• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.85-90
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• 2003

In this paper we develop a method for finding optimal ordering of K statistical models. This is based on a dependent paired comparison experimental arrangement whose results can naturally be represented by a completely oriented graph (also so called tournament graph). Introducing preference probabilities, strong transitivity conditions, and an optimal criterion to the graph, we show that a Hamiltonian path obtained from row sum ranking is the optimal ordering. Necessary theories involved in the method and computation are provided. As an application of the method, generalized variances of K multivariate normal populations are compared by a Bayesian approach.

• 응용통계연구
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• 제19권3호
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• pp.447-460
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• 2006

본 연구에서는 확률모형의 모수로부터 얻어지는 여러 형태의 함수간의 크기를 다중 비교 하는 방법을 제안하고자 한다. 이 방법은 비교대상인 모수 함수 간의 선호확률을 베이지안 방법으로 추정하고, 이들로부터 얻어지는 선호행렬을 이용한 새로운 다중비교법이다. 이러한 방법의 제안에 필요한 이론과 비교기준을 고안하였으며, 응용 예로 제안된 방법을 s의 독립인 지수분포 모수의 기하평균 크기 비교에 적용하였다.

• Journal of the Korean Statistical Society
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• 제18권1호
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• pp.38-45
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• 1989

A procedure is considered to the problem of testing whether there exist changes in location at possibly two points in a sequence of independent random variables which are successively drawn from normal population. A test statistics based on modified likelihood ratio is proposed and its asymptotic null distribution is derived through the stochastic process representation. A small sample power comparison is made by Monte Carlo method.

• 대한수학회보
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• 제53권4호
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• pp.985-1004
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• 2016

We consider the MAP/PH/c/K queue in which blocked customers retry to get service and servers may take vacations. The time interval between retrials and vacation times are of phase type (PH) distributions. Using the method of mean drift, a sufficient condition of ergodicity is provided. A condition for the system to be unstable is also given by the stochastic comparison method.

• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.945-955
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• 2004

'Complete-case analysis' is easy to carry out and it may be fine with small amount of missing data. However, this method is not recommended in general because the estimates are usually biased and not efficient. There are numerous alternatives to complete-case analysis. One alternative is the single imputation. Some of the most common single imputation methods are reviewed and the performances are compared by simulation studies.

• 한국국방경영분석학회지
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• 제16권2호
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• pp.29-42
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• 1990

This paper describes a Battle Group Combat Simulation Model (called 'BAGSIM'). BAGSIM is developed to be used as an experimental tool for studies about combat modelling at battle group level. Thus it takes many of the parameters and situations into consideration at this level, and it is designed to be easily adapted to represent equivalent situations to the other more aggregated models. Further the main processes occurring in its simulation procedure such as target detection process, target selection process, firing and killing processes are verified by comparison with the existing stochastic duel models.

• Archives of Pharmacal Research
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• 제5권2호
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• pp.53-60
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• 1982

The mixing of salicylic acid and wheat starch powders was studied using a V-type mixer. After the optimum operating conditions of the mixer were examined, the mixing characteristics relating to dilution ratio, particle size of active ingradient and addition ratio of lubricants were investigated. The coefficient of variation was expressed by a power law relating to the dilution ratio and the particle size of active ingredient. Furthermore, the comparison of results with the theoretically estimated value of mixing index suggested that the mixing of cohesive pharmacceutical powders is a complex stochastic process and cannot be explained fully by a simple theory based on a complete random mixing.

• 한국해안·해양공학회논문집
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• 제25권5호
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• pp.276-284
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• 2013

비선형 누적피해모형과 경제성 모형을 결합하여 경사제 피복재를 예방적으로 최적 유지관리할 수 있는 추계학적 기대비용모형을 제안하였다. 기존 모형과의 비교를 통해 만족스럽게 검증되었으며, 관련 변수들의 민감도 분석도 자세히 수행하였다. 구조물의 중요도, 피해강도함수 그리고 저항한계에 따른 단위시간당 기대비용이 최소가 되는 최적의 보수 보강 시간을 산정할 수 있었다. 마지막으로 개발된 추계학적 기대비용모형을 경사제 피복재에 적용하였다. 구조물의 유지관리 비용과 편익을 최적화하여 어느 시점에 설계 당시 수준으로 보수 보강이 이루어져야 하는지를 정량적으로 결정할 수 있었다.

• 한국산학기술학회논문지
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• 제16권12호
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• pp.8719-8727
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• 2015

본 연구는 장미농가의 생산효율성을 측정하고, 경영의 비효율성에 영향을 미치는 요인을 파악하기 위한 연구이다. SFA(Stochastic Frontier Analysis) 기법과 DEA(Data Envelopment Analysis) 기법을 사용하여 생산효율성을 측정하였으며, 효율성에 영향을 미치는 요인을 분석하기 위하여 Tobit 회귀 분석을 실시하였다. 먼저, SFA 방법을 통한 생산효율성은 88.4%으로 측정되었으며, DEA 방법에서 불변규모수익(CRS) 모형과 변동수익규모(VRS) 모형을 통해서는 생산효율성이 각각 78.5%와 85.2%로 측정되었다. 특히 두 가지 방법의 생산효율성 측정결과는 각 경영체의 효율성 순위를 동일하게 설명하고 있어 상호보완적이다. 다음으로 Tobit 분석 결과, 투입한 6개의 변수가 모두 효율성에 영향을 미치는 것으로 나타났으며, 종묘비와 제재료비는 (+) 부호를 나타냄과 동시에 회귀계수가 가장 크게 나타나 효율성에 미치는 영향력이 가장 큰 경영 항목으로 분석되었다. 이러한 결과는 장미농가는 종묘비와 제재료비의 투입을 증대시켜 더욱 높은 소득을 창출하는 방식으로 경영 효율성을 증대시켜야 함을 시사한다.

• Structural Engineering and Mechanics
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• 제45권5호
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• pp.595-611
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• 2013

This paper aims to compare three collocation point methods associated with the odd order stochastic response surface method (SRSM) in a systematical and quantitative way. The SRSM with the Hermite polynomial chaos is briefly introduced first. Then, three collocation point methods, namely the point method, the root method and the without origin method underlying the odd order SRSMs are highlighted. Three examples are presented to demonstrate the accuracy and efficiency of the three methods. The results indicate that the condition that the Hermite polynomial information matrix evaluated at the collocation points has a full rank should be satisfied to yield reliability results with a sufficient accuracy. The point method and the without origin method are much more efficient than the root method, especially for the reliability problems involving a large number of random variables or requiring complex finite element analysis. The without origin method can also produce sufficiently accurate reliability results in comparison with the point and root methods. Therefore, the origin often used as a collocation point is not absolutely necessary. The odd order SRSMs with the point method and the without origin method are recommended for the reliability analysis due to their computational accuracy and efficiency. The order of SRSM has a significant influence on the results associated with the three collocation point methods. For normal random variables, the SRSM with an order equaling or exceeding the order of a performance function can produce reliability results with a sufficient accuracy. The order of SRSM should significantly exceed the order of the performance function involving strongly non-normal random variables.