• Journal of the Korean Statistical Society
• /
• 제13권2호
• /
• pp.87-106
• /
• 1984

It ${X_t}$ is a sequence of independent identically distributed normal random variables, then the conditional probability density of $X_1, X_2, \cdots, X_n$ given the first p+1 sample autocovariances converges to the maximum entropy probability density satisfying the corresponding covariance constraints as the length of the sample sequence tends to infinity. This establishes that the maximum entropy probability density and the associated Gaussian autoregressive process arise naturally as the answers of conditional limit problems.

• Journal of the Korean Statistical Society
• /
• 제20권2호
• /
• pp.118-138
• /
• 1991

Given a random sample of size N(unknown) with density f(x $\theta$), suppose that only n observations which lie outside a region R are recorded. On the basis of n observations, the Bayes estimators of $\theta$ and N are considered and their asymptotic expansions are developed to compare their second order asymptotic properties with those of the maximum likelihood estimators and the Bayes modal estimators. Corrections to bias and median bias of these estimators are made. An example is given to illustrate the results obtained.

• Journal of applied mathematics & informatics
• /
• 제3권2호
• /
• pp.253-264
• /
• 1996

The generalized logit model of nominal type with random regressors is studied for bootstrapping. We assess the accuracy of some estimators for our generalized logit model using a Monte Carlo simu-lation. That is we study the finite sample properties containing the consistency and asymptotic normality of the maximum likelihood es-timators. Also we compare Newton Raphson algorithm with BHHH algorithm.

• Journal of the Korean Statistical Society
• /
• 제30권4호
• /
• pp.563-571
• /
• 2001

In this paper, we study selecting a transformation so that the transformed variable is nearly symmetrically distributed. The large sample properties of an M-estimator of transformation parameter that is obtained by minimizing the integrated square of the imaginary part of the empirical characteristic function are investigated when a random sample is selected from some unspecified distribution. According to influence function calculations and Monte Carlo simulations, these estimates are less sensitive, than the normal model maximum likelihood estimates, to a few outliers.

• 한국소음진동공학회:학술대회논문집
• /
• 한국소음진동공학회 2007년도 추계학술대회논문집
• /
• pp.1325-1328
• /
• 2007

When we visualize the sound field radiated from a spherical sound source, spherical acoustic holography is proper among acoustic holography methods. However, there are measurement errors due to sensor position mismatch, sensor mismatch, directivity of sensor, and background noise. These errors are amplified if one predicts the pressures close to the sources: backward prediction. The goal of this paper is to quantitatively examine the effects of the error due to sensor position mismatch on acoustic pressure estimation. This paper deals with the cases of which the measurement deviations are distributed irregularly on the hologram plane. In such cases, one can assume that the measurement is a sample of many measurement events, and the cause of the measurement error is white noise on the hologram plane. Then the bias and random error are derived mathematically. In the results, it is found that the random error is important in the backward prediction. The relationship between the random error amplification ratio and the measurement parameters is derived quantitatively in terms of their energies.

• 한국한의학연구원논문집
• /
• 제13권1호통권19호
• /
• pp.147-152
• /
• 2007

As a result to amplifying 12 samples of 'Sok-dan' through an random amplified polymorphic DNA (RAPD) method using eighteen DEC and URP primers, distinct band forms enabling discrimination of Phlomus umbrosa and Dipsacus asperoides were observable in the UBC 320 primer, UBC 367 primer, UBC 385 primer, UBC 414 primer, UBC 423 primer, URP 3 primer, URP 5 primer and URP 9 primer. The polymorph result amplified with a random primer was evaluated through Gelcompar II, showing a result dividable into two groups. The divided groups were the dried sample group of Dipsacus asperoides and the group of Phlomis umbrosa. In order to recognize the distinction between Dipsaci Radix types, the genetic variation of 'Sok-dan' produced domestically and imported was evaluated through RAPD, and the potential to distinguish these in forms of dried medicine was identified, presenting a method to authentification of Phlomis umbrosa and Dispacus asperoides.

• 한국통신학회논문지
• /
• 제35권8C호
• /
• pp.709-712
• /
• 2010

이 논문에서는 시간상 확률 상관이 0이 아닌 약의존성 잡음 모형에서 두 표본을 쓰는 국소 최적 순위 검파기의 검정 통계량를 얻었다. 기준 관측과 보통 관측으로 이루어진 두 표본 관측 모형에서 약의존성 잡음 환경에 알맞은 국소 최적 순위 검파기의 검정 통계량을 네이먼 피어슨 정리로부터 유도하였다. 두 표본을 쓰는 국소 최적 순위 검파기는 한 표본을 쓰는 국소 최적 순위 검파기와 같은 점근 성능을 가지며 부호 통계량을 다룰 필요가 없어 얼개가 비교적 간단하다.

• Journal of the Korean Statistical Society
• /
• 제35권4호
• /
• pp.453-458
• /
• 2006

It is well known fact for the iid data that the limiting standard errors of sample autocorrelations are all unity for all time lags and they are asymptotically independent for different lags (Brockwell and Davis, 1991). It is also usual practice in time series modeling that this fact continues to be valid for white noise series which is a sequence of uncorrelated random variables. This paper contradicts this usual practice for white noise. We consider a sequence of martingale differences which belongs to white noise time series and derive exact joint asymptotic distributions of sample autocorrelations. Some implications of the result are illustrated for conditionally heteroscedastic time series.

• 품질경영학회지
• /
• 제21권2호
• /
• pp.17-26
• /
• 1993

Process fault diagnosis is a complicated matter because quality control problems can result from a variety of causes. These causes include problems with electrical components, mechanical components, human errors, job justification errors, and air conditioning influences. In order to make the system run smoothly with minimum delay, it is necessary to suggest heuristic remedies for the detected faults. Hence, this paper describes a heuristic methodology of fault diagnosis that is performed using statistical patterns generated by quality characteristics The proposed methodology is described briefly as follows: If a sample pattern generated by random variables is similar to the number of prototype patterns, the sample pattern may be matched by any prototype pattern among them to be resembled. This concept is based on the similarity between a sample pattern and the matched prototype pattern. The similarity is calculated as the weighted average of squared deviation, which is expressed as the difference between the relative values of standard normal distribution to be transformed by the observed values of quality characteristics in a sample pattern and the critical values of the corresponding ones in a matched prototype pattern.

• 응용통계연구
• /
• 제7권1호
• /
• pp.47-58
• /
• 1994

본 연구에서는 농업 기본통계 조사 표본설계와 가축통계 조사 표본설계를 제안한다. 농업 기본통계는 시.군 단위의 통계를, 그리고 가축통계는 시.도 단위의 통계를 생산할 수 있도록 설계하였다. 두 설계 모두 현행 표본보다 표본수를 줄여 표본조사의 업무량을 줄였고, 이를 위해 시.군 단위의 층화(농업 기본통계)와 시.도 단위의 층화(가축통계)를 하였으며, 특히 가축통계에서는 유의표본과 전수조사가구를 선정하여 설계의 효과를 높였다. 그 밖에 연속조사임을 감안하여 표본관리 및 표본대체 방법을 언급하였다.