• Title/Summary/Keyword: Statistical moment

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A Study on a Basis for the Selection of a Design for Quadratic Model Fits Fearing a Cubic Bias in Multilple Response Case

  • Bae, Wha-Soo
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.31-44
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    • 1995
  • In fitting a model, there always exists a discrepancy between the fitted model and the true functional relationship. In measuring this discrepancy, Box and Drapper (1959) used the criterion dividing the discrepancy into two parts which are the bias error part and the variance error one in single response case. In this paper, an optimum design which makes these two types of errors as small as possible is found by extending the Box and Drapper criterion to multiple response situation. Especially, a design is found to meat rotatability conditions when we fit a quadratic model to each response fearing cubic bias. Using the central composite design, an application of general results to a specific case is shown to help understanding the material.

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Mathematical representation to assess the wind resource by three parameter Weibull distribution

  • Sukkiramathi, K.;Rajkumar, R.;Seshaiah, C.V.
    • Wind and Structures
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    • v.31 no.5
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    • pp.419-430
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    • 2020
  • Weibull distribution is a conspicuous distribution known for its accuracy and its usage for wind energy analysis. The two and three parameter Weibull distributions are adopted in this study to fit wind speed data. The daily mean wind speed data of Ennore, Tamil Nadu, India has been used to validate the procedure. The parameters are estimated using maximum likelihood method, least square method and moment method. Four statistical tests namely Root mean square error, R2 test, Kolmogorov-Smirnov test and Anderson-Darling test are employed to inspect the fitness of Weibull probability density functions. The value of shape factor, scale factor, wind speed and wind power are determined at a height of 100m using extrapolation of numerical equations. Also, the value of capacity factor is calculated mathematically. This study provides a way to evaluate feasible locations for wind energy assessment, which can be used at any windy site throughout the world.

ESTIMATING VARIOUS MEASURES IN NORMAL POPULATION THROUGH A SINGLE CLASS OF ESTIMATORS

  • Sharad Saxena;Housila P. Singh
    • Journal of the Korean Statistical Society
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    • v.33 no.3
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    • pp.323-337
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    • 2004
  • This article coined a general class of estimators for various measures in normal population when some' a priori' or guessed value of standard deviation a is available in addition to sample information. The class of estimators is primarily defined for a function of standard deviation. An unbiased estimator and the minimum mean squared error estimator are worked out and the suggested class of estimators is compared with these classical estimators. Numerical computations in terms of percent relative efficiency and absolute relative bias established the merits of the proposed class of estimators especially for small samples. Simulation study confirms the excellence of the proposed class of estimators. The beauty of this article lies in estimation of various measures like standard deviation, variance, Fisher information, precision of sample mean, process capability index $C_{p}$, fourth moment about mean, mean deviation about mean etc. as particular cases of the proposed class of estimators.

On the Dependence Structure of Concornitants of Order Statistics

  • Song-Ho Kim;Tae-Sung Kim
    • Journal of the Korean Statistical Society
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    • v.25 no.2
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    • pp.255-263
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    • 1996
  • Let $(X_{1j}, X_{2j}, … , X_{nj}, Y_j/)$j = 1, 2, … , n, be a sample of size n on an (m + l)-dimensional vector $(X_1, X_2, … , X_m, Y)$, m .geq. 1. If $Y_{(r)}$ denote the rth order statistic from Y, then the $X_{[r:n]}$ paired with $Y_(r)$ is termed the concomitant vector of the order statistics. The general distributions of concomitant of order statistics will be found. The mean, variance and covariance of$X_{[r:n]}$ Will be studied. Then we will apply the results to the multivariate normal variate case.e.

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Evaluation of the Block Effects in Response Surface Designs with Random Block Effects over Cuboidal Regions

  • Park, Sang-Hyun
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.741-757
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    • 2000
  • In may experimental situations, whenever a block design is used, the block effect is usually considered to be fixed. There are, however, experimental situations in which it should be treated as random. The choice of a blocking arrangement for a response surface design can have a considerable effect on estimating the mean response and on the size of he prediction variance even if the experimental runs re the same. Therefore, care should be exercised in the selection of blocks. In this paper, in the presence of a random block effect, we propose a graphical method or evaluating the effect of blocking in response surface designs using cuboidal regions. This graphical method can be used to investigate how the blocking has influence on the prediction variance throughout all experimental regions of interest when this region is cuboidal, and compare the block effects in the cases of the orthogonal and non-orthogonal block designs, respectively.

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SLOPE ROTATABLE DESIGNS FOR SECOND ORDER RESPONSE SURFACE MODELS WITH BLOCK EFFECTS

  • Park, Sung-Hyun;Park, Bong-Gyun;Park, Hee-Jin
    • Journal of the Korean Statistical Society
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    • v.36 no.1
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    • pp.157-173
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    • 2007
  • In this article it is considered that how the slope-rotatability property of a second order design for response surface model is affected by block effects and how the design points are assigned into the blocks so that the blocked design may have the property of slope-rotatability. If an unblocked design is blocked properly, it could be a slope-rotatable design with block effects and this property is named as block slope-rotatability. We approach this problem from the moment matrix of the blocked design, which plays an important role to get the variances of the estimates, and suggest conditions of block slope-rotatability.

Tutorial: Methodologies for sufficient dimension reduction in regression

  • Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.105-117
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    • 2016
  • In the paper, as a sequence of the first tutorial, we discuss sufficient dimension reduction methodologies used to estimate central subspace (sliced inverse regression, sliced average variance estimation), central mean subspace (ordinary least square, principal Hessian direction, iterative Hessian transformation), and central $k^{th}$-moment subspace (covariance method). Large-sample tests to determine the structural dimensions of the three target subspaces are well derived in most of the methodologies; however, a permutation test (which does not require large-sample distributions) is introduced. The test can be applied to the methodologies discussed in the paper. Theoretical relationships among the sufficient dimension reduction methodologies are also investigated and real data analysis is presented for illustration purposes. A seeded dimension reduction approach is then introduced for the methodologies to apply to large p small n regressions.

Quantile-based Nonparametric Test for Comparing Two Diagnostic Tests

  • Kim, Young-Min;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.609-621
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    • 2007
  • Diagnostic test results, which are approximately normal with a few number of outliers, but non-normal probability distribution, are frequently observed in practice. In the evaluation of two diagnostic tests, Greenhouse and Mantel (1950) proposed a parametric test under the assumption of normality but this test is inappropriate for the above non-normal case. In this paper, we propose a computationally simple nonparametric test that is based on quantile estimators of mean and standard deviation, instead of the moment-based mean and standard deviation as in some parametric tests. Parametric and nonparametric tests are compared with simulations under the assumption of, respectively, normality and non-normality, and under various combinations of the probability distributions for the normal and diseased groups.

Families of Distributions Arising from Distributions of Ordered Data

  • Ahmadi, Mosayeb;Razmkhah, M.;Mohtashami Borzadaran, G.R.
    • Communications for Statistical Applications and Methods
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    • v.22 no.2
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    • pp.105-120
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    • 2015
  • A large family of distributions arising from distributions of ordered data is proposed which contains other models studied in the literature. This extension subsume many cases of weighted random variables such as order statistics, records, k-records and many others in variety. Such a distribution can be used for modeling data which are not identical in distribution. Some properties of the theoretical model such as moment, mean deviation, entropy criteria, symmetry and unimodality are derived. The proposed model also studies the problem of parameter estimation and derives maximum likelihood estimators in a weighted gamma distribution. Finally, it will be shown that the proposed model is the best among the previously introduced distributions for modeling a real data set.

A Study of Tool Breakage Dection Using AE Sensor (AE(acoustic emission)센서를 이용한 공구파손검출에 관한 연구)

  • Lee, Jae-Jong;Song, Jun-Yeop;Park, Hwa-Yeong
    • 한국기계연구소 소보
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    • s.19
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    • pp.61-68
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    • 1989
  • As the system monitoring technology become required in order to improve the system performance and the productivity, we’ve studied to the detection for the tool wear and the tool breakage using AE sensors that is able to detection of generated high frequency stress pulse at cutting. The detection system is consist of a sensing part, a amplifier part, a signal processing part, and a analysis & output part. The moment (a rms and a kurtosis) of statistical method is used for analysis of AE singnal. The experiment are carried out in a CNC lathe. In this study, we achieved that the amplitude level of the AE signal and statistical moments was largely changed as the tool failure. The change rate of Kurtosis was especially large, but the change rate of the rms was small.

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