• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.479-488
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• 2007

A sequential procedure is proposed in order to construct one-sided confidence intervals for a normal mean with guaranteed coverage probability and ${\beta}-protection$ when the normal mean and variance are identical. First-order asymptotic properties on the sequential sample size are found. The derived results hold with uniformity in the total parameter space or its subsets.

• 한국음향학회지
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• 제34권4호
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• pp.316-320
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• 2015

본 논문에서는 Cepstral Mean Normalization(CMN)과 Cepstral Mean and Variance Normalization(CMVN) 프레임워크에서 극점 필터링(pole filtering) 개념을 Mel-Frequency Cepstral Coefficient(MFCC) 특징 벡터에 적용한다. 또한 분산 정규화를 대신하여 스케일 정규화를 사용하는 Cepstral Mean and Scale Normalization(CMSN)의 성능을 잡음 환경 음성인식 실험을 통해 평가한다. CMN과 CMVN은 보통 발화 단위로 수행되기 때문에 짧은 발화의 경우 특징에 대한 평균과 분산의 추정 신뢰도가 보장되지 않는 문제점을 가지는데, 극점 필터링과 스케일 정규화 방식을 적용함으로 이러한 문제점을 보완할 수 있다. Aurora 2 데이터베이스를 이용한 실험 결과, 극점 필터링과 스케일 정규화를 결합한 특징 정규화 방식의 성능이 가장 높은 성능 향상을 보인다.

• 응용통계연구
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• 제34권3호
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• pp.411-425
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• 2021

가속화 실패시간모형은 로그 생존시간과 공변량간의 선형적 관계를 묘사해 준다. 가속화 실패시간모형에서 생존시간의 평균뿐만 아니라 변동성에도 영향을 미치는 공변량 효과를 추론하는 것은 흥미가 있다. 이를 위해 생존시간의 평균뿐만 아니라 분산을 모형화 하는 것이 필요하며, 이러한 모형을 평균-분산 가속화 실패시간모형이라 부른다. 본 논문에서는 벌점 가능도함수를 이용하여 평균-분산 가속화 실패시간모형에서 회귀모수에 대한 변수선택 절차를 제안한다. 여기서 벌점함수로서 LASSO, ALASSO, SCAD 그리고 HL (계층가능도)와 같은 네 가지 벌점함수를 연구한다. 제안된 변수선택 절차를 통해 중요한 공변량의 선택 뿐만 아니라 회귀모수의 추정을 동시에 제공할 수 있다. 제안된 방법의 성능은 모의실험을 통해 평가하고, 하나의 임상 예제자료를 통해 제안된 방법을 예증하고자 한다.

• Journal of the Korean Statistical Society
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• 제31권4호
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• pp.433-445
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• 2002

Using some available information about the unknown variance $\sigma$$^2$ of a normal distribution with mean $\mu$, a sequential approach is used to estimate $\sigma$$^2$. Two cases have been considered regarding the mean $\mu$ being known or unknown. The mean square error (MSE) of the new estimators are compared to that of the usual estimator of $\sigma$$^2$, namely, the sample variance based on a sample of size equal to the expected sample size. Simulation results indicates that, the new estimator is more efficient than the usual estimator of $\sigma$$^2$whenever the actual value of $\sigma$$^2$ is not too far from the prior information.

• Communications for Statistical Applications and Methods
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• 제31권3호
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• pp.263-277
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• 2024

This paper proposes new parameterizations of the tilted beta binomial distribution, obtained from the combination of the binomial distribution and the tilted beta distribution, where the beta component of the mixture is parameterized as a function of their mean and variance. These new parameterized distributions include as particular cases the beta rectangular binomial and the beta binomial distributions. After that, we propose new linear regression models to deal with overdispersed binomial datasets. These new models are defined from the proposed new parameterization of the tilted beta binomial distribution, and assume regression structures for the mean and variance parameters. These new linear regression models are fitted by applying Bayesian methods and using the OpenBUGS software. The proposed regression models are fitted to a school absenteeism dataset and to the seeds germination rate according to the type seed and root.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1999년도 제14차 학술회의논문집
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• pp.153-156
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• 1999

The technique is reported of identifying parameters in off-line process. The technique demands that closed-loop system consists of a reference and two-degree-of-freedom controllers (TDFC) in real process. A model process is the same as the real process except their parameters. Deviations are differences between the reference and the output of the plant or the model. The technique is based on minimizing identification error between the two deviations. The parameter differences between the plant and the model are characterized of mean value and of variance which are derived from the identification error. Consequently, the algorithm which identifies the unknown plant parameters is shown by minimizing the mean value and the variance, respectively, within double convergence loops. The technique is applied to course change of a ship. The plant deviation at the first trial is shown to occur in replacing the nominal parameters by the default parameters. The plant deviation at the second trial is shown to not occur in replacing the nominal parameters by the identified parameters. Hence, the identification technique is confirmed to be feasible in the real field.

• 품질경영학회지
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• 제29권1호
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• pp.47-61
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• 2001

The ever increasing demands for enhanced competitiveness of engineered products require a "designing-in-quality" strategy that can effectively and efficiently incorporate multiple design objectives into design. Robust design can be viewed as a multi-characteristic design problem requiring tradeoffs between mean and variance characteristics. Firstly this paper analyzes the intrinsic preference of the traditional SN ratio on mean and variance, and secondly presents a new design metric for a robust design using concepts from utility theory to accurately capture designer′s intent and preference on mean and variance. The steps to apply the proposed design metric as the robust design criterion in an orthogonal array based engineering experimentation is presented with the aid of a demonstrative case study. The performance of the proposed design metric is tested, and the results are discussed.

• Journal of the Korean Data and Information Science Society
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• 제20권3호
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• pp.593-599
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• 2009

We consider the problem of using control charts to monitor more than one parameter with emphasis on simultaneously monitoring the mean and variance. The fixed sampling interval (FSI) control charts are modified to use variable sampling interval (VSI) control charts depending on what is being observed from the data. In general, approaches of monitoring the mean and variance simultaneously is to use separate charts for each parameter and a combined chart. In this paper, we use three basic strategies which are separate Shewhart charts for each parameter, a combined Shewhart chart and a combined CUSUM chart. We showed that a combined VSI CUSUM chart is comparatively more efficient than any other chart if the shifts in both mean and variance are small.

• Communications for Statistical Applications and Methods
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• 제6권1호
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• pp.131-142
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• 1999

Estimators for domains and approximate estimators of their variance are derived using post-stratified complex sample. Furthermore we propose an adjusted variance estimator of a domain mean in case of considering the post-stratified complex sample as simple random sample. A simulation study based on the data of Farm Household Economy Survey is presented to compare variance estimators numerically. From the study we showed that our adjusted variance estimator compensate for the under-estimation problem considerably.

• 한국지진공학회논문집
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• 제20권1호
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• pp.55-62
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• 2016

It is important to select an accurate set of ground motions when conducting linear and nonlinear response history analyses of structures. This study proposes a method for selecting ground motions from a ground motion library with response spectra that match the target response spectrum mean, variance and correlation structures. This study also has addressed the determination of an appropriate value for the weight factor of a correlation structure. The proposed method is conceptually simple and straightforward, and does not involve a simulation algorithm. In this method, a desired number of ground motions are sequentially selected from first to last. The proposed method can be also used for selecting ground motions with response spectra that match the conditional spectrum. The accuracy and efficiency of the proposed procedure are verified with numerical examples.