• Title/Summary/Keyword: 모수제

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Selection of the economically optimal parameters in the EWMA control chart (지수가중이동평균관리도의 경제적 최적모수의 선정)

  • 박창순;원태연
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.91-109
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    • 1996
  • Exponentially weighted moving averae(EWMA) control chart has been used widely for process monitoring and process adjustment recently, but there has not been many studies about the selection of the parameters. Design of the control chart can be classified into the statistical design and the economic design. The purpose of the economic design is to minimize the cost function in which all the possible costs occurring during the process are probability given the Type I error probability. In this paper the optimal parameters of the EWMA chart are selected for the economic design as well as for the statistical design. The optimal parameters for the economic design show significantly different from those of the statistical design, and especially the weight is always larger than that used in the statistical design. In the economic design, we divide the model into the single assignable cause model and the multiple assignable causes model caacording to number of which is used as the average context of the multiple assignable causes, it shows that the selection of the parameters may be misleading when the multiple assignable causes exist in practice.

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Reliability analysis methods to one-shot device (일회용품의 신뢰성분석 방안)

  • Baik, Jaiwook
    • Industry Promotion Research
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    • v.7 no.4
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    • pp.1-8
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    • 2022
  • There are many one-shot devices that are used once and thrown away. One-shot devices such as firecrackers and ammunition are typical, and they are stored for a while after manufacture and then disposed of after use when necessary. However, unlike general operating systems, these one-shot devices have not been properly evaluated. This study first examines what the government does to secure reliability in the case of ammunition through ammunition stockpile reliability program. Next, in terms of statistical analysis, we show what the reliability analysis methods are for one-shot devices such as ammunition. Specifically, we show that it is possible to know the level of reliability if sampling inspection plan such as KS Q 0001 which is acceptance sampling plan by attributes is used. Next, non-parametric and parametric methods are introduced as ways to determine the storage reliability of ammunition. Among non-parametric methods, Kaplan-Meier method can be used since it can also handle censored data. Among parametric methods, Weibull distribution can be used to determine the storage reliability of ammunition.

A generalized likelihood ratio chart for monitoring type I right-censored Weibull lifetimes (제1형 우측중도절단된 와이블 수명자료를 모니터링하는 GLR 관리도)

  • Han, Sung Won;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.647-663
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    • 2017
  • Weibull distribution is a popular distribution for modeling lifetimes because it reflects the characteristics of failure adequately and it models either increasing or decreasing failure rates simply. It is a standard method of the lifetimes test to wait until all samples failed; however, censoring can occur due to some realistic limitations. In this paper, we propose a generalized likelihood ratio (GLR) chart to monitor changes in the scale parameter for type I right-censored Weibull lifetime data. We also compare the performance of the proposed GLR chart with two CUSUM charts proposed earlier using average run length (ARL). Simulation results show that the Weibull GLR chart is effective to detect a wide range of shift sizes when the shape parameter and sample size are large and the censoring rate is not too high.

Type I projection sum of squares by weighted least squares (가중최소제곱법에 의한 제1종 사영제곱합)

  • Choi, Jaesung
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.423-429
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    • 2014
  • This paper discusses a method for getting Type I sums of squares by projections under a two-way fixed-effects model when variances of errors are not equal. The method of weighted least squares is used to estimate the parameters of the assumed model. The model is fitted to the data in a sequential manner by using the model comparison technique. The vector space generated by the model matrix can be composed of orthogonal vector subspaces spanned by submatrices consisting of column vectors related to the parameters. It is discussed how to get the Type I sums of squares by using the projections into the orthogonal vector subspaces.

A simulation comparison on the analysing methods of Likert type data (모의실험에 의한 리커트형 설문분석 방법의 비교)

  • Kim, Hyun Chul;Choi, Seung Kyoung;Choi, Dong Ho
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.373-380
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    • 2016
  • Even though Likert type data is ordinal scale, many researchers who regard Likert type data as interval scale adapt as parametric methods. In this research, simulations have been used to find out a proper analysis of Likert type data. The locations and response distributions of five point Likert type data samples having diverse distribution have been evaluated. In estimating samples' locations, we considered parametric method and non-parametric method, which are t-test and Mann-Whitney test respectively. In addition, to test response distribution, we employed Chi-squared test and Kolmogorov-Smirnov test. In this study, we assessed the performance of the four aforementioned methods by comparing Type I error ratio and statistical power.

A parametric bootstrap test for comparing differentially private histograms (모수적 부트스트랩을 이용한 차등정보보호 히스토그램의 동질성 검정)

  • Son, Juhee;Park, Min-Jeong;Jung, Sungkyu
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.1-17
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    • 2022
  • We propose a test of consistency for two differentially private histograms using parametric bootstrap. The test can be applied when the original raw histograms are not available but only the differentially private histograms and the privacy level α are available. We also extend the test for the case where the privacy levels are different for different histograms. The resident population data of Korea and U.S in year 2020 are used to demonstrate the efficacy of the proposed test procedure. The proposed test controls the type I error rate at the nominal level and has a high power, while a conventional test procedure fails. While the differential privacy framework formally controls the risk of privacy leakage, the utility of such framework is questionable. This work also suggests that the power of a carefully designed test may be a viable measure of utility.

비중심 카이제곱분포의 동결성검정

  • 황형태;오희정
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.217-223
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    • 1998
  • 공통의 자유도를 갖는 $textsc{k}$개의 비중심 카이제곱분포들의 동질성을 검정하기 위하여 우선 적당한 형태의 검정방법을 제시하였다. 통상적인 방법대로, 제시된 검정방법이 주어진 유의수준을 만족시키도록 하기 위해서는, 귀무가설하에서 제 1종의 오류의 확률을 최대화하는 모수의 최소 우호적 위치(Least favorable configuration)가 유도되었으며, 이에 따라서 주어진 유의수준을 충족하는 기각치를 도표화하였다.

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Bayesian ordinal probit semiparametric regression models: KNHANES 2016 data analysis of the relationship between smoking behavior and coffee intake (베이지안 순서형 프로빗 준모수 회귀 모형 : 국민건강영양조사 2016 자료를 통한 흡연양태와 커피섭취 간의 관계 분석)

  • Lee, Dasom;Lee, Eunji;Jo, Seogil;Choi, Taeryeon
    • The Korean Journal of Applied Statistics
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    • v.33 no.1
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    • pp.25-46
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    • 2020
  • This paper presents ordinal probit semiparametric regression models using Bayesian Spectral Analysis Regression (BSAR) method. Ordinal probit regression is a way of modeling ordinal responses - usually more than two categories - by connecting the probability of falling into each category explained by a combination of available covariates using a probit (an inverse function of normal cumulative distribution function) link. The Bayesian probit model facilitates posterior sampling by bringing a latent variable following normal distribution, therefore, the responses are categorized by the cut-off points according to values of latent variables. In this paper, we extend the latent variable approach to a semiparametric model for the Bayesian ordinal probit regression with nonparametric functions using a spectral representation of Gaussian processes based BSAR method. The latent variable is decomposed into a parametric component and a nonparametric component with or without a shape constraint for modeling ordinal responses and predicting outcomes more flexibly. We illustrate the proposed methods with simulation studies in comparison with existing methods and real data analysis applied to a Korean National Health and Nutrition Examination Survey (KNHANES) 2016 for investigating nonparametric relationship between smoking behavior and coffee intake.

A goodness-of-fit test for exponentiality with censored samples (중도절단 표본의 지수분포성 적합도 검정을 위한 새로운 통계량)

  • 김부용
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.289-302
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    • 1993
  • A goodness-of-fit test for the two-parameter exponential distribution, for use with the singly Type I and Type II right censored samples, is proposed. The test statistic is based on the $L_1$-norm of discrepancy between the cumulative distribution function and the empirical distribution function. To deal with the unknown parameters problem, the K- transformation is considered and modified to be applied to the censored samples. Rosenblatt's transformation is extended to the cases of Type I and Type II censored samples, in order to transform the censored samples into the complete ones. The critial values of the test statistic are obtained by Monte Carlo simulations for some finite sample sizes. The power studies are conducted to compare the proposed test with the Pettitt(1977) test for exponentiality with censored samples. It appears that the proposed test has relatively good power properties for moderate and large sample sizes.

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Comparison of Single Imputation Methods in 2×2 Cross-Over Design with Missing Observations (2×2 교차계획법에서 결측치가 있을 때의 결측치 처리 방법 비교에 관한 연구)

  • Jo, Bobae;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.529-540
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    • 2015
  • A cross-over design is frequently used in clinical trials (especially in bioequivalence tests with a parametric method) for the comparison of two treatments. Missing values frequently take place in cross-over designs in the second period. Usually, subjects that have missing values are removed and analyzed. However, it can be unsuitable in clinical trials with a small sample size. In this paper, we compare single imputation methods in a $2{\times}2$ cross-over design when missing values exist in the second period. Additionally, parametric and nonparametric methods are compared after applying single imputation methods. A Monte-Carlo simulation study compares type I error and the power of methods.