• Journal of Korean Society for Quality Management
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• v.30 no.1
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• pp.118-132
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• 2002

This paper presents a process incapability index to provide manager with various information of process and to reduce cost. The introduced process incapability indices indicate information about mean and variance of manufacturing process and variance of inspection process to evaluate process capability using ratio of variance and difference between target and mean to specification. This model can be used by the scale of six sigma management.

• Korean Management Science Review
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• v.31 no.3
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• pp.27-39
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• 2014

We derive a generalized statistic form of Q control chart, which is especially suitable for short run productions and start-up processes, for the detection of process mean shifts. The generalization means that the derived control chart statistic concurrently uses within lot variability and between lot variability to explain the process variability. The latter variability source is noticeably prevalent in lot type production processes including semiconductor wafer fabrications. We first obtain the generalized Q control chart statistic when both the process mean and process variance are unknown, which represents the case of implementing statistical process control charting for short run productions and start-up processes. Also, we provide the corresponding generalized Q control chart statistics for the rest of three cases of previous Q control chart statistics : (1) both the process mean and process variance are known (2) only the process mean is unknown and (3) only the process variance is unknown.

• Korean Management Science Review
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• v.13 no.1
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• pp.47-55
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• 1996

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.

• Proceedings of the Korean Association for Survey Research Conference
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• 2002.11a
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• pp.255-274
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• 2002

We classify rotation sampling designs into two classes. The first class replaces sample units within the same rotation group while the second class replaces sample units between different rotation groups. The first class is specified by the three-way balanced design which is a multi-level version of previous balanced designs. We introduce an extended generalized composite estimator (EGCE) and derive its variance and mean squared error for each of the two classes of design, cooperating two types of correlations and three types of biases. Unbiased estimators are derived for difference between interview time biases, between recall time biases, and between rotation group biases. Using the variance and mean squared error, since any rotation design belongs to one of the two classes and the EGCE is a most general estimator for rotation design, we evaluate the efficiency of EGCE to simple weighted estimator and the effects of levels, design gaps, and rotation patterns on variance and mean squared error.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.32 no.4
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• pp.63-71
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• 2009

The traditional portfolio optimization problem is to find an investment plan for securities with reasonable trade-off between the rate of return and the risk. The seminal work in this field is the mean-variance model by Markowitz, which is a quadratic programming problem. Since it is now computationally practical to solve the model, a number of alternative models to overcome this complexity have been proposed. In this paper, among the alternatives, we focus on the Mean Absolute Deviation (MAD) model. More specifically, we developed an algorithm to obtain an optimal portfolio from the MAD model. We showed mathematically that the algorithm can solve the problem to optimality. We tested it using the real data from the Korean Stock Market. The results coincide with our expectation that the method can solve a variety of problems in a reasonable computational time.

• Asian-Australasian Journal of Animal Sciences
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• v.14 no.8
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• pp.1051-1056
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• 2001

Data for teat number for Landrace (L), Yorkshire (Y), crossbred of Landrace and Yorkshire (LY), and crossbred of Landrace, Yorkshire and Chinese indigenous Min Pig (LYM) were analyzed using Gibbs sampling. In Bayesian inference, flat priors and some informative priors were used to examine their influence on posterior estimates. The posterior mean estimates of heritabilities with flat priors were $0.661{\pm}0.035$ for L, $0.540{\pm}0.072$ for Y, $0.789{\pm}0.074$ for LY, and $0.577{\pm}0.058$ for LYM, and they did not differ (p>0.05) from their corresponding estimates of REML. When inverse Gamma densities for variance components were used as priors with the shape parameter of 4, the posterior estimates were still corresponding (p>0.05) to REML estimates and mean estimates using Gibbs sampling with flat priors. However, when the inverse Gamma densities with the shape parameter of 10 were utilized, some posterior estimates differed (p<0.10) from REML estimates and/or from other Gibbs mean estimates. The use of moderate degree of belief was influential to the posterior estimates, especially for Y and for LY where data sizes were small. When the data size is small, REML estimates of variance components have unknown distributions. On the other hand, Bayesian approach gives exact posterior densities of variance components. However, when the data size is small and prior knowledge is lacked, researchers should be careful with even moderate priors.

• The Korean Journal of Applied Statistics
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• v.21 no.3
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• pp.509-521
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• 2008

Two control charts are usually required to monitor both the process mean and variance. In this paper, we introduce control procedures for jointly monitoring the process mean and variance with one control chart, and investigate efficiency of the introduced charts by comparing with the combined two EWMA charts. Our numerical results show that the GLR chart, the Omnibus EWMA chart, and the Interval chart have good ARL properties for simultaneous changes in the process mean and variance.

• 한국해양학회지
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• v.21 no.4
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• pp.193-202
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• 1986

Spatio-temporal variabilities of seawater temperature at 0 and 30m in the southeastern Hwanghae were studied by variance and empirical orthogonal function(EOF) analysis of long records of temperature between 1967 and 1982. The spatial distribution of monthly mean sea surface temperature has a pattern similar to the long-term annual mean which decreases from south to north. On the contrary, the total variance computed from the annual mean of sea surface temperature(SST) increases from south to north. The variance of SST is found to be two times greater than that at 30m in the study area except coastal area south of Kyunggi Bay. The important variance of temperature seem s to be closely associated with the seasonal change of temperature because the first and second modes of EOF having a seasonal cycle explain 97.6% and 85.2% of variances at 0 and 30m, respectively. There is a large difference in temperature between the northern and southern parts of the study area during winter, while the difference becomes very small during summer. This might reflect that in summer the heat gain of sea surface from the incoming radiation is much more important than the heat loss or the oceanic heat advection. In summer coastal waters south of the Kyunggi Bay and around Mokpo are observed to be colder than offshore waters due to tidal mixing.

• Journal of Korea Water Resources Association
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• v.34 no.4
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• pp.357-364
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• 2001

Sometimes the observed data is too small to discriminate it from noise of the instrument. Say, the data can be recorded as below DL(Detection Level) value. Even though the data below Detection Level(BDL) is small vague, it can be resulted in wrong estimates for mean and variance. However, in practice, the BDL data is generally eliminated as N.D. (Not Detected) and do not record it in Korea. This study investigates the distributions according to the data values of ammonia concentration (NH$_3$-N) in Puyeo intake. Also we try to find out DL value and an appropriate method for the estimations of mean and variance of BDL values that can be discriminate the distributions. The DL is estimated by trial and error method. The appropriate method for the estimations of mean and variance of above the detection level(ADL)and BDL dada sets is selected, and the mean and variance are estimated. As a result, it is found that the Bias Corrected Maximum Likelihood Estimator is the most accurate method for NH$_3$-N in Puyeo intake.

• Journal of Korean Society for Quality Management
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• v.22 no.2
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• pp.41-50
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• 1994

Consider a canning process where cans are filled with an expensive ingredient. Cans weighting above the specified limit are sold in a regular market for a fixed price, and underfilled cans are emptied and refilled at the expense of a reprocessing cost. In this paper, the effect of measurement error on the determination of the optimal process mean for a canning process is examined. It is assumed that the quantity X of ingredient in a can is normally distributed with unknown mean and known variance, and the observed value Y of X is also normally distributed with known mean and variance. A profit model is constructed which involves selling price. cost of ingredients, reprocessing cost. and cost from an accepted nonconforming can, and methods of finding the optimal process mean and the cutoff value on Y are presented. It is shown that the optimal process mean increases. and the expected profit decreases when the measurement error is relatively large in comparison to the process variance.