• Title/Summary/Keyword: Type-I error

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Parameter estimation for exponential distribution under progressive type I interval censoring (지수 분포를 따르는 점진 제1종 구간 중도절단표본에서 모수 추정)

  • Shin, Hye-Jung;Lee, Kwang-Ho;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.927-934
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    • 2010
  • In this paper, we introduce a method of parameter estimation of progressive Type I interval censored sample and progressive type II censored sample. We propose a new parameter estimation method, that is converting the data which obtained by progressive type I interval censored, those data be used to estimate of the parameter in progressive type II censored sample. We used exponential distribution with unknown scale parameter, the maximum likelihood estimator of the parameter calculates from the two methods. A simulation is conducted to compare two kinds of methods, it is found that the proposed method obtains a better estimate than progressive Type I interval censoring method in terms of mean square error.

Normal Probability Plots for Normality

  • Lee, Jea-Young;Rhee, Seong-Won
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.687-694
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    • 1999
  • The goodness of fit statistics of normality plots are obtained using the Receiver Operating Characteristic(ROC) method. This work is intended to compare with Shapiro-Wilk W statistic. Wel will use and discuss an accuracy of the test and the best cut-off value which minimizes the sum of the type I and II error probabilities.

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A Study on the CLR Performance Improvement for VBR Traffic in the Wireless ATM Access Network (무선 ATM 가입자망에서 VBR 트래픽의 CLR 성능개선)

  • 이하철
    • Journal of Korea Multimedia Society
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    • v.7 no.5
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    • pp.713-720
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    • 2004
  • In this paper we suggest error control scheme to improve CLR performance degradation on wireless ATM access networks which consist of access node and wireless channel. Based on the cell scale and hurst scale, traffic model of wireless ATM access network is analyzed. The CLR equation due to buffer overflow for wireless access node is derived for VBR traffic. the CLR equation due to random bit errors and burst errors for wireless channel is derived. Using the CLR equation for both access node and wireless channel, the CLR equation of wireless ATM access network is derived, and we evaluate the CLR performance on the wireless ATM access networks with conventional SR ARQ scheme and recommended error control scheme, that is, Type I Hybrid ARQ scheme. It is confirmed that CLR performance of the access networks with recommended error control schemes is superior to that of access networks with conventional error control scheme.

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Non-linear Vibration of Gear Pair System with transmission error and Backlash (전달오차와 백래쉬를 고려한 기어구동계의 비선형 진동)

  • 조윤수;최연선
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2001.11a
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    • pp.73-78
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    • 2001
  • Main sources of the vibration of a gear-pair system are backlash and transmission error. This paper investigates the dynamics of a gear-pair system involving backlash and transmission error. This paper presented 4 types of gear motions due to the existence of a backlash. The solutions are calculated using a multiple-time scale method and numerically. The results shows the existence of 4 type motions, jump phenomenon, and chaotic motion consequently the design of gear driving system with low vibration and noise requires the study on the effects of transmission error and backlash, i.e. nonlinearities in gear driving system.

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The Response Improvement of PD Type FLC System by Self Tuning (자기동조에 의한 PD 형 퍼지제어시스템의 응답 개선)

  • Choi, Hansoo;Lee, Kyoung-Woong
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.12
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    • pp.1101-1105
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    • 2012
  • This study proposes a method for improvement of PD type fuzzy controller. The method includes self tuner using gradient algorithm that is one of the optimization algorithms. The proposed controller improves simple Takagi-Sugeno type FLC (Fuzzy Logic Control) system. The simple Takagi-Sugeno type FLC system changes nonlinear characteristic to linear parameters of consequent membership function. The simple FLC system could control the system by calibrating parameter of consequent membership function that changes the system response. While the determination on parameter of the simple FLC system works well only partially, the proposed method is needed to determine parameters that work for overall response. The simple FLC system doesn't predict the response characteristics. While the simple FLC system works just like proportional part of PID, our system includes derivative part to predict the next response. The proposed controller is constructed with P part and D part FLC system that characteristic parameter on system response is changed by self tuner for effective response. Since the proposed controller doesn't include integral part, it can't eliminate steady state error. So we include a gain to eliminate the steady state error.

The Tuning Method on Consequence Membership Function of T-S Type FLC (T-S형 퍼지제어기의 후건부 멤버십함수 동조방법)

  • Choi, Han-Soo;Lee, Kyoung-Woong
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.3
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    • pp.264-268
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    • 2011
  • This paper presents a Takagi-Sugeno (T-S) type Fuzzy Logic Controller (FLC) with only 3 rules. The choice of parameters of FLC is very difficult job on design FLC. Therefore, the choice of appropriate linguistic variable is an important part of the design of fuzzy controller. However, since fuzzy controller is nonlinear, it is difficult to analyze mathematically the affection of the linguistic variable. So this choice is depend on the expert's experience and trial and error method. In this paper, we propose the method to choose the consequence linear equation's parameter of T-S type FLC. The parameters of consequence linear equations of FLC are tuned according to the system error that is the input of FLC. The full equation of T-S type FLC is presented and using this equation, the relation between output and parameters can represented. The parameters are tuned with gradient algorithm. The parameters are changed depending on output. The simulation results demonstrate the usefulness of this T-S type 3 rule fuzzy controller.

VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS

  • Kim, Hong-Joong;Moon, Kyoung-Sook
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.413-426
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    • 2011
  • Two types of new methods with variable time steps are proposed in order to valuate binary options efficiently. Type I changes adaptively the size of the time step at each time based on the magnitude of the local error, while Type II combines two uniform meshes. The new methods are hybrid finite difference methods, namely starting the computation with a fully implicit finite difference method for a few time steps for accuracy then performing a ${\theta}$-method during the rest of computation for efficiency. Numerical experiments for standard European vanilla, binary and American options show that both Type I and II variable time step methods are much more efficient than the fully implicit method or hybrid methods with uniform time steps.

A Study for Dynamic Positioning Control of Floating Platform(I)- Numerical Simyulation by a Servo System Design Method - (부유식 구조물의 동위치제어에 관한 연구( I )-서보계 구성법에 의한 수치시물레이션-)

  • 김성근;유휘룡;김상봉
    • Journal of Ocean Engineering and Technology
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    • v.7 no.2
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    • pp.79-90
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    • 1993
  • A design method of DPS control algorithm for adpting rotable thruster is introduced by applying servo system design method and the control algorithm is evaluated on the basis of the results of computer simulations performed for a semi-submersible 2-lower hull 8-column type platform. It is observed from the simulation results that position error due to the irregular drifting forces becomes zero after very short regulating time and dynamic positioning system is robust in spite of random disturbance.

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Personal Identification Using One Dimension Iris Signals (일차원 홍채 신호를 이용한 개인 식별)

  • Park, Yeong-Gyu;No, Seung-In;Yun, Hun-Ju;Kim, Jae-Hui
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.39 no.1
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    • pp.70-76
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    • 2002
  • In this paper, we proposed a personal identification algorithm using the iris region which has discriminant features. First, we acquired the eye image with the black and white CCD camera and extracted the iris region by using a circular edge detector which minimizes the search space for real center and radius of the iris. And then, we localized the iris region into several circles and extracted the features by filtering signals on the perimeters of circles with one dimensional Gabor filter We identified a person by comparing ,correlation values of input signals with the registered signals. We also decided threshold value minimizing average error rate for FRR(Type I)error rate and FAR(Type II)error rate. Experimental results show that proposed algorithm has average error rate less than 5.2%.