• Title/Summary/Keyword: Random sample

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

  • Dal Ho Kim;Jang Sik Cho
    • Communications for Statistical Applications and Methods
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    • v.3 no.1
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    • pp.87-99
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    • 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.

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A Study on the Rainfall Generation (In Two-dimensional Random Storm Fields) (강우의 모의발생에 관한 연구 (2차원 무작위 호우장에서))

  • Lee, Jea Hyoung;Soun, Jung Ho;Hwang, Man Ha
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.11 no.1
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    • pp.109-116
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    • 1991
  • In recent years, hydrologists have been interested in the radial spectrum and its estimation in two dimensional storm field to construct simulation model of the rainfall. This paper deals with the problem of transformation from the spectrum or isotropic covariance function to two dimensional random field. The extended turning band method for the generation of random field is applied to the problem using the line generation method of one dimensional stochastic process by G.Matheron. Examples of this generation is chosen in the random components of the multidimensional rainfall model suggested by Bras and are given with a comparison between theoretical and sample statistics. In this numerical experiments it is observed that first and second order statistics can be conserved. Also the example of moving storm simulation through Bras model is presented with the appropriate parameters and sample size.

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Variance Estimation Using Poststratified Complex Sample

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.131-142
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    • 1999
  • Estimators for domains and approximate estimators of their variance are derived using post-stratified complex sample. Furthermore we propose an adjusted variance estimator of a domain mean in case of considering the post-stratified complex sample as simple random sample. A simulation study based on the data of Farm Household Economy Survey is presented to compare variance estimators numerically. From the study we showed that our adjusted variance estimator compensate for the under-estimation problem considerably.

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TWO-SAMPLE COMPARISON USING SIGN TEST ON RANKED-SET SAMPLES

  • Kim, Dong-Hee;Kim, Young-Cheol
    • Journal of applied mathematics & informatics
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    • v.5 no.1
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    • pp.263-268
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    • 1998
  • This paper proposes the two-sample comparison us-ing sign test based on ranked-set sample(RSS). We investigate the asymptotic properties of the proposed test statistic and compare the asymptotic relative efficiencies of the proposed test statistic with re-spect to Mann-Whitney-Wilcoxon test statistic based on RSS and Mann-Whitney-Wilcoxon test statistic based on the simple random sample(SRS).

A SOLUTION OF THE ORNSTEIN-UHLENBECK EQUATION

  • MOON BYUNG SOO;THOMPSON RUSSEL C.
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.445-454
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    • 2006
  • We describe a solution to the Ornstein-Uhlenbeck equation $\frac{dI}{dt}-\frac{1}{\tau}$I(t)=cV(t) where V(t) is a constant multiple of a Gaussian white noise. Our solution is based on a discrete set of Gaussian white noise obtained by taking sample points from a sum of single frequency harmonics that have random amplitudes, random frequencies, and random phases. Hence, it is different from the solution by the standard random walk using random numbers generated by the Box-Mueller algorithm. We prove that the power of the signal has the additive property, from which we derive that the Lyapunov characteristic exponent for our solution is positive. This compares with the solution by other methods where the noise is kept to be in an error range so that its Lyapunov exponent is negative.

A Study on Pre-Service Teachers' Understanding of Random Variable (확률변수 개념에 대한 예비교사의 이해)

  • Choi, Jiseon;Yun, Yong Sik;Hwang, Hye Jeang
    • School Mathematics
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    • v.16 no.1
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    • pp.19-37
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    • 2014
  • This study investigated the degree of understanding pre-service teachers' random variable concept, based on the attention and the importance for developing pre-service teachers' ability on statistical reasoning in statistics education. To accomplish this, the subject of this study was 70 pre-service teachers belonged to three universities respectively. The teachers were given to 7 tasks on random variable and requested to solve them in 40 minutes. The tasks consisted of three contents in large; 1) one was on the definition of random variables, 2) the other was on the understanding of random variables in different/diverse conditions, and 3) another was on problem solving relevant to random variable concept. The findings are as follows. First, while 20% of pre-service teachers understood the definition of random variable correctly, most teachers could not distinguish between random variable and variable or probability. Second, there was a significant difference in understanding random variables in different/diverse conditions. Namely, the degree of understanding on the continuous random variable was superior to that of discrete random variable and also the degree of understanding on the equal distribution was superior to that of unequality distribution. Third, three types of problems relevant to random variable concept dealt with in this study were finding a sample space and an elementary event, and finding a probability value. In result, the teachers responded to the problem on finding a probability value most correctly and on the contrary to this, they had the mot difficulty in solving the problem on finding a sample space.

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