• Journal of the Korean Statistical Society
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• 제32권4호
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• pp.411-423
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• 2003

In this paper we develop a method for calculating a probability that a particular generalized variance is the smallest of all the K multivariate normal generalized variances. The method gives a way of comparing K multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approach for the probability is intractable and thus a Bayesian method is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach. Necessary theory involved in the method and computation is provided.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.305-313
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• 2002

Regarding to inference about a scalar measure of internal scatter of Ρ-variate normal population, this paper considers an interval estimation of the generalized variance, │$\Sigma$│. Due to complicate sampling distribution, fully parametric frequentist approach for the interval estimation is not available and thus Bayesian method is pursued to calculate the highest probability density (HPD) interval for the generalized variance. It is seen that the marginal posterior distribution of the generalized variance is intractable, and hence a weighted Monte Carlo method, a variant of Chen and Shao (1999) method, is developed to calculate the HPD interval of the generalized variance. Necessary theories involved in the method and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed method.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2007년도 춘계학술대회B
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• pp.2165-2170
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• 2007

At nanoscales, the Boltzmann transport equation (BTE) can best describe the behavior of phonons which are energy carriers in crystalline materials. Through this study, the phonon transport in some micro/nanoscale problems was simulated with the Monte Carlo method which is a kind of the stochastic approach to the BTE. In the Monte Carlo method, the superparticles of which the number is the weighted value to the actual number of phonons are allowed to drift and be scattered by other ones based on the scattering probability. Accounting for the phonon dispersion relation and polarizations, we have confirmed the one-dimensional transient phonon transport in ballistic and diffusion limits, respectively. The thermal conductivity for GaAs was also calculated from the kinetic theory by using the proposed model. Besides, we simulated the electrostatic discharge event in the NMOS transistor as a two-dimensional problem by applying the Monte Carlo method.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 춘계 학술발표회 논문집
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• pp.73-78
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• 2002

In this paper we develop a method for constructing a Bayesian HPD (highest probability density) interval of a ratio of two multivariate normal generalized variances. The method gives a way of comparing two multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approaches for the interval is intractable and thus a Bayesian HPD(highest probability densith) interval is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach introduced by Chen and Shao(1999). Necessary theory involved in the method and computation is provided.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2004년도 학술발표논문집
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• pp.229-236
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• 2004

This article presents a multiple comparison ranking procedure for several products of the Poisson rates. A preference probability matrix that warrants the optimal comparison ranking is introduced. Using a Bayesian Monte Carlo method, we develop simulation-based procedure to estimate the matrix and obtain the optimal ranking via a row-sum scores method. Necessary theory and two illustrative examples are provided.

• 대한산업공학회지
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• 제29권2호
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• pp.114-125
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• 2003

This paper proposes multivariate process capability indices (PCIs) for skewed populations using $T^2$rand modified process region approaches. The proposed methods are based on the multivariate version of a weighted standard deviation method which adjusts the variance-covariance matrix of quality characteristics and approximates the probability density function using several multivariate Journal distributions with the adjusted variance-covariance matrix. Performance of the proposed PCIs is investigated using Monte Carlo simulation, and finite sample properties of the estimators are studied by means of relative bias and mean square error.

• 제어로봇시스템학회논문지
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• 제19권8호
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• pp.667-675
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• 2013

This paper presents vision-based techniques for underwater landmark detection, map-based localization, and SLAM (Simultaneous Localization and Mapping) in structured underwater environments. A variety of underwater tasks require an underwater robot to be able to successfully perform autonomous navigation, but the available sensors for accurate localization are limited. A vision sensor among the available sensors is very useful for performing short range tasks, in spite of harsh underwater conditions including low visibility, noise, and large areas of featureless topography. To overcome these problems and to a utilize vision sensor for underwater localization, we propose a novel vision-based object detection technique to be applied to MCL (Monte Carlo Localization) and EKF (Extended Kalman Filter)-based SLAM algorithms. In the image processing step, a weighted correlation coefficient-based template matching and color-based image segmentation method are proposed to improve the conventional approach. In the localization step, in order to apply the landmark detection results to MCL and EKF-SLAM, dead-reckoning information and landmark detection results are used for prediction and update phases, respectively. The performance of the proposed technique is evaluated by experiments with an underwater robot platform in an indoor water tank and the results are discussed.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.213-224
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• 2014

In this paper, we study the problem of transforming to normality. We propose to estimate the transformation parameter by minimizing a weighted squared distance between the empirical characteristic function of transformed data and the characteristic function of the normal distribution. Our approach also allows for other symmetric target characteristic functions. Asymptotics are established for a random sample selected from an unknown distribution. The proofs show that the weight function $t^{-2}$ needs to be modified to have thinner tails. We also propose the method to compute the influence function for M-equation taking the form of U-statistics. The influence function calculations and a small Monte Carlo simulation show that our estimates are less sensitive to a few outliers than the maximum likelihood estimates.

• Communications for Statistical Applications and Methods
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• 제25권5호
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• pp.569-575
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• 2018

Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

• 응용통계연구
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• 제19권1호
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• pp.97-110
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• 2006

대부분의 자료는 여러가지 원인으로 인한 특이치로 오염되어 있으며, 이러한 상황에서 신뢰성 있는 추정량을 얻어내고 이에 대한 통계적 추론을 시행하는 것은 중요한 문제이다. 그러나 이제까지 제안된 로버스트 회귀추정량들은 계산상의 어려움과 정규오차모형에서 최소제곱추정량에 비하여 떨어지는 효율성때문에 통계적 추론의 정확성을 확신할 수 없었다. 최근 제안된 Lee(2004)의 가중자기조율회귀추정량(weighted self-tuning estimator, WSTE)은 다른 로버스트 회귀추정량에 비하여 정확한 계산과정과 그에 따른 추정량의 점근적 정규성 및 고붕괴점을 갖는다. 그러나 통계적 추론을 위하여 이제까지 널리 사용해왔던 로버스트 추정량에 기반한 가중최소제곱추정방법(weighted least squares estimator)은 WSTE에서조차 정규오차모형하에서 최소제곱추정량과 동일한 수준의 효율성을 제공해주지 는 못한다. 본 논문에서는 WSTE에 기반한 또다른 통계적 추론 방법을 제안하고, 이 방법을 사용함으로써 정규오차모형 및 대표본에서 보다 정확한 결과를 얻을 수 있음을 몬테칼로 모의실험을 통해 제시하였다.