• Korean Journal of Hydrosciences
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• 제6권
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• pp.13-22
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• 1995

The augmenting hydrologic data using a correlation procedure has been used to improve the estimates of the mean and variance at the site of interest with short record when one or more near by sites with longer records are available. The variance of the unbiased maximum likelihood estimator of $ derived by Moran based on the multivariate normal distribytion is modified into the form of Matalas and Jacobs for the biveriate normal distribution to get the critical minimum values of the multiple correlation coefficient which give the improvement for estimating the variance at the site of interest. Those values are tabulated for various lengths of short records and the number of sites.

• Journal of the Korean Statistical Society
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• 제7권2호
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• pp.95-98
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• 1978

This note deals with the estimations of the variance of a normal distribution $N(\theta,c\theta^2)$ where c, the square of coefficient of variation is assumed to be known. This amounts to the estimation of $\theta^2$. The minimum variance estimator among all unbiased estimators linear in $\bar{x}^2$ and $s^2$ where $\bar{x}$ and $s^2$ are the sample mean and variance, respectively, and the minimum risk estimator in the class of all estimators linear in $\bar{x}^2$ and $s^2$ are obtained. It is shown that the suggested estimators are BAN.

• Communications for Statistical Applications and Methods
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• 제24권4호
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• pp.339-351
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• 2017

Resampling approaches were the first techniques employed to compute a variance for the Gini coefficient; however, many authors have shown that an analysis of the Gini coefficient and its corresponding variance can be obtained from a regression model. Despite the simplicity of the regression approach method to compute a standard error for the Gini coefficient, the use of the proposed regression model has been challenging in economics. Therefore in this paper, we focus on a comparative study among the regression approach and resampling techniques. The regression method is shown to overestimate the standard error of the Gini index. The simulations show that the Gini estimator based on the modified regression model is also consistent and asymptotically normal with less divergence from normal distribution than other resampling techniques.

• 한국정보과학회논문지:소프트웨어및응용
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• 제32권11호
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• pp.1111-1120
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• 2005

협력적 여과 시스템에서 대부분의 사용자들은 모든 아이템에 대하여 선호도를 평가하지 않으므로 인하여 사용자~아이템 행렬은 희박성을 나타내며, 또한 사용자가 평가하지 않은 아이템으로부터 결측치가 발생한다. 일반적인 결측치 예측 방법은 특정 대상의 사용자가 평가하지 않은 결측치를 이 사용자와 비슷한 흥미를 갖는 사용자들의 평가값을 기반으로 예측하나, 기본 평가값 예측 방법은 사용자-아이템 렬의 결측치를 특정 사용자가 아닌 전체 사용자에 대하여 예측한다. 기본 평가값 예측 방법 중 가장 많이 사용되는 방법은 아이템 평균이나 사용자 평균을 이용한 방법이다. 그러나 이 방법은 아이템이나 사용자의 특성, 또한 데이타 집합의 분포 특성을 전혀 고려하지 않는다는 문제점을 갖는다. 본 논문에서는 이러한 문제점을 해결하기 위하여 데이타 집합에 나타난 사용자의 변동 계수를 이용하는 기본 평가값 예측방법을 제안한다. 제안한 방법에서는 수식을 이용하여 자동적으로 사용자 변동 계수의 임계값을 선택하고, 그 임계값에 따라 사용자 평균에서 아이템 평균으로 전환하여 사용자들의 결측치에 대한 기본 평가값을 결정한다. 그러나 사용자 변동 계수들의 분포 정보로 인하여 사용자 변동 계수와 임계갈이 항상 일정한 관계를 유지하는 것이 아니므로, 제안된 방법에서는 임계값을 선택하기 위하여 사용자 변동 계수의 평균과 변동 계수의 분포 정보를 병합한다. 제안된 방법은 사용자가 영화에 대하여 평가한 MovieLens 데이타 집합을 대상으로 평가되었으며, 기존의 기본 평가값 예측 방법보다 그 성능이 우수함을 보인다.

• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.23-32
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• 2012

본 논문은 유한모집단에서 회귀계수추정량의 근사편향과 근사분산을 다루고 있다. 유한모집단에서 고정크기 포함확률비례표본을 추출하고 이 표본에서 조사된 데이터에 기초하여 회귀계수를 일반최소제곱추정량과 가중최소제곱추정량으로 추정할 때 두 추정량의 편향, 분산 그리고 평균제곱오차의 근사식을 유도하였다. 그리고 두 추정량의 효율을 비교하기 위하여 두 추정량의 분산을 비교하는 필요충분조건을 제시하였다. 또한 수치적인 비교를 위하여 간단한 예제를 소개하였다.

• Journal of Pharmaceutical Investigation
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• 제2권2호
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• pp.18-33
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• 1972

Pharmaceutical Study on the Compressed tablets. Hardness, Friability, Disintegration time and Coefficient of Variance of Compressed tablets. Soo Uck Kim, Sung Hoon seo and Hyun Woo Lee (Department of Pharmaceutics, College of Pharmacy, Kyung Hee University) In order to know Hardness, Friability, Disintegration time and Coefficient of variance of the pharmaceutical tablets the 135 tablets sampled from market were tested in the paper. The samples tested in this paper were as follows: Antipyretics and Analgetics 41 Stomach and Digestives 22 Antituberculars 19 Vitamins 12 Sulfa drugs 9 Others (Antihistaminics etc) 32 Total 135 The results of the investigation are shown in table 1-8, Fig 1-Fig 6. Mean values of Hardness, Friability, Disintegration time and Coefficient of variance in each pharmaceutical preparation are as follows. Antipyretics and Analgetics : Hardness(kg) = 5.83 Antipyretics and Analgetics : Friabil.(%) = 0.82 Antipyretics and Analgetics : Disint.t.(min) = 5.28' Antipyretics and Analgetics : Coeff. of V.(%) = 2.90 Stomach and Digestives : Hardness(kg) = 4.11 Stomach and Digestives : Friabil.(%) = 0.71 Stomach and Digestives : Disint.t.(min) = 3.43' Stomach and Digestives : Coeff. of V.(%) = 2.76 Antituberculars : Hardness(kg) = 4.78 Antituberculars : Friabil.(%) = 0.52 Antituberculars : Disint.t.(min) = 4.32' Antituberculars : Coeff. of V.(%) = 2.99 Vitamins : Hardness(kg) = 1.60 Vitamins : Friabil.(%) = 0.43 Vitamins : Disint.t.(min) = 4.10' Vitamins : Coeff. of V.(%) = 3.19 Sulfa drugs : Hardness(kg) = 4.77 Sulfa drugs : Friabil.(%) = 0.37 Sulfa drugs : Disint.t.(min) = 3.10' Sulfa drugs : Coeff. of V.(%) = 2.09 Others : Hardness(kg) = 2.40 Others : Friabil.(%) = 0.66 Others : Disint.t.(min) = 2.19' Others : Coeff. of V.(%) = 3.10 The following summeries might be shown; 1. Ranges of Hardness, Friability, Disintegration time and Coefficient of variance are respectively 1.6 to 5.38 kg, 0.37 to 0.82%, 2 minut 19 second to 5 minut 28 second and 2.09 to 3.10%. 2. According to the results, it could be indicated that higher Hardness shows lower Friability. 3. Against the general conception between Hardness and Disintegration time, higher Hardness shows lower Disintegration time. 4. It seems that higher mean weight shows lowcr Coefficient variance.

• 품질경영학회지
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• 제17권2호
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• pp.101-112
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• 1989

We investigate a procedure which detects the parameter change point in AR(1) by Bayesian Approach using Jeffrey prior, for example, coefficient change point, variance change point, coefficient and variance change point, etc. And we apply our procedure to the simulated data.

• Communications for Statistical Applications and Methods
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• 제3권1호
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• pp.257-265
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• 1996

We consider nonstationary autoregressive autoregressive process with infinite variance of error. In the case of infinite cariance, the limiting distribution of the estimated coefficient is different from that under the finite cariance assumption. In this paper we show that the bootstrap method can be used to approximate the distribution of ordinary least squares estimator of the coefficient in the first order random walk process with infinite variance through some empirical studies and we suggest a test procedure based on bootstrap method for the unit root test.

• Journal of the Korean Data and Information Science Society
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• 제5권1호
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• pp.59-66
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• 1994

Heller and Simonoff(1990) compared several methods of estimating the regression coefficient in a modified proportional hazards model, when the response variable is subject to censoring. We give another method of estimating the parameters in the model which also allows the dependent variable to be censored and the error distribution to be unspecified. The proposed method differs from that of Miller(1976) and that of Buckely and James(1979). We also obtain the variance estimator of the coefficient estimator and compare that with the Buckely-James Variance estimator studied by Hillis(1993).

• 한국품질경영학회:학술대회논문집
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• 한국품질경영학회 2006년도 추계 학술대회
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• pp.211-216
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• 2006

Monitoring variability is a vital part of modem statistical process control. The conventional Shewhart Rand S charts address the setting where the in-control process readings have a constant variance. In some settings, however, it is the coefficient of variation, rather than the variance, that should be constant. This paper develops a chart, equivalent to the S chart, for monitoring the coefficient of variation using rational groups of observations.