• Journal of the Korean Data and Information Science Society
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• 제1권
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• pp.67-76
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• 1990

For a two-parameter Pareto distribution, the uniformly minimum variance unbiased estimateors(UMVUE) for the function of the two parameters are expressed in terms of confluent hypergeometric function. The variance of the UMVUE is also expressed in terms of hypergeometric function of several variables. UMVUE's for the ${\gamma}th$ moment about zero and several useful parametric functions, and their variances are obtained as special cases. The estimators of Baxter(1980) and Saksena and Johnson(1984) are special cases of our estimator.

• 한국정밀공학회지
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• 제13권5호
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• pp.38-43
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• 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.

• 응용통계연구
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• 제27권6호
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• pp.923-932
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• 2014

허들모형은 영이 과잉 가산자료를 분석하기 위해서 사용되어 왔다. 이 모형은 이산부분을 위한 로짓모형과 절삭된 가산부분을 위한 절삭된 포아송모형의 혼합모형이다. 이 논문에서 우리는 경시적 영과잉 가산자료를 분석하기 위해서 수정된 콜레스키 분해을 이용하여 일반적인 이분산성을 가지는 변량효과 공분산행렬을 제안한다. 수정된 콜레스키 분해는 변량효과 공분산행렬을 일반화자기상관 모수와 혁신분산모수로 분리되면, 이러한 모수들은 베이지안 일반화 선형모형을 통해 추정된다. 그리고 실제 자료분석을 통하여 설명한다.

• Asian-Australasian Journal of Animal Sciences
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• 제15권7호
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• pp.925-931
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• 2002

Gibbs sampling algorithms were implemented to the multi-trait threshold animal models with any combinations of multiple binary, ordered categorical, and linear traits and investigate the amount of bias on these models with two kinds of parameterization and algorithms for generating underlying liabilities. Statistical models which included additive genetic and residual effects as random and contemporary group effects as fixed were considered on the models using simulated data. The fully conditional posterior means of heritabilities and genetic (residual) correlations were calculated from 1,000 samples retained every 10th samples after 15,000 samples discarded as "burn-in" period. Under the models considered, several combinations of three traits with binary, multiple ordered categories, and continuous were analyzed. Five replicates were carried out. Estimates for heritabilities and genetic (residual) correlations as the posterior means were unbiased when underlying liabilities for a categorical trait were generated given by underlying liabilities of the other traits and threshold estimates were rescaled. Otherwise, when parameterizing threshold of zero and residual variance of one for binary traits, heritability estimates were inflated 7-10% upward. Genetic correlation estimates were biased upward if positively correlated and downward if negatively correlated when underling liabilities were generated without accounting for correlated traits on prior information. Residual correlation estimates were, consequently, much biased downward if positively correlated and upward if negatively correlated in that case. The more categorical trait had categories, the better mixing rate was shown.

• 대한의용생체공학회:의공학회지
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• 제15권4호
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• pp.465-474
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• 1994

This study is concerned with a method which helps human to generate EMG signals accurately and consistently to make reliable design samples of function discriminator for prosthetic arm control. We intend to ensure a signal accuracy and consistency by training human as a signal generation source. For the purposes, we construct a human training system using a digital computer, which generates visual graphes to compare real target motion trajectory with the desired one, to observe EMG signals and their features. To evaluate the effect which affects a feature variance and a feature separability between motion classes by the human training system, we select 4 features such as integral absolute value, zero crossing counts, AR coefficients and LPC cepstrum coefficients. We perform a experiment four times during 2 months. The experimental results show that the hu- man training system is effective for accurate and consistent EMG signal generation and reduction of a feature variance, but is not correlated for a feature separability, The cepstrum coefficient is the most preferable among the used features for reduction of variance, class separability and robustness to a time varing property of EMG signals.

• Korean Journal of Hydrosciences
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• 제3권
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• pp.105-113
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• 1992

Various modeling approaches to study a long term behavior of streamflow or groundwater storage have been conducted. In this study, a Multivariate AR (1) Model has been applied to generate monthly flows of the one key station which has historical flows using monthly flows of the three subordinate stations. The Model performance was examined using statistical comparisons between the historical and generated monthly series such as mean, variance, skewness. Also, the correlation coefficients (lag-zero, and lag-one) between the two monthly flows were compared. The results showed that the modeled generated flows were statistically similar to the historical flows.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국내학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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• pp.246-249
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• 1988

In this paper, a new design technique which uses weighted least-sqare approach for the solution of the pole assignment problem is represented. This technique maybe used to assign some closed loop poles to places which reduce the large system input and output variance due to near pole-zero condition. The least-square approach is also applied to the design of servo self-tuning controller with integrator.

• Journal of the Korean Statistical Society
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• 제25권2호
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• pp.235-241
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• 1996

The ordinary least squares estimator of the disturbance variance in the linear regression model with stationary errors is shown to be asymptotically unbiased when the error process has a spectral density bounded from the above and away from zero. Such error processes cover a broad class of stationary processes, including ARMA processes.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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• pp.535-540
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• 2006

The relationship between the observable noise model and the satellite elevation angle can be modeled quite well by an exponential function.[Jin, 1996] Noise size and dependence on the elevation angle are, however, different for each observation and receiver type. Therefore, the coefficient determination of this model is an issue, and various methods including PR-CP, single difference, and time difference have been suggested. The limitations of them are difficulty to model the carrier phase noise and to eliminate bias. To overcome these disadvantages for using Jin's model, we suggest zero baseline double difference (DD) and noise sorting algorithm. Data DD technique in zero baseline is useful to eliminate all the troublesome GPS biases, and the remaining error is the sum of GPS measurement noises from two satellites. These DD residuals for hours should be sorted by the combination of satellite elevation angles, and then variance value of the residual for each combination can be estimated. Using these values, we construct an over-determined linear equation whose solution is a set of noise variance for each satellite elevation angle. With 24hr Trimble 4000ssi data, we easily worked out the coefficients of the noise model not only for pseudorange but also for carrier phase. We estimated the standard deviation of the measurement DD using our model, and plotted 1 and 3 sigma lines for every epoch to verify the representation of the residual error. 63.3% of pseudorange residual and 65.9% of phase error did not exceed the 1 sigma lines. Additionally, 99.2% and 99.5% of them lied within 3sigma line. These figures prove that the Gaussian property of measurement noise, and that the suggested model by our algorithm corresponds to the observable noise information.

• 응용통계연구
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• 제30권4호
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• pp.529-538
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• 2017

Ghosh와 Kim에 의해 소개된 영 변환 모형은 0이 많거나 적을 때 계수형 자료(count data)를 분석하는 모형이다. 이 모형의 산포형태모수는 평균과 분산, 0 확률로 구성되며 ${\mu}$와 ${\sigma}^2$의 관계에 따라 2가지 형태를 가진다. 본 논문에서는 ${\sigma}^2{\geq}{\mu}$일 때, Ghosh와 Kim 영 변환확률 모형의 모수 ${\delta}$에 대한 영향함수를 도출하였다. 도출한 영향함수의 타당성을 검증하기 위해서 인구주택총조사 자료를 이용해 관측치가 제거된 경우에서 영향함수로 도출한 ${\delta}$ 추정치 변화값과 직접 계산한 ${\delta}$ 추정치 변화값을 비교하였다. 그 결과 영향함수는 ${\delta}$의 변화를 매우 정확히 추정하였다.