risks data are needed. In this article, we derive the Bayes estimators for the entropy function under the exponential distribution with an unknown scale parameter based on multiply Type II censored competing risks data. The Bayes estimators of entropy function for the exponential distribution with multiply Type II censored competing risks data under the squared error loss function (SELF), precautionary loss function (PLF) and DeGroot loss function (DLF) are provided. Lindley's approximate method is used to compute these estimators.We compare the proposed Bayes estimators in the sense of the mean squared error (MSE) for various multiply Type II censored competing risks data. Finally, a real data set has been analyzed for illustrative purposes.

• 한국음향학회지
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• 제40권2호
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• pp.176-182
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• 2021

본 논문은 다양한 손실 함수에 따른 Deep Nerual Network(DNN) 기반 음성 향상 모델의 성능을 비교 평가한다. 베이스라인 모델로는 음성의 위상 정보를 고려할 수 있는 복소 네트워크를 사용하였다. 손실 함수는 두 가지 유형의 기본 손실 함수, Mean Squared Error(MSE)와 Scale-Invariant Source-to-Noise Ratio(SI-SNR)를 사용하였으며 두 가지 유형의 지각 기반 손실 함수 Perceptual Metric for Speech Quality Evaluation(PMSQE)과 Log Mel Spectra(LMS)를 사용한다. 성능은 각 손실 함수의 다양한 조합을 사용하여 얻은 출력을 객관적인 평가와 청취 테스트를 통해 측정하였다. 실험 결과, 지각기반 손실 함수를 MSE 또는 SI-SNR과 결합하였을 때 전반적으로 성능이 향상되며, 지각기반 손실함수를 사용하면 객관적 지표에서 약세를 보이는 경우라도 청취 테스트에서 우수한 성능을 보임을 확인하였다.

• Journal of the Korean Statistical Society
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• 제35권3호
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• pp.317-329
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• 2006

In the problem of estimating the error variance in the balanced fixed- effects one-way analysis of variance (ANOVA) model, Ghosh (1994) proposed hierarchical Bayes estimators and raised a conjecture for which all of his hierarchical Bayes estimators are admissible. In this paper we prove this conjecture is true by representing one-way ANOVA model to the distributional form of a multiparameter exponential family.

• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.291-300
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• 2006

In this research, the performance of widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained empirical Bayes estimator are compared by means of a measurement under balanced loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

• Communications for Statistical Applications and Methods
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• 제13권1호
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• pp.89-99
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• 2006

This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.

• Journal of the Korean Statistical Society
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• 제20권1호
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• pp.57-66
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• 1991

This paper deals with the problem of estimating an arbitrary piecewise continuous function of the parameter under squared error loss in the one parameter exponential family. Using Blyth's(1951) method sufficient conditions are given for the admissibility of (possibly generalized Bayes) estimators. Also, some examples are provided for normal, binomial, and gamma distributions.

• Journal of the Korean Data and Information Science Society
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• 제4권
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• pp.75-86
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• 1993

This paper deals with the problem of estimating a reliability function for the Rayleigh distribution. Using the priors about a reliabity of real interest some Bayes estimators and Bayes credible sets are proposed and studied under squared error loss and Harris loss.