• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.30 no.11C
• /
• pp.1116-1124
• /
• 2005

We investigated the mean and variance of the MSE and the MI-based image registration methods that have been widely applied for image registration. By using the first order Taylor series expansion, we have approximated the mean and the variance for one-dimensional image registration. The asymptotic results show that the MSE based method is unbiased and efficient for the same image registration problem while the MI-based method shows larger variance. However, for the different modality image registration problem, the MSE based method is largely biased while the MI based method still achieves registration. The results imply that the MI based method achieves robustness to the different image modalities at the cost of inefficiency. The analytical results are supported by simulation results.

• Journal of applied mathematics & informatics
• /
• v.7 no.2
• /
• pp.653-664
• /
• 2000

The problem of inference about the unknown change-point with a change in mean is considered. We suggest a nonparametric change-point estimator using window and prove its consistency when the errors are from the distribution with the mean zero and the common variance. a comparison study is done by simulation on the mean, the variance, and the proportion of matching the true change-points.

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

• Journal of the Korean Statistical Society
• /
• v.31 no.4
• /
• pp.433-445
• /
• 2002

Using some available information about the unknown variance $\sigma$$^2$ of a normal distribution with mean $\mu$, a sequential approach is used to estimate $\sigma$$^2$. Two cases have been considered regarding the mean $\mu$ being known or unknown. The mean square error (MSE) of the new estimators are compared to that of the usual estimator of $\sigma$$^2$, namely, the sample variance based on a sample of size equal to the expected sample size. Simulation results indicates that, the new estimator is more efficient than the usual estimator of $\sigma$$^2$whenever the actual value of $\sigma$$^2$ is not too far from the prior information.

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

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

• Korean Management Science Review
• /
• v.13 no.1
• /
• pp.47-55
• /
• 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
• /
• 2002.11a
• /
• pp.255-274
• /
• 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.

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

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