• Title/Summary/Keyword: mean-variance

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On a robust analysis of variance based on winsorization (윈저화를 이용한 로버스트 분산분석)

  • 성내경
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.119-131
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    • 1995
  • Based on Monte-Carlo simulation results we propose a robust analysis of variance procedure by utilizing trimmed mean and Winsorized variance. We deal with mainly the one-way classification case. We evaluate the empirical distribution of a pseudo-F statistic based on symmetrically Winsorized sum of squares when the population is normally distributed.

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A Bayesian Approach to Detecting Outliers Using Variance-Inflation Model

  • Lee, Sangjeen;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.805-814
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    • 2001
  • The problem of 'outliers', observations which look suspicious in some way, has long been one of the most concern in the statistical structure to experimenters and data analysts. We propose a model for outliers problem and also analyze it in linear regression model using a Bayesian approach with the variance-inflation model. We will use Geweke's(1996) ideas which is based on the data augmentation method for detecting outliers in linear regression model. The advantage of the proposed method is to find a subset of data which is most suspicious in the given model by the posterior probability The sampling based approach can be used to allow the complicated Bayesian computation. Finally, our proposed methodology is applied to a simulated and a real data.

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A Graphical Method for Evaluating the Effect of Blocking in Response surface Designs Using Cuboidal Regions

  • Sang-Hyun Park;Dae-Heung Jang
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.607-621
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    • 1998
  • When fitting a response surface model, the least squares estimates of the model's parameters and the prediction variance will generally depend on how the response surface design is blocked. That is, the choice of a blocking arrangement for a response surface design can have a considerable effect on estimating the mean response and on the size of the prediction variance even if the experimental runs are the same. Therefore, care should be exercised in the selection of blocks. In this paper, we prognose a graphical method for evaluating the effect of blocking in a response surface designs using cuboidal regions in the presence of a fixed block effect. This graphical method can be used to investigate how the blocking has influence on the prediction variance throughout the entire experimental region of interest when this region is cuboidal, and compare the block effect in the cases of the orthogonal and non-orthogonalblockdesigns, resfectively.

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A PRACTICAL LOOK AT MONTE CARLO VARIANCE REDUCTION METHODS IN RADIATION SHIELDING

  • Olsher Richard H.
    • Nuclear Engineering and Technology
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    • v.38 no.3
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    • pp.225-230
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    • 2006
  • With the advent of inexpensive computing power over the past two decades, applications of Monte Carlo radiation transport techniques have proliferated dramatically. At Los Alamos, the Monte Carlo codes MCNP5 and MCNPX are used routinely on personal computer platforms for radiation shielding analysis and dosimetry calculations. These codes feature a rich palette of variance reduction (VR) techniques. The motivation of VR is to exchange user efficiency for computational efficiency. It has been said that a few hours of user time often reduces computational time by several orders of magnitude. Unfortunately, user time can stretch into the many hours as most VR techniques require significant user experience and intervention for proper optimization. It is the purpose of this paper to outline VR strategies, tested in practice, optimized for several common radiation shielding tasks, with the hope of reducing user setup time for similar problems. A strategy is defined in this context to mean a collection of MCNP radiation transport physics options and VR techniques that work synergistically to optimize a particular shielding task. Examples are offered in the areas of source definition, skyshine, streaming, and transmission.

Variance function estimation with LS-SVM for replicated data

  • Shim, Joo-Yong;Park, Hye-Jung;Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.925-931
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    • 2009
  • In this paper we propose a variance function estimation method for replicated data based on averages of squared residuals obtained from estimated mean function by the least squares support vector machine. Newton-Raphson method is used to obtain associated parameter vector for the variance function estimation. Furthermore, the cross validation functions are introduced to select the hyper-parameters which affect the performance of the proposed estimation method. Experimental results are then presented which illustrate the performance of the proposed procedure.

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BER Analysis of a Quadrature Receiver with an Autocalibration Function (자동보정 기능을 가진 Quadrature 수신기의 BER 해석)

  • Kwon, Soon-Man;Lee, Jong-Moo;Cheon, Jong-Min;Park, Min-Kook;Kim, Jong-Moon
    • Proceedings of the KIEE Conference
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    • 2005.10b
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    • pp.457-459
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    • 2005
  • In this paper the BER consideration of a quadrature receiver that has an autocalibration method is considered. The analysis is based on the derivation of the statistical characteristics of the imbalances in gain and phase between in-phase and quadrature components that may cause severe performance degradation of the receiver. The density. mean and variance functions of the estimates of gain and phase imbalances are discussed. Then it is shown that the estimates are asymptotically minimum variance unbiased with respect to the integration time in sampling. A brief consideration on the BER calculation follows.

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Optimum seat design for the quadruple offset butterfly valve by analysis of variance with orthogonal array

  • Lee, Sang-Beom;Lee, Dong-Myung
    • Journal of Advanced Marine Engineering and Technology
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    • v.38 no.8
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    • pp.961-967
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    • 2014
  • In onshore and offshore plant engineering, a broad use of pipe system have been achieved and accordingly related technologies has been developed especially in the field of flow control valves. The aim of this study is to suggest the quadruple offset butterfly valve for bi-directional applications which show equivalent operating torque characteristics of the triple offset butterfly valve. Seat design parameters for the quadruple offset butterfly valve are determined by the proposed method utilizing both ANOVA (analysis of variance) and the orthogonal array. Through additive model considering the effect of design parameters on seating torque, mean estimation is performed and thus its optimization results are verified by design of experiment results. The insight obtained from the present study is beneficial for valve design engineers to develop reliable and integrated design of the quadruple offset butterfly valve.

Derivation of the Critical Minimum Values of the Multiple Correlation Coefficient for Augmenting Hydrologic Samples (수문자료 확충을 위한 다중상관계수의 한계최소치 유도)

  • 허준행
    • Water for future
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    • v.27 no.1
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    • pp.133-140
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    • 1994
  • The augmenting hydrologic data using a correlation procedue has been used to improve the estimates of the mean and variance at the site of interest with short record when one or more nearby sites with longer records are available. The variance of the unbiased maximum likelihood estimator of ${{\sigma}_v}^2$ derived by Moran based on the multivariate normal distribution is modified into the form of Matalas and jacobs for the bivariate normal distribution to get the critical minimum values of the multiple correlation coefficient which give the improvement for estimation the variance at the site of interest. Those values are tabulated for various lengths of records and the number of sites.

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Estimation to improve survey efficiency in callback (재조사에서 효율 향상을 위한 추정법 연구)

  • Park, Hyeonah;Na, Seongryong
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.377-385
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    • 2015
  • After performing callback for nonresponses in sample survey, we present an estimator of regression form using an auxiliary variable and a variance estimator using replicate method. Parametric inference method of the response probability is also presented. We research an unbiased estimator of high efficiency for the population mean and a variance estimator with consistency under callback. We also prove the validity of the theory through the simulation.

Factors Influencing Suffering of Patients with Cancer(I) (암환자의 고통 영향요인 분석(I))

  • 강경아
    • Journal of Korean Academy of Nursing
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    • v.31 no.4
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    • pp.561-570
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    • 2001
  • Purpose: This study was conducted to detect the correlations and the main factors influencing depression, life satisfaction, burden, defenition of suffering, meaning of life, and suffering. Method: The samples were composed of 160 cancer patients who were or outpatients of four hospitals in Seoul. The reliability of the 6 instruments was tested with Cronbach's alpha which ranged from .62 to .90. The data was analyzed using a SAS program for descriptive statistics, Pearson correlation coefficients, and stepwise multiple regression. Results: The results were as follows: 1. The scores on the suffering scale ranged from 132 to 40 with a mean of 87.3 (SD 17.5). 2. There were significant correlations between all the predictive variables and even the amounts of suffering (r=.27-.84, p〈.05). 3. Stepwise multiple regression analysis showed that depression was the main predictor of suffering, and accounted for 71.6% of the variance. In addition burden accounted for 4.6% of the variance in suffering. The two variables combined to account for 76.2% of the variance in suffering. Conclusion: In conclusion and depression, burden were identified as important variables in explaining the suffering of patients with cancer.

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