• Title/Summary/Keyword: $t_3$통계량

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범주형 자료에서 연관성 측도들의 비교 분석

  • 홍종선;임한승
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.645-661
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    • 1997
  • 연속형 변수들의 상관관계와 범주형 변수들의 연관성 측도들을 비교 연구하였다. 이 연구를 위하여 연속형 변수들이며 +1에서 -1까지 완벽한 상관관계를 갖고 있는 2 변량 정규분포를 이용하여 2$\times$2 분할표와 확장하여 일반적인 I$\times$J 분할표를 대신하는 3$\times$3 분할표를 생성하였다. 2 차원 분할표에서 정의된 연관성 측도들을 구하여 논의하였는데 2$\times$2 분할표에서는 교차적비 $\alpha$ 통계량과 교차적비의 함수로 표현되는 Yule [1912]의 Q와 Y의 통계량 그리고 상관계수 R 통계량과 R 통계량의 함수인 P 통계량을 설명하고 생성된 분할표에서 구한 통계량값을 분석하였으며, 3$\times$3 분할표에서는 Pearson의 독립성 검정통계량 $X^2$의 함수로 표현되는 P. T. V 통계량과 Goodman과 Kruskal [1954]의 $\lambda_{C/R}$통계량과 Light와 Margolin [1971]의 $\tau_{R/C}$ 통계량을 설명하고 그 값들을 Pearson의 상관계수와 비교 분석하였다.

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Prediction of Rainfall-Induced Slope Failure Using Hotelling's T-Square Statistic (Hotelling의 T-square 통계량을 이용한 강우유발 사면붕괴 예측)

  • Kim, Seul-Bi;Na, Jong-Hwa;Seo, Yong-Seok
    • The Journal of Engineering Geology
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    • v.25 no.3
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    • pp.331-337
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    • 2015
  • A new technique is presented to detect unstable slope behavior, based on Hotelling's T2 analysis of pore pressure and water content obtained during flume tests using granitic and gneissic weathered soils. Three sets of pore pressure-water content values were simultaneously obtained during each test, and T2 statistics at the 90.0% and 95.0% confidence levels were calculated based on the correlations between values. The results show that unsuccessful detection of some local failures of the flume slope depended on the sensor position. In the case of global slope failures, anomalous behavior was detected between several hundred and several thousand seconds before the event as T2 statistics exceeded the confidence interval 90%. Hotelling's T2 analysis provides a single control criterion because it enables correlations between diverse measured values within the same slope; the criterion also includes stepwise criteria for a forecasting and warning system based on confidence levels.

Multivariate Autoregressive Moving Average(ARMA) process Control in Computer Integrated Manufacturing Systems (CIMS) (CIMS에서 다변량 ARMA 공정제어)

  • 최성운
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.15 no.26
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    • pp.181-187
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    • 1992
  • 본 논문은 CIMS에서 적응되는 ARMA 공정제어의 새로운 3단계절차를 제안한다. 첫번째 단계는 다변량 ARMA모델을 식별하여 모수를 추정하고, white noise로 진단된 잔차 series에 대하여 다변량 제어통계량(즉, 다변량 Hotelling T$^2$통계량, 다변량 CUSUM, 다변량 EWHA 통계량, 다변량 MA 통계량)등을 계산한다. 마지막으로 본 논문에서 제안한 8가지 다변량 제어통계량을 상호비교하여 이상점을 발견한다.

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A Robust Edge Detection method using Van der Waerden Statistic (Waerden 통계량을 이용한 강인한 에지검출 방법)

  • 최명희;이호근;김주원;하영호
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.41 no.3
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    • pp.147-153
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    • 2004
  • This paper proposes an efficient edge detection using Van der Waerden statistic in original and noisy images. An edge is where the intensity of an image moves from a low value to a high value or vice versa. We describe a nonparametric Wilcoxon test and a parametric T test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the T and Wilcoxon method perform sensitively to the noisy image, while the proposed Waerden method is robust over both noisy and noise-free images under $\alpha$=0.0005. Comparison with our statistical test and Sobel, LoG, Canny operators shows that Waerden method perform more effectively in both noisy and noise-free images.

Detecting Hidden Messages Using CUSUM Steganalysis based on SPRT (SPRT를 기반으로 하는 누적합 스테간 분석을 이용한 은닉메시지 감지기법)

  • Ji, Seon-Su
    • Journal of Korea Society of Industrial Information Systems
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    • v.15 no.3
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    • pp.51-57
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    • 2010
  • Steganography techniques can be used to hide data within digital images with little or no visible change in the perceived appearance of the image. I propose a steganalysis to detecting hidden message in sequential steganography. This paper presents adjusted technique for detecting abrupt jumps in the statistics of the stego signal during steganalysis. The repeated statistical test based on CUSUM-SPRT runs constantly until it reaches decision. In this paper, I deal with a new and improved statistic $g_t$ by computing $S^{t^*}_j$.

Immune Response of Aerobic Exercise and Expenditures Calorie (칼로리 소비량과 유산소운동의 면역반응)

  • Oh, sang-duk;Cho, jung-yeon
    • Proceedings of the Korea Contents Association Conference
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    • 2010.05a
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    • pp.173-175
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    • 2010
  • 본 연구는 VO2max 70%의 고강도 유산소운동을 통해 각각 300kcal와 600kcal를 소비하는 시점에서 유발되는 면역세포 반응을 분석함으로써 운동량에 따라 어떠한 상이한 영향을 미치고, 인체 면역세포의 긍정적 변화와 면역력 강화를 위한 적정 칼로리 소비량을 구명하고자 남자 대학생 8명을 대상으로 면역반응 T cell(CD3), B cell(CD19), NK cell(CD16+CD56)을 SPSS Ver. 18.0 프로그램을 이용, one-way ANOVA, 사후검증은 Turkey HSD를 통해 분석한 결과, T cell(CD3)에서 운동전보다 운동량이 많아질수록 감소하였으며, 600kcal를 소비하였을때, 5% 수준에서 통계적으로 유의한 차이가 있는 것으로 나타났다. B cell(CD19)에서는 운동 전보다 운동량이 많을수록 감소하였으며, 유의한 차이는 보이지 않았다. NK cell(CD16+CD56)에서 운동 전보다 운동량이 많을수록 증가하였으며, 특히 600kcal를 소비하였을 때, 5% 수준에서 통계적으로 유의한 차이가 있는 것으로 나타났다.

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Effect of corporate social contribution on corporate financial performance (기업의 사회공헌활동이 기업의 재무성과에 미치는 영향)

  • Oh, Deok Kyo;Cin, Beom Cheol;Lee, Eui Young
    • International Area Studies Review
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    • v.20 no.3
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    • pp.101-121
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    • 2016
  • This research is purposed to analyze the effect of firms' current socially responsible management on the future corporate financial performance with specified areas of socially responsible management according to the beneficiaries. Tobin's Q statistic and return on assets are calculated and exploited as measures of corporate financial performance. as of empirical analysis results, we found that the social contributions in the consumer area and external social contribution at time t influence the Tobin's Q statistic at time (t+1) in the aggregate analysis. as it is revealed that there is no effect in the firms with the outstanding social performance to the future corporate financial performance, we understand that the capital market is very sensitive to the external social contribution including consumers of firms with the weak social performance rather than the social contribution of socially outstanding firms. This sensitivity of capital market can effectively enhance the social contribution of firms, in particular listed firms with the weak social performance.

3D-PTV Measurements of the Statistical Turbulent Properties on the Wake of a Sphere (3D-PTV에 의한 구 후류 난류통계량 계측)

  • Doh, D.H.;Hwang, T.G.;Cho, Y.B.;Baek, T.S.;Pyun, Y.B.
    • Proceedings of the KSME Conference
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    • 2003.04a
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    • pp.1748-1753
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    • 2003
  • 3D-PTV measurement was conducted on the wake of a sphere. The Reynolds number is 1130 with the diameter(d=30mm). The measurement system consisted of three CCD cameras, an image grabber, an Ar-Ion laser and a host computer. An eigenvalue analysis was introduced for the analysis on the wake. Statistical turbulent properties were quantitatively clarified using the time-consecutive instantaneous three-dimensional vectors obtained by the 3D-PTV system. The spatial distributions of the sphere wake showed strong relations with spiral motions of the vortcies shedded from the surface of the sphere.

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Statistical methods for testing tumor heterogeneity (종양 이질성을 검정을 위한 통계적 방법론 연구)

  • Lee, Dong Neuck;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.32 no.3
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    • pp.331-348
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    • 2019
  • Understanding the tumor heterogeneity due to differences in the growth pattern of metastatic tumors and rate of change is important for understanding the sensitivity of tumor cells to drugs and finding appropriate therapies. It is often possible to test for differences in population means using t-test or ANOVA when the group of N samples is distinct. However, these statistical methods can not be used unless the groups are distinguished as the data covered in this paper. Statistical methods have been studied to test heterogeneity between samples. The minimum combination t-test method is one of them. In this paper, we propose a maximum combinatorial t-test method that takes into account combinations that bisect data at different ratios. Also we propose a method based on the idea that examining the heterogeneity of a sample is equivalent to testing whether the number of optimal clusters is one in the cluster analysis. We verified that the proposed methods, maximum combination t-test method and gap statistic, have better type-I error and power than the previously proposed method based on simulation study and obtained the results through real data analysis.

이원혼합모형에서 고정효과의 신뢰구간에 관한 분산성분추정량의 선택

  • 이장택
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.623-632
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    • 1998
  • 이원혼합모형에서 고정효과의 추정가능한 함수에 대한 신뢰구간을 구하는 경우에 어떤 분산성분추정량을 선택하는 것이 가장 바람직한가를 모의실험을 통하여 살펴본다 혼합모형에서는 t-분포와 일반화최소제곱추정량을 사용하여 신뢰구간을 구할 수 있는데, 일반적으로 분산성분을 알 수 없기 때문에 분산성분을 반드시 추정하여야만 한다. 이 경우 분산성분의 추정량으로 가장 많이 사용되는 추정량들인 Henderson의 방법 III 추정량, 사전추측값이 1인 MINQUE 추정량, MLE(최우추정량), REMLE(제한최우추정량)를 이용하여 분산행렬을 추정하고, 신뢰구간의 포함범위확률과 평균길이를 모의실험을 통하여 살펴본다. 모의실험의 결과는 4가지 추정량 모두 비슷한 신뢰구간의 포함범위확률과 평균길이를 갖는 것으로 판명되었다.

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