• 제목/요약/키워드: mean-variance

검색결과 2,052건 처리시간 0.035초

가위바위보를 이용한 승부결정과 모의실험 (Decision Making through the Game of Scissors-Paper-Stone and Simulation)

  • 조대현
    • 응용통계연구
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    • 제23권6호
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    • pp.1217-1224
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    • 2010
  • 각각 N명으로 구성된 두 팀이 경기를 하기 전에 공격과 수비를 정해야하는 경우가 발생한다. 경우의 수를 통하여 각 팀이 N = 1, N = 2 그리고 N = 3인 경기의 경우 모든 사람들이 참가하여 가위바위보를 통하여 승부가 결정될 때까지의 평균 게임수를 계산하였다. 실제로 모의실험을 통하여 평균 게임수를 구하여 이를 비교하였다.

Lindley Type Estimators with the Known Norm

  • Baek, Hoh-Yoo
    • Journal of the Korean Data and Information Science Society
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    • 제11권1호
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    • pp.37-45
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    • 2000
  • Consider the problem of estimating a $p{\times}1$ mean vector ${\underline{\theta}}(p{\geq}4)$ under the quadratic loss, based on a sample ${\underline{x}_{1}},\;{\cdots}{\underline{x}_{n}}$. We find an optimal decision rule within the class of Lindley type decision rules which shrink the usual one toward the mean of observations when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}\;{\underline{\theta}}\;-\;{\bar{\theta}}{\underline{1}}\;{\parallel}$ is known, where ${\bar{\theta}}=(1/p){\sum_{i=1}^p}{\theta}_i$ and $\underline{1}$ is the column vector of ones.

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Average performance of risk-sensitive controlled orbiting satellite and three-degree-of-freedom structure

  • Won, Chang-Hee
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.444-447
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    • 1995
  • The satellite in a circular orbit about a planet with disturbances and a three-degree-of-freedom (3DOF) structure under seismic excitations are modeled by the linear stochastic differential equations. Then the risk-sensitive optimal control method is applied to those equations. The mean and the variance of the cost function varies with respect to the risk-sensitivity parameter, .gamma.$_{RS}$ . For a particular risk-sensitivity parameter value, risk-sensitive control reduces to LQG control. Furthermore, the derivation of the mean square value of the state and control action are given for a finite-horizon full-state-feedback risk-sensitive control system. The risk-sensitive controller outperforms a classical LQG controller in the mean square sense of the state and the control action.

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국부 확률을 이용한 데이터 분류에 관한 연구 (A Study on Data Clustering Method Using Local Probability)

  • 손창호;최원호;이재국
    • 제어로봇시스템학회논문지
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    • 제13권1호
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    • pp.46-51
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    • 2007
  • In this paper, we propose a new data clustering method using local probability and hypothesis theory. To cluster the test data set we analyze the local area of the test data set using local probability distribution and decide the candidate class of the data set using mean standard deviation and variance etc. To decide each class of the test data, statistical hypothesis theory is applied to the decided candidate class of the test data set. For evaluating, the proposed classification method is compared to the conventional fuzzy c-mean method, k-means algorithm and Discriminator analysis algorithm. The simulation results show more accuracy than results of fuzzy c-mean method, k-means algorithm and Discriminator analysis algorithm.

다구찌 손실함수 하에서 최적 공정평균 및 스크리닝 한계선의 결정 (Determination of Optimum Process Mean and Screening Limits under a Taguchi's Loss Function)

  • 홍성훈
    • 품질경영학회지
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    • 제28권2호
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    • pp.161-175
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    • 2000
  • The problem of jointly determining the optimum process mem and screening limits for each market is considered in situations where there are several markets with different price/cost structures. Two inspection procedures are considered; an inspection based on the quality characteristic of interest, and an inspection based on a surrogate variable which is highly correlated with the quality characteristic. The quality characteristic is assumed to be a normal distribution with unknown mean and known variance. A Taguchi's quadratic loss function is utilized for developing the economic model for determining the optimum process mean and screening limits. A numerical example is given.

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이산 비선형시스템에서의 준최적추정자 (A Suboptimal Estimator Design for Discrete Nonlinear Systems)

  • 이연석;이장규
    • 대한전기학회논문지
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    • 제40권9호
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    • pp.929-936
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    • 1991
  • An estimator for a discrete nonlinear system is derived in the sense of minimum mean square error. An optimal estimator for nonlinear system is very difficult to find and it will be infinite dimensional even if it is found. It has been known that the statistical linearization technique makes it possible to obtain a finite dimensional estimator. In this paper, the procedure of its derivation using the statistical linearization technique that gives an exact mean and variance information is introduced in the sense of minimum mean square error. The derived estimator cannot be clainmed to be globally optimal estimator because it uses the Gaussian assumption to the non-Gaussian distributed nonlinear output. However, the proposed filter exhibits a better performance compared to extended Kalman filter. Simulation results of a simple example present the improvement of the proposed filter in convergent property over the extended Kalman filter.

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James-Stein Type Estimators Shrinking towards Projection Vector When the Norm is Restricted to an Interval

  • Baek, Hoh Yoo;Park, Su Hyang
    • 통합자연과학논문집
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    • 제10권1호
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    • pp.33-39
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    • 2017
  • Consider the problem of estimating a $p{\times}1$ mean vector ${\theta}(p-q{\geq}3)$, $q=rank(P_V)$ with a projection matrix $P_v$ under the quadratic loss, based on a sample $X_1$, $X_2$, ${\cdots}$, $X_n$. We find a James-Stein type decision rule which shrinks towards projection vector when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}{\theta}-P_V{\theta}{\parallel}$ is restricted to a known interval, where $P_V$ is an idempotent and projection matrix and rank $(P_V)=q$. In this case, we characterize a minimal complete class within the class of James-Stein type decision rules. We also characterize the subclass of James-Stein type decision rules that dominate the sample mean.

SEQUENTIAL ESTIMATION OF THE MEAN VECTOR WITH BETA-PROTECTION IN THE MULTIVARIATE DISTRIBUTION

  • Kim, Sung Lai;Song, Hae In;Kim, Min Soo;Jang, Yu Seon
    • 충청수학회지
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    • 제26권1호
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    • pp.29-36
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    • 2013
  • In the treatment of the sequential beta-protection procedure, we define the reasonable stopping time and investigate that for the stopping time Wijsman's requirements, coverage probability and beta-protection conditions, are satisfied in the estimation for the mean vector ${\mu}$ by the sample from the multivariate normal distributed population with unknown mean vector ${\mu}$ and a positive definite variance-covariance matrix ${\Sigma}$.

Allocation in Multi-way Stratification by Linear Programing

  • NamKung, Pyong;Choi, Jae-Hyuk
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.327-341
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    • 2006
  • Winkler (1990, 2001), Sitter and Skinner (1994), Wilson and Sitter (2002) present a method which applies linear programing to designing surveys with multi-way stratification, primarily in situation where the desired sample size is less than or only slightly larger than the total number of stratification cells. A comparison is made with existing methods both by illustrating the sampling schemes generated for specific examples, by evaluating sample mean, variance estimation, and mean squared errors, and by simulating sample mean for all methods. The computations required can, however, increase rapidly as the number of cells in the multi-way classification increase. In this article their approach is applied to multi-way stratification using real data.

병원 근무자와 공무원의 건강증진 행위 비교 (Comparison on Practice of Health promoting Behavior between Hospital Workers and Government Officers)

  • 문정순;김윤수
    • 한국보건간호학회지
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    • 제13권2호
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    • pp.45-58
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    • 1999
  • This study was conducted to compare the practice of health promoting behaviors between hospital workers and government officers. The subjects for this study were consisted of 344 hospital workers in four university hospitals and 340 government officers in four district offices in the Kyong-in area. Data were collected by using constructed questionnaires from January to February in 1997 and analyzed by Chi-square test, t-test. ANOVA, Pearson correlation coefficient and stepwise multiple regression. The results were as follows : 1. There was no significant difference between hospital workers and government officers in practice of health promoting behaviors as a whole. but among five domains of the health promoting behaviors, hospital workers was significantly higher than that of government officer in the domain of health responsibility, while they were significantly lower than those of government officer in the domain of exercise & nutrition and stress management. The mean score of health promoting behavior for hospital workers and government officer were 2.40, and 2.47, respectively. The health promoting behavior in relation to the characteristics of the hospital workers varied significantly according to sex and age. The domain of self-actualization ranked highest in health promoting behaviors of hospital workers, interpersonal support came next. stress management, health responsibility and exercise & nutrition followed them. While those of government officers. the domain of self-actualization ranked highest. interpersonal support came next, stress management, exercise & nutrition and health responsibility followed them. 2. There were no significant difference between hospital workers and government officers in the health perception with mean score of 3.32 and 3.34 respectively, in the self esteem with mean score of 2.82 and 2.84 respectively, in the self-efficacy with mean score of 70.50 and 72.35 respectively. in the internal health locus of control with mean score of 2.95 and 3.03, respectively, m the chance health locus of control with mean score of 2.10 and 2.13, respectively, m the powerful others health locus of control with mean score of 2.39 and 2.46, respectively. 3. The practice of health promoting behavior of hospital workers were strongly associated with self-esteem and self-efficacy, and self-esteem was strongly correlated with self-efficacy. And the practice of health promoting behavior of government officers were strongly associated with self-esteem, powerful others health locus of control and internal health locus of control. and self-esteem was strongly correlated with self-efficacy. 4. The combination of self-esteem, powerful others health locus of control. health perception. self-efficacy. internal health locus of control. age and marital status explained $45.7\%$ of variance of likelihood to engage in health promoting behavior of hospital workers. And the combination of self-esteem. powerful others health locus of control. health perception. self-efficacy. internal health locus of control. sex and marital status explained $48.2\%$ of variance of likelihood to engage in health promoting behavior of government officers.

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