• Title/Summary/Keyword: Statistical measure

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GAUSS DISCREPANCY TYPE MEASURE OF DEGREE OF RESIDUALS FROM SYMMETRY FOR SQUARE CONTINGENCY TABLES

  • Tomizawa, Sadao;Murata, Mariko
    • Journal of the Korean Statistical Society
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    • v.21 no.1
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    • pp.59-69
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    • 1992
  • A measure is proposed to represent the degree of residuals from the symmetry model for square contingency tables with nominal categories. The measure is derivedby modifying the sum of squared singular values for a skew symmetric matrix of the residuals from the symmetry model. The proposed measure would be useful for comparing the degree of residuals from the symmetry model in several tables.

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STATISTICAL CAUSALITY AND EXTREMAL MEASURES

  • Petrovic, Ljiljana;Valjarevic, Dragana
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.2
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    • pp.561-572
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    • 2018
  • In this paper we consider the concept of statistical causality in continuous time between flows of information, represented by filtrations. Then we relate the given concept of causality to the equivalent change of measure that plays an important role in mathematical finance. We give necessary and sufficient conditions, in terms of statistical causality, for extremality of measure in the set of martingale measures. Also, we have considered the extremality of measure which involves the stopping time and the stopped processes, and obtained similar results. Finally, we show that the concept of unique equivalent martingale measure is strongly connected to the given concept of causality and apply this result to the continuous market model.

Tree-structured Classification based on Variable Splitting

  • Ahn, Sung-Jin
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.74-88
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    • 1995
  • This article introduces a unified method of choosing the most explanatory and significant multiway partitions for classification tree design and analysis. The method is derived on the impurity reduction (IR) measure of divergence, which is proposed to extend the proportional-reduction-in-error (PRE) measure in the decision-theory context. For the method derivation, the IR measure is analyzed to characterize its statistical properties which are used to consistently handle the subjects of feature formation, feature selection, and feature deletion required in the associated classification tree construction. A numerical example is considered to illustrate the proposed approach.

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Statistical Image Quality Measure (통계적 영상 품질 측정)

  • Bae, Kyoung-Yul
    • Journal of Intelligence and Information Systems
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    • v.13 no.4
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    • pp.79-90
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    • 2007
  • The image quality measure is an important issue in the image processing. Several methods which measure the image quality have been proposed and these are based on the mathematical point of view. However, there is difference between the mathematicalmeasure and the measure based on the human visual system and a new measure has to be proposed because the final target of the image is a human visual system In this paper, a statistical image quality measure which is considered the human visual feature was suggested. The human visual system is using the global quality of the image and the local quality of the image and the local quality is more important to human visual system. In this paper, the image divided into several segments and the image qualities were calculated respectively. After then, the statistical method using scoring was applied to the image qualities. The result of the image quality measure was similar to the result of measure based on the human visual system.

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A MEASURE OF ROBUST ROTATABILITY FOR SECOND ORDER RESPONSE SURFACE DESIGNS

  • Das, Rabindra Nath;Park, Sung-Hyun
    • Journal of the Korean Statistical Society
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    • v.36 no.4
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    • pp.557-578
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    • 2007
  • In Response Surface Methodology (RSM), rotatability is a natural and highly desirable property. For second order general correlated regression model, the concept of robust rotatability was introduced by Das (1997). In this paper a new measure of robust rotatability for second order response surface designs with correlated errors is developed and illustrated with an example. A comparison is made between the newly developed measure with the previously suggested measure by Das (1999).

Efficient Auto Measure Sampling Method for Semiconductor Line (반도체 라인의 효율적 계측을 위한 자동 계측 샘플링 방식에 관한 연구)

  • Kim, Tae-Yeob;Sun, Dong-Seok;Lee, Jee-Hyung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.12
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    • pp.2505-2510
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    • 2009
  • Semiconductor processes need measurement to confirm where there are problems in quality after progresses manufacturing process. This paper suggests equipment and automatic measure sampling method that control monitoring ratio according to change point occurrence availability of process that is not measure method by the existent simple ratio rate. This paper defines measure section as ailment section, metastable section and stability section by change point standard and create statistical model of each section and developed suitable measure rate model by section. As a result, we have accomplished maximum throughput and minimum sampling number that needs to maintain constant level of quality. Proposed method minimizes load of measure process by brings production quality sophistication and decrease of process badness and lowers measure rate in stable section making perception about problem occurrence quick heightening measure rate at change point occurrence.

MEASURES FOR STABILITY OF SLOPE ESTIMATION ON THE SECOND ORDER RESPONSE SURFACE AND EQUALLY-STABLE SLOPE ROTATABILITY

  • Park, Sung H.;Kang, Ho-Seog;Kang, Kee-Hoon
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.337-357
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    • 2003
  • This paper introduces new measures for the stability of slope estimation on the second order response surface at a point and on a sphere. As a measure of point stability of slope estimation, we suggest a point dispersion measure of slope variances over all directions at a point. A spherical dispersion measure is also proposed as a measure of spherical stability of slope estimation on each sphere. Some designs are studied to explore the usefulness of the proposed measures. Using the point dispersion measure, another concept of slope rotatability called equally-stable slope rotatability is proposed as a useful property of response surface designs. We provide a set of conditions for a design to have equally-stable slope rotatability.

STATISTICAL CONVERGENCE OF DOUBLE SEQUENCES OF COMPLEX UNCERTAIN VARIABLES

  • DATTA, DEBASISH;TRIPATHY, BINOD CHANDRA
    • Journal of applied mathematics & informatics
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    • v.40 no.1_2
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    • pp.191-204
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    • 2022
  • This paper introduces the statistical convergence concepts of double sequences of complex uncertain variables: statistical convergence almost surely(a.s.), statistical convergence in measure, statistical convergence in mean, statistical convergence in distribution and statistical convergence uniformly almost surely(u.a.s.).

A Measure of Slope Rotatability for Mixture Experiments

  • Jung-Il Kim
    • Communications for Statistical Applications and Methods
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    • v.3 no.1
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    • pp.51-59
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    • 1996
  • A measure that quantifies the amount of slope retatability for the second degree Scheffe polynomial model for mixture experiments is proposed and used to compare the several mixture designs which met the symmetric momemts conditions in this article.

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