• Communications for Statistical Applications and Methods
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• 제17권2호
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• pp.165-181
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• 2010

This paper presents some chain ratio-type estimators for estimating finite population variance using two auxiliary variables in two phase sampling set up. The expressions for biases and mean squared errors of the suggested c1asses of estimators are given. Asymptotic optimum estimators(AOE's) in each class are identified with their approximate mean squared error formulae. The theoretical and empirical properties of the suggested classes of estimators are investigated. In the simulation study, we took a real dataset related to pulmonary disease available on the CD with the book by Rosner, (2005).

• Journal of the Korean Data and Information Science Society
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• 제20권3호
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• pp.577-585
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• 2009

So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

• 대한기계학회논문집
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• 제7권4호
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• pp.451-460
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• 1983

Computational four-equation turbulence model is developed and is applied to predict twodimensional unsteady thermal surface discharge into a reservoir. Turbulent stresses and heat fluxes in the momentum and energy equations are determined from transport equations for the turbulent kinetic energy (R), isotropic rate of kinetic energy dissipation (.epsilon.), mean square temperature variance (theta. over bar $^{2}$), and rate of destruction of the temperature variance (.epsilon. $_{\theta}$). Computational results by four-equation model are favorably compared with those obtained by an extended two-equation model. Added advantage of the four-equation model is that it yields quantitative information about the ratio between the velocity time scale and the thermal time scale and more detailed information about turbulent structure. Predicted time scale ratio is within experimental observations by others. Although the mean velocity and temperature fields are similarly predicted by both models, it is found that the four-equation model is preferably candidate for prediction of highly buoyant turbulent flows.

• 한국경영과학회지
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• 제39권4호
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• pp.137-152
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• 2014

In this paper, I suggest several techniques to estimate covariance matrix and compare the performance of the global minimum variance portfolio (GMVP) in terms of out of sample mean standard deviation and return. As a result, the return differences among the GMVPs are insignificant. The mean standard deviation of the GMVP using historical covariance is sensitive to the estimation window and the number of assets in the portfolio. Among the model covariance, the GMVP using constant systematic risk ratio model or using short sale restriction shows the best performance. The performance difference between the GMVPs using historical covariance and model covariance becomes insignificant as the historical covariance is estimated with longer estimation window. Lastly, the implied volatilities from ELW prices do not lead to superior performance to the historical variance.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.187-199
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• 2003

We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2000년도 춘계학술대회논문집B
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• pp.899-905
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• 2000

The characteristics of air flow and engine performance with swirl ratio variance of intake port In a turbocharged DI diesel engine was studied in this paper. The intake port flow is important factor which have influence on the engine performance and exhaust emission because the properties in the injected fuel depend on the combustion characteristics. The swirl ratio for ports was modified by hand-working and measured by impulse swirl meter. For the effects on performance and emission, the brake torque and brake specific fuel consumption were measured by engine dynamometer and NOx, smoke were measured by gas analyzer and smoke meter. As a result of steady flow test, when the valve eccentricity ratio are closed to cylinder wall, the flow coefficient and swirl intensity are increased. And as the swirl ratio is increased, the mean flow coefficient is decreasing, whereas the gulf factor is increasing. Also, through engine test its can be expected to meet performance and emission by optimizing the main parameters; the swirl ratio of intake port, injection timing and compression ratio.

• 응용통계연구
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• 제25권1호
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• pp.15-27
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• 2012

본 논문에서는 KOSPI 시가총액기준 상위 4종목(삼성전자, 현대차, 현대모비스, POSCO)의 고빈도 거래 데이터를 바탕으로 일중 수익률의 실현변동성과 시장미시구조잡음에 대해 연구한다. Volatility signature plot을 통해 실현변동성(Realized Variance; RV)과 편의수정 실현변동성($RV_{AC_1}$)의 편의를 확인하고 시장미시구조 잡음의 특징을 실증적으로 파악한다. 또한, 잡음 대 신호비(Noise-to-Signal Ratio; NSR)를 사용하여, 평균제곱오차(Mean Square Error; MSE) 기준의 실현변동성(RV)과 편의수정 실현변동성($RV_{AC_1}$)의 최적 추출 빈도수를 추정해본다.

• International Journal of Reliability and Applications
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• 제14권1호
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• pp.27-39
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• 2013

In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.201-212
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• 2014

We provide a simple basic method to find bounds for higher order moments of unimodal distributions in terms of lower order moments when the random variable takes value in a given finite real interval. The bounds for moments in terms of the geometric mean of the distribution are also derived. Both continuous and discrete cases are considered. The bounds for the ratio and difference of moments are obtained. The special cases provide refinements of several well-known inequalities, such as Kantorovich inequality and Krasnosel'skii and Krein inequality.

• Nuclear Engineering and Technology
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• 제48권5호
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• pp.1120-1125
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• 2016

The neutron decay constant, ${\alpha}$, and effective delayed neutron fraction, ${\beta}_{eff}$, are important parameters for the control of the dynamic behavior of nuclear reactors. For the heavy water zero power reactor (HWZPR), this document describes the measurements of the neutron decay constant by noise analysis methods, including variance to mean (VTM) ratio and endogenous pulse source (EPS) methods. The measured ${\alpha}$ is successively used to determine the experimental value of the effective delayed neutron fraction as well. According to the experimental results, ${\beta}_{eff}$ of the HWZPR reactor under study is equal to 7.84e-3. This value is finally used to validate the calculation of the effective delayed neutron fraction by the Monte Carlo methods that are discussed in the document. Using the Monte Carlo N-Particle (MCNP)-4C code, a ${\beta}_{eff}$ value of 7.58e-3 was obtained for the reactor under study. Thus, the relative difference between the ${\beta}_{eff}$ values determined experimentally and by Monte Carlo methods was estimated to be < 4%.