• Journal of the Korean Statistical Society
• /
• v.24 no.1
• /
• pp.45-64
• /
• 1995

When a random sample is taken from a certain class of discrete and continuous distributions whose support depend on two parameters, we could find that there exists the complete and sufficient statistic for parameters which belong to a certain class, and fomulate the uniformly minimum variance unbiased estimator (UMVUE) of any estimable function. Some UMVUE's of parametric functions are illustrated for the class of the distribution. Especially, we find that the UMVUE of some estimable parametric function from the truncated normal distribution could be expressed by the version of the Mill's ratio.

• Transactions of the Korean Society of Machine Tool Engineers
• /
• v.10 no.3
• /
• pp.97-103
• /
• 2001

This paper has focused on the Optimization of the cutting parameters for urning operation based on the Taguchi method. Four cutting parameters. nemely, cutting speed, feed depth of cut and nose radius are optimized with consideration of the surface roughness. The design and analysis of experiments are conducted to study the performance characteristic. The effects of these parameters on the surface roughness have been investigated using signal-to-noise(S/N) ratio and analy-sis of variance(ANOVA). The experiments have been performed using coated tungsten carbide inserts without any cutting fluid. Experimental results illustrate the effectiveness of this approach.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
• /
• 2000.10a
• /
• pp.242-248
• /
• 2000

This paper has focused on the optimization of the cutting parameters for turning operation based on the Taguchi method. Four cutting parameters, namely, cutting speed, feed, depth of cut and nose radius are optimized with consideration of the surface roughness. The design and analysis of experiments are conducted to study the performance characteristic. The effects of these parameters on the surface roughness have been investigated using the signal-to-noise (S/N) ratio, analysis of variance (ANOVA). The experiments have been peformed using coated tungsten carbide inserts without any cutting fluid. Experimental results illustrate the effectiveness of this approach.

• Proceedings of the ESK Conference
• /
• 1997.10a
• /
• pp.426-432
• /
• 1997

본 연구에서는 EMG를 이용한 수리적 parameter를 사용하여동일한 병명(L4/L5 herniated disk)의 요통환자들의 근육활동의 정상 여부를 측정하였다. 특히 본 연구에서는 동작분석기를 사용하지 않고 근 전도의 주기를 판독하여 기존의 연구에서 사용되었던 것보다 측정이간편하고, 주관적 통증 정도가 낮 은 환자를 대상으로 실험함으로써 통증이 parameter에 미치는 심리적 영향을 최소화하였다. 또한 본 연 구에서는 동작주기마다의 근전도 신호의 변이도(variance ratio)를 새로운 parameter로 선정하여 검증하 였다. 측정된 자료를 분석한 결과 quadriceps-hamstrings의 peak time difference와 erector spinae- rectus abdominis의 coexcitation이 통계적으로 매우 유의하게 요통환자와 정상인을 구분해주는 지표임이 확인되었고, rectus abdominis와 externa/internal oblique의 근전도 변이도(variance ratio)가 진단지표 로서 의미가 있음이 밝혀졌다. 본 연구의 방법은 차후 다양한 환자군에 대한 자료와 정상인에 대한 자료를 DB화 함으로써 진단기법으로 사용할 수 있는 가능성을 보여주었다. 이 방법은 차후 요통의 조기 발견과 예 방에 기여할 것으로 기대한다.

• Journal of the Korean Data and Information Science Society
• /
• v.22 no.4
• /
• pp.803-809
• /
• 2011

Properties of multivariate Shewhart and CUSUM charts for monitoring variance-covariance matrix, specially focused on correlation coefficient components, are investigated. The performances of the proposed charts based on control statistic Lawley-Hotelling $V_i$ and likelihood ratio test (LRT) statistic $TV_i$ are evaluated in terms of average run length (ARL). For monitoring correlation coe cient components of dispersion matrix, we found that CUSUM chart based on $TV_i$ gives relatively better performances and is more preferable, and the charts based on $V_i$ perform badly and are not recommended.

• Journal of the Korean Society for Precision Engineering
• /
• v.13 no.5
• /
• pp.38-43
• /
• 1996

Windowing routines have as their purpose the reduction of the sidelobes of a spectral output of the FFT or DFT routines. Windowing routines accomplish this by forcing the beginning and end of any sequence to approach each other in value. Since they must work with any sequence they force the beginning and ending samples near zero. To make up for this reduction in power, windowing routines give extra weight to the values near the middle of the sequence. The difference between windows is the way in which they transition from the low weights near the edges to the higher weights neqr the middle of the sequence. Signal-to-noise ratio(SNR) can be determined by the ratio of the output noisy signal variance to the input noisy signal variance of a window. Standard deviation of noise is reduced by windowing. Thus, the windowing operation improved the SNR of the noisy signal. This paper shows a performance estimation of windowing on a single tone with added Gaussian noise and uniform noise.

• Journal of the Korean Statistical Society
• /
• v.19 no.2
• /
• pp.171-175
• /
• 1990

A diagnostic test for detecting nonconstant variance in mixed linear models based on the score statistic is derived through the technique of model expansion, and compared to the log likelihood ratio test.

• The Korean Journal of Applied Statistics
• /
• v.25 no.1
• /
• pp.15-27
• /
• 2012

We have studied the realized variance(RV) of intra-day returns and market microstructure noise based on high-frequency stock transaction data for the four largest companies in terms of market capitalization in the KOSPI. First, non-negligible biases are observed for the RV and for the bias-corrected realized variance($RV_{AC_1}$) which is constructed by adjusting RV for the first order autocorrelation in intra-day returns. Bias is more obvious for the RV and the $RV_{AC_1}$ when intra-day returns are sampled more frequently than every 2 minutes. Transaction Time Sampling(TTS) is shown to be better than Calendar Time Sampling(CTS) in terms of biases of the RV and the $RV_{AC_1}$ for the 4 companies. The analysis reveals that market microstructure noise is temporally dependent. Second, by using the Noise-to-Signal Ratio(NSR), we estimate sampling frequencies that are optimal in terms of the Mean Square Errors(MSE) of the RV and the $RV_{AC_1}$. The optimal sampling frequencies are around 200 for RV and is around 5000 for the $RV_{AC_1}$ for all the four stock prices. For the 6 hour transaction period of the Korean stock trading, these correspond to about 2 minutes and 6 seconds.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.29 no.4A
• /
• pp.429-438
• /
• 2004

In this paper, a decision-feedback coherent code tracking loop is designed for WCDMA systems and its performance is analyzed in terms of jitter variance considering the effect of phase and symbol estimation errors for both AWGN and fading environments. An analytical closed-form formula for jitter variance is Int derived for AWGN environments as a function of a pulse-shaping filter, timing offset, signal-to-interference ratio, and loop bandwidth while involving the phase estimation error and bit error rate, and the upper bound of jitter variance is derived for fading environments. Finally a second-order coherent code tracking loop is designed with the DPCH frame format #13 of the WCDHA forward link selected as a target system, and its performance is evaluated by the closed-form formula and compared with the simulation results for both AWGN and Rayleigh fading environments.

• The KIPS Transactions:PartA
• /
• v.8A no.4
• /
• pp.499-502
• /
• 2001

Fractal image coding suffers from the long search time of domain pool although it provides many properties including the high compression ratio. We find that the normalized variance of a block is independent of contrast, brightness. Using this observation, we introduce a self similar block searching method employing the d-dimensional nearest neighbor searching. This method takes Ο(log/N) time for searching the self similar domain blocks for each range block where N is the number of domain blocks. PSNR (Peak Signal Noise Ratio) of this method is similar to that of the full search method that requires Ο(N) time for each range block. Moreover, the image quality of this method is independent of the number of edges in the image.