• Title/Summary/Keyword: Loss Estimation

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Earthquake Loss Estimation of Buried Pipeline Considering Permanent Ground Deformation due to Liquefaction (액상화.영구지반변형을 고려한 지중매설관로의 지진피해 평가)

  • Kim, Tae-Wook;Lim, Yun-Mook;Kim, Moon-Kyum
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2005.03a
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    • pp.102-109
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    • 2005
  • In this study, a prototype model of earthquake loss estimation method will be proposed for the quantitative and qualitative damage evaluation of buried pipeline subjected to Permanent Ground Deformation(PGD) due to liquefaction. With this objective, domestic and foreign status of the arts related with earthquake loss estimation method is summarized at first. Domestic development of computer aided earthquake loss estimation method seems to be difficult for the time being. Thus, referring to HAZUS : Earthquake Loss Estimation Methodology which is developed by FEMA (Federal Emergency Management Agency) and NIBS (National Institute of Building Sciences), earthquake loss estimation procedure of buried pipeline subjected to PGD due to liquefaction are proposed, and then exemplary loss estimation are executed. Considering that there have been no practical earthquake loss estimation method and procedure in Korea, the research accomplishments such as above are considered to be helpful for the substantial development of earthquake loss estimation method of buried pipeline subjected to PGD due to liquefaction.

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Improved Estimation of Poisson Menas under Balanced Loss Function

  • Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.767-772
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    • 2000
  • Zellner(1994) introduced the notion of a balanced loss function in the context of a general liner model to reflect both goodness of fit and precision of estimation. We study the perspective of unifying a variety of results both frequentist and Bayesian from Poisson distributions. We show that frequentist and Bayesian results for balanced loss follow from and also imply related results for quadratic loss functions reflecting only precision of estimation. Several examples are given for Poisson distribution.

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Estimation of the Parameter of a Bernoulli Distribution Using a Balanced Loss Function

  • Farsipour, N.Sanjari;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.889-898
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    • 2002
  • In decision theoretic estimation, the loss function usually emphasizes precision of estimation. However, one may have interest in goodness of fit of the overall model as well as precision of estimation. From this viewpoint, Zellner(1994) proposed the balanced loss function which takes account of both "goodness of fit" and "precision of estimation". This paper considers estimation of the parameter of a Bernoulli distribution using Zellner's(1994) balanced loss function. It is shown that the sample mean $\overline{X}$, is admissible. More general results, concerning the admissibility of estimators of the form $a\overline{X}+b$ are also presented. Finally, minimax estimators and some numerical results are given at the end of paper,at the end of paper.

Bayes and Empirical Bayes Estimation of the Scale Parameter of the Gamma Distribution under Balanced Loss Functions

  • Rezaeian, R.;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.71-80
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    • 2007
  • The present paper investigates estimation of a scale parameter of a gamma distribution using a loss function that reflects both goodness of fit and precision of estimation. The Bayes and empirical Bayes estimators rotative to balanced loss functions (BLFs) are derived and optimality of some estimators are studied.

ESTIMATION OF SCALE PARAMETER AND P(Y < X) FROM RAYLEIGH DISTRIBUTION

  • Kim, Chan-Soo;Chung, Youn-Shik
    • Journal of the Korean Statistical Society
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    • v.32 no.3
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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.

Estimation Iron Loss Coefficients and Iron Loss Calculation of IPMSM According to Core Material (철심 재질에 따른 철손 계수 산정 및 IPMSM의 철손 계산)

  • Kang, Bo-Han;Kim, Yong-Tae;Cho, Gyu-Won;Lee, Jung-Gyu;Jang, Ki-Bong;Kim, Gyu-Tak
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.9
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    • pp.1269-1274
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    • 2012
  • In this paper, the iron loss was calculated using estimated iron loss coefficient at 650W Interior Permanent Magnet Synchronous Motor(IPMSM) and 250W IPMSM. The iron loss coefficients was estimated different according to electrical steel material used to stator and rotor core in motor. Aspect of The rotating flux field and alternating flux field was confirmed by magnetic field behavior and harmonic analysis in stator core, the iron loss was calculated using flux density by Finite Element Method(FEM) and estimated coefficients by iron loss coefficient estimation proposed in this paper. The iron loss experiment was performed for verified to iron loss calculation, and the iron loss coefficients were verified by comparison of iron loss calculation value and experimental value.

Remote Sensing Monitoring and Loss Estimated System of Flood Disaster based on GIS

  • Wenqiu, Wei
    • Proceedings of the KSRS Conference
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    • 2002.10a
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    • pp.507-515
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    • 2002
  • Remote Sensing Monitoring and Loss Estimated System of Flood Disaster based on GIS is an integrated system comprised flood disaster information receiving and collection, flood disaster simulation, and flood disaster estimation. When the system receives and collects remote sensing monitoring and conventional investigation information, the distributional features of flood disaster on space and time is obtained by means of image processing and information fusion. The economic loss of flood disaster can be classified into two pus: direct economic loss and indirect economic loss. The estimation of direct economic loss applies macroscopic economic analysis methods, i.e. applying Product (Industry and Agriculture Gross Product or Gross Domestic Product - GDP) or Unit Synthetic Economic Loss Index, direct economic loss can be estimated. Estimating indirect economic loss applies reduction coefficient methods with direct economic loss. The system can real-timely ascertains flood disaster and estimates flood Loss, so that the science basis fur decision-making of flood control and relieving disaster may be provided.

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Bayesian and maximum likelihood estimation of entropy of the inverse Weibull distribution under generalized type I progressive hybrid censoring

  • Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.469-486
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    • 2020
  • Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.

EMPIRICAL BAYES ESTIMATION OF THE TRUNCATION PARAMETER WITH ASYMMETRIC LOSS FUNCTION USING NA SAMPLES

  • Shi, Yimin;Shi, Xiaolin;Gao, Shesheng
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.305-317
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    • 2004
  • We construct the empirical Bayes (EB)estimation of the parameter in two-side truncated distribution families with asymmetric Linex loss using negatively associated (NA) samples. The asymptotical optimality and convergence rate of the EB estimation is obtained. We will show that the convergence rate can be arbitrarily close to $O(n^{-q}),\;q\;=\;{\lambda}s(\delta\;-\;2)/\delta(s\;+\;2)$.

Selection of Optimal Values in Spatial Estimation of Environmental Variables using Geostatistical Simulation and Loss Functions

  • Park, No-Wook
    • Journal of the Korean earth science society
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    • v.31 no.5
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    • pp.437-447
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    • 2010
  • Spatial estimation of environmental variables has been regarded as an important preliminary procedure for decision-making. A minimum variance criterion, which has often been adopted in traditional kriging algorithms, does not always guarantee the optimal estimates for subsequent decision-making processes. In this paper, a geostatistical framework is illustrated that consists of uncertainty modeling via stochastic simulation and risk modeling based on loss functions for the selection of optimal estimates. Loss functions that quantify the impact of choosing any estimate different from the unknown true value are linked to geostatistical simulation. A hybrid loss function is especially presented to account for the different impact of over- and underestimation of different land-use types. The loss function-specific estimates that minimize the expected loss are chosen as optimal estimates. The applicability of the geostatistical framework is demonstrated and discussed through a case study of copper mapping.