• 한국산학기술학회논문지
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• 제15권9호
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• pp.5585-5593
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• 2014

본 연구는 기대 교통사고건수 추정을 위해 사용되는 SPF의 이질적 분산계수의 유의성이 이질적 사전분포에 직접적인 영향을 받는다는 가설을 검증하고, 이질적 사전분포에 대한 모형 오설정이 교통 안전개선 사업의 평가결과에 주는 영향의 특성을 분석하기 위해 수행되었다. 구체적으로 본 연구에서는 이질적 분산계수의 유의성과 이질적 사전분포의 연관성을 검증하기 위해 모의실험을 통해 이질적 사전분포를 발생시킨 후 이를 NB모형과 HNB모형을 이용하여 SPF를 추정하여 이질적 과분산계수가 SPF의 평균함수 및 분산함수에 주는 영향을 분석하였다. 또한 추정된 계수추정치를 이용한 사전분포의 초모수 추정치의 오차특성과 이질적 과분산계수를 고려하지 않았을 경우 발생하는 교통사고감소계수(CRF)의 오차 부호와 크기를 상세 분석하여 제시하였다. 모의실험 자료 분석결과 이질적 분산계수의 오추정은 포아송 사전분포의 평균에는 큰 영향을 주지 않으나 분산의 크기를 변화시켜 궁극적으로는 기대교통사고건수의 추정량인 사후평균의 값에 오차를 발생시킬 수 있으며, 구체적으로 이질적 분산함수를 NB모형으로 오설정할 경우 CRF의 값은 참값에 비해 최대 120%의 오차를 발생시키는 것으로 나타났다.

• 한국정보처리학회논문지
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• 제6권9호
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• pp.2343-2349
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• 1999

최근에 개발되어 성공적으로 적용되고 있는 초기하분포 소프트웨어 신뢰성 성장 모델은 이 모델에서 중요한 역할을 하는 반응계수(sensitivity factor)를 추정 대상인 모수로 가정하고 있다. 본 논문은 먼저 디버깅과정의 무작위성을 반영하기 위해 반응계수를 이항분로를 하는 확률변수로 가정하여 초기하분포 신뢰성 성장 모델을 일반화한다. 이러한 일반화는 초기하분포 소프트웨어 신뢰성 성장 모델의 통계적 특성을 쉽게 파악할 수 있게 한다. 특히 일반화 된 모델의 모수를 최소자승법으로 추정하면 기존 모델에 최소자승법을 적용한 것과 같은 결과를 얻을 수 있음을 보이고, 더불어 최우추정치를 최소자승법으로 구하는 방법과 예측방법도 제시한다.

• 품질경영학회지
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• 제48권1호
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• pp.215-225
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• 2020

Purpose: The purpose of this study was to show current states of domestic Precision Guided Missile(PGM) by analyzing Live-fire test results using general methods to get the Confidence Levels. Methods: Live-fire test results were used to get Confidence Levels of PGM. The Confidence Levels were derived by two general methods. The first method was Binomial distribution and second was convergence of Hypergeometric distribution and Bayes' rule. Results: The results of this study are as follows; The more Live-fire tests of PGM are performed, the higher Confidence Level of PGM will be estimated. And the number of Live-fire tests are related to a unit price of PGM. This results means that the increase of live-fire test, which is useful data for preparation and evaluation of Development Tests / Operation Tests for PGMs, is only way to enhance the Confidence Levels of each PGMs. Conclusion: This study shows the relationship between the Live-fire tests and Confidence Levels of PGMs and it will be used on Live-fire Test & Evaluation of PGMs for reference.

• Journal of the Korean Data and Information Science Society
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• 제25권6호
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• pp.1231-1239
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• 2014

본 연구에서는 1983년부터 2012년까지의 한국프로축구 K-리그 전 경기 결과를 이용하여 홈 경기와 원정 경기에서의 골의 분포를 분석하였다. 고려된 확률분포는 포아송분포, 음이항분포, 극단치분포 및 영과잉 포아송분포이며, 카이제곱분포를 이용한 적합도검정을 수행하였다. 그 결과 홈경기는 포아송분포, 원정경기는 영과잉 포아송분포가 골의 분포를 위한 최적 적합분포로 간주되며 홈경기와 원정경기 골의 수는 서로 약한 정도의 상관관계가 있는 것으로 나타났다.

• Communications for Statistical Applications and Methods
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• 제2권1호
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• pp.112-121
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• 1995

Let $p_1$ and $p_2$ be the proportions of two populations. To test the hypothesis $H_0 : p_1 = p_2$, we usually use the $x^2$ statistic, the large sample binomial statistic Z, and the Generalized Likelihood Ratio statistic-2log $\lambda$developed based on different mathematical rationale, respectively. Since testing the above hypothesis is equivalent to testing whether two populations follow the common Bernoulli distribution, one may also test the hypothesis by comparing 1 with the ratio of each density estimate and the hypothesized common density estimate, called comparison density, which was devised by Parzen(1988). We show that the above traditional test statistics ate actually estimating the measure of distance between the true densities and the common density under $H_0$ by representing them with the comparison density.

• 산업경영시스템학회지
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• 제11권17호
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• pp.67-80
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• 1988

This study is concerned with the comparison of two time homogeneous Poisson processes. Traditionally, the methods of testing equality of Poisson processes were based on the binomial distribution or its normal approximations. The sampling plans used in these methods are to observe the processes concurrently over a predetermined time interval, possibly different for each process. However, when the values of the intensities of the processes are small, inverse type sampling plans are more appropriate since there may be cases where only a few or even no events are observed in the predetermined time interval. This study considers 9 inverse type sampling plans for the comparison of two Poisson processes. For each sampling plans considered, critical regions and the design parameters of the sampling plan are determined to guarantee the significance level and the power at some values of the alternative hypothesis. The Problem of comparing of two Weibull processes are also considered.

• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.177-182
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• 2012

A structural break in the level as well as in the innovation variance has often been exhibited in economic time series. In this paper we propose robust unit root tests based on a sign-type test statistic when a time series has a shift in its level and the corresponding volatility. The proposed tests are robust to a wide class of partially stationary processes with heavy-tailed errors, and have an exact binomial null distribution. Our tests are not affected by the size or location of the break. We set the structural break under the null and the alternative hypotheses to relieve a possible vagueness in interpreting test results in empirical work. The null hypothesis implies a unit root process with level shifts and the alternative connotes a stationary process with level shifts. The Monte Carlo simulation shows that our tests have stable size than the OLSE based tests.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.261-274
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• 2014

In this paper we develop Bayes and empirical Bayes estimators of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation under the balanced loss function. We compare the performance of the optimal Bayes estimator with ones of the classical sample mean and the usual Bayes estimator under the squared error loss with respect to the posterior expected losses, risks and Bayes risks when the underlying distribution is normal as well as when they are binomial and Poisson.

• Communications for Statistical Applications and Methods
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• 제17권6호
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• pp.845-852
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• 2010

The outcomes of counts commonly occur in the area of disease mapping for mortality rates or disease rates. A Poisson distribution is usually assumed as a model of disease rates in conjunction with a gamma prior. The small area typically refers to a small geographical area or demographic group for which very little information is available from the sample surveys. Under this situation the model-based estimation is very popular, in which the auxiliary variables from various administrative sources are used. The empirical Bayes estimator under Poissongamma model has been considered with its accuracy measures. An accuracy measure using a bootstrap samples adjust the underestimation incurred by the posterior variance as an estimator of true mean squared error. We explain the suggested method through a practical dataset of hitters in baseball games. We also perform a Monte Carlo study to compare the accuracy measures of mean squared error.

• 한국정보처리학회논문지
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• 제7권6호
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• pp.1949-1955
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• 2000

This paper proposes a multistage interconnection ATM switching network without internal blocking. The first is recirculating shuffle-exchange network improved on hardware complexity. The next is connected to Rank network with tree structure. In this network, after the packets transferred to the same output ports are given each priority, only a packet with highest priority is sent to the next, an the others are recirculated to the first. Rearrangeability through decomposition and composition algorithm is applied for the transferred packets in hanyan network and all they arrive at a final destinations. To analyze throughput, waiting time and packet loss ratio according tothe size of buffer, the probabilities are modeled by a binomial distribution of packet arrival.