• The KIPS Transactions:PartD
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• v.10D no.6
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• pp.1025-1032
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• 2003

Percentiles are convenient measures of the entire range of values of simulation outputs. However, unlike means and standard deviations, the observations have to be stored since calculation of percentiles requires several passes through the data. Thus, percentile (PE) requires a large amount of computer storage and computation time. The best possible computation time to sort n observations is (O($nlog_{2}n$)), and memory proportional to n is required to store sorted values in order to find a given order statistic. Several approaches for extimating percentiles in RS(regenerative simulation) and non-RS, which can avoid difficulties of PE, have been proposed in [11, 12, 21]. In this paper, we implemented these three approaches known as : leanear PE, batching PE, spectral $P^2$ PE in the context of sequential steady-state simulation. Numerical results of coverage analysis of these PE approachs are present.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.99-109
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• 2019

We compared the confidence intervals of estimators using various bootstrap methods for a Random Coefficient Autoregressive(RCA) model. We consider a Quasi score estimator and M-Quasi score estimator using Huber, Tukey, Andrew and Hempel functions as bounded functions, that do not have required assumption of distribution. A standard bootstrap method, percentile bootstrap method, studentized bootstrap method and hybrid bootstrap method were proposed for the estimations, respectively. In a simulation study, we compared the asymptotic confidence intervals of the Quasi score and M-Quasi score estimator with the bootstrap confidence intervals using the four bootstrap methods when the underlying distribution of the error term of the RCA model follows the normal distribution, the contaminated normal distribution and the double exponential distribution, respectively.

• Convergence Security Journal
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• v.8 no.4
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• pp.115-120
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• 2008

Accurate predictions of software release times, and estimation of the reliability and availability of a software product require quantification of a critical element of the software testing process： Change-point problem. In this paper, exponential (Goel-Okumoto) model was reviewed, proposes the percentile change-point problem, which maked out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics, for the sake of efficient model, was employed. Using NTDS data, The numerical example of percentilechange-point problemi s presented.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.25 no.1
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• pp.34-39
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• 2013

In this study, the quantitative analysis and pattern analysis of the error bounds with respect to recording period were carried out using the wave climate data from coastal areas. Arbitrary recording periods were randomly sampled from one month to six years using the bootstrap method. Based on the analysis, for recording periods less than one year, it was found that the error bounds decreased rapidly as the recording period increased. Meanwhile, the error bounds were found to decrease more slowly for recording periods longer than one year. Assuming the absolute estimate error to be around 10% (${\pm}0.1m$) for an one meter significant wave height condition, the minimum recording period for reaching the estimate error for Sokcho and Geoje-Hongdo stations satisfied this condition with over two years of data, while Anmado station was found to satisfy this condition when using observational data of over three years. The confidence intervals of the significant wave height clearly show an increasing pattern when the percentile value of the wave height increases. Whereas, the confidence intervals of the mean wave period are nearly constant, at around 0.5 seconds except for the tail regions, i.e., 2.5- and 97.5-percentile values. The error bounds for 97.5-percentile values of the wave height necessary for harbor tranquility analysis were found to be 0.75 m, 0.5 m, and 1.2 m in Sokcho, Geoje-Hongdo, and Anmado, respectively.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.129-138
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• 2019

Ammunition is an integral element of a weapon systems and in calculating fighting strength. The Korea Army utilizes the basic load (B/L) concept to supply ammunition smoothly. The required supply rate (RSR) is the basis of a B/L that is estimated from real combat data that includes a troop's mission and operation terrain. The current RSR is based on Korean War data and the sample mean has some problems in applications to modern combat. Therefore, this study used Korea Combat Training Center (KCTC) data that is similar to real combat to estimate rifle ammunition RSR. We used a quantile of truncated Weibull distribution to estimate rifle ammunition RSR considering that rifle ammunition consumption data in KCTC is truncated. As a result, we obtained a rifle ammunition RSR which covers most ammunition consumption by reflecting the individual consumption of rifle ammunition.

• Proceedings of the KAIS Fall Conference
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• 2011.05b
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• pp.985-988
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• 2011

본 논문의 주목적은 확률변수의 백분위수를 이용하여 Mg-Al-Zn합금에 적합한 확률론적 피로균열전파모델을 평가하여 제시하는 것이다. 균열성장의 변동성을 묘사하기 위하여 실험적 피로균열전파모델에 확률변수를 도입한 확률론적 피로균열전파모델을 제안하였다. 제안된 모델을 평가하기 위하여 시편두께조건을 변화시키면서 피로균열전파실험을 수행하여 균열성장의 통계데이터를 확보하였다. 각 모델의 파라미터는 최우추정법으로 추정하였으며, 균열성장에 따른 확률변수의 백분위수를 이용하여 모델적합성을 평가하였다. 일반적으로 Mg-Al-Zn합금에 적합한 모델은 '확률론적 Paris-Erdogan모델'과 '확률론적 Walker모델'이었으며, 두꺼운 시편의 경우엔 '확률론적 Forman모델'가 적합함을 규명하였다.

• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.405-414
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• 2012

In a stratified sample, the sampling frame is divided into non-overlapping groups or strata (e.g. geographical areas, age-groups, and genders). A sample is taken from each stratum, if this sample is a simple random sample it is referred to as stratified random sampling. In this paper, we study the bootstrap inference (including confidence interval) and test for a stratified population mean. We also introduce the bootstrap consistency based on limiting distribution related to the plug-in estimator of the population mean. We suggest three bootstrap confidence intervals such as standard bootstrap method, percentile bootstrap method and studentized bootstrap method. We also suggest a bootstrap test method computing the $ASL_{boot}$(Achieved Significance Level). The results of estimation are verified using simulation.

• Journal of the Korean Association of Geographic Information Studies
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• v.20 no.3
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• pp.181-194
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• 2017

This study aims to develop a regression model for forest volume estimation using field-collected forest inventory information and airborne LiDAR data. The response variable of the model is forest stem volume, was measured by random sampling from each individual plot of the 30 circular sample plots collected in Bonghwa-gun, Gyeong sangbuk-do, while the predictor variables for the model are Height Percentiles(HP) and Height Bin(HB), which are metrics extracted from raw LiDAR data. In order to find the most appropriate model, the candidate models are constructed from simple linear regression, quadratic polynomial regression and multiple regression analysis and the cross-validation tests were conducted for verification purposes. As a result, $R^2$ of the multiple regression models of $HB_{5-10}$, $HB_{15-20}$, $HB_{20-25}$, and $HBgt_{25}$ among the estimated models was the highest at 0.509, and the PRESS statistic of the simple linear regression model of $HP_{25}$ was the lowest at 122.352. $HB_{5-10}$, $HB_{15-20}$, $HB_{20-25}$, and $HBgt_{25}-based$ models, thus, are comparatively considered more appropriate for Korean forests with complicated vertical structures.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.19 no.10
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• pp.82-88
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• 2018

The decoy defensive weapon system is a one-shot system. Reliability is maintained through periodic inspection and high reliability is required to confirm whether or not the functioning is normal after launch. The maintenance cycle of a decoy was set up without target reliability and reliability prediction during the development period. However, the number of operations in the military has been increasing, necessitating the optimization of the maintenance cycle. Reliability is analyzed using the maintenance data of a decoy operated for several decades and the optimal maintenance cycle is suggested. In chapter 2, data collection and classification methods are presented and analysis methodology is briefly introduced. In chapter 3, the data distribution analysis and fitness verification confirmed that applying the Weibull distribution is the most suitable for the maintenance data of the decoy. In chapter 4, we present the analysis result of percentile, survival probability and MTBF and the optimal maintenance cycle was derived from the reliability analysis. Finally, we suggest the application methods for this paper in the future.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.381-381
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• 2017

수자원 분야에 대한 기후변화의 영향은 홍수, 가뭄 등 극치 수문사상의 증가와 변동성 확대를 초래하는 것으로 알려져 있으며, 이에 따라 예년에 비해 발생빈도 및 심도가 증가한 가뭄에 대한 모니터링 및 피해경감을 위해 정부에서는 국민안전처를 비롯한 관계기관 합동으로 생활 공업 농업용수 등 분야별 가뭄정보를 제공하고 있다. 국토교통부와 환경부는 생활 및 공업용수 분야의 가뭄정보 제공을 위해 광역 지방 상수도를 이용하는 급수 지역과 마을상수도, 소규모급수시설 등 미급수지역의 용수수급 정보를 분석하여 가뭄 분석정보를 제공 중에 있다. 하지만, 미급수지역에 대한 가뭄 예?경보는 기준이 되는 수원정보의 부재로 기상 가뭄지수인 SPI6를 이용하여 정보를 생산하고 있다. 기상학적 가뭄 상황과 물부족에 의한 체감 가뭄은 차이가 있으며, 미급수 지역의 경우 지하수를 주 수원으로 사용하는 지역이 대부분으로 기상학적 가뭄지수인 SPI6를 이용한 가뭄정보로 실제 물수급 상황을 반영하기는 부족한 실정이다. 따라서 본 연구에서는 미급수지역의 주요 수원인 지하수의 수위 상황을 반영한 가뭄모니터링 기법을 개발하고자 하였으며, 가용량 분석이 현실적으로 어려운 지하수의 특성을 고려하여 수위 거동의 통계적 분석을 통해 가뭄을 모니터링 할 수 있는 방법으로 접근하였다. 국가지하수관측소 중 관측기간이 10년 이상이고 강우와의 상관성이 높은 관측소들을 선정한 후, 일수위 관측자료를 월별로 분리하여 1월~12월 각 월에 대해 핵밀도 함수 추정기법(kernel densitiy estimation)을 적용하여 월별 지하수위 분포 특성을 도출하였다. 각 관측소별 관측수위 분포에 대해 백분위수(percentile)를 이용하여, 25%~100% 사이는 정상, 10%~25% 사이는 주의단계, 5%~10% 사이는 심한가뭄, 5% 이하는 매우심함으로 가뭄의 단계를 구분하였다. 각 백분위수에 해당하는 수위 값은 추정된 Kernel Density와 Quantile Function을 이용하여 산정하였고, 최근 10일 평균수위를 현재의 수위로 설정하여 가뭄의 정도를 분류하였다. 분석된 결과는 관측소를 기점으로 역거리가중법(inverse distance weighting)을 통해 공간 분포를 시켰으며, 수문학적, 지질학적 동질성을 반영하기 위하여 유역도 및 수문지질도를 중첩한 공간연산을 통해 전국 지하수 가뭄상태를 나타내는 지하수위 등급분포도를 작성하였다. 실제 가뭄상황과의 상관성을 분석하기 위해 언론기사를 통해 확인된 가뭄시기와 백문위수 25%이하로 분석된 지하수 가뭄시기를 ROC(receiver operation characteristics) 분석을 통해 비교 검증하였다.