• 제목/요약/키워드: Minimum Variance

검색결과 469건 처리시간 0.025초

Multi-Level Rotation Designs for Unbiased Generalized Composite Estimator

  • Park, You-Sung;Choi, Jai-Won;Kim, Kee-Whan
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.123-130
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    • 2003
  • We define a broad class of rotation designs whose monthly sample is balanced in interview time, level of recall, and rotation group, and whose rotation scheme is time-invariant. The necessary and sufficient conditions are obtained for such designs. Using these conditions, we derive a minimum variance unbiased generalized composite estimator (MVUGCE). To examine the existence of time-in-sample bias and recall bias, we also propose unbiased estimators and their variances. Numerical examples investigate the impacts of design gap, non-sampling error sources, and two types of correlations on the variance of MVUGCE.

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일반화 최소분산법을 기초로 한 예측 제어기 (A Predictive Controller Based on the Generalized Minimum Variance Approach)

  • 한홍석;양해원
    • 대한전기학회논문지
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    • 제37권8호
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    • pp.557-562
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    • 1988
  • This paper presents a class of discrete adaptive controller that can be applied to a plant without sufficient a priori information. It is well known that the GMV(Generalized Minmum Variance) contrlller performs satisfactorily if the plant time delay is known. By introducing the long-range prediction into the GMV controller, robustness to the time delay can be improved, although optimality is lost. Such an idea motivates a predictive control system to be proposed here, where the system minimizes multi-stage cost via the GMV approach. Moreover, the detuning control weight is determined by an on-line tuning method. It is shown that robustness, computational efficiency, and performance of the resulting control system are improved as compared with those of the GPC(Generalized Predictive Control)system.

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몬테칼로 씨뮬레이션을 통한 SN비의 효율성비교 (Efficiency Comparison of Signal-to-Noise Ratios through Monte Carlo Simulations)

  • 임용빈;이영조
    • 품질경영학회지
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    • 제23권2호
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    • pp.28-42
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    • 1995
  • For quality improvement, Taguchi emphasizes the reduction of variation of the quality characteristic, Taguchi has used the signal-to-noise ratios for achieving minimum dispersion of the quality characteristic with its location adjusted to some desired target value ${\tau}$ Lim(1994) proposes a reasonable SN ratio based on a linking relationship of the variance and mean through simple data analysis technique. In this paper we investigate the efficiency of those two SN ratios and variance stabilizing transformations through Monte Carlo Simulations.

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Estimation of Reliability of k-out-of-m Stress-Strength Model in the Independent Exponential Case

  • Kim, Jae Joo;Choi, Sung Sup
    • 품질경영학회지
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    • 제10권1호
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    • pp.2-6
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    • 1982
  • m개의 부품으로 이루어진 씨스템이 스트레스를 받고 있다고 가정하자. 본 논문에서는 스트레스 분포와 스트렝스 분포로 부터의 확률표본으로 자료가 구성되어 있을때, 이 씨스템의 신뢰도에 대하여 고찰하였다. 모든 분포는 미지의 모수를 가진 독립적인 지수 분포인 것으로 가정하였다. 씨스템 신뢰도의 형태와 최소분산 불편추정량을 구하였다. 또한, 최소분산 불편추정량을 최우추정량에 대하여 전개하고 두 추정량의 등가성을 보임으로서 근사분포를 구하였다. 몬테카를로 씨뮤레이션으로 두 추정량의 효율을 비교하였다.

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벌크재료의 신뢰성보증을 위한 샘플링검사 방식 (A Bulk Sampling Plan for Reliability Assurance)

  • 김동철;김종걸
    • 대한안전경영과학회지
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    • 제9권2호
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    • pp.123-134
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    • 2007
  • This paper focuses on the in-house reliability assurance plan for the bulk materials of each company. The reliability assurance needs in essence a long time and high cost for testing the materials. In order to reduce the time and cost, accelerated life test is adopted. The bulk sampling technique was used for acceptance. Design parameters might be total sample size(segments and increments}, stress level and so on. We focus on deciding the sample size by minimizing the asymptotic variance of test statistics as well as satisfying the consumer's risk. In bulk sampling, we also induce the sample size by adapting the normal life time distribution model when the variable of the lognormal life time distribution is transformed and adapted to the model. In addition, the sample size for both the segments and increments can be induced by minimizing the asymptotic variance of test statistics of the segments and increments with consumer's risk met. We can assure the reliability of the mean life and B100p life time of the bulk materials by using the calculated minimum sample size.

파레토분포(分布)에서 두 모수(母數)의 함수(函數) 추정(推定) (Estimation for Functions of Two Parameters in the Pareto Distribution)

  • 우정수;강석복
    • Journal of the Korean Data and Information Science Society
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    • 제1권
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    • pp.67-76
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    • 1990
  • For a two-parameter Pareto distribution, the uniformly minimum variance unbiased estimateors(UMVUE) for the function of the two parameters are expressed in terms of confluent hypergeometric function. The variance of the UMVUE is also expressed in terms of hypergeometric function of several variables. UMVUE's for the ${\gamma}th$ moment about zero and several useful parametric functions, and their variances are obtained as special cases. The estimators of Baxter(1980) and Saksena and Johnson(1984) are special cases of our estimator.

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Rician 페이딩 채널에 대한 CQ Importance Sampling 기법 (CQ importance sampling technique for the rician fading channel)

  • 이대일;김동인;황인관
    • 한국통신학회논문지
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    • 제22권5호
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    • pp.1097-1106
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    • 1997
  • Most works on importance sampling (IS) as an efficient evaluation technique havd been done in an additibe white gaussian noise channel (Awgn). In this paper we propose a CQ(conventional importance sampling and quasi-translantion) IS technique for the mobile radio channel modeled as Rician fading, and analyze the IS estimator's variance to determine optimum IS parameters and the minimum number of run times. Reference showed that CIS technique has a poor performance for systems with meories, but it is shown that the CIS technique can be improved by combining with quasi-translation technique even for systems with memories. Here the CQ IS technique modifies the variance of additive noise and also performs quasi-translation for the fading distribution. We determine the optimum IS parameters of the proposed CQ IS estimator and whow that the simulation gains are about 10$^{3}$~10$^{6}$ for the mobile communication systems with memories in case of the expected BERs 10$^{-5}$ ~10$^{-8}$ .

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An Empirical Study on Dimension Reduction

  • Suh, Changhee;Lee, Hakbae
    • Journal of the Korean Data Analysis Society
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    • 제20권6호
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    • pp.2733-2746
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    • 2018
  • The two inverse regression estimation methods, SIR and SAVE to estimate the central space are computationally easy and are widely used. However, SIR and SAVE may have poor performance in finite samples and need strong assumptions (linearity and/or constant covariance conditions) on predictors. The two non-parametric estimation methods, MAVE and dMAVE have much better performance for finite samples than SIR and SAVE. MAVE and dMAVE need no strong requirements on predictors or on the response variable. MAVE is focused on estimating the central mean subspace, but dMAVE is to estimate the central space. This paper explores and compares four methods to explain the dimension reduction. Each algorithm of these four methods is reviewed. Empirical study for simulated data shows that MAVE and dMAVE has relatively better performance than SIR and SAVE, regardless of not only different models but also different distributional assumptions of predictors. However, real data example with the binary response demonstrates that SAVE is better than other methods.

광릉과 제주도에 서식하는 박새 Song의 변이 (Song Variations of Great Tits inhabiting Kwangnung and Chejudo)

  • Hahm, Kyu-Hwang;Peak, Woon-Kee
    • The Korean Journal of Ecology
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    • 제17권3호
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    • pp.379-385
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    • 1994
  • Sonograms of songs recorded in Kwangnung and Chejudo were analyzed to investigate the features and variances in the songs of Great tit, Parus major variety. Songs of Great tits were identified, most of which were repetitions of phrases compoed of high-frequency note and low-frequency note. Variances between the songs of the two areas in the minimum and maximum of low-frequency were significat. The CV range of the Great tit group in Chejudo was wider than that in Kwangnung. Interregional variance level was significant in the minimum (P<0.04) and maximum (P<0.0001) of low-frequency.

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Optimum Design Criteria for Maximum Torque Density and Minimum Torque Ripple of Flux Switching Motor using Response Surface Methodology

  • Lee, Jung-Ho;Lee, Tae-Hoon
    • Journal of Magnetics
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    • 제15권2호
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    • pp.74-77
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    • 2010
  • This paper deals with optimum design criteria for maximum torque density & minimum torque ripple of a Flux Switching Motor (FSM) using response surface methodology (RSM) & finite element method (FEM). The focus of this paper is to find a design solution through the comparison of torque density and torque ripple which vary with rotor shape. And then, a central composite design (CCD) mixed resolution was introduced and analysis of variance (ANOVA) was conducted to determine the significance of the fitted regression model. The proposed procedure allows one to define the rotor dimensions, starting from an existing motor or a preliminary design.