• Title/Summary/Keyword: Random Variable

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Improved Exponential Estimator for Estimating the Population Mean in the Presence of Non-Response

  • Kumar, Sunil
    • Communications for Statistical Applications and Methods
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    • v.20 no.5
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    • pp.357-366
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    • 2013
  • This paper defines an improvement for estimating the population mean of a study variable using auxiliary information and known values of certain population parameter(s), when there is a non-response in a study as well as on auxiliary variables. Under a simple random sampling without a replacement (SRSWOR) scheme, the mean square error (MSE) of all proposed estimators are obtained and compared with each other. Numerical illustration is also given.

ON CONVERGENCE OF SERIES OF INDEPENDENTS RANDOM VARIABLES

  • Sung, Soo-Hak;Volodin, Andrei-I.
    • Bulletin of the Korean Mathematical Society
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    • v.38 no.4
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    • pp.763-772
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    • 2001
  • The rate of convergence for an almost surely convergent series $S_n={\Sigma^n}_{i-1}X_i$ of independent random variables is studied in this paper. More specifically, when S$_{n}$ converges almost surely to a random variable S, the tail series $T_n{\equiv}$ S - S_{n-1} = {\Sigma^\infty}_{i-n} X_i$ is a well-defined sequence of random variables with T$_{n}$ $\rightarrow$ 0 almost surely. Conditions are provided so that for a given positive sequence {$b_n, n {\geq$ 1}, the limit law sup$_{\kappa}\geqn | T_{\kappa}|/b_n \rightarrow$ 0 holds. This result generalizes a result of Nam and Rosalsky [4].

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ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Baek, Jong-Il;Seo, Hye-Young;Lee, Gil-Hwan;Choi, Jeong-Yeol
    • Journal of the Korean Mathematical Society
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    • v.46 no.4
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    • pp.827-840
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    • 2009
  • Let {$X_{ni}$ | $1{\leq}i{\leq}n,\;n{\geq}1$} be an array of rowwise negatively dependent (ND) random variables. We in this paper discuss the conditions of ${\sum}^n_{t=1}a_{ni}X_{ni}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed setting and the strong law of large numbers for weighted sums of arrays of rowwise negatively dependent random variables is also considered.

Evaluation of the Performance and Reliability of a Real-time Power System Described by a DES Model using Fuzzy-Random Variables (퍼지-랜덤 변수를 이용한 DES 모델링을 통한 실시간 전력 시스템의 성능 및 신뢰도 평가)

  • Min, Byeong-Jo;Lee, Seok-Ju;Kim, Hak-Bae
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.49 no.7
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    • pp.363-369
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    • 2000
  • To flexibly evaluate performance and reliability of an electric power system in the aspect of the real-time system which is intrinsically characterized by stringent timing constraints fails catastrophically if its control input is not updated by its digital controller computer within a certain time limit called the hard deadline, we propose fuzzy-random variables and build a discrete event model embedded with fuzzy-random variables. Also, we adapt fuzzy-variables to a path-space approach, which derives the upper and lower bounds of reliability by using a semi-Markov model that explicitly contains the deadline information. Consequently, we propose certain formulas of state automata properly transformed by fuzzy-random variables, and present numerical examples applying the formulas as well.

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Implementation of Random Carrier-Frequency Modulation Scheme for a DSP based PWM Inverter for Acoustic Noise Reduction of Induction Motors (유도전동기의 소음저감을 위한 DSP기반 PWM인버터의 랜덤 캐리어 주파수 변조기법의 구현)

  • 정영국;나석환;임영철;정성기
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • v.52 no.12
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    • pp.608-615
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    • 2003
  • This paper describes an implementation of a DSP (Digital Signal Processor) controlled random carrier frequency modulation for the PWM inverter for acoustic noise reduction of induction motors. Real-time generation of the random variable and RPWM(Random PWM) along with the speed control was achieved by DSP TMS320C31. The experimental results show that the voltage and current harmonics are spread to a wide band area and the power spectrum of the acoustic switching noise was spread to create a more appealing, less annoying sound. Also, the speed response of the implemented method and the conventional method is nearly similar to each other from the viewpoint of the v/f constant control.

An INS Filter Design Considering Mixed Random Errors of Gyroscopes

  • Seong, Sang-Man;Kang, Ki-Ho
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.262-264
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    • 2005
  • We propose a filter design method to suppress the effect of gyroscope mixed random errors at INS system level. It is based on the result that mixed random errors can be represented by a single equivalent ARMA model. At first step, the time difference of equivalent ARMA process is performed, which consider the characteristic of indirect feedback Kalman filter used in INS filter. Next, a state space conversion of time differenced ARMA model is achieved. If the order of AR is greater than that of MA, the controllable or observable canonical form is used. Otherwise, we introduce the state equation of which the state variable is composed of the ARMA model output and several step ahead predicts of that. At final step, a complete form state equation is presented. The simulation results shows that the proposed method gives less transient error and better convergence compared to the conventional filter which assume the mixed random errors as white noise.

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Behavior of Regular Waves and Multi-Directional Random Waves Passing a Breakwater (방파제를 통과하는 규칙파와 다방향 불규칙파랑의 거동)

  • Park, Sang-Il;Park, Jin-Ho;Cho, Yong-Sik
    • 한국방재학회:학술대회논문집
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    • 2008.02a
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    • pp.439-442
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    • 2008
  • Diffraction of multi-directional random waves passing semi-infinite breakwater is investigated by using analytic solution derived by Penny and Prices(1952). An irregylarity of period and incident angle of waves and regular periods for regular waves are considered in addition by expanding from the past study which used only monochromatic wave in general. The Bretschneider-Mitsuyasu frequency spectrum and Mitsuyasu directional spectrum are used for incident waves. And diffraction of multi-directional random waves is reappeared by decomposing numerical results of several monochromatic waves which have variable period and incident angle. Analytic solution on the diffraction of regular waves and multi-directional random waves calculated in this study.

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Design of the Variable Sampling Rates X-chart with Average Time to Signal Adjusted by the Sampling Cost

  • Park, Chang-Soon;Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.181-198
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    • 1997
  • The variable sampling rates scheme is proposed by taking random sample size and sampling interval during the process. The performance of the scheme is measured in terms of the average time to signal adjusted by teh sampling cost when the process is out of control. This measurement evaluates the effectiveness of the scheme in terms of the cost incurred due to nonconformation as well as sampling. The variable sampling rates scheme is shown to be effective especially for small and moderate shifts of the mean when compared to the standard scheme.

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ROC curve and AUC for linear growth models (선형성장모형에 대한 ROC 곡선과 AUC)

  • Hong, Chong Sun;Yang, Dae Soon
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1367-1375
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    • 2015
  • Consider the linear growth models for longitudinal data analysis. Several kind of linear growth models are selected such as time-effect and random-effect models as well as a dummy variable included model. In this work, simulation data are generated with normality assumption, and both binormal ROC curve and AUC are obtained and compared for various linear growth models. It is found that ROC curves have different shapes and AUC increase slowly, as values of the covariance increase and the time passes for random-effect models. On the other hand, AUC increases very fast as values of covariance decrease. When the covariance has positive value, we explored that the variances of random-effect models increase and the increment of AUC is smaller than that of AUC for time-effect models. And the increment of AUC for time-effect models is larger than the increment for random-effect models.

Machine learning in survival analysis (생존분석에서의 기계학습)

  • Baik, Jaiwook
    • Industry Promotion Research
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    • v.7 no.1
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    • pp.1-8
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    • 2022
  • We investigated various types of machine learning methods that can be applied to censored data. Exploratory data analysis reveals the distribution of each feature, relationships among features. Next, classification problem has been set up where the dependent variable is death_event while the rest of the features are independent variables. After applying various machine learning methods to the data, it has been found that just like many other reports from the artificial intelligence arena random forest performs better than logistic regression. But recently well performed artificial neural network and gradient boost do not perform as expected due to the lack of data. Finally Kaplan-Meier and Cox proportional hazard model have been employed to explore the relationship of the dependent variable (ti, δi) with the independent variables. Also random forest which is used in machine learning has been applied to the survival analysis with censored data.