• Title/Summary/Keyword: Cumulative data

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The Confidence Bands for the Survival Function in Random Censorship Model (임의중도절단된 자료에서 생존함수의 동시신뢰대 구성)

  • Lee, Won-Kee;Song, Myung-Unn;Song, Jae-Kee;Park, Hee-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.1
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    • pp.37-45
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    • 1998
  • We consider the problem of obtaining the confidence bands for the survival function with incomplete data. It is a rather simple procedure for constructing confidence bands of survival function. This method uses the weak convergence of normalized cumulative hazard estimator to a mean zero Gaussian process whose distribution can be easily approximated through simulation. Finally, we compare the performance of the proposed confidence bands through Monte Carlo simulation and we applied to construct the proposed bands with the Leukemia patient data.

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Posterior Consistency of Bayesian Inference of Poisson Processes

  • Kim, Yongdai
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.825-834
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    • 2002
  • Poisson processes are widely used in reliability and survival analysis. In particular, multiple event time data in survival analysis are routinely analyzed by use of Poisson processes. In this paper, we consider large sample properties of nonparametric Bayesian models for Poisson processes. We prove that the posterior distribution of the cumulative intensity function of Poisson processes is consistent under regularity conditions on priors which are Levy processes.

CUSUM Chart to Monitor Dispersion Matrix for Multivariate Normal Process

  • Chang, Duk-Joon;Kwon, Yong-Man;Hong, Yeon-Woong
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.05a
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    • pp.89-95
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    • 2003
  • Cumulative sum(CUSUM) control charts for monitoring dispersion matrix under multivariate normal process are proposed. Performances of the proposed CUSUM charts are measured in terms of average run length(ARL) by simulation. Numerical results show that small reference values of the proposed CUSUM chart is more efficient for small shifts in the production process.

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Test for Parameter Changes in the AR(1) Process

  • Kim, Soo-Hwa;Cho, Sin-Sup;Park, Young J.
    • Journal of the Korean Statistical Society
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    • v.26 no.3
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    • pp.417-427
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    • 1997
  • In this paper the parameter change problem in the stationary time series is considered. We propose a cumulative sum (CUSUM) of squares-type test statistic for detection of parameter changes in the AR(1) process. The proposed test statistic is based on the CUSIM of the squared observations and is shown to converge to a standard Brownian bridge. Simulations are performed to evaluate the performance of the proposed statistic and a real example is provided to illustrate the procedure.

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Loin Pain Haematuria Syndrome - A Narrative Review of Pain Management Strategies

  • Grech, Andrew Kristian
    • The Korean Journal of Pain
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    • v.29 no.2
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    • pp.78-85
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    • 2016
  • Loin pain haematuria syndrome (LPHS) is an uncommon clinical entity that has divided renal physicians, pain practitioners, and even psychiatrists since its initial description. A relative paucity of data exists regarding the condition, with best practice guidelines lacking amid the existing threads of anecdotal experiences and variable follow-up observations. The aim of this article was to review the cumulative published experience of pain relief strategies for LPHS.

자동생산라인에서의 통계적공정관리시스템

  • Park, Jeong-Kee;Jung, Won
    • Journal of Korea Society of Industrial Information Systems
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    • v.1 no.1
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    • pp.111-125
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    • 1996
  • This paper presents a statistical process control(SPC) system in the electronic parts manufacturing process. In this system, an SPC method is integrated into the automated inspection technology on a real time base. It shows how the collected data can be analyzed with the SPC to provide process information. also presented are stuided of subpixel image processing technology to improve the accuracy of parts mearements , and the cumulative-sum(CUSUM) control chart for fraction defectives.An application of the developed system to connector manufacturing process as a part of computer integrated manufacturing (CIM) is presented.

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An evaluation of CTDs risk factors of upper extremity using fuzzy linear regression (퍼지선형회귀를 이용한 상지부위의 CTDs 위험요인 평가)

  • 이동춘;부진후
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.55
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    • pp.33-42
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    • 2000
  • It is difficult to estimate the effective factors upon Cumulative Trauma Disorders in real workplace because those are developed by combination of various risk factors for time. The purpose of this paper was to evaluate relative level of CTDs risk factors such as task-related factors, anthropometric factors, joint deviation factors and personal factors using fuzzy linear regression models. And the models are built corresponding to each category with the survey data from telephone operators. The coefficient of fuzzy models are described as the relative level of variable to present risk factors upon CTDs.

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Determination of epicenters and magnitudes of future earthquakes based on the historical earthquake catalogues (역사지진 기록을 기초로한 지진규모와 위치 예측 방법)

  • 권오성;한상환
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2000.10a
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    • pp.323-330
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    • 2000
  • Three historical earthquake catalogues were compared with each other in the view of frequency of events per century, cumulative magnitude distribution, and annual earthquake occurrence rate in each unit grid of 0.1°by 0.1°. And, a method to determine earthquake epicenters and magnitudes was proposed given the historical earthquake data. With this method, the epicenters and magnitudes of future earthquakes in Korean penninsula for 1,000 years were generated with each earthquake catalogue. Earthquake PGAs with 10% exceedance probability in Seoul were calculated for each catalogue and compared.

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Smooth Nonparametric Estimation of Mean Residual Life

  • Na, Myung-Hwan;Kim, Jae-Joo;Park, Sung-Hyun
    • Journal of Korean Society for Quality Management
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    • v.27 no.1
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    • pp.91-100
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    • 1999
  • In this paper we propose a smooth nonparametric estimator of mean residual life based on a complete sample. This estimator is constructed using the maximum likelihood estimate of cumulative failure rate in the class of distributions which have piecewise linear failure rate functions between each pair of observations. We derive the asymptotic properties of our estimator. Examples using simulated data are used to illustrate the performance of this estimation.

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An emmpirical test of the portfolio diversification effects (Evidence from KOSPI and KOSDAQ) (KOSPI와 KOSDAQ의 포트폴리오 분산효과 실증분석)

  • Lee, Young-Hywan;Yoon, Hong-Geun;Shin, Ju-Bum
    • Journal of Industrial Convergence
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    • v.5 no.1
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    • pp.45-59
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    • 2007
  • This paper empirically examines the portfolio diversification effect using data from both KOSPI and KOSDAQ. In KOSPI market, portfolio diversification effect disappears when more than 18 stocks are added in the portfolio. About 63% of portfolio risk is eliminated. In KOSDAQ market, the maximum portfolio diversification effect is achieved when 17 stocks are at least included in a portfolio. The maximum cumulative risk reduction is 35%.

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