• 제목/요약/키워드: Statistical Nature

검색결과 391건 처리시간 0.025초

Nonparametric test for cointegration rank using Cholesky factor bootstrap

  • Lee, Jin
    • Communications for Statistical Applications and Methods
    • /
    • 제23권6호
    • /
    • pp.587-592
    • /
    • 2016
  • It is a long-standing issue to correctly determine the number of long-run relationships among time series processes. We revisit nonparametric test for cointegration rank and propose bootstrap refinements. Consistent with model-free nature of the tests, we make use of Cholesky factor bootstrap methods, which require weak conditions for data generating processes. Simulation studies show that the original Breitung's test have difficulty in obtaining the correct size due to dependence in cointegrated errors. Our proposed bootstrapped tests considerably mitigate size distortions and represent a complementary approach to other bootstrap refinements, including sieve methods.

The Patentability of a Computer Program as a Function of Its Relational Characteristic with Hardware

  • Lee, Sang-Mu
    • ETRI Journal
    • /
    • 제20권1호
    • /
    • pp.96-112
    • /
    • 1998
  • The patentability of computer program has been discussed because of its deviation from the traditional definition of a patent. The relativities of computer programs to hardware are classified to measure the relative patentability of computer programs in this paper. It can be seen through the patentability analysis that the change in patentability basically follows an exponent part of the function is a damping factor that determines a patentability degree or trend. The basic patentability of computer programs is revealed when the damping factor value is 1, and a statistical patent specification, an appropriate expression of applicability and substantiality of computer programs is needed to acquire a patent right.

  • PDF

Robustness, Data Analysis, and Statistical Modeling: The First 50 Years and Beyond

  • Barrios, Erniel B.
    • Communications for Statistical Applications and Methods
    • /
    • 제22권6호
    • /
    • pp.543-556
    • /
    • 2015
  • We present a survey of contributions that defined the nature and extent of robust statistics for the last 50 years. From the pioneering work of Tukey, Huber, and Hampel that focused on robust location parameter estimation, we presented various generalizations of these estimation procedures that cover a wide variety of models and data analysis methods. Among these extensions, we present linear models, clustered and dependent observations, times series data, binary and discrete data, models for spatial data, nonparametric methods, and forward search methods for outliers. We also present the current interest in robust statistics and conclude with suggestions on the possible future direction of this area for statistical science.

Toward the multiscale nature of stress corrosion cracking

  • Liu, Xiaolong;Hwang, Woonggi;Park, Jaewoong;Van, Donghyun;Chang, Yunlong;Lee, Seung Hwan;Kim, Sung-Yup;Han, Sangsoo;Lee, Boyoung
    • Nuclear Engineering and Technology
    • /
    • 제50권1호
    • /
    • pp.1-17
    • /
    • 2018
  • This article reviews the multiscale nature of stress corrosion cracking (SCC) observed by high-resolution characterizations in austenite stainless steels and Ni-base superalloys in light water reactors (including boiling water reactors, pressurized water reactors, and supercritical water reactors) with related opinions. A new statistical summary and comparison of observed degradation phenomena at different length scales is included. The intrinsic causes of this multiscale nature of SCC are discussed based on existing evidence and related opinions, ranging from materials theory to practical processing technologies. Questions of interest are then discussed to improve bottom-up understanding of the intrinsic causes. Last, a multiscale modeling and simulation methodology is proposed as a promising interdisciplinary solution to understand the intrinsic causes of the multiscale nature of SCC in light water reactors, based on a review of related supporting application evidence.

수직점프 시 스포츠 테이핑이 하지의 운동학적 변인에 미치는 영향 (The Effect of Spor ts Taping on Lower Extremity Muscles in Ver tical Jump)

  • 이종훈;이용식
    • 한국운동역학회지
    • /
    • 제20권4호
    • /
    • pp.407-414
    • /
    • 2010
  • The purpose of this study was to evaluate the effect of taping-tape with or without using spiral taping on vertical jump. The subjects for this study were about 20 years old healthy male college students without muscloskeletal diseases. Data for EMG activity and Ground Reaction Force(GRF) were estimated at three knee angles(i.e., 45, 90 & full degree). As a result, there was no statistical significance in max GRF at 90 and full degree regardless of spiral taping-tape. On the other hand, statistical significance was found when vertically jumping at 45 degree knee angle(p<.05). All the data for EMG activity at the three knee angles were not statistically significant, but there was a trend for a decrease in average EMG activity in elector spinae & Medial gastrocnemius at 90 degree knee angle. Based on these data, initial flexor action of knee was stabilized with spiral taping-tape when vertically jumping, resulting in improved muscular activity in Medial gastrocnemius. In conclusion, taping technique for jumping ability associated muscles like quadriceps is also required to develop.

Geostatistical algorithm for evaluation of primary and secondary roughness

  • Nasab, Hojat;Karimi-Nasab, Saeed;Jalalifar, Hossein
    • Geomechanics and Engineering
    • /
    • 제24권4호
    • /
    • pp.359-370
    • /
    • 2021
  • Joint roughness is combination of primary and secondary roughness. Ordinarily primary roughness is a geostatistical part of a joint surface that has a periodic nature but secondary roughness or unevenness is a statistical part of that which have a random nature. Using roughness generating algorithms is a useful method for evaluation of joint roughness. In this paper after determining geostatistical parameters of the joint profile, were presented two roughness generating algorithms using Mount-Carlo method for evaluation of primary (GJRGAP) and secondary (GJRGAS) roughness. These based on geostatistical parameters (range and sill) and statistical parameters (standard deviation of asperities height, SDH, and standard deviation of asperities angle, SDA) for generation two-dimensional joint roughness profiles. In this study different geostatistical regions were defined depending on the range and SDH. As SDH increases, the height of the generated asperities increases and asperities become sharper and at a specific range (a specific curve) relation between SDH and SDA is linear. As the range in GJRGAP becomes larger (the base of the asperities) the shape of asperities becomes flatter. The results illustrate that joint profiles have larger SDA with increase of SDH and decrease of range. Consequencely increase of SDA leads to joint roughness parameters such Z2, Z3 and RP increases. The results showed that secondary roughness or unevenness has a great influence on roughness values. In general, it can be concluded that the shape and size of asperities are appropriate parameters to approach the field scale from the laboratory scale.

중등수학 예비교사들의 통계적 소양 : 표본 개념에 대한 이해를 중심으로 (Preservice Secondary Mathematics Teachers' Statistical Literacy in Understanding of Sample)

  • 탁병주;구나영;강현영;이경화
    • 한국수학교육학회지시리즈A:수학교육
    • /
    • 제56권1호
    • /
    • pp.19-39
    • /
    • 2017
  • Taking samples of data and using samples to make inferences about unknown populations are at the core of statistical investigations. So, an understanding of the nature of sample as statistical thinking is involved in the area of statistical literacy, since the process of a statistical investigation can turn out to be totally useless if we don't appreciate the part sampling plays. However, the conception of sampling is a scheme of interrelated ideas entailing many statistical notions such as repeatability, representativeness, randomness, variability, and distribution. This complexity makes many people, teachers as well as students, reason about statistical inference relying on their incorrect intuitions without understanding sample comprehensively. Some research investigated how the concept of a sample is understood by not only students but also teachers or preservice teachers, but we want to identify preservice secondary mathematics teachers' understanding of sample as the statistical literacy by a qualitative analysis. We designed four items which asked preservice teachers to write their understanding for sampling tasks including representativeness and variability. Then, we categorized the similar responses and compared these categories with Watson's statistical literacy hierarchy. As a result, many preservice teachers turned out to be lie in the low level of statistical literacy as they ignore contexts and critical thinking, expecially about sampling variability rather than sample representativeness. Moreover, the experience of taking statistics courses in university did not seem to make a contribution to development of their statistical literacy. These findings should be considered when design preservice teacher education program to promote statistics education.

상대적(相對的) 위험(危險)과 추계적(推計的)-통계적(統計的) 우세법칙(優勢法則) (Relative Risk Aversion and Stochastic-Statistical Dominance)

  • 이대주
    • 대한산업공학회지
    • /
    • 제15권2호
    • /
    • pp.33-44
    • /
    • 1989
  • This paper presents stochastic-statistical dominance rules which eliminate dominated alternatives thereby reduce the number of satisficing alternatives to a manageable size so that the decision maker can choose the best alternative among them when neither the utility function nor the probability distribution of outcomes is exactly known. Specifically, it is assumed that only the characteristics of the utility function and the value function are known. Also, it is assumed that prior probabilities of the mutually exclusive states of nature are not known, but their relative bounds are known. First, the notion of relative risk aversion is used to describe the decision maker's attitude toward risk, which is defined with the acknowledgement that the utility function of the decision maker is a composite function of a cardinal value function and a utility function with-respect to the value function. Then, stochastic-statistical dominance rules are developed to screen out dominated alternatives according to the decision maker's attitude toward risk represented in the form of the measure of relative risk aversion.

  • PDF

스테인리스 강의 고온 인장강도와 크리프 파단시간의 와이블 통계 해석 (Weibull Statistical Analysis of Elevated Temperature Tensile Strength and Creep Rupture Time in Stainless Steels)

  • 정원택;김영식;김선진
    • 동력기계공학회지
    • /
    • 제14권4호
    • /
    • pp.56-62
    • /
    • 2010
  • This paper is concerned with the stochastic nature of elevated temperature tensile strength and creep rupture time in 18Cr-8Ni stainless steels. The Weibull statistical analysis using the NRIM data sheet has been performed to investigate the effects of variability of the elevated temperature tensile strength and creep rupture time on the testing temperature. From those investigations, the distributions of temperature tensile strength and creep rupture time were well followed in 2-parameter Weibull. The shape parameter and scale parameter for the Weibull distribution of tensile strength were decreased with increasing the testing temperature. For the creep rupture time, generally, the shape parameter were decreased with increasing the testing temperature.

Classical and Bayesian studies for a new lifetime model in presence of type-II censoring

  • Goyal, Teena;Rai, Piyush K;Maury, Sandeep K
    • Communications for Statistical Applications and Methods
    • /
    • 제26권4호
    • /
    • pp.385-410
    • /
    • 2019
  • This paper proposes a new class of distribution using the concept of exponentiated of distribution function that provides a more flexible model to the baseline model. It also proposes a new lifetime distribution with different types of hazard rates such as decreasing, increasing and bathtub. After studying some basic statistical properties and parameter estimation procedure in case of complete sample observation, we have studied point and interval estimation procedures in presence of type-II censored samples under a classical as well as Bayesian paradigm. In the Bayesian paradigm, we considered a Gibbs sampler under Metropolis-Hasting for estimation under two different loss functions. After simulation studies, three different real datasets having various nature are considered for showing the suitability of the proposed model.