• 제목/요약/키워드: Random effect

검색결과 2,037건 처리시간 0.03초

EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES

  • Choi, Jeong-Yeol;Baek, Jong-Il
    • Journal of applied mathematics & informatics
    • /
    • 제31권3_4호
    • /
    • pp.417-424
    • /
    • 2013
  • Giuliano Antonini et al.(2008) have introduced the concept of extended acceptability and the results show that the extended acceptability structure has no effect on the exponential inequality except replacing a constant M = 1 with a constant M > 0. We discuss the complete convergence for extended acceptable random variables by using the exponential inequality.

New Random and Additional Phase Adjustment of Joint Transform Correlator

  • Jeong, Man-Ho
    • Journal of the Optical Society of Korea
    • /
    • 제14권2호
    • /
    • pp.90-96
    • /
    • 2010
  • Joint transform correlator (JTC) has been the most suitable technique for real time pattern recognition. This paper proposes a new phase adjustment which adopts two steps of random phase adjustment in the spatial domain and additional phase adjustment in the Fourier domain. Simulated results are presented to show the optimum condition of the phase adjustment and the effect on the correlation peaks, the peak signal-to-noise ratio and the level of discrimination.

Bootstrap Confidence Intervals for Reliability in 1-way ANOVA Random Model

  • Dal Ho Kim;Jang Sik Cho
    • Communications for Statistical Applications and Methods
    • /
    • 제3권1호
    • /
    • pp.87-99
    • /
    • 1996
  • We construct bootstrap confidence intervals for reliability, R= P{X>Y}, where X and Y are independent normal random variables. One way ANOVA random effect models are assumed for the populations of X and Y, where standard deviations $\sigma_{x}$ and $\sigma_{y}$ are unequal. We investigate the accuracy of the proposed bootstrap confidence intervals and classical confidence intervals work better than classical confidence interval for small sample and/or large value of R.

  • PDF

Bayesian Analysis for Random Effects Binomial Regression

  • Kim, Dal-Ho;Kim, Eun-Young
    • Communications for Statistical Applications and Methods
    • /
    • 제7권3호
    • /
    • pp.817-827
    • /
    • 2000
  • In this paper, we investigate the Bayesian approach to random effect binomial regression models with improper prior due to the absence of information on parameter. We also propose a method of estimating the posterior moments and prediction and discuss some general methods for studying model assessment. The methodology is illustrated with Crowder's Seeds Data. Markov Chain Monte Carlo techniques are used to overcome the computational difficulties.

  • PDF

상대오차예측을 이용한 자동차 보험의 손해액 예측: 패널자료를 이용한 연구 (Predicting claim size in the auto insurance with relative error: a panel data approach)

  • 박흥선
    • 응용통계연구
    • /
    • 제34권5호
    • /
    • pp.697-710
    • /
    • 2021
  • 상대오차를 이용한 예측법은 상대오차(혹은 퍼센트오차)가 중요시되는 분야, 특히 계량경제학이나 소프트웨어 엔지니어링, 또는 정부기관 공식통계 부분에서 기존 예측방법 외에 선호되는 예측방법이다. 그 동안 상대오차를 이용한 예측법은 선형 혹은 비선형 회귀분석 뿐 아니라, 커널회귀를 이용한 비모수 회귀모형, 그리고 정상시계열분석에 이르기까지 그 범위가 확장되어 왔다. 그러나, 지금까지의 분석은 고정효과(fixed effect)만을 고려한 것이어서 임의효과(random effect)에 관한 상대오차 예측법에 대한 확장이 필요하였다. 본 논문의 목적은 상대오차예측법을 일반화선형혼합모형(GLMM)에 속한 감마회귀(gamma regression), 로그정규회귀(lognormal regression), 그리고 역가우스회귀(inverse gaussian regression)의 패널자료(panel data)에 적용시키는데 있다. 이를 위해 실제 자동차 보험회사의 손해액 자료를 사용하였고, 최량예측량과 최량상대오차예측량을 각각 적용-비교해 보았다.

Numerical Analysis of Back Scattering from a Target over a Random Rough Surface Using DRTM

  • Yoon, Kwang-Yeol
    • Journal of electromagnetic engineering and science
    • /
    • 제10권2호
    • /
    • pp.61-66
    • /
    • 2010
  • This paper is concerned with an analysis of the back scattering of electromagnetic waves from a target moving along random rough surfaces such as the desert, and sea. First, the discrete ray tracing method(DRTM) is introduced, and then, this method is applied to the back scattering problem in order to investigate the effect of the back scattering from random rough surfaces on the electric field intensities. Finally, numerical examples of various height deviations of the Gaussian type of rough surfaces are shown. It is numerically demonstrated that the back scattering is dominated by the diffractions related to the reflections from the random rough surfaces.

수직 및 랜덤입사 흡음률의 상관관계 고찰 (Consideration on correlation between normal and random incidence abrorption coefficient)

  • 강현주;곽윤근;전오성
    • 한국소음진동공학회:학술대회논문집
    • /
    • 한국소음진동공학회 2002년도 추계학술대회논문집
    • /
    • pp.886-889
    • /
    • 2002
  • 흡음률을 평가하기 위한 연구로서 임피던스 튜브를 통한 수직입사 흡음률과 잔향실을 이용한 랜덤입사 흡음률에 대한 실험연구를 수행하였다. 한편 수직입사와 랜덤입사와의 상관관계를 실험 연구를 통하여 조사하였다. 이 상관관계는 주파수에 따라서 다르게 나타나고 있다. 저주파수 대역에서는 랜덤 입사가 수직입사 보다 크게 나타나고 있지만 고주파수에서는 수평입사 성분의 영향으로 랜덤입사에서는 감소하는 경향을 보이고 있다.

  • PDF

An INS Filter Design Considering Mixed Random Errors of Gyroscopes

  • Seong, Sang-Man;Kang, Ki-Ho
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2005년도 ICCAS
    • /
    • pp.262-264
    • /
    • 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.

  • PDF

The Effect of Random Point Excitation on the Vibration Level of Plates

  • Park, Myung-Jin;Yoo, Song-Min;Kim, Chang-Nyung
    • Journal of Mechanical Science and Technology
    • /
    • 제16권5호
    • /
    • pp.583-590
    • /
    • 2002
  • When a mechanical structure is driven by stationary wide band random point forces, the resulting vibration depends upon the number, location, and joint statistical properties of the exciting forces. In this study, under the assumption of light damping, an approximate procedure for analyzing plates is briefly outlined. The effects of number, location and correlation of the force field on the vibration level are then investigated for various cases in which random point forces with band limited white noise are applied, and the optimal spacing between input forces that produces a relative minimum in the vibration response is predicted.

Joule Heating of Metallic Nanowire Random Network for Transparent Heater Applications

  • Pichitpajongkit, Aekachan;Eom, Hyeonjin;Park, Inkyu
    • 센서학회지
    • /
    • 제29권4호
    • /
    • pp.227-231
    • /
    • 2020
  • Silver nanowire random networks are promising candidates for replacing indium tin oxide (ITO) as transparent and conductive electrodes. They can also be used as transparent heating films with self-cleaning and defogging properties. By virtue of the Joule heating effect, silver nanowire random networks can be heated when voltage bias is applied; however, they are unsuitable for long-term use. In this work, we study the Joule heating of silver nanowire random networks embedded in polymers. Silver nanowire random networks embedded in polymers exhibit breakdown under the application of electric current. Their surface morphological changes indicate that nanoparticle formation may be the main cause of this electrical breakdown. Numerical analyses are used to investigate the temperatures of the silver nanowire and substrate.