• Title/Summary/Keyword: mean and variance

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An Assessment of Statistical Validity of Articles Published in the Journal of Korean Acupuncture & Moxibusition Society - from 1984 to 2002 - (대한침구학회지 논문의 통계적 오류에 관한 연구)

  • Lee, Seung-deok
    • Journal of Acupuncture Research
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    • v.21 no.1
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    • pp.176-188
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    • 2004
  • This study was carried out to investigate statistical validity of medical articles that used various statistical techniques such as t-test, analysis of variance, correlation analysis, regression analysis and chi-square test. For study 429 original articles using those statistical methods were selected from Journal of Korean Acupuncture & Moxibusition Society published from 1984 to 2002. 429 original articles were reviewed to analyzed the statistical procedures. Results are summarized as follows : 1. In this study 93 articles(21.68%) of 429 ones didn't report statement of statistical method in detail. 2. 53 articles(12.53%) didn't report p-value in correctly, and 245 articles(57.11 %) used mean${\pm}$standard error (Mean${\pm}$SEM.) and 109 articles used mean${\pm}$standard deviation(Mean${\pm}$SD.). All of 23 articles using nonparametric statistical techniques made an error to central tendency or dispersion. 3. 175 articles(59.93%) and 14 articles(4.79%) of 292 ones made an error to description of equal variances and normal distribution. 4. 99 articles(50%) of 185 ones misused t-test and 4 articles of 5 ones misused chi-square test. 5. 28 articles(73.68%) of 38 ones using discrete variable misused parametric technique such as t-test or ANOVA. 2 articles and 1 article of 125 ones choosing paired samples misused independent t-test and Mann-Whitney U test. 6. 20 articles using analysis of variance didn't use multiple comparison.

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Determination of the Resetting Time to the Process Mean Shift by the Loss Function (손실함수를 적용한 공정평균 이동에 대한 조정시기 결정)

  • Lee, Do-Kyung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.1
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    • pp.165-172
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    • 2017
  • Machines are physically or chemically degenerated by continuous usage. One of the results of this degeneration is the process mean shift. Under the process mean shift, production cost, failure cost and quality loss function cost are increasing continuously. Therefore a periodic preventive resetting the process is necessary. We suppose that the wear level is observable. In this case, process mean shift problem has similar characteristics to the maintenance policy model. In the previous studies, process mean shift problem has been studied in several fields such as 'Tool wear limit', 'Canning Process' and 'Quality Loss Function' separately or partially integrated form. This paper proposes an integrated cost model which involves production cost by the material, failure cost by the nonconforming items, quality loss function cost by the deviation between the quality characteristics from the target value and resetting the process cost. We expand this process mean shift problem a little more by dealing the process variance as a function, not a constant value. We suggested a multiplier function model to the process variance according to the analysis result with practical data. We adopted two-side specification to our model. The initial process mean is generally set somewhat above the lower specification. The objective function is total integrated costs per unit wear and independent variables are wear limit and initial setting process mean. The optimum is derived from numerical analysis because the integral form of the objective function is not possible. A numerical example is presented.

N-Step Sliding Recursion Formula of Variance and Its Implementation

  • Yu, Lang;He, Gang;Mutahir, Ahmad Khwaja
    • Journal of Information Processing Systems
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    • v.16 no.4
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    • pp.832-844
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    • 2020
  • The degree of dispersion of a random variable can be described by the variance, which reflects the distance of the random variable from its mean. However, the time complexity of the traditional variance calculation algorithm is O(n), which results from full calculation of all samples. When the number of samples increases or on the occasion of high speed signal processing, algorithms with O(n) time complexity will cost huge amount of time and that may results in performance degradation of the whole system. A novel multi-step recursive algorithm for variance calculation of the time-varying data series with O(1) time complexity (constant time) is proposed in this paper. Numerical simulation and experiments of the algorithm is presented and the results demonstrate that the proposed multi-step recursive algorithm can effectively decrease computing time and hence significantly improve the variance calculation efficiency for time-varying data, which demonstrates the potential value for time-consumption data analysis or high speed signal processing.

Simulation Efficiency for Estimation of System Parameters in Computer Simulation (컴퓨터 시뮬레이션을 통한 시스템 파라미터 추정의 효율성)

  • Kwon, Chi-Myung
    • Journal of Korean Institute of Industrial Engineers
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    • v.19 no.1
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    • pp.61-71
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    • 1993
  • We focus on a way of combining the Monte Calro methods of antithetic variates and control variates to reduce the variance of the estimator of the mean response in a simulation experiment. Combined Method applies antithetic variates (partially) for driving approiate stochastic model components to reduce the vaiance of estimator and utilizes the correlations between the response and control variates. We obtain the variance of the estimator for the response analytically and compare Combined Method with control variates method. We explore the efficiency of this method in reducing the variance of the estimator through the port operations model. Combined Method shows a better performance in reducing the variance of estimator than methods of antithetic variates and control variates in the range from 6% to 8%. The marginal efficiency gain of this method is modest for the example considered. When the effective set of control variates is small, the marginal efficiency gain may increase. Though these results are from the limited experiments, Combined Method could profitably be applied to large-scale simulation models.

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Evaluation of Panel Performance by Analysis of Variance, Correlation Analysis and Principal Component Analysis (패널요원 수행능력 평가에 사용된 분산분석, 상관분석, 주성분분석 결과의 비교)

  • Kim, Sang-Sook;Hong, Sung-Hie;Min, Bong-Kee;Shin, Myung-Gon
    • Korean Journal of Food Science and Technology
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    • v.26 no.1
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    • pp.57-61
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    • 1994
  • Performance of panelists trained for cooked rice quality was evaluated using analysis of variance, correlation analysis, and principal component analysis. Each method offered different information. Results showed that panleists with high F ratios (p=0.05) did not always have high correlation coefficient (p=0.05) with mean values pooled from whole panel. The results of analysis of variance for the panelists whose performance were extremely good or extremely poor were consistent with those of correlation analysis. Outliers designated by principal component analysis were different from the panelists whose performance was defined as extremely good or extremely poor by analysis of variance and correlation analysis. The results of principal component analysis descriminated the panelists with different scoring range more than different scoring trends depending on the treatments. Our study suggested combination of analysis of variance and correlation analysis provided valid basis for screening panelists.

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Analysis of Diurnal and Semidiurnal Cycles of Precipitation over South Korea (한반도 강수의 일주기 및 반일주기 성분 분석)

  • Lee, Gyu-Hwan;Seo, Kyong-Hwan
    • Atmosphere
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    • v.18 no.4
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    • pp.475-483
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    • 2008
  • The hourly precipitation data from 1973 to 2007 observed at 60 weather stations over Korea are used to characterize the diurnal and semidiurnal cycles of total precipitation amount, intensity and frequency and examine their spatial patterns and interannual variations. The results show that the diurnal cycle peaks in the morning (03-09LST) and the semidiurnal cycle peaks in the late afternoon (16-20LST). It is found that the spatial variations of the peak phase of diurnal or semidiurnal cycle relative to their corresponding seasonal mean cycle are considerably small (large) for total precipitation amount and intensity (frequency, respectively) in both winter and summer seasons. Also, the diurnal phase variations for individual years relative to the seasonal mean precipitation show the significant interannual variability with dominant periods of 2-5 years for all three elements of precipitation and the slightly decreasing trend in total precipitation amount and intensity. To compare the relative contributions of frequency and intensity to the diurnal and semidiurnal cycles (and their sum) of total precipitation amount, the percentage variance of each cycle of precipitation amount explained by frequency is estimated. The fractional variance accounted for by precipitation intensity is greater than that of frequency for these three cycles. All above analyses suggest that intensity plays a more important role than frequency in the diurnal variations of total precipitation amount.

DETECTION AND CLASSIFICATION OF DEFECTS ON APPLE USING MACHINE VISION

  • Suh, Sang-Ryong;Sung, Je-Hoon
    • Proceedings of the Korean Society for Agricultural Machinery Conference
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    • 1996.06c
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    • pp.852-862
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    • 1996
  • This study was carried out to develop tools to detect defects of apple using machine vision. For the purpose, 6 kinds of frame for color images, R, G, B, h, S, and I frame, and a frame for near infra-red images (NIR frame) were tested first to select one which is useful to segment defect areas from apple images. After then, several methods to classify kind of defect for the segmented defect areas were developed and tested. Five kinds of apple defect -bruise , decay ,fleck worm hole and scar were investigated . The results are as follows: NIR frame was selected as the best one among the 7 kinds of image frame, and R, G and I frames showed favourable result to segment areas of apple defect. Various features of the segmented defect areas were measured to classify the defect areas. Eight kids of feature of the areas-size, roundness, axes length ratio, mean and variance of pixel values, variance of real part of spectrum, mean and variance of power spectrum resulted from spacial ourier transform were observed for the segmented defect areas in the selected 4 frames. then procedures to classify defects using the features were developed for the 4 frames and tested with 75-113 defects on apples. The test resulted that NIR and I frames showed high accuracies to classify the kind of defect as 77% and 76% , respectively.

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Option Pricing with Bounded Expected Loss under Variance-Gamma Processes

  • Song, Seong-Joo;Song, Jong-Woo
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.575-589
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    • 2010
  • Exponential L$\acute{e}$evy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a hedger wants to initially invest as little as possible, but wants to have the expected squared loss at the end not exceeding a certain constant. For this, we assume that the underlying price process follows a variance-gamma model and it converges to a geometric Brownian motion as its quadratic variation converges to a constant. In the limit, we use the mean-variance approach to find the asymptotic minimum investment with the expected squared loss bounded. Some numerical results are also provided.

Determination of Wear Limit and the Initial Setting Position of Tool for a Machining Process (절삭공정에서 가공공구의 초기위치와 마모한계 결정)

  • 이도경
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.17 no.31
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    • pp.91-98
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    • 1994
  • Most of machines are physically or chemically degenerated by continuous usage. There- fore, a preventive maintenance is necessary. Producing defects are caused by process shift in mean and variance which are due to three types of degeneration. We develope the function of process variance from the experimental data and determine the optimal tool wear limit and the initial setting position of tool by considering the percent defective cost and the preventive maintenance cost.

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Probabilistic Approach on Railway Infrastructure Stability and Settlement Analysis

  • Lee, Sangho
    • International Journal of Railway
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    • v.6 no.2
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    • pp.45-52
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    • 2013
  • Railway construction needs vast soil investigation for its infrastructure foundation designs along the planned railway path to identify the design parameters for stability and serviceability checks. The soil investigation data are usually classified and grouped to decide design input parameters per each construction section and budget estimates. Deterministic design method which most civil engineer and practitioner are familiar with has a clear limitation in construction/maintenance budget control, and occasionally produced overdesigned or unsafe design problems. Instead of using a batch type analysis with predetermined input parameters, data population collected from site soil investigation and design load condition can be statistically estimated for the mean and variance to present the feature of data distribution and optimized with a best fitting probability function. Probabilistic approach using entire feature of design input data enables to predict the worst, best and most probable cases based on identified ranges of soil and load data, which will help railway designer select construction method to save the time and cost. This paper introduces two Monte Carlo simulations actually applied on estimation of retaining wall external stability and long term settlement of organic soil in soil investigation area for a recent high speed railway project.