• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.296-302
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• 1995

When heteroscedasticity occurs in random effects linear model, the error variance may depend on the values of one or more of the explanatory variables or on other relevant quantities such as time or spatial ordering. In this paper we derive a score test as a diagnostic tool for detecting non-constant error variance in random effefts linear model based on the model expansion on error variance. This score test is compared to loglikelihood ratio test.

• Journal of Korean Society for Quality Management
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• v.22 no.4
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• pp.1-12
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• 1994

For quality improvement, Taguchi emphasizes the reduction of variation of the quality characteristic. Taguchi has used the signal to noise ratios for achieving minimum dispersion of the quality characteristic with its location adjusted to some desired target value. At each setting of design factors, the variance of the quality characteristic could be affected by the mean. In most cases, as the mean get larger, the variance tends to increase, The Taguchi's SN ratio corresponds to the case that the variance is proportional to the square of the mean. But the variance can increase faster or slower than the square of the mean. We propose to infer a linking relationship of the variance and mean through simple data analysis technique, and then use a reasonable SN ratio.

• Journal of the Korea Construction Safety Engineering Association
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• s.43
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• pp.98-106
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• 2007

In this paper, a ground disturbance effects, strength and consolidation characteristics of soft clay through using the large block samples($\theta$:300mm, H:400mm) and the piston samples, f hose which had been gathered in west coast and south coast. Especially, we have assessed the coefficient of horizontal consolidation when penetrating the mandrel considering the variance of ratio between diameter and height in drainage sample through the experiment of the oedometer test and Rowecell and also investigated the disturbance area in smear zone by interior model test, the strength originated by disturbance, the variance in characteristics of the consolidation. As the result, the large block sample has been investigated that ihe uniaxial compression test(qu) was shown bigger than the piston sample by about 11-19%. Under the size of anistropy in consolidation, the coefficient ratio of consolidation(ch/cv,) perfomed by standard consolidation test(SC) was shown bigger than that of (Cro/Cv) by the Rowecell test. And the coefficient ratio of consolidation(Cro/Cv) perfomed by piston sample was evaluated bigger than that Of (Cro/Cv) by the large block sample by about 0.9-1.9. The coefficient ratio of consolidation along with the variance in ratio of between diameter and height when penetrating the mandrel was shown big difference according to the characteristics of soil of the specimen. In addition, ds/dw of smear zone at the marine clay in west-south was ranged from 1.6 to 4.2. The width of variance in rat io[(qud)/(quud)] of strength n the area between disturbance and undisturbance was shown big as about 72-91% but the principle was judged with the similiar range when the decrease of the strength in smear zone become the zone under 25% in unditurbance area.

• East Asian Economic Review
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• v.20 no.2
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• pp.169-190
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• 2016

This paper tests the weak-form efficient market hypothesis for Korean industry-sorted portfolios. Based on a panel variance ratio approach, we find significant mean reversion of stock returns over long horizons in the pre Asian currency crisis period but little evidence in the post-crisis period. Our empirical findings are consistent with the fact that Korea accelerated its integration with international financial market by implementing extensive capital liberalization since the crisis.

• Proceedings of the Korean Association for Survey Research Conference
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• 2007.11a
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• pp.213-230
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• 2007

Although the response model has been frequently applied to nonresponse weighting adjustment or imputation, the estimation under callbacks has been relatively underdeveloped in the response model. The estimation method using the response probability is developed under callbacks. A replication method for the estimation of the variance of the proposed estimation is also developed. Since the true response probability is usually unknown, we study the estimation of the response probability. Finally, we propose an estimator under callbacks using the ratio imputation as well as the response probability. The simulation study illustrates our techniques.

• Journal of the Korean Data and Information Science Society
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• v.16 no.2
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• pp.289-300
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• 2005

In this article quick variance change point (VCP) detection problem for time series is considered. For this variance VCP detector equipped with tuning parameters is proposed. A major tool for the detector is moving variance ratio (MVR) which monitors variance change of a given time series. Tuning process of detector is investigated via simulation, which shows that tuning parameters are critical in achieving sensitivity and adaptiveness of detector.

• Proceedings of the KSME Conference
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• 2000.04b
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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.

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.835-844
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• 2002

For the one-way random model when the ratio of the variance components is of interest, Bayesian analysis is often appropriate. In this paper, we develop the noninformative priors for the ratio of the variance components under the balanced one-way random effect model. We reveal that the second order matching prior matches alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and is a HPD(Highest Posterior Density) matching prior. It turns out that among all of the reference priors, the only one reference prior (one-at-a-time reference prior) satisfies a second order matching criterion. Finally we show that one-at-a-time reference prior produces confidence sets with expected length shorter than the other reference priors and Cox and Reid (1987) adjustment.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.101-109
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• 1997

For the detection on variance changes in the nonstationary time series with a unit root two types of test statistics are proposed, of which one is based on the cumulative sum of squares and the other is based on the likelihood ratio test. The properties of the cusum type test statistic are derived and the performance of two tests in small samples are compared through Monte Carlo study. It is ovserved that the test based on the cumulative sum of squares can detect a samll change in the variance faster than the one based on the likelihood ratio.

• Journal of Korean Society for Quality Management
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• v.30 no.1
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• pp.118-132
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• 2002

This paper presents a process incapability index to provide manager with various information of process and to reduce cost. The introduced process incapability indices indicate information about mean and variance of manufacturing process and variance of inspection process to evaluate process capability using ratio of variance and difference between target and mean to specification. This model can be used by the scale of six sigma management.