• Title/Summary/Keyword: Sample Mean

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Accelerated Life Test Plans Based on Small Sample Property

  • Yun, Won Young
    • Journal of Korean Society for Quality Management
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    • v.23 no.1
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    • pp.41-49
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    • 1995
  • This paper suggests optimal accelerated constant stress life tests in Exponential distribution. The relationship between the log-mean life and the loaded stress is assumed to be linear. Optimal plans considering mean square errors of maximum likelihood estimators of the log mean life and test costs are obtained. We consider accelerated life tests with two stress levels, and as data types, failure censoring( type II) and time censoring(type I) data are used. We propose the procedure to obtain the optimal plans for each case. Some examples are also included.

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The Asymptotic Properties of Mean Residual Life Function on Left Truncated and Right Censoring Model

  • Moon, Kyoung-Ae;Shin, Im-Hee
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.99-109
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    • 1997
  • The estimation procedure of mean residual life function has been placed an important role in the study of survival analysis. In this paper, the product limit estimator on left truncated and right censoring model is proposed with asymptotic properties. Also, the small sample properties are investigated through the Monte Carlo study and the proposed product limit type estimator is compared with ordinary Kaplan-Meier type estimator.

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K-means Clustering using Grid-based Representatives

  • Park, Hee-Chang;Lee, Sun-Myung
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.759-768
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    • 2005
  • K-means clustering has been widely used in many applications, such that pattern analysis, data analysis, market research and so on. It can identify dense and sparse regions among data attributes or object attributes. But k-means algorithm requires many hours to get k clusters, because it is more primitive and explorative. In this paper we propose a new method of k-means clustering using the grid-based representative value(arithmetic and trimmed mean) for sample. It is more fast than any traditional clustering method and maintains its accuracy.

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On the Robustness of Chi-square Test Procedure for a Compounded Multivariate Normal Mean

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.330-335
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    • 1995
  • The rebustness of one sample Chi-square test for multivariate normal mean vector is investigated when the multivariate normal population is mixed with another multivariate normal population with differing in the mean vector. Explicit expressions for the level of significance and power of the test are derived. Some numerical results indicate that the Chi-square test procedure is quite robust against slight mixtures of multivariate normal populations differing in location parameters.

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On the Performance of Iterated Wild Bootstrap Interval Estimation of the Mean Response

  • Kim, Woo-Chul;Ko, Duk-Hyun
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.551-562
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    • 1995
  • We consider the iterated bootstrap method in regression model with heterogeneous error variances. The iterated wild bootstrap confidence intervla of the mean response is considered. It is shown that the iterated wild bootstrap confidence interval has coverage error of order $n^{-1}$ wheresa percentile method interval has an error of order $n^{-1/2}$. The simulation results reveal that the iterated bootstrap method calibrates the coverage error of percentile method interval successfully even for the small sample size.

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SEQUENTIAL CONFIDENCE INTERVALS WITH ${\beta}-PROTECTION$ IN A NORMAL DISTRIBUTION HAVING EQUAL MEAN AND VARIANCE

  • Kim, Sung-Kyun;Kim, Sung-Lai;Lee, Young-Whan
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.479-488
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    • 2007
  • A sequential procedure is proposed in order to construct one-sided confidence intervals for a normal mean with guaranteed coverage probability and ${\beta}-protection$ when the normal mean and variance are identical. First-order asymptotic properties on the sequential sample size are found. The derived results hold with uniformity in the total parameter space or its subsets.

On The Number of Replications in Simulation Study (모의실험(模擬實驗)에서 반복회수(反復回數)의 연구)

  • Song, Jae-Kee
    • Journal of the Korean Data and Information Science Society
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    • v.1
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    • pp.47-57
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    • 1990
  • A method which determines the number of replications in the simulation is proposed, particularly for small-sample comparison of estimators. This method takes the smallest number of replications that makes the difference of mean square errors be statistically significant and provides an efficient algorithm for calculating the standard error of the mean square error. Two examples are illustrated, the first one is on comparison of mean and median ; the second, the Kaplan-Meier type and Buckley-James type estimators of a quantile function with censored data.

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Mean Residual Life Times (평균잔여수명함수(平均殘餘壽命函數)의 추정(推定))

  • Lee, Sang-Bock;Park, Byung-Gu
    • Journal of the Korean Data and Information Science Society
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    • v.2
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    • pp.11-21
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    • 1991
  • A different approach to the evaluation of mean residual life function under the random censorship model is presented. For small sample sizes, the performances between the proposed estimator and other estimators for men residual life function are compared in terms of bias and mean square error via a Monte Carlo study.

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Design of a Curtailed-SPRT Control Chart (단축-축차관리도의 설계)

  • Chang, Young-Soon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.34 no.1
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    • pp.29-37
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    • 2009
  • This paper proposes a curtailed-sequential probability ratio test (SPRT) control chart. For using the conventional SPRT control chart, the number of items inspected in a sampling point should have no restriction since items in a sampling point are inspected one by one until an SPRT Is terminated. The number of observations taken in a sampling point, however, has an upper bound since sampling and testing of an item is time-consuming or expensive. When the sample size reaches the upper bound without evidence of an in-control or out-of-control state of a process, the proposed chart makes a decision using the sample mean of all observations taken in a sampling point. The properties of the Proposed chart are obtained by a Markov chain approach and the performance of the chart is compared with fixed sample size (FSS) and variable sample size (VSS) control charts. A comparative study shows that the proposed chart performs better than VSS control charts as well as conventional FSS control charts.

The structure of equalizers based on quantized sample space with non-linear MMSE

  • Kong, Hyung-Yun
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.6A
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    • pp.881-887
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    • 1999
  • In this paper, were introduce two types of equalizers, called equalizer-a and equalizer-b, applying to wireless communications having unknown channel characteristics. The equalizer-a, which has the single sample detector with equalizer system, is developed while the equalizer-b has the partition detectors with the same system used in equalizer-a. The methodologiy we adopt for designing the equalizers is that the sample space is partitioned into finite number of regions by using quantiles, which are estimated by robbins-monro stochastic approximation (RMSA) algorithm, and the coefficients of equalizers are calculated based on nonlinear minimum mean, square error (MMSE) algorithm. Through the computer simulation, the equalizers show much better performance in equiprobably partitioned sample subspaces of observations than the single sample detector and the detector, which has the conventional equalizer, in unquantized observation space under various noise environments.

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