• The Korean Journal of Applied Statistics
• /
• v.5 no.2
• /
• pp.283-292
• /
• 1992

Updating algorithms are studied for the basic statistics (mean, variance). For a linear model, a recursive formulae for least squares estimators of regression coefficients, residual sum of squares and variance-covariance matrix are also studied. Hotelling's $T^2$ statistics can be calculated recursively using the recursive formulae of mean vector and variance-covariance matrix without computing the sample variance-covariance matrix at each stage.

• Communications for Statistical Applications and Methods
• /
• v.30 no.4
• /
• pp.403-410
• /
• 2023

Two-Phase sampling, which was first introduced by Neyman (1938), has various applications in different forms. Variance estimation for two-phase sampling has been an important research topic because conventional variance estimators used in most softwares are not working. In this paper, we considered a variance estimation for two-phase sampling in which stratified two-stage cluster sampling designs are used in both phases. By defining a conditionally unbiased estimator of an approximate variance estimator, which is calculable when all elements in the first phase sample are observed, we propose an explicit form of variance estimator of the double expanded estimator for a two-phase sample. A small simulation study shows the proposed variance estimator has a negligible bias with small variance. The suggested variance estimator is also applicable to other linear estimators of the population total or mean if appropriate residuals are defined.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.41 no.2
• /
• pp.129-139
• /
• 2016

This paper presented a robust ship scheduling model using the quadratic programming problem. Given a set of available carriers under control and a set of cargoes to be transported from origin to destination, a robust ship scheduling that can minimize the mean-variance objective function with the required level of profit can be modeled. Computational experiments concerning relevant maritime transportation problems are performed on randomly generated configurations of tanker scheduling in bulk trade. In the first stage, the optimal transportation problem to achieve maximum revenue is solved through the traditional set-packing model that includes all feasible schedules for each carrier. In the second stage, the robust ship scheduling problem is formulated as mentioned in the quadratic programming. Single index model is used to efficiently calculate the variance-covariance matrix of objective function. Significant results are reported to validate that the proposed model can be utilized in the decision problem of ship scheduling after considering robustness and the required level of profit.

• Phonetics and Speech Sciences
• /
• v.12 no.3
• /
• pp.65-71
• /
• 2020

Feature normalization is a method to reduce the effect of environmental mismatch between the training and test conditions through the normalization of statistical characteristics of acoustic feature parameters. It demonstrates excellent performance improvement in the traditional Gaussian mixture model-hidden Markov model (GMM-HMM)-based speech recognition system. However, in a deep neural network (DNN)-based speech recognition system, minimizing the effects of environmental mismatch does not necessarily lead to the best performance improvement. In this paper, we attribute the cause of this phenomenon to information loss due to excessive feature normalization. We investigate whether there is a feature normalization method that maximizes the speech recognition performance by properly reducing the impact of environmental mismatch, while preserving useful information for training acoustic models. To this end, we introduce the mean and exponentiated variance normalization (MEVN), which is a compromise between the mean normalization (MN) and the mean and variance normalization (MVN), and compare the performance of DNN-based speech recognition system in noisy and reverberant environments according to the degree of variance normalization. Experimental results reveal that a slight performance improvement is obtained with the MEVN over the MN and the MVN, depending on the degree of variance normalization.

• Journal of the Korean Data and Information Science Society
• /
• v.22 no.3
• /
• pp.575-587
• /
• 2011

We investigate some statistical properties of several dierence-based error variance estimators in nonparametric regression model. Most of existing dierence-based methods are developed under asymptotical properties. Our focus is on the exact form of mean and variance for the lag-k dierence-based estimator and the second-order dierence-based estimator in a nite sample size. Our approach can be extended to Tong's estimator (2005) and be helpful to obtain optimal k.

• Journal of the Korean Statistical Society
• /
• v.7 no.2
• /
• pp.95-98
• /
• 1978

This note deals with the estimations of the variance of a normal distribution $N(\theta,c\theta^2)$ where c, the square of coefficient of variation is assumed to be known. This amounts to the estimation of $\theta^2$. The minimum variance estimator among all unbiased estimators linear in $\bar{x}^2$ and $s^2$ where $\bar{x}$ and $s^2$ are the sample mean and variance, respectively, and the minimum risk estimator in the class of all estimators linear in $\bar{x}^2$ and $s^2$ are obtained. It is shown that the suggested estimators are BAN.

• Journal of the Korean Data and Information Science Society
• /
• v.20 no.3
• /
• pp.577-585
• /
• 2009

So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

• Journal of Korean Society for Quality Management
• /
• v.26 no.1
• /
• pp.61-73
• /
• 1998

The quality control literature contains a substantial number of articles concerned with how to optimally choose control limits in order to minimize production cost. The purpose of the this study is to determine the economic setting for the process mean of an industrial process. In this study it is assumed that the lower control limit is set by government regulations and the u, pp.r limit and process mean are chosen based on economic considerations. Much research has been conducted on this problem under the condition of the fixed rpm(rate per minute). However a variance can be increased in proportion to the level of rpm and the increase of the variance can change the optimal process mean. Therefore, it is desirable to determine both the process mean and the level of rpm simultaneously. In this paper, a mathematical model is presented which considers the u, pp.r limit and the rpm as variables.

• Phonetics and Speech Sciences
• /
• v.11 no.3
• /
• pp.23-29
• /
• 2019

This study acoustically examines the quality of fricatives produced by ten dysarthric speakers with cerebral palsy. Previous similar studies tend to focus only on sibilants, but to obtain a better understanding of how dysarthria affects fricatives we selected a range of samples with different places of articulation and voicing. The Universal Access (UA) Speech database was used to select thirteen words beginning with one of the English fricatives (/f/, /v/, /s/, /z/, /ʃ/, /ð/). The following four measurements were taken for both dysarthric and healthy speakers: phoneme duration, mean spectral peak, variance and skewness. Results show that even speakers with mild dysarthria have significantly longer fricatives and a lower mean spectral peak than healthy speakers. Furthermore, mean spectral peak and variance showed significant group effects for both healthy and dysarthric speakers. Mean spectral peak and variance was also useful for discriminating several places of articulation for both groups. Lastly, spectral measurements displayed important group differences when taking severity into account. These findings show that in general there is a degradation in the production of fricatives for dysarthric speakers, but difference will depend on the severity of dysarthria along with the type of measurement taken.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.13 no.1
• /
• pp.47-47
• /
• 1988

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.