• 제목/요약/키워드: 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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    • 제21권1호
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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
    • 대한수학회보
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    • 제55권2호
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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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    • 제2권1호
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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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통계적 영상 품질 측정 (Statistical Image Quality Measure)

  • 배경율
    • 지능정보연구
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    • 제13권4호
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    • pp.79-90
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    • 2007
  • 영상의 품질을 측정하는 것은 영상처리에서 매우 중요한 문제이다. 지금까지 영상 품질을 측정하기 위한 다양한 방법들이 제시되었고, 이들은 수학적인 관점에서 영상의 품질을 적절히 표현해주고 있다. 그러나, 수학적인 측정과 인간의 시각에 의해서 측정되는 품질은 서로 다를 수 있고 영상이 전달되는 최종 대상체는 인간의 시각이기 때문에 이를 고려한 영상품질 측정 방법이 필요하다. 본 논문에서는 사람의 시각적 특성을 고려하여 영상 품질을 측정할 수 있는 통계적 방법을 제시하였다. 사람의 시각은 영상의 전체적인 품질을 판단하면서도 국부적인 위치에서의 품질을 판단하며, 전체적인 영상의 품질보다는 국부적인 위치에서의 품질이 시각적인 영상품질 판단에 미치는 영향이 크다. 본 논문에서는 영상을 세그먼트화하고 각 세그먼트화된 영상에서 얻어진 영상 품질 값에 스코어링을 하는 통계적 기법을 사용하여 시각에 의한 판단과 유사한 결과를 얻었다.

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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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    • 제36권4호
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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).

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

  • 김태엽;선동석;이지형
    • 전기학회논문지
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    • 제58권12호
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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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    • 제32권4호
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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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    • 제40권1_2호
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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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    • 제3권1호
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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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