• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.135-140
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• 2002

변량추출비 관리도는 현재의 관측값에 기초하여 다음 시점의 표본크기와 표본추출간격을 변화시키면서 공정의 변화를 탐지하는 관리도 절차이다. 만일 공정에서 추출한 현재의 관측값을 살펴볼 때 공정변화의 징후가 있는 경우에는 다음 시점의 표본추출비를 증가시켜, 즉 표본크기를 크게 하고 표본추출간격을 작게 하여 예상되는 공정변화를 더 빠르고 정확하게 탐지함으로보다 효율적인 공정관리를 수행하는 것이다. 본 연구는 변량추출비 ${\bar{X}}$ 관리도에서 사용하는 표본크기와 표본추출간격의 수를 달리하며 각각의 경우에 대한 통계적 효율을 계산하고 이를 비교하고자 한다.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.85-90
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• 2003

이 논문에서는 Samuel, Pignatiello와 Calvin(1998)이 제안한 ${\overline{X}}$ 관리도에서 이상원인 발생시점에 대한 최대우도추정량에 기초하여 변량표본크기(VSS) ${\overline{X}}$ 관리도를 수행하는 경우에 사용할 수 있는 최대우도추정량을 제안한다. 또한 제안된 최대우도추정량을 이용하여 이상원인 발생 시점에 대한 신뢰구간을 설정하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.304-304
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• 2018

이변량 빈도해석은 일반적으로 고정지속기간 강우량에 대해 빈도해석하는 단변량 빈도해석에 비해 지속기간을 확률변수로 이용하여 강우량과 동시에 확률변수로 사용할 수 있다는 장점이 있다. 하지만 확률분포형의 차원이 증가하기 때문에 기존 단변량 빈도해석에서 요구되던 표본크기보다 더 많은 표본이 필요하다. 우리나라 강우관측소의 경우 오래된 관측소의 경우에도 기록년수가 60년을 넘지 않아 연최대계열로 확률표본을 작성할 경우 이변량 빈도해석을 수행하기에 부족할 수 있다. 따라서 본 연구에서는 Peaks Over Threshold (POT) 방법을 이용하여 적정 확률표본을 선택하는 연구를 진행하였다. 서울 기상청 지점의 강우자료로부터 최소무강우시간을 이용하여 모든 강우사상을 추출하였으며 각 강우사상의 강우량과 지속기간이 확률변수로 사용되었다. 기존에 알려진 POT 방법들과 Anderson-Darling 적합도 검정을 이용한 절단값 산정방법등을 적용하여 확률표본 개수의 변화에 따른 주변분포형의 적합도 검정과 이변량 확률모형의 적합성을 살펴보았다.

• Journal of the Korean Data and Information Science Society
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• v.14 no.3
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• pp.429-440
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• 2003

Variable sampling rate (VSR) control charts vary the sampling interval and/or the sample size according to value of the control statistic. It is known that $\bar{X}$ charts with VSR scheme lead to large improvements in performance over those with fixed sampling rate (FSR) scheme. In this paper, we studied $\bar{X}$ charts with several VSR schemes, and compared their statistical performance each other.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.67-72
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• 2005

이 논문은 표본크기와 표본추출간격 이외의 관리모수인 EWMA 관리도의 가중치를 이전 시점의 관리통계량 값에 기초하여 변화시키는 VW(variable weight) 방법에 대한 것이다. 이 방법을 VSR(variable sampling rate)과 병행하는 절차를 제안하고, 절차의 효율에 대하여 알아보았다.

• Journal of Korean Society for Quality Management
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• v.28 no.3
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• pp.18-30
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• 2000

Recent studies have shown that the $\bar{X}$ chart with variable sampling intervals(VSI) and the $\bar{X}$ chart with variable sample size(VSS) are much quicker than Shewhart $\bar{X}$ chart in detecting shiks in the process. Shewhart $\bar{X}$ chart has been beneficial to detect large shifts but it is hard to apply Shewhart $\bar{X}$ chart in detecting moderate shifts in the process mean. In this article the $\bar{X}$ chart using variable sample size(VSS) and variable sampling Intervals(VSI) has been proposed to supplement the weak point mentioned above. So the purpose of this paper is to consider finding the design parameters which minimize expected loss costs for unit process time and measure the performance of VSSI(variable sample size and sampling interval) $\bar{X}$ chart. It is important that assignable causes be detected to maintain the process controlled. This paper has been studied under the assumption that one cycle is from starting of the process to eliminating the assignable causes in the process. The other purpose of this article is to represent the expected loss costs in one cycle with three process parameters(sample size, sampling interval and control limits) function and find the three parameters.

• Journal of Korea Water Resources Association
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• v.44 no.2
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• pp.85-96
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• 2011

Probability plotting position is generally used for the graphical analysis of the annual maximum quantile and the estimation of exceedance probability to display the fitness between sample and an appropriate probability distribution. In addition, it is used to apply a specific goodness of fit test. Plotting position formula to define the probability plotting position has been studied in many researches. Especially, the GEV distribution which is an important probability distribution to analyze the frequency of hydrologic data was popular. In this study, the theoretical reduced variates are derived using the mean value of order statistics to derived an appropriate plotting position formula for the GEV distribution. In addition, various forms of plotting position formula considering various sample sizes and coefficients of skewness related with shape parameters are applied. The parameters of plotting position formulas are estimated using the genetic algorithm. The accuracy of derived plotting position formula is estimated by the errors between the theoretical reduced variates and those by various plotting position formulas including the derived ones in this study. As a result, the errors by derived plotting position formula is the smallest at the range of shape parameter with -0.25~0.10.

• Journal of Korea Water Resources Association
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• v.42 no.5
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• pp.365-374
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• 2009

Probability plotting positions are used for the graphical display of annual maximum rainfall or flood series and the estimation of exceedance probability of those values. In addition, plotting positions allow a visual examination of the fitness of probability distribution provided by frequency analysis for a given data. Therefore, the graphical approach using plotting position has been applied to many fields of hydrology and water resources planning. In this study, the plotting position formula for the Gumbel distribution is derived by using the order statistics and the probability weight moment of the Gumbel distribution for various sample sizes. And then, the parameters of plotting position formula for the Gumbel distribution are estimated by using genetic algorithm. The appropriate plotting position formulas for the Gumbel distribution are examined by the comparison of root mean square errors and biases between theoretical reduced Gumbel variates and those calculated from derived and existing plotting position formulas. As the results, Gringorten's plotting position formula has the smaller root mean square errors and biases than any other formulas.

• The Korean Journal of Financial Management
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• v.21 no.1
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• pp.231-253
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• 2004

We examine hedge strategies that use Won-dollar futures to hedge the price risk of the Won-dollar exchange rate. We employ the naive hedge model, minimum variance hedge model and bivariate ECT-ARCH(1) model as hedge instruments, and analyze their hedge performances. The sample period covers from January 2, 2001 to December 31, 2002 with sub-samples such as daily, weekly, bi-weekly prices of the Won-dollar futures and cash. The important findings may be summarized as follows. First, there is no significant difference in hedge ratio between the risk minimum variance model and bivariate ECT-ARCH(1) model that controls for the cointegration relationship of the Won-dollar futures and cash. Second, hedge performance of the naive model and minimum variance model with constant hedge ratios is not far behind that of bivariate ECT-ARCH(1) model with time-varying hedge ratios. This results imply that investors are encouraged to use the minimum variance hedge model to hedge Won-dollar exchange rate with Won-dollar futures. Third, hedge performance and effectiveness of each model is also analyzed with respect to hedge period appear to be greater over long than over the short period. This evidence supports the hypothesis that futures prices would have more time to respond to the greater cash price changes over the longer holding period, leading to an improved hedge performance.

• Phonetics and Speech Sciences
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• v.14 no.3
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• pp.41-49
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• 2022

The average acoustic distribution of American English speakers was statistically compared with the English-speaking patterns of gifted students in a Science Academy in Korea. By analyzing speech recordings, the duration time of which is much longer than in previous studies, this research identified the degree of acoustic proximity between the two parties and the predictability of English academic achievement of gifted high school students. Long-term spectral acoustic power distribution vectors were obtained for 2,048 center frequencies in the range of 20 Hz to 20,000 Hz by applying an long-term average speech spectrum (LTASS) MATLAB code. Three more variables were statistically compared to discover additional indices that can predict future English academic achievement: the receptive vocabulary size test, the cumulative vocabulary scores of English formative assessment, and the English Speaking Proficiency Test scores. Linear regression and correlational analyses between the four variables showed that the receptive vocabulary size test and the low-frequency vocabulary formative assessments which require both lexical and domain-specific science background knowledge are relatively more significant variables than a basic suprasegmental level English fluency in the predictability of gifted students' academic achievement.