• 제목/요약/키워드: mean and variance

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On Estimating the Variance of a Normal Distribution With Known Coefficient of Variation

  • Ray, S.K.;Sahai, A.
    • Journal of the Korean Statistical Society
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    • 제7권2호
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    • pp.95-98
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    • 1978
  • This note deals with the estimations of the variance of a normal distribution $N(\theta,c\theta^2)$ where c, the square of coefficient of variation is assumed to be known. This amounts to the estimation of $\theta^2$. The minimum variance estimator among all unbiased estimators linear in $\bar{x}^2$ and $s^2$ where $\bar{x}$ and $s^2$ are the sample mean and variance, respectively, and the minimum risk estimator in the class of all estimators linear in $\bar{x}^2$ and $s^2$ are obtained. It is shown that the suggested estimators are BAN.

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심층신경망 기반의 음성인식을 위한 절충된 특징 정규화 방식 (Compromised feature normalization method for deep neural network based speech recognition)

  • 김민식;김형순
    • 말소리와 음성과학
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    • 제12권3호
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    • pp.65-71
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    • 2020
  • 특징 정규화는 음성 특징 파라미터들의 통계적인 특성의 정규화를 통해 훈련 및 테스트 조건 사이의 환경 불일치의 영향을 감소시키는 방법으로서 기존의 Gaussian mixture model-hidden Markov model(GMM-HMM) 기반의 음성인식 시스템에서 우수한 성능개선을 입증한 바 있다. 하지만 심층신경망(deep neural network, DNN) 기반의 음성인식 시스템에서는 환경 불일치의 영향을 최소화 하는 것이 반드시 최고의 성능 개선으로 연결되지는 않는다. 본 논문에서는 이러한 현상의 원인을 과도한 특징 정규화로 인한 정보손실 때문이라 보고, 음향모델을 훈련 하는데 유용한 정보는 보존하면서 환경 불일치의 영향은 적절히 감소시켜 음성인식 성능을 최대화 하는 특징 정규화 방식이 있는 지 검토해보고자 한다. 이를 위해 평균 정규화(mean normalization, MN)와 평균 및 분산 정규화(mean and variance normalization, MVN)의 절충 방식인 평균 및 지수적 분산 정규화(mean and exponentiated variance normalization, MEVN)를 도입하여, 잡음 및 잔향 환경에서 분산에 대한 정규화의 정도에 따른 DNN 기반의 음성인식 시스템의 성능을 비교한다. 실험 결과, 성능 개선의 폭이 크지는 않으나 분산 정규화의 정도에 따라 MEVN이 MN과 MVN보다 성능이 우수함을 보여준다.

rpm 변화를 고려한 최적의 공정 평균과 상한 규격의 결정 (Determination of the Optimal Process Mean and Upper Limit with considering the rpm(rate per minute))

  • 송우복;안광일;김성집
    • 품질경영학회지
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    • 제26권1호
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    • pp.61-73
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    • 1998
  • The quality control literature contains a substantial number of articles concerned with how to optimally choose control limits in order to minimize production cost. The purpose of the this study is to determine the economic setting for the process mean of an industrial process. In this study it is assumed that the lower control limit is set by government regulations and the u, pp.r limit and process mean are chosen based on economic considerations. Much research has been conducted on this problem under the condition of the fixed rpm(rate per minute). However a variance can be increased in proportion to the level of rpm and the increase of the variance can change the optimal process mean. Therefore, it is desirable to determine both the process mean and the level of rpm simultaneously. In this paper, a mathematical model is presented which considers the u, pp.r limit and the rpm as variables.

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Variance estimation of a double expanded estimator for two-phase sampling

  • Mingue Park
    • Communications for Statistical Applications and Methods
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    • 제30권4호
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    • pp.403-410
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    • 2023
  • Two-Phase sampling, which was first introduced by Neyman (1938), has various applications in different forms. Variance estimation for two-phase sampling has been an important research topic because conventional variance estimators used in most softwares are not working. In this paper, we considered a variance estimation for two-phase sampling in which stratified two-stage cluster sampling designs are used in both phases. By defining a conditionally unbiased estimator of an approximate variance estimator, which is calculable when all elements in the first phase sample are observed, we propose an explicit form of variance estimator of the double expanded estimator for a two-phase sample. A small simulation study shows the proposed variance estimator has a negligible bias with small variance. The suggested variance estimator is also applicable to other linear estimators of the population total or mean if appropriate residuals are defined.

Acoustic analysis of fricatives in dysarthric speakers with cerebral palsy

  • Hernandez, Abner;Lee, Ho-young;Chung, Minhwa
    • 말소리와 음성과학
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    • 제11권3호
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    • pp.23-29
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    • 2019
  • This study acoustically examines the quality of fricatives produced by ten dysarthric speakers with cerebral palsy. Previous similar studies tend to focus only on sibilants, but to obtain a better understanding of how dysarthria affects fricatives we selected a range of samples with different places of articulation and voicing. The Universal Access (UA) Speech database was used to select thirteen words beginning with one of the English fricatives (/f/, /v/, /s/, /z/, /ʃ/, /ð/). The following four measurements were taken for both dysarthric and healthy speakers: phoneme duration, mean spectral peak, variance and skewness. Results show that even speakers with mild dysarthria have significantly longer fricatives and a lower mean spectral peak than healthy speakers. Furthermore, mean spectral peak and variance showed significant group effects for both healthy and dysarthric speakers. Mean spectral peak and variance was also useful for discriminating several places of articulation for both groups. Lastly, spectral measurements displayed important group differences when taking severity into account. These findings show that in general there is a degradation in the production of fricatives for dysarthric speakers, but difference will depend on the severity of dysarthria along with the type of measurement taken.

Selection of Data-adaptive Polynomial Order in Local Polynomial Nonparametric Regression

  • Jo, Jae-Keun
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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    • pp.177-183
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    • 1997
  • A data-adaptive order selection procedure is proposed for local polynomial nonparametric regression. For each given polynomial order, bias and variance are estimated and the adaptive polynomial order that has the smallest estimated mean squared error is selected locally at each location point. To estimate mean squared error, empirical bias estimate of Ruppert (1995) and local polynomial variance estimate of Ruppert, Wand, Wand, Holst and Hossjer (1995) are used. Since the proposed method does not require fitting polynomial model of order higher than the model order, it is simpler than the order selection method proposed by Fan and Gijbels (1995b).

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An estimator of the mean of the squared functions for a nonparametric regression

  • Park, Chun-Gun
    • 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.

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輸送手段의 選擇을 위한 리드타임 分析 (Lead Time Analysis for Transportation Mode Decision Making)

  • 문상원
    • 한국경영과학회지
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    • 제13권1호
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    • pp.47-47
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    • 1988
  • Rapid globalization of production and marketing functions makes choice of international transportation mode of great importance. In this paper, transportation mode is characterized by two factors, mean and variability of transportation lead time. We developed a simple mathematical model to estimate the relative impact of mean lead time, lead time variance and demand variance on the required average inventory level under specified service rates.

Design Criterion for Estimating Mean and Variance Functions

  • Lim, Yong B.
    • International Journal of Quality Innovation
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    • 제1권1호
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    • pp.32-37
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    • 2000
  • In an industrial process, the proper objective is to find the optimal operating conditions with minimum process variability around the target. Vining and Myers(1990) suggest to use the separate model for the mean response and the process varian linear predictor ${\tau}_i={\log}\;{\sigma}^2_i$ is unknown and should be estimated. Noting that the variance of $\hat{{\tau}_i}$ is heterogeneous, another appropriate D-optimality criterion $D_3$ based on the method of generalized least squares is proposed in this paper.

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PERT 공식의 이론적 근거와 새로운 추정방법 (Theoretical Basis of PERT Formula and a New Estimation Method)

  • 김세헌;원유경;채경철
    • 대한산업공학회지
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    • 제15권2호
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    • pp.103-108
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    • 1989
  • PERT formulae for the mean and variance of activity time are near exact only over a short interval of the concentration parameter which is defined as the sum of the two shape parameters of the beta distribution. Aiming a better estimation of the mean and variance of activity time, we propose a method of subjectively estimating this concentration parameter via estimating the probability of completing the activity within a specified time interval.

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