• Journal of the Korean Operations Research and Management Science Society
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• v.39 no.4
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• pp.137-152
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• 2014

In this paper, I suggest several techniques to estimate covariance matrix and compare the performance of the global minimum variance portfolio (GMVP) in terms of out of sample mean standard deviation and return. As a result, the return differences among the GMVPs are insignificant. The mean standard deviation of the GMVP using historical covariance is sensitive to the estimation window and the number of assets in the portfolio. Among the model covariance, the GMVP using constant systematic risk ratio model or using short sale restriction shows the best performance. The performance difference between the GMVPs using historical covariance and model covariance becomes insignificant as the historical covariance is estimated with longer estimation window. Lastly, the implied volatilities from ELW prices do not lead to superior performance to the historical variance.

• Journal of Korean Society for Quality Management
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• v.41 no.2
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• pp.233-248
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• 2013

Purpose: This study develops heuristic process capability indices (PCIs) using distribution-decomposition methods and evaluates the performances. The heuristic methods decompose the variation of a quality characteristic into upper and lower deviations and adjust the value of the PCIs using decomposed deviations in accordance with the skewness. The weighted variance(WV), new WV(NWV), scaled WV(SWV), and weighted standard deviation(WSD) methods are considered. Methods: The performances of the heuristic PCIs are investigated under the varied situations such as various skewed distributions, sample sizes, and specifications. Results: WV PCI is the best under the normal populations, WSD and SWV PCIs are the best under the low skewed populations, NWV PCI is the best under the moderate and high skewed populations. Conclusion: Comprehensive analysis shows that the NWV method is most adequate for a practical use.

• Journal of Korean Academy of Fundamentals of Nursing
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• v.3 no.2
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• pp.247-258
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• 1996

This study explored the variables to influence the stress of the family caregivers providing care for the hospitalized elderly The subjects for this study were 104 family caregivers selected from the caregivers in the in patient departments of two major medical centers in Jeonju city. Data were collected from December 18th to 27th, 1995 using a Liker Scale Questionaire and interview. Data analyses included percentage, mean, standard deviation, t and F-test. Results were following : 1. The mean of this sample is 21.48, and the standard deviation is ${\pm}5.64$ in the perceived stress. The major variables to influence on the stress of caregivere for the hospitalized elderly were the stay (16-24hrs/day) in hospital(F=7.99, p=0.006), no other helpers(t=-2.56, P=.012), percieving severely on illness(F=3.90, P=.0232) perceiving moderately on physical health status(F=6.20, P=.0029). 2. Regarding the perceived social support of the family caregivers, the higher support the group perceived the lower stress(F=3.54, P=.0326).

• Journal of the Korean Data and Information Science Society
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• v.15 no.3
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• pp.523-529
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• 2004

In Korea, mathematics education has been changed according to the 7th national mathematics curriculum renovated by the Ministry of Education and Human Resources Development announcement in 1997. The education of probability and Statistics has been carried out as a part of this curriculum. We analyze and compare 3 kinds of mathematics textbooks for 10-12 grade students. Descriptions of random variable, sample variance and sample standard deviation, distribution of sample mean, and etc. which are on some textbooks, are misleaded in school education. We suggest the unbiased estimator of sample variance in textbooks and distributions of sample means with normal population assumption.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.757-764
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• 2012

This research is for comparison of test statistics for homogeneity when the data is collected based on complex sample design. The survey data based on complex sample design does not satisfy the condition of independency which is required for the standard Pearson multinomial-based chi-squared test. Today, lots of data sets ara collected by complex sample designs, but the tests for categorical data are conducted using the standard Pearson chi-squared test. In this study, we compared the performance of three test statistics for homogeneity between two populations using data from the 2009 customer satisfaction evaluation survey to the service from Gyeongsangnam-do regional offices of education: the standard Pearson test, the unbiasedWald test, and the Pearsontype test with survey-based point estimates. Through empirical analyses, we fist showed that the standard Pearson test inflates the values of test statistics very much and the results are not reliable. Second, in the comparison of Wald test and Pearson-type test, we find that the test results are affected by the number of categories, the mean and standard deviation of the eigenvalues of design matrix.

• Journal of Food Hygiene and Safety
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• v.14 no.1
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• pp.76-83
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• 1999

Solid phase microextraction (SPME) was used for the determination of 6 standard solvents (methanol, isopropanol, methyl ethyl ketone, ethyl acetate, cyclohexane, toluene) in food packaging materials. SPME method is a solvent-free sample preparation technique in which a fused silica fiber coated with polymeric organic liquid is introduced into the headspace above the sample. SPME method using fiber coated polydimethylisiloxane (PDMS) was compared with static headspace (SHS) method used as a reference. It was found that the optimal adsorption condition using PDMS-SPME method was 2$0^{\circ}C$ for 15 minutes for the standard solvents. Detection limits, linearity, reproducibility and recovery of both SHS and PDMS-SPME methods have been determined using 6 standard solvents. Both methods were characterized by high reproducibility and good linearity. Using SHS methods, the mean recovery of the 6 standard solvents was ranged from 75.5% to 105.8% with a mean relative standard deviation (RSD) of 0.3% to 4.8%. With PDMS-SPME method, the mean recovery of the 6 standard solvents was ranged from 86.7% to 108.3% with a mean RSD of 0.4% to 2.5%. The detection limits of both methods were the same for toluene, cyclohexane and methyl ethyl ketone; those of PDMS-SPME method were higher than those of SHS method for methanol, isopropanol and ethyl acetate. PDMS-SPME fiber shoed excellent adsorption for non-polar solvents such as toluene, while it showed relatively low adsorption for polar solvents such as methanol.

• Toxicological Research
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• v.30 no.3
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• pp.185-191
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• 2014

Statistical methods are frequently used in toxicology, yet it is not clear whether the methods employed by the studies are used consistently and conducted based on sound statistical grounds. The purpose of this paper is to describe statistical methods used in top toxicology journals. More specifically, we sampled 30 papers published in 2014 from Toxicology and Applied Pharmacology, Archives of Toxicology, and Toxicological Science and described methodologies used to provide descriptive and inferential statistics. One hundred thirteen endpoints were observed in those 30 papers, and most studies had sample size less than 10, with the median and the mode being 6 and 3 & 6, respectively. Mean (105/113, 93%) was dominantly used to measure central tendency, and standard error of the mean (64/113, 57%) and standard deviation (39/113, 34%) were used to measure dispersion, while few studies provide justifications regarding why the methods being selected. Inferential statistics were frequently conducted (93/113, 82%), with one-way ANOVA being most popular (52/93, 56%), yet few studies conducted either normality or equal variance test. These results suggest that more consistent and appropriate use of statistical method is necessary which may enhance the role of toxicology in public health.

• Journal of Korean Society for Quality Management
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• v.21 no.2
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• pp.17-26
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• 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.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.14 no.2
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• pp.51-58
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• 2015

In this study, we developed an automated non-contact thickness measurement machine that continuously and precisely measures the thickness and warp of a PCB product using a laser sensor. The system contains a measurement part to measure the thickness in real time automatically according to the set conditions with an alignment supply unit and unloading unit to separate OK and NG products. The measurement machine was utilized to evaluate the performance at each step to minimize measurement error. At the zero setting for the initial setup, the standard deviation of the 216 samples was determined to be $5.52{\mu}m$. A measurement error of 0.5mm and 1.0mm as a standard sample in the measurement accuracy assessment was found to be 2.48% and 2.28%, respectively. In the factory acceptance test, the standard deviation of 1.461mm PCB was measured as $28.99{\mu}m$, with a $C_{pk}$ of 1.2. The automatic thickness measurement machine developed in this study can contribute to productivity and quality improvement in the mass production process.

• Transactions of Materials Processing
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• v.29 no.3
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• pp.127-134
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• 2020

It is known that the difference of texture of the polycrystalline Al sheet is not a critical parameter for the formation of aligned nanopore arrays in anodic aluminum oxide (AAO). This will be related to the polycrystalline grain in the Al sheet. The texture of each grain in the polycrystalline Al sheet is different. The mixed textures of grains have the mixing effects on the nanopore structure of the AAO. Thus, the effect of Al texture on the nanopore structure of the AAO was investigated using three types of Al single crystals with (111), (200) and (220) textures in this paper. These three types of AAO layers were fabricated by the two-step anodizing method at 40 V and temperature of 0-5℃ in oxalic acid solution. In the nanopores formed on the AAO, the average area of one nanopore and the average roundness of one nanopore were measured were measured based on the SEM images. In the hexagon obtained by connecting nanopores on the AAO, the average standard deviation of one angle deviated from 120° was measured. In the AAO nanopores with texture of (111), (200) and (220) single crystal samples, the average area of one nanopore of (200) single crystal sample was the widest, followed by (111), (220) single crystals. The average circularity of one nanopore of (200) single crystal sample was the best, followed by (111), (220) single crystals. The average standard deviation of an angle from 120° of (220) single crystal sample was the largest, followed by (111) and (200) single crystals.