• Title/Summary/Keyword: Sum of squares

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Omnibus tests for multivariate normality based on Mardia's skewness and kurtosis using normalizing transformation

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.27 no.5
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    • pp.501-510
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    • 2020
  • Mardia (Biometrika, 57, 519-530, 1970) defined measures of multivariate skewness and kurtosis. Based on these measures, omnibus test statistics of multivariate normality are proposed using normalizing transformations. The transformations we consider are normal approximation and a Wilson-Hilferty transformation. The normalizing transformation proposed by Enomoto et al. (Communications in Statistics-Simulation and Computation, 49, 684-698, 2019) for the Mardia's kurtosis is also considered. A comparison of power is conducted by a simulation study. As a result, sum of squares of the normal approximation to the Mardia's skewness and the Enomoto's normalizing transformation to the Mardia's kurtosis seems to have relatively good power over the alternatives that are considered.

On Tolerance Analysis Using Inflation Factors (확대인자를 이용한 허용차 분석법의 타당성 평가)

  • Seo, Sun-Keun;Cho, You-Hee
    • Journal of Korean Society for Quality Management
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    • v.33 no.3
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    • pp.91-104
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    • 2005
  • Tolerance analysis plays an important role in design and manufacturing stages for reducing manufacturing cost by improving producibility. In most production processes encountered in practice, a process mean may shift or drift in the long run although process is in control. This study discusses the feasibility of three most common inflation factors(Bender, Gilson and Six Sigma) as a correction to Root Sum of Squares(RSS) method to compensate heuristically for a shift of process mean and nonnormal component distributions from simulation experiments and proposes the guidelines for choosing the inflation factor.

A Structural Optimization Methodology Using the Independence Axiom (독립 공리를 이용한 구조 최적화 방법론 개발)

  • Lee, Gwang-Won;Park, Gyeong-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.10 s.181
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    • pp.2438-2450
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    • 2000
  • The Design Axioms provide a general framework for design methodologies. The axiomatic design framework has been successfully applied to various design tasks. However, the axiomatic design has been rarely utilized in the detailed design process of structures where the optimization technology is generally carried out. The relationship between the axiomatic design and the optimization is investigated and Logical Decomposition method is developed for a systematic structural optimization. The entire optimization process is decomposed to satisfy the Independence Axiom. In the decomposition process, design variables are grouped according to sensitivities. The sensitivities are evaluated by the Analysis of Variance(ANOVA) to avoid considering only local values. The developed method is verified through examples such as the twenty -five members transmission tower and the two -bay-six-story frame.

On a robust analysis of variance based on winsorization (윈저화를 이용한 로버스트 분산분석)

  • 성내경
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.119-131
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    • 1995
  • Based on Monte-Carlo simulation results we propose a robust analysis of variance procedure by utilizing trimmed mean and Winsorized variance. We deal with mainly the one-way classification case. We evaluate the empirical distribution of a pseudo-F statistic based on symmetrically Winsorized sum of squares when the population is normally distributed.

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Quadratic polynomial fitting algorithm for peak point detection of white light scanning interferograms (백색광주사간섭무늬의 정점검출을 위한 이차다항식맞춤 알고리즘)

  • 박민철;김승우
    • Korean Journal of Optics and Photonics
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    • v.9 no.4
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    • pp.245-250
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    • 1998
  • A new computational algorithm is presented for the peak point detection of white light interferograms. Assuming the visibility function of white light interferograms as a quadratic polynomial, the peak point is searched so as to minimize the error sum between the measured intensity data and the analytical intensity. As compared with other existing algorithms, this new algorithm requires less computation since the peak point is simply determined with a single step matrix multiplication. In addition, a good robustness is obtained against external random disturbances on measured intensities since the algorithm is based upon least squares principles.

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Selection of a Predictive Coverage Growth Function

  • Park, Joong-Yang;Lee, Gye-Min
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.909-916
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    • 2010
  • A trend in software reliability engineering is to take into account the coverage growth behavior during testing. A coverage growth function that represents the coverage growth behavior is an essential factor in software reliability models. When multiple competitive coverage growth functions are available, there is a need for a criterion to select the best coverage growth functions. This paper proposes a selection criterion based on the prediction error. The conditional coverage growth function is introduced for predicting future coverage growth. Then the sum of the squares of the prediction error is defined and used for selecting the best coverage growth function.

On the Conditional Tolerance Probability in Time Series Models

  • Lee, Sang-Yeol
    • Journal of the Korean Statistical Society
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    • v.26 no.3
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    • pp.407-416
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    • 1997
  • Suppose that { $X_{i}$ } is a stationary AR(1) process and { $Y_{j}$ } is an ARX process with { $X_{i}$ } as exogeneous variables. Let $Y_{j}$ $^{*}$ be the stochastic process which is the sum of $Y_{j}$ and a nonstochastic trend. In this paper we consider the problem of estimating the conditional probability that $Y_{{n+1}}$$^{*}$ is bigger than $X_{{n+1}}$, given $X_{1}$, $Y_{1}$$^{*}$,..., $X_{n}$ , $Y_{n}$ $^{*}$. As an estimator for the tolerance probability, an Mann-Whitney statistic based on least squares residuars is suggested. It is shown that the deviations between the estimator and true probability are stochatically bounded with $n^{{-1}$2}/ order. The result may be applied to the stress-strength reliability theory when the stress and strength variables violate the classical iid assumption.umption.n.

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On the behavior od Winsorized $x^2$ (윈저화 $x^2$의 양태에 대하여)

  • 성내경
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.1-7
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    • 1994
  • Using a Monte-Carlo simulation technique we evaluate the empiricla distribution of a pseudo-chi-square statistic based on symmetrically Winsorized sum of squares when the population is normally distributed, and search for a chi-square distribution with appropriate degrees of freedom which can be referred to an approximate distribution for Winsorized chi-square.

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Application of exponential bandwidth harmony search with centralized global search for advanced nonlinear Muskingum model incorporating lateral flow (Advanced nonlinear Muskingum model incorporating lateral flow를 위한 exponential bandwidth harmony search with centralized global search의 적용)

  • Kim, Young Nam;Lee, Eui Hoon
    • Journal of Korea Water Resources Association
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    • v.53 no.8
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    • pp.597-604
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    • 2020
  • Muskingum, a hydrologic channel flood routing, is a method of predicting outflow by using the relationship between inflow, outflow, and storage. As many studies for Muskingum model were suggested, parameters were gradually increased and the calculation process was complicated by many parameters. To solve this problem, an optimization algorithm was applied to the parameter estimation of Muskingum model. This study applied the Advanced Nonlinear Muskingum Model considering continuous flow (ANLMM-L) to Wilson flood data and Sutculer flood data and compared results of the Linear Nonsingum Model incorporating Lateral flow (LMM-L), and Kinematic Wave Model (KWM). The Sum of Squares (SSQ) was used as an index for comparing simulated and observed results. Exponential Bandwidth Harmony Search with Centralized Global Search (EBHS-CGS) was applied to the parameter estimation of ANLMM-L. In Wilson flood data, ANLMM-L showed more accurate results than LMM-L. In the Sutculer flood data, ANLMM-L showed better results than KWM, but SSQ was larger than in the case of Wilson flood data because the flow rate of Sutculer flood data is large. EBHS-CGS could be appplied to be appplicable to various water resources engineering problems as well as Muskingum flood routing in this study.

Application of Self-Adaptive Meta-Heuristic Optimization Algorithm for Muskingum Flood Routing (Muskingum 홍수추적을 위한 자가적응형 메타 휴리스틱 알고리즘의 적용)

  • Lee, Eui Hoon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.7
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    • pp.29-37
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    • 2020
  • In the past, meta-heuristic optimization algorithms were developed to solve the problems caused by complex nonlinearities occurring in natural phenomena, and various studies have been conducted to examine the applicability of the developed algorithms. The self-adaptive vision correction algorithm (SAVCA) showed excellent performance in mathematics problems, but it did not apply to complex engineering problems. Therefore, it is necessary to review the application process of the SAVCA. The SAVCA, which was recently developed and showed excellent performance, was applied to the advanced Muskingum flood routing model (ANLMM-L) to examine the application and application process. First, initial solutions were generated by the SAVCA, and the fitness was then calculated by ANLMM-L. The new value selected by a local and global search was put into the SAVCA. A new solution was generated, and ANLMM-L was applied again to calculate the fitness. The final calculation was conducted by comparing and improving the results of the new solution and existing solutions. The sum of squares (SSQ) was used to calculate the error between the observed and calculated runoff, and the applied results were compared with the current models. SAVCA, which showed excellent performance in the Muskingum flood routing model, is expected to show excellent performance in a range of engineering problems.