• Journal of Korean Society for Quality Management
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• v.14 no.1
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• pp.26-32
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• 1986

A class of multi-factor designs for estimating the slope of second order response surfaces is presented. For multi-factor designs the variance of the estimated slope at a point is a function of the direction of measurement of the slope and the design. If we average the variance over all possible directions, the averaged variance is only a function of the point and the design. By choice of design, it is possible to make this variance constant for all points equidistant from the design origin. This property is called "slope-rotatability over all directions", and the necessary and sufficient conditions for a design to have this property are given and proved. The class of design with this property is mainly discussed.

• Journal of the Korea Society for Simulation
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• v.10 no.2
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• pp.61-74
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• 2001

The reliability evaluation of the large scale network becomes very complicate according to the growing size of network. Moreover if the reliability is not constant but follows probability distribution function, it is almost impossible to compute them in theory. This paper studies the network evaluation methods in order to overcome such difficulties. For this an efficient path set algorithm which seeks the path set connecting the start and terminal nodes efficiently is developed. Also, various variance reduction techniques are applied to compute the system reliability to enhance the simulation performance. As a numerical example, a large scale network is given. The comparisons of the path set algorithm and the variance reduction techniques are discussed.

• Journal of the Korean Statistical Society
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• v.17 no.2
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• pp.121-133
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• 1988

In this paper a class of mixture designs for estimating the slope of second order Scheffe polynomial response surfaces for mixture experiments with q components is presented. The variance of the estimated directional slope at a point is a function of the direction of the slope and the design. If the variance is averaged over all possible directions in the (q-1)-dimensional simplex, the averaged variance is only a function of the point and the design. By choice of design, it is possible to make this variance constant for all points equidistant from the centroid point. This property is called "slope-rotatability over al directions in the simplex", and the necessary and sufficient conditions for mixture design to have this property are given and proved. The class of designs with this property is compared with other mixture designs and discussed.discussed.

• Journal of Information Processing Systems
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• v.16 no.4
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• pp.832-844
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• 2020

The degree of dispersion of a random variable can be described by the variance, which reflects the distance of the random variable from its mean. However, the time complexity of the traditional variance calculation algorithm is O(n), which results from full calculation of all samples. When the number of samples increases or on the occasion of high speed signal processing, algorithms with O(n) time complexity will cost huge amount of time and that may results in performance degradation of the whole system. A novel multi-step recursive algorithm for variance calculation of the time-varying data series with O(1) time complexity (constant time) is proposed in this paper. Numerical simulation and experiments of the algorithm is presented and the results demonstrate that the proposed multi-step recursive algorithm can effectively decrease computing time and hence significantly improve the variance calculation efficiency for time-varying data, which demonstrates the potential value for time-consumption data analysis or high speed signal processing.

• Journal of Korean Society for Quality Management
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• v.23 no.1
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• pp.95-105
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• 1995

The error structure of nonlinearized technological growth models, such as, the Pearl curve, the Gompertz curve and the Wei bull growth curve, has zero mean and a constant variance over time. Transformed models, however, like the linearized Fisher-Pry model. the linearized Gompertz growth curve, and the linearized Weibull growth curve have increasing variance from t = 0 to the inflection point.

• 제어로봇시스템학회:학술대회논문집
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• 1995.10a
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• pp.484-487
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• 1995

An interacting multiple model (IMM) approach which merges two hypotheses for the situations of constant speed and constant acceleration model is considered for the tracking of maneuvering target. The inflexibility of uncertainty which lies in the kinematic constraint (KC) represented by pseudomeasurement noise variance is compensated by the mixing of estimates from two model Kalman tracker: one with KC and one without KC. The numerically simulated tracking performance is compared for the "great circular like turning" trajectory maneuver by the single model tracker with constant speed KC and two model tracker which is developed in this paper.his paper.

• Proceedings of the KIEE Conference
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• 1988.11a
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• pp.430-433
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• 1988

An adaptive control system for D.C servo drive is developed via minimum variance control theory. The problem of designing this controller under varying load conditions is discussed. A robust self tuning controller that can track a constant reference and reject constant load disturbance is developed. Simulation study shows that the controller has excellent adaptation, capability as well as transient recovery under load changes.

• Korean Management Science Review
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• v.28 no.1
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• pp.159-167
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• 2011

The theory of random utility maximization (RUM) defines the probability of an alternative being chosen as the probability of its utility being perceived as higher than those of all the other competing alternatives in the choice set (Marschak 1960). According to this theory, consumers perceive the utility of an alternative not as a constant but as a probability distribution. Over the last two decades, there have been an increasing number of studies on the effect of utility variance on choice probability. The common result of the previous studies is that as the utility variance increases, the effect of the mean value of the utility (the deterministic component of the utility) on choice probability is reduced. This study provides a theoretical investigation on the effect of utility variance on choice probability without any assumptions on the specific forms of probability distributions. This study suggests that without assumptions of the probability distribution functions, firms cannot apply the marketing strategy of maximizing choice probability (or market share), but can only adopt the strategy of maximizing the minimum or maximum value of the expected choice probability. This study applies the Chebyshef inequality and shows how the changes in utility variances affect the maximum of minimum of choice probabilities and provides managerial implications.

• Journal of Korean Society for Quality Management
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• v.27 no.3
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• pp.79-93
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• 1999

The common accelerated life test(ALT) consists of test methods applying a constant stress, higher than the use condition stress, to items. There we, however, situations for which a progressive stress ALT, in which the stress on a test item is continuously increased with time, Is more convenient to perform testing and simpler in analyzing data than a constant stress ALT. When a product under constant stress s follows a Weibull distribution with parameters $\theta$(5) and $\beta$, maximum likelihood(ML) estimators of parameters involved in the model are obtained and their asymptotic distributions are derived under stress bounded ramp tests in which the stress is increased linearly from use condition stress to the stress upper bound. The optimum test plans are also found which minimize the asymptotic variance of the ML estimator of the log mean life at design constant stress. For selected values of the design parameters, tables useful for finding optimal test plans are given. The effect of the pre-estimates of design parameters is studied.

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.403-413
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• 2012

The modifications suggested in Uhm et al. (2011) are studied using a partly parametric version of Aalen's additive risk model. A follow-up time period is partitioned into intervals, and hazard functions are estimated as a piecewise constant in each interval. A maximum likelihood estimator by iteratively reweighted least squares and variance estimates are suggested based on the model as well as evaluated by simulations using mean square error and a coverage probability, respectively. In conclusion the modifications are needed when there are a small number of uncensored deaths in an interval to estimate the piecewise constant hazard function.