• Title/Summary/Keyword: Skewed Distribution

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Median Control Chart for Nonnormally Distributed Processes (비정규분포공정에서 메디안특수관리도 통용모형설정에 관한 실증적 연구(요약))

  • 신용백
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.10 no.16
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    • pp.101-106
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    • 1987
  • Statistical control charts are useful tools to monitor and control the manufacturing processes and are widely used in most Korean industries. Many Korean companies, however, do not always obtain desired results from the traditional control charts by Shewhart such as the $\bar{X}$-chart, $\bar{X}$-chart, $\bar{X}$-chart, etc. This is partly because the quality charterstics of the process are not distributed normally but are skewed due to the intermittent production, small lot size, etc. In Shewhart $\bar{X}$-chart. which is the most widely used one in Kora, such skewed distributions make the plots to be inclined below or above the central line or outside the control limits although no assignable causes can be found. To overcome such shortcomings in nonnormally distributed processes, a distribution-free type of confidence interval can be used, which should be based on order statistics. This thesis is concerned with the design of control chart based on a sample median which is easy to use in practical situation and therefore properties for nonnormal distributions may be easily analyzed. Control limits and central lines are given for the more famous nonnormal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, Truncated-normal distributions. Robustness of the proposed median control chart is compared with that of the $\bar{X}$-chart; the former tends to be superior to the latter as the probability distribution of the process becomes more skewed. The average run length to detect the assignable cause is also compared when the process has a Normal or a Gamma distribution for which the properties of X are easy to verify, the proposed chart is slightly worse than the $\bar{X}$-chart for the normally distributed product but much better for Gamma-distributed products. Average Run Lengths of the other distributions are also computed. To use the proposed control chart, the probability distribution of the process should be known or estimated. If it is not possible, the results of comparison of the robustness force us to use the proposed median control chart based oh a normal distribution. To estimate the distribution of the process, Sturge's formula is used to graph the histogram and the method of probability plotting, $\chi$$^2$-goodness of fit test and Kolmogorov-Smirnov test, are discussed with real case examples. A comparison of the proposed median chart and the $\bar{X}$ chart was also performed with these examples and the median chart turned out to be superior to the $\bar{X}$-chart.

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Breakdown Points of Direction Tests

  • Park, Kyung-Mee
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.211-222
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    • 1997
  • We briefly review three Raleigh type location tests based on direction vectors, which have been shown to be efficient when the distribution is unknown, skewed, or heavy-tailed. Then we calculate their test breakdown points and discuss the robustness of Randles multivariate sign test for one-sample.

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An Effective Filtering Method for Skyline Queries in MANETs (MANET에서 스카이라인 질의를 위한 효과적인 필터링 방법)

  • Park, Mi-Ra;Kim, Min-Kee;Min, Jun-Ki
    • The KIPS Transactions:PartD
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    • v.17D no.4
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    • pp.245-252
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    • 2010
  • In this paper, we propose an effective filtering method for skyline queries in mobile ad hoc networks (MANETs). Most existing researches assume that data is uniformly distributed. Under these assumptions, the previous works focus on optimizing the energy consumption due to the limited battery power. However, in practice, data distribution is skewed in a specific region. In order to reduce the energy consumption, we propose a new filtering method considering the data distribution. We verify the performance of the proposed method through a comparative experiment with an existing method. The results of the experiment confirm that the proposed method reduces the communication overhead and execution time compared to an existing method.

Asymptotic Relative Efficiency for New Score Functions in Rank Regression Models (순위회귀모형의 새로운 스코어 함수의 효율성 연구)

  • 최영훈
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.269-280
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    • 2004
  • We explore the selection of r and s that provides improvement over the Wilcoxon scores under the asymmetric distributions we encounter in practice. We select 0 〈 r 〈 1, s 〉 1 for right-skewed distribution and r 〉 1,0 〈 s 〈 1 for left-skewed distributions from the perspective plots. We also study the association between the desirable r and s and the test statistic for skewness.

Contagion in Global Bond Markets

  • Sang-Kuck CHUNG;Vasila Shukhratovna ABDULLAEVA;Sun-Jae MOON
    • The Journal of Economics, Marketing and Management
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    • v.12 no.4
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    • pp.27-36
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    • 2024
  • Purpose: The paper analyzes for detecting unexpected shocks such as global financial crisis and COVID-19 pandemic, and contagion between countries by capturing in the mean-shift, variance-covariance-shift, and skewness-coskewness-shift parameters of interest rates. Research design, data and methodology: A flexible multivariate model of interest rates is provided by allowing for regime switching and a joint skewed normal distribution. The model is applying to the structural breaks of crisis and contagion between the US and the selected global bond markets during the global financial crisis and COVID-19 pandemic, respectively. Inspection of the moment statistics weakly suggests a flight to safety to the US during the global financial crisis and to Canada during the COVID-19 pandemic. Results: The results indicate that risk averse investors had a higher risk appetite for the US and Canada assets during the crisis regimes, compared to their counterparts. Conclusions: The results show that coskewness contagion dominates correlation contagion, and coskewness contagion is significant for the Korea and Japan-US pairs for the global financial crisis and the Euro-US pair for the COVID-19 pandemic. All channels of structural breaks of crisis and contagion are significant when considered jointly, reinforcing the need to consider contagion and structural breaks during crises in a multivariate setting.

Probabilistic Characteristics of Effective Diffusion Coefficient in the Porous Media

  • Khim, Jeehyeong
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 1996.11a
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    • pp.58-62
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    • 1996
  • To check the variability of the effective diffusion coefficient in the unsaturated porous soil media. a Monte Carlo simulation was done for the equation suggested by Millington and Quirk(1961). The results shows that the probability density function of D$_{c}$/D$_{o}$ is positively skewed. It means the chance of having less effective diffusion coefficient values in the soil media than mean value is high. Also, the distribution types of D$_{c}$/D$_{o}$ are about same regardless of assumed distribution types of input parameters.ers.ers.

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Analysis of the Airgap Permeance Distribution for Slot Type of the Induction Motor (유도전동기의 슬룻 모양에 따른 공극 퍼미언스 분포 해석)

  • Jeong, Jong-Ho;Lee, Eun-Woong;Cho, Hyun-Kil
    • Proceedings of the KIEE Conference
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    • 2003.07b
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    • pp.717-719
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    • 2003
  • In terms of induction motor analysis, magnetic energy conversion takes place into mechanical energy in air gap. Therefore, flux distribution in air Sap has to be analyzed in detail more than other place of induction motor. In this paper, the air gap permeance of induction motor, which was effected by means of skewed angle and fringing, was analyzed.

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Parameters estimation of the generalized linear failure rate distribution using simulated annealing algorithm

  • Sarhan, Ammar M.;Karawia, A.A.
    • International Journal of Reliability and Applications
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    • v.13 no.2
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    • pp.91-104
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    • 2012
  • Sarhan and Kundu (2009) introduced a new distribution named as the generalized linear failure rate distribution. This distribution generalizes several well known distributions. The probability density function of the generalized linear failure rate distribution can be right skewed or unimodal and its hazard function can be increasing, decreasing or bathtub shaped. This distribution can be used quite effectively to analyze lifetime data in place of linear failure rate, generalized exponential and generalized Rayleigh distributions. In this paper, we apply the simulated annealing algorithm to obtain the maximum likelihood point estimates of the parameters of the generalized linear failure rate distribution. Simulated annealing algorithm can not only find the global optimum; it is also less likely to fail because it is a very robust algorithm. The estimators obtained using simulated annealing algorithm have been compared with the corresponding traditional maximum likelihood estimators for their risks.

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Estimation of Habitat Suitability Index of Fish Species in the Gapyeong stream (가평천 어류의 서식처적합도지수 산정)

  • Kong, Dongsoo;Son, Se-Hwan;Kim, Jin-Young;Kim, Piljae;Kwon, Yongju;Kim, Jungwoo;Kim, Ye Ji;Min, Jeong Ki;Kim, Ah Reum
    • Journal of Korean Society on Water Environment
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    • v.33 no.6
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    • pp.626-639
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    • 2017
  • Based on an ecological monitoring in a Korean stream (Gapyeong), Habitat Suitability Index (HSI) of nine fish species was developed for three physical habitat factors : current velocity, water depth and substrate. The species were chosen based on their abundance and frequency in the fish community of the Gapyeong stream. The Weibull model was used as the probability density function to analyze the distribution and number of each fish species according to the three identified physical factors, which showed good results. This HSI equation has advantages because it statistically expresses habitat preferences of fish species simply and clearly. From that, we can quantitatively deduce the central tendency and variation of environmental factors for fish distribution. The selected fish species showed different preferences for each habitat factor respectively. Although there are some exceptions, the distribution and abundance of individual species of nektonic fish (Zacco koreanus, Zacco platypus, Microphysogobio longidorsalis and Pungtungia herzi) were positively skewed to deep water and fine substrate while riffle-benthic fish (Koreocobitis rotundicaudata and Coreoleuciscus splendidus) were normally distributed at the shallow and coarse substrate zone. It seems that the species showing the positively skewed distribution to the current, Z. koreanus, Z. platypus, M. longidorsalis and P. herzi have adapted themselves to the fast current and have expanded their niche.

Effective Parallel Hash Join Algorithm Based on Histoftam Equalization in the Presence of Data Skew (데이터 편재 하에서 히스토그램 변환기법에 기초한 효율적인 병렬 해쉬 결합 알고리즘)

  • Park, Ung-Gyu;Choe, Hwang-Gyu;Kim, Tak-Gon
    • The Transactions of the Korea Information Processing Society
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    • v.4 no.2
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    • pp.338-348
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    • 1997
  • In this pater, we first propose a data distribution framework to resolve load imbalance and bucket oerflow in parallel hash join.Using the histogram equalization technique, the framework transforms a histogram of skewed data to the desired uniform distribution that corresponds to the relative computing power of node processors in the system.Next we propose an effcient parallel hash join algorithm for handing skwed data based on the proposed data distribution methodology.For performance comparison of our algorithm with other hash join algorithms.we perform similation experiments and actual exeution on COREDB database computer with 8-node hyperube architecture. In these experiments, skwed data distebution of the join atteibute is modeled using a Zipf-like distribution.The perfomance studies undicate that our algorithm outperforms other algorithms in the skewed cases.

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