• 제목/요약/키워드: Asymmetric distribution

검색결과 459건 처리시간 0.024초

PAM 신호의 비대칭 분포를 형성하기 위한 방법과 이를 이용한 3차 통계 자력 등화기의 성능 비교 (Transform Methods for PAM Signals as Asymmetric Distribution and Performance Comparison of Bicepstrum Blind Equalizer using Asymmetric Distribution)

  • 정교일;임제택
    • 전자공학회논문지B
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    • 제33B권6호
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    • pp.54-63
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    • 1996
  • We propose a 3rd order blind equalizer that incorporates a new transform method using either square root operation ($\sqrt{x]$) or reciprocal operation (1/x) in order to transform symmetric distribution of PAM signals at the transmitter, to asymmetric one. At the receiver, either the square operation or the reciprocal operation is needed to recover the asymmetrically transformed signals to the original ones after eualization. The reslts of the computer simulation, using the new method are better than the existing transform method using natural logarithm operation by the maximum of 8 dB in MSE. In addition, as the skewness of the asymmetrically transformed distribution has small values, the performances are improved.

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라플라스 분포 기반의 VaR 측정 방법의 적정성 평가 (Validity assessment of VaR with Laplacian distribution)

  • 변부근;유도식;임종태
    • Journal of the Korean Data and Information Science Society
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    • 제24권6호
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    • pp.1263-1274
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    • 2013
  • VaR (value at risk)는 주어진 신뢰수준에서 일정기간 동안 발생할 수 있는 최대손실의 기대치를 나타내는 것으로, 현재 금융기관들의 대표적인 위험관리 수단으로 사용되고 있다. 기존의 대다수 연구에서는 수익률의 확률분포를 정규분포라 모형화한 후 VaR을 측정한다. 최근 Chen 등 (2012)은 수익률의 확률분포를 비대칭 라플라스 분포라 모형화하고 VaR을 측정하였기도 하였으나, 비대칭 라플라스 분포의 경우 그 모양을 결정하는 최빈값, 비대칭 정도, 분산정도 등을 실제적인 환경에서 제한된 개수의 데이터를 가지고 추정하기가 매우 어렵다는 단점이 있다. 이 논문에서, 우리는 (대칭) 라플라스 분포 모형이 정규분포 모형이나 비대칭 라플라스 분포 모형보다 실제적인 환경에서 VaR을 보다 더 정확히 추정해 줌을 주식시장의 실제 데이터와 VaR 초과비율, 기대초과손실, VaR초과편차율 등의 통계지표를 도입하여 입증한다.

How Does Corporate Social Responsibility Affect Asymmetric Information: Evidence from Korean Retail Industry

  • Kim, Sang-Su;Lee, Jeong-Hwan
    • 유통과학연구
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    • 제17권2호
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    • pp.5-11
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    • 2019
  • Purpose - This paper examines how corporate social responsibility of the Korean retail industry affects the degree of asymmetric information. Recent theories predict that a firm's active engagement in socially responsible activities lowers the degree of asymmetric information of the firm. Research design, data, and methodology - This paper uses the sum of environmental and social scores (ES), published by the Korean Corporate Governance Service in order to proxy the degree of socially responsible management practices of Korean retail firms. This paper uses the ordinary least square method to investigate the above predictions. The publicly traded Korea retail firms listed in the Korean Exchange are analyzed from 2011 to 2016. To measure the degree of asymmetric information, this paper adopts the analyst dispersion and price impact measures. Results - This paper shows that the ES score has significantly positive relationships with these two measures of information asymmetry. The environmental score seems to increase the analyst dispersion measure and the social score appears to raise the price impact measure mores significantly. Conclusions - The results do not support the prior theory expecting a negative relationship between corporate social responsibility and the degree of asymmetric information. Environmental and social scores are found to affect the measures of information asymmetry differently.

Against the Asymmetric CP- V2 Analysis of Old English

  • Yoon, Hee-Cheol
    • 한국영어학회지:영어학
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    • 제4권2호
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    • pp.117-149
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    • 2004
  • The paper is to argue against the asymmetric CP-V2 analysis of Old English, according to which finite verbs invariably undergo movement into a clause-final T within subordinate clauses and reach the functional head C within main clauses. The asymmetric CP-V2 analysis, first of all, faces difficulty in explaining a wide range of post-verbal elements within subordinate clauses. To resolve the problem, the analysis has to abandon the obligatoriness of V-to-T movement or introduce various types of extraposition whose status is dubious as a legitimate syntactic operation. Obligatory V-to-T movement in Old English lacks conceptual justification as well. Crosslinguistic evidence reveals that morphological richness in verbal inflection cannot entail overt verb movement. Moreover, the operation is always string-vacuous under the asymmetric CP- V2 analysis and has no effect at the interfaces, in violation of the principle of economy. The distribution of Old English finite verbs in main clauses also undermines the asymmetric CP-V2 analysis. Conceptually speaking, a proper syntactic trigger cannot be confirmed to motivate obligatory verb movement to C. The operation not only gets little support from nominative Case marking, the distribution of expletives, or complementizer agreement but also requires the unconvincing stipulation that expletives as well as sentence-initial subjects result from string-vacuous topicalization. Finally, textual evidence testifies that Old English sometimes permits non-V2 ordering patterns, many of which remain unexplained under the asymmetric CP-V2 analysis.

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도핑분포함수에 따른 비대칭 MOSFET의 문턱전압이하 스윙 분석 (Analysis of Subthreshold Swing for Doping Distribution Function of Asymmetric Double Gate MOSFET)

  • 정학기
    • 한국정보통신학회논문지
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    • 제18권5호
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    • pp.1143-1148
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    • 2014
  • 본 연구에서는 비대칭 이중게이트 MOSFET의 채널 내 도핑분포함수의 변화에 따른 문턱전압이하 스윙의 변화를 분석하였다. 이중게이트 MOSFET의 특성을 결정하는 가장 기본적인 요소는 채널의 크기 즉, 채널길이, 채널두께 등과 채널의 도핑분포함수이다. 도핑분포는 채널도핑 시 사용하는 이온주입법에 의하여 결정되며 일반적으로 가우스분포함수에 준한다고 알려져 있다. 포아송방정식을 이용하여 전하분포를 구하기 위하여 가우스분포함수을 이용하였다. 가우스분포함수는 반드시 상하 대칭이 아니므로 채널길이 및 채널두께, 그리고 비대칭 이중게이트 MOSFET의 상하단 게이트 전압 변화 등에 따라 문턱전압이하 스윙 값은 크게 변화할 것이다. 이에 본 연구에서는 가우스분포함수의 파라미터인 이온주입범위 및 분포편차에 따른 문턱전압이하 스윙의 변화를 관찰하고자 한다. 분석결과, 문턱전압이하 스윙은 도핑분포함수 및 게이트 전압 등에 따라 크게 영향을 받는 것을 관찰할 수 있었다.

Diagnosis of Observations after Fit of Multivariate Skew t-Distribution: Identification of Outliers and Edge Observations from Asymmetric Data

  • Kim, Seung-Gu
    • 응용통계연구
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    • 제25권6호
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    • pp.1019-1026
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    • 2012
  • This paper presents a method for the identification of "edge observations" located on a boundary area constructed by a truncation variable as well as for the identification of outliers and the after fit of multivariate skew $t$-distribution(MST) to asymmetric data. The detection of edge observation is important in data analysis because it provides information on a certain critical area in observation space. The proposed method is applied to an Australian Institute of Sport(AIS) dataset that is well known for asymmetry in data space.

Copula-based common cause failure models with Bayesian inferences

  • Jin, Kyungho;Son, Kibeom;Heo, Gyunyoung
    • Nuclear Engineering and Technology
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    • 제53권2호
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    • pp.357-367
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    • 2021
  • In general, common cause failures (CCFs) have been modeled with the assumption that components within the same group are symmetric. This assumption reduces the number of parameters required for the CCF probability estimation and allows us to use a parametric model, such as the alpha factor model. Although there are various asymmetric conditions in nuclear power plants (NPPs) to be addressed, the traditional CCF models are limited to symmetric conditions. Therefore, this paper proposes the copulabased CCF model to deal with asymmetric as well as symmetric CCFs. Once a joint distribution between the components is constructed using copulas, the proposed model is able to provide the probability of common cause basic events (CCBEs) by formulating a system of equations without symmetry assumptions. In addition, Bayesian inferences for the parameters of the marginal and copula distributions are introduced and Markov Chain Monte Carlo (MCMC) algorithms are employed to sample from the posterior distribution. Three example cases using simulated data, including asymmetry conditions in total failure probabilities and/or dependencies, are illustrated. Consequently, the copula-based CCF model provides appropriate estimates of CCFs for asymmetric conditions. This paper also discusses the limitations and notes on the proposed method.

비대칭 전극구조가 교류형 기체 방전의 발광효율에 미치는 영향 (The Effect of Asymmetric Electrode Structure on the Emission Efficiency in ac Gas Discharge)

  • 서정현;신범재
    • 전기학회논문지
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    • 제64권5호
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    • pp.732-738
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    • 2015
  • In ac discharge, emission efficiency shows an time-varying characteristics during discharge. The phenomenon is caused by the potential distribution changes during the discharge, which indicates that a specific potential distribution can contribute to a high improvement of the emission efficiency. To create an artificial environment for a potential distribution favorable to emission efficiency, we used the asymmetric electrode structure and proved the capability. Our results showed that the ratio of the area of anode to cathode became larger, the emission efficacy was greatly improved.

아음속 유동하의 고 받음각 물체 주위의 비대칭 와류 특성 연구 (Asymmetric Vortices around a Body at High Angle of Attack Subsonic Flow)

  • 박미영;김완섭;이재우;박수형
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 2008년도 춘계학술대회논문집
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    • pp.33-38
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    • 2008
  • Numerical investigation of asymmetric vortices at high angles of attack subsonic flow is performed using three-dimensional Navier-Stokes equations. A small bump has been carefully selected and attached near the nose of an ogive cylinder to simulate symmetric vortices. Selected bump shape does develop asymmetric vortices and is verified using Lamont's experimental results. By changing the angle of attack, Reynolds numbers, and Mach numbers, the characteristics of asymmetric vortices are observed. The angle of attack which contributes significantly to the generation of asymmetric vortices are over 30 degrees. By increasing Mach number and Reynolds number asymmetric vortices, hence the side forces show decreasing trend..

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단거리 조사 시 넓은 면적에 균일한 조명도를 가지는 비대칭 조명 광학계 설계 연구 (Study on the Design of Asymmetric Lighting with Uniform Illumination Over a Large Area at Short Distance)

  • 강동화;정미숙
    • 한국광학회지
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    • 제31권4호
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    • pp.183-190
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    • 2020
  • 본 논문에서는 넓은 조사 면적에 단거리 조사시에도 균일한 조명도 분포를 가지도록 하는 비대칭 배광의 조명 광학계에 대한 연구를 진행하였다. 단거리에 설치되는 조명의 경우 조사 거리가 짧기 때문에 충분한 배광 분포 형성이 되지 못해 조명의 균일도를 만족하기 어렵다. 또한 시인성을 위해 조명기기가 기울어져 설치되기 때문에 비대칭 배광의 조명 설계가 요구된다. 이러한 문제점을 해결하기 위해 비대칭 배광을 가지는 조명 광학계 설계를 통해 근거리 조사 시에도 대상 표면에 균일한 조명도를 얻을 수 있었으며, 이를 근거리 조명 중 하나인 라이선스 램프에 적용하여 법규 기준을 만족하는 것을 확인하였다.