• Title/Summary/Keyword: Efficiency of Estimator

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On efficient estimation of population mean under non-response

  • Bhushan, Shashi;Pandey, Abhay Pratap
    • Communications for Statistical Applications and Methods
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    • v.26 no.1
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    • pp.11-25
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    • 2019
  • The present paper utilizes auxiliary information to neutralize the effect of non-response for estimating the population mean. Improved ratio type estimators for population mean have been proposed and their properties are studied. These estimators are suggested for both single phase sampling and two phase sampling in presence of non-response. Empirical studies are conducted to validate the theoretical results and demonstrate the performance of the proposed estimators. The proposed estimators are shown to perform better than those used by Cochran (Sampling Techniques (3rd ed), John Wiley & Sons, 1977), Khare and Srivastava (In Proceedings-National Academy Science, India, Section A, 65, 195-203, 1995), Rao (Randomization Approach in Incomplete Data in Sample Surveys, Academic Press, 1983; Survey Methodology 12, 217-230, 1986), and Singh and Kumar (Australian & New Zealand Journal of Statistics, 50, 395-408, 2008; Statistical Papers, 51, 559-582, 2010) under the derived optimality condition. Suitable recommendations are put forward for survey practitioners.

A High Performance Pressure Control of SR Type Hydraulic Pump System using Direct Instantaneous Torque Control Method (직접순시토크 제어에 의한 SR구동형 유압 펌프시스템의 고성능 압력제어)

  • Ahn, Jin-Woo
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.10
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    • pp.1751-1756
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    • 2007
  • This paper presents a high performance pressure control scheme for SR(Switched Reluctance) type hydraulic oil pump using DITC(Direct Instantaneous Torque Control). SR drive has a good feature for pump applications due to a high efficiency, high speed and high torque characteristics. But, SR drive has high torque ripple in commutation region. So, the pump pressure variation is high in the region. In order to reduce the pressure variation, DITC combined with pressure control scheme is presented in this paper. A simple PI controller with flow and pressure limit, generates a reference torque to keep the constant actual pump pressure. The direct torque controller of SR drive generates inverter switching signals according to a control rule and a torque estimator. Computer simulation and experiemtal results show the validation of the proposed control scheme.

Comparison of MIVQUE Estimators Using EQDGs for the One-way Random Model with Unbalanced Data (불균형 일원랜덤효과모형에서 EQDGs를 이용한 MIVQUE 추정량 비교)

  • Jung, Byoung-Cheol
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.411-420
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    • 2005
  • In this study, the MIVQUE estimators of variance components for the one-way random model with unbalanced data are investigated. In order to compare the efficiency of MIVQUE estimators obtained by using three priori estimates, the Empirical Quantile Dispersion Graphs (EQDGs) are used. From the results of Monte-Carlo study, the MIVQUE estimator using ${\sigma}^2_{\alpha}\;=\;0\;and\;{\sigma}^2_{varraho}=1$ as the priori estimate performs well relative to other estimators.

Study on an Adaptive Maximum Torque Per Amp Control Strategy for Induction Motor Drives

  • Kwon, Chun-Ki
    • Journal of Electrical Engineering and Technology
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    • v.8 no.1
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    • pp.110-117
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    • 2013
  • Maximum Torque Per Amp (MTPA) control for induction motor drives seeks to achieve a desired torque with the minimum possible stator current. This is favorable in terms of inverter operation and nearly optimal in terms of motor efficiency. However, rotor resistance variation can cause significant performance degradation. This work demonstrates that existing MTPA controls perform sub-optimally as temperature varies. An adaptive MTPA control strategy is proposed that always achieves optimal performance without exhibiting hunting phenomenon regardless of rotor temperature. The proposed control is experimentally shown to accurately achieve the desired torque.

A procedure for simultaneous variable selection, variable transformation and outlier identification in linear regression (선형회귀에서 변수선택, 변수변환과 이상치 탐지의 동시적 수행을 위한 절차)

  • Seo, Han Son;Yoon, Min
    • The Korean Journal of Applied Statistics
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    • v.33 no.1
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    • pp.1-10
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    • 2020
  • We propose a unified approach to variable selection, transformation and outliers in the linear model. The procedure includes a sequential method for outlier detection and a least trimmed squares estimator for variable transformation. It uses all possible subsets regressions for model selection. Some real data analyses and the simulation results are provided to show the efficiency of the methods in the context of the correct variable selection and the fitness of the estimated model.

Three-Way Balanced Multi-level Semi Rotation Sampling Designs

  • Park, You-Sung;Choi, Jai-Won;Kim, Kee-Whan
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.19-24
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    • 2002
  • The two-way balanced one-level rotation design has been discussed (Park, Kim and Choi, 2001), where the two-way balancing is done on interview time in monthly sample and rotation group. We extend it to three-way balanced multi-level design under the most general rotation system. The three-way balancing is accomplished on interview time not only in monthly sample and rotation group but also in recall time. We present the necessary condition and rotation algorithm which guarantee the three-way balancing. We propose multi-level composite estimators (MCE) from this design and derive their variances and mean squared errors (MSE), assuming the correlation from the measurements of the same sample unit and three types of biases in monthly sample.

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Two-Stage Penalized Composite Quantile Regression with Grouped Variables

  • Bang, Sungwan;Jhun, Myoungshic
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.259-270
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    • 2013
  • This paper considers a penalized composite quantile regression (CQR) that performs a variable selection in the linear model with grouped variables. An adaptive sup-norm penalized CQR (ASCQR) is proposed to select variables in a grouped manner; in addition, the consistency and oracle property of the resulting estimator are also derived under some regularity conditions. To improve the efficiency of estimation and variable selection, this paper suggests the two-stage penalized CQR (TSCQR), which uses the ASCQR to select relevant groups in the first stage and the adaptive lasso penalized CQR to select important variables in the second stage. Simulation studies are conducted to illustrate the finite sample performance of the proposed methods.

An Empirical Study on Asia Foreign Exchange Market Efficiency (아시아 외환시장의 효율성 분석)

  • 장맹렬;송봉윤
    • Journal of Korea Port Economic Association
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    • v.19 no.2
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    • pp.111-139
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    • 2003
  • In this paper, the unbiasedness hypothesis cannot be rejected for JPY. It means that Japanese forward exchange market is efficient. This implies that there would not be an unusual profit from speculation. However, the unbiasedness hypothesis can be rejected for THB, HKD, IDR. It means that Asian forward exchange market is inefficient. This implies that there would be an unusual profit from all available information. This suggests that forward exchange rates cannot be an unbiased estimator of future spot exchange rate. This result explains that the actual pricing for forward rate is not based on the international financial market's pricing mechanism of interest rate parity theory, but rather depends upon that simple market expectations and aspirations.

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Linear regression under log-concave and Gaussian scale mixture errors: comparative study

  • Kim, Sunyul;Seo, Byungtae
    • Communications for Statistical Applications and Methods
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    • v.25 no.6
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    • pp.633-645
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    • 2018
  • Gaussian error distributions are a common choice in traditional regression models for the maximum likelihood (ML) method. However, this distributional assumption is often suspicious especially when the error distribution is skewed or has heavy tails. In both cases, the ML method under normality could break down or lose efficiency. In this paper, we consider the log-concave and Gaussian scale mixture distributions for error distributions. For the log-concave errors, we propose to use a smoothed maximum likelihood estimator for stable and faster computation. Based on this, we perform comparative simulation studies to see the performance of coefficient estimates under normal, Gaussian scale mixture, and log-concave errors. In addition, we also consider real data analysis using Stack loss plant data and Korean labor and income panel data.

The Influence of Software Engineering Levels on Defect Removal Efficiency (소프트웨어공학수준이 결함제거효율성에 미치는 영향)

  • Lee, Jong Moo;Kim, Seung Kwon;Park, Ho In
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.9 no.4
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    • pp.239-249
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    • 2013
  • The role of software process is getting more important to make good quality softwares. One of the measures to improve the software process is Defect Removal Efficiency(DRE). DRE gives a measure of the development team ability to remove defects prior to release. It is calculated as a ratio of defects resolved to total number of defects found. Software Engineering Levels are usually decided by CMMI Model. The model is designed to help organizations improve their software product and service development, acquisition, and maintenance processes. The score of software engineering levels can be calculated by CMMI model. The levels are composed of the three groups(absent, average, and advanced). This study is to find if there is any difference among the three categories in term of the result of software engineering levels on DRE. We propose One way ANOVA to analyze influence of software engineering levels on DRE. Bootstrap method is also used to estimate the sampling distribution of the original sample because the data are not sampled randomly. The method is a statistical method for estimating the sampling distribution of an estimator by sampling with replacement from the original sample. The data were collected in 106 software development projects by the survey. The result of this study tells that there is some difference of DRE among the groups. The higher the software engineering level of a specific company becomes, the better its DRE gets, which means that the companies trying to improve software process can increase their good management performance.