• Title/Summary/Keyword: Distribution of sample mean

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The Partial Discharge Properties of Oxidized Polyethylene (산화된풀리에틸렌의 부분방전 특성)

  • 이현수;한상옥
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.41 no.7
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    • pp.802-808
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    • 1992
  • To investigate degradation procedure and life time of the oxidized PE and the unoxidized PE, alternative voltage is applied to the CIGRE Method-II (CM-II) electrode system, which is loaded artificial void, and measures the distribution of partial discharging generation. From the results, the samples etched by oxidation had wide degradation area of dielectric strength. Furthermore, discharge starting voltage was shifted to low voltage, the discharge generation frequency was high and consequently, the quantity of mean charge becomes small. Also, life time of the oxdized sample is shortened according as the oxidation time is longer.

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Asymptotic Properties of the Stopping Times in a Certain Sequential Procedure

  • Kim, Sung-Lai
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.337-347
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    • 1995
  • In the problem of some sequential estimation, the stopping times may be written in the form $N(c) = inf{n \geq n_0; n \geq c^2 S^2_n/\delta^2 (\bar{X}_n)}$ where ${s^2_n}$ and ${\bar{X}_n}$ are the sequences of sample variance and sample mean of the independently and identically distributed (i.i.d.) random variables with distribution $F_{\theta}(x), \theta \in \Theta$, respectively, and $\delta$ is either constant or any given positive real valued function. We obtain some asymptotic normality and asymptotic expectation of the N(c) in various limiting situations. Specially, uniform asymptotic normality and uniform asymptotic expectation of the N(c) are given.

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Can the Skewed Student-t Distribution Assumption Provide Accurate Estimates of Value-at-Risk?

  • Kang, Sang-Hoon;Yoon, Seong-Min
    • The Korean Journal of Financial Management
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    • v.24 no.3
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    • pp.153-186
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    • 2007
  • It is well known that the distributional properties of financial asset returns exhibit fatter-tails and skewer-mean than the assumption of normal distribution. The correct assumption of return distribution might improve the estimated performance of the Value-at-Risk(VaR) models in financial markets. In this paper, we estimate and compare the VaR performance using the RiskMetrics, GARCH and FIGARCH models based on the normal and skewed-Student-t distributions in two daily returns of the Korean Composite Stock Index(KOSPI) and Korean Won-US Dollar(KRW-USD) exchange rate. We also perform the expected shortfall to assess the size of expected loss in terms of the estimation of the empirical failure rate. From the results of empirical VaR analysis, it is found that the presence of long memory in the volatility of sample returns is not an important in estimating an accurate VaR performance. However, it is more important to consider a model with skewed-Student-t distribution innovation in determining better VaR. In short, the appropriate assumption of return distribution provides more accurate VaR models for the portfolio managers and investors.

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Study of Magnetic Fe2O3 Nano-particles Synthesized by Pulsed Wire Evaporation (PWE) Method (전기폭발법에 의해 제조된 자성 Fe2O3 나노 분말의 자기적 특성연구)

  • 엄영랑;김흥회;이창규
    • Journal of Powder Materials
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    • v.9 no.5
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    • pp.341-345
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    • 2002
  • Nanoparticles of $Fe_2O_3$ with a mean particle size of 4-30 nm have been prepared by a pulsed wire evaporation method, and its structural and magnetic properties were studied by SQUID magnetometer and Mossbauer spectroscopy. From the main peak intensity of XRD and absorption rate of Mossbauer spectrum, the amounts of $\gamma-Fe_2O_3$ and $\alpha-Fe_2O_3$ in as-prepared sample are about 70% and 30%, respectively. The coercivity (53 Oe) and the saturation magnetization (14 emu/g) are about 20% of those of the bulk $\gamma-Fe_2O_3$. The low value of coercivity and saturation magnetization indicate that the $\gamma-Fe_2O_3$ phase nearly shows the spin glass-like behavior. Analysis of the set of Mossbauer spectrum indicates a distribution of magnetic hyperfine fields due to the particle size distribution yielding 20 nm of average particle size. The magnetic hyperfine parameters are consistent with values reported of bulk $\gamma-Fe_2O_3$ and $alpha-Fe_2O_3$. A quadrupole line on the center of spectrum represents of superparamagnetic phase of $\gamma-Fe_2O_3$ with a mean particle size of 7 nm or below.

Foodservice Satisfaction of Patients over 60 according to the Type of Foodservice Operation: The Case of B Hospital (급식운영방식에 따른 60세 이상 환자들의 급식 만족도 - B병원을 대상으로 -)

  • Lee, Shin Hey;Choi, Jung Hwa
    • The Korean Journal of Community Living Science
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    • v.26 no.4
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    • pp.683-696
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    • 2015
  • This study measures patients' meal satisfaction according to the type of operation (self-operation and contract operation) and identifies improvement areas. A survey was conducted using 183 contract operation patients and 60 self-operation patients receiving general meals. The mean score for satisfaction for the whole sample was 3.42 (self-operation = 3.51; contract operation = 3.39), and self-operation satisfaction was significantly higher than contract operation satisfaction. Mean scores were 2.98 for food, 3.26 for menu composition, 3.57 for sanitation, 3.78 for distribution meal services, and 3.50 for menu information. Self-operation showed a higher satisfaction level than the contract operation in food and menu composition. The ccontract operation showed a higher level of satisfaction than self-operation in sanitation, distribution meal services, and menu information. In terms of feeling dissatisfaction with meal services, both groups showed the highest dissatisfaction with food and menus, and both groups agreed on food and menus that required the greatest improvement. Based on the results, contract operation managers should develop and apply menus considering their preferences. Dietitians of self-operation strengthen communication between meal service staff and patients by carrying out periodic and systematic service education on self-operation.

Students' Perspectives (Stream-Wise) of Parameters Affecting Education Quality in an Affiliated Undergraduate Engineering Institution

  • Kumari, Neeraj
    • Asian Journal of Business Environment
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    • v.4 no.3
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    • pp.13-18
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    • 2014
  • Purpose - This study examines students' perspectives (stream-wise) of parameters affecting education quality in an affiliated undergraduate engineering institution in NCR, Haryana. Research design, data, and methodology - This study involves descriptive research and data collection using a structured questionnaire based on the Likert scale. The sample comprises 500 student respondents. For data analysis, an f-test was performed using high quality SPSS software. Results - For "Selection" and "Personality Development & Industry Exposure," the analysis of variance revealed a statistical difference between the mean values of the groups. Whereas, for "Academic Excellence," "Infrastructure," "Placements," and "Management & Administration," the analysis of variance revealed no statistical difference between the mean values of the groups. Conclusions - Students' perceptions about the "Selection" and "Personality Development & Industry Exposure" change according to the various specializations they opt for in their undergraduate engineering education in Haryana. Whereas, for "Academic Excellence," "Infrastructure," "Placements," and "Management & Administration," the perceptions of the students do not vary because of the different specializations they have opted for in their undergraduate engineering education.

Estimation of Small Area Proportions Based on Logistic Mixed Model

  • Jeong, Kwang-Mo;Son, Jung-Hyun
    • The Korean Journal of Applied Statistics
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    • v.22 no.1
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    • pp.153-161
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    • 2009
  • We consider a logistic model with random effects as the superpopulation for estimating the small area pro-portions. The best linear unbiased predictor under linear mired model is popular in small area estimation. We use this type of estimator under logistic mixed motel for the small area proportions, on which the estimation of mean squared error is also discussed. Two kinds of estimation methods, the parametric bootstrap and the linear approximation will be compared through a Monte Carlo study in the respects of the normality assumption on the random effects distribution and also the magnitude of sample sizes on the approximation.

Spatial Distribution and Sampling Plan for Pink Citrus Rust Mite, Aculops pelekassi (Acari: Eriophyidae) in Citrus Orchard (감귤원에서 귤녹응애 공간분포 분석과 표본조사법 개발)

  • Song, Jeong-Heub;Hong, Soon-Yeong;Lee, Shin-Chan
    • Korean journal of applied entomology
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    • v.51 no.2
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    • pp.91-97
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    • 2012
  • The dispersion indices, spatial pattern and sampling plan for pink citrus rust mite (PCRM), Aculops pelekassi, monitoring was investigated. Dispersion indices of PCRM indicated the aggregated spatial pattern. Taylor's power law provided better description of variance-mean relationship than Iwao's patchiness regression. Fixed-precision levels (D) of a sequential sampling plan were developed using by Taylor's power law parameters generated from PCRM on fruit sample (cumulated number of PCRM in $cm^2$ of fruit). Based on Kono-Sugino's empirical binomial the mean density per $cm^2$ could be estimated from fruit ratio with more than 12 rust mites per $cm^2$: $ln(m)=4.61+1.23ln[-ln(1-p_{12})]$. To determine the optimal tally threshold, the variance (var(lnm)) for mean (lnm) in Kono-Sugino equation was estimated. The lower and narrow ranged change of variance for esimated mean showed at a tally threshold of 12. To estimate PCRM mean density per $cm^2$ at fixed precision level 0.25, the required sample number was 13 trees, 5 fruits per tree and 2 points per fruit (total 130 samples).

Estimation of the Parameter of a Bernoulli Distribution Using a Balanced Loss Function

  • Farsipour, N.Sanjari;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.889-898
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    • 2002
  • In decision theoretic estimation, the loss function usually emphasizes precision of estimation. However, one may have interest in goodness of fit of the overall model as well as precision of estimation. From this viewpoint, Zellner(1994) proposed the balanced loss function which takes account of both "goodness of fit" and "precision of estimation". This paper considers estimation of the parameter of a Bernoulli distribution using Zellner's(1994) balanced loss function. It is shown that the sample mean $\overline{X}$, is admissible. More general results, concerning the admissibility of estimators of the form $a\overline{X}+b$ are also presented. Finally, minimax estimators and some numerical results are given at the end of paper,at the end of paper.

A Comparison of Analysis Methods for Work Environment Measurement Databases Including Left-censored Data (불검출 자료를 포함한 작업환경측정 자료의 분석 방법 비교)

  • Park, Ju-Hyun;Choi, Sangjun;Koh, Dong-Hee;Park, Donguk;Sung, Yeji
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.32 no.1
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    • pp.21-30
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    • 2022
  • Objectives: The purpose of this study is to suggest an optimal method by comparing the analysis methods of work environment measurement datasets including left-censored data where one or more measurements are below the limit of detection (LOD). Methods: A computer program was used to generate left-censored datasets for various combinations of censoring rate (1% to 90%) and sample size (30 to 300). For the analysis of the censored data, the simple substitution method (LOD/2), β-substitution method, maximum likelihood estimation (MLE) method, Bayesian method, and regression on order statistics (ROS)were all compared. Each method was used to estimate four parameters of the log-normal distribution: (1) geometric mean (GM), (2) geometric standard deviation (GSD), (3) 95th percentile (X95), and (4) arithmetic mean (AM) for the censored dataset. The performance of each method was evaluated using relative bias and relative root mean squared error (rMSE). Results: In the case of the largest sample size (n=300), when the censoring rate was less than 40%, the relative bias and rMSE were small for all five methods. When the censoring rate was large (70%, 90%), the simple substitution method was inappropriate because the relative bias was the largest, regardless of the sample size. When the sample size was small and the censoring rate was large, the Bayesian method, the β-substitution method, and the MLE method showed the smallest relative bias. Conclusions: The accuracy and precision of all methods tended to increase as the sample size was larger and the censoring rate was smaller. The simple substitution method was inappropriate when the censoring rate was high, and the β-substitution method, MLE method, and Bayesian method can be widely applied.