• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.283-290
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• 1996

For finite discrete distributions with prescribed moments, there is a well-known upper bound on the index of the support. In this paper, we are interested in the smoothest density with prescribed moments among the class of smooth functions. We define an index of continuous distribution through the support and derive an upper bound on the index of the smoothest density. Some examples are given, some of which achieve the upper bound.

• Journal of the Korean Statistical Society
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• 제30권3호
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• pp.367-385
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• 2001

In this paper, we characterize the smoothest density with prescribed moments. Hong and Kim(1995) proved the existence and uniqueness of such as density. we introduce the general optimal control problem and prove some theorems on the characterization of the minimizer using the optimal control problem techniques.

• Journal of the Korean Statistical Society
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• 제32권2호
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• pp.193-202
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• 2003

We consider a double threshold AR-ARCH type process and give sufficient conditions under which the higher-order moments exist. Geometric ergodicity and strict stationarity are also studied.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2004년도 학술발표논문집
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• pp.91-95
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• 2004

Moments of skew t random vectors and their quadratic forms are derived. It is shown that the moments of the sample autocovariance function and of the sample variogram estimator do not depend on a skewness parameter.

• Journal of the Korean Statistical Society
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• 제36권3호
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• pp.349-355
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• 2007

In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

• 로봇학회논문지
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• 제16권2호
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• pp.103-111
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• 2021

This study addresses a low-cost lidar sensor-based glass feature extraction method for an accurate map representation using statistical moments, i.e. the mean and variance. Since the low-cost lidar sensor produces range-only data without intensity and multi-echo data, there are some difficulties in detecting glass-like objects. In this study, a principle that an incidence angle of a ray emitted from the lidar with respect to a glass surface is close to zero degrees is concerned for glass detection. Besides, all sensor data are preprocessed and clustered, which is represented using statistical moments as glass feature candidates. Glass features are selected among the candidates according to several conditions based on the principle and geometric relation in the global coordinate system. The accumulated glass features are classified according to the distance, which is lastly represented on the map. Several experiments were conducted in glass environments. The results showed that the proposed method accurately extracted and represented glass windows using proper parameters. The parameters were empirically designed and carefully analyzed. In future work, we will implement and perform the conventional SLAM algorithms combined with our glass feature extraction method in glass environments.

• 대한기계학회논문집A
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• 제34권11호
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• pp.1691-1696
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• 2010

설계단계에서 시스템의 불확실성을 반영하려는 노력이 다양하게 이루어지고 있으며, 강건 최적설계 혹은 신뢰도 기반 최적설계는 이에 대한 대표적인 설계 방법론이다. 이러한 최적화 수식에는 성능함수의 평균, 표준편차와 확률제한조건이 목적함수와 제한조건으로 주로 활용된다. 그러므로, 이러한 통계적 특성치를 효과적으로 계산하는 것은 필수적이며, 더 나아가 최적화 과정에서 비선형 계획법이 일반적으로 활용되므로 민감도가 반드시 필요하다. 본 연구에서는 통계적 모멘트와 확률제한조건에 대해 적분 형태로 정의되는 민감도 수식을 비정규 분포로 확장하고자 한다. 얻어진 민감도 해석 결과는 통계적 모멘트와 손상확률이 설계점에서 계산된 경우, 민감도를 얻기 위해 추가로 성능함수를 계산할 필요가 없음을 보여주므로 효율성 측면에서 우수하다. 그러나, 민감도 수식이 성능함수와 확률밀도함수의 미분과정에서 얻어지는 함수의 곱으로 정의되므로, 동일한 수치적분 방법이 적용되는 경우 민감도 해석 결과는 통계적 모멘트 결과의 정확도에 미치지 못할 가능성이 있다.

• 대한기계학회논문집A
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• 제31권4호
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• pp.490-495
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• 2007

This research aims to examine accuracy and efficiency of the first four moments corresponding to mean, standard deviation, skewness, and kurtosis, which are estimated by a function approximation moment method (FAMM). In FAMM, the moments are estimated from an approximating quadratic function of a system response function. The function approximation is performed on a specially selected experimental region for accuracy, and the number of function evaluations is taken equal to that of the unknown coefficients for efficiency. For this purpose, three error-minimizing conditions are utilized and corresponding canonical experimental regions constructed accordingly. An interpolation function is then obtained using a D-optimal design and then the first four moments of it are obtained as the estimates for the system response function. In order to verify accuracy and efficiency of FAMM, several non-linear examples are considered including a polynomial of order 4, an exponential function, and a rational function. The moments calculated from various coefficients of variation show very good accuracy and efficiency in comparison with those from analytic integration or the Monte Carlo simulation and the experimental design technique proposed by Taguchi and updated by D'Errico and Zaino.

• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.421-441
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• 2017

In this survey, estimation methods for structural vector autoregressive models are presented in a systematic way. Both frequentist and Bayesian methods are considered. Depending on the model setup and type of restrictions, least squares estimation, instrumental variables estimation, method-of-moments estimation and generalized method-of-moments are considered. The methods are presented in a unified framework that enables a practitioner to find the most suitable estimation method for a given model setup and set of restrictions. It is emphasized that specifying the identifying restrictions such that they are linear restrictions on the structural parameters is helpful. Examples are provided to illustrate alternative model setups, types of restrictions and the most suitable corresponding estimation methods.

• 한국통신학회논문지
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• 제19권6호
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• pp.1004-1015
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• 1994

통계적 모먼트(statistical moments)에 의한 변조형태 분류기(classifier)는 PSK 신호를 분류하는데 자주 이용되어 왔다. 이전에 사용된 분류기는 수신된 신호로부터 추출하기 어려운 신호위상 샘플의 통계적 모먼트를 이용하였으나, 본 논문에서는 확률변수변환을 통한 복조된 신호의 모먼트를 이용하여 PSK 신호를 분류하기 위한 새로운 분류기를 제안한다. 복조된 신호는 종래의 방법으로 쉽게 추출이 될 수 있다. PSK 신호에 대해 제안된 분류기의 성능평가는 복조된 신호의 정확한 위상분포를 사용하여 가산성 백색가우스잡음(AWGN)하에서 오분류확률(probability of misclassification)로 분석하였다. 분석결과 동기 시스팀이 비동기 시스팀보다 n이 4이고 오분류확률이 10 일때 BPSK에 있어서는 4dB, QPSK에 있어서는 3dB 더 우수함을 알 수 있었다.