• 제목/요약/키워드: multivariate mean

검색결과 559건 처리시간 0.026초

Estimators Shrinking towards Projection Vector for Multivariate Normal Mean Vector under the Norm with a Known Interval

  • Baek, Hoh Yoo
    • 통합자연과학논문집
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    • 제11권3호
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    • pp.154-160
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    • 2018
  • Consider the problem of estimating a $p{\times}1$ mean vector ${\theta}(p-r{\geq}3)$, r = rank(K) with a projection matrix K under the quadratic loss, based on a sample $Y_1$, $Y_2$, ${\cdots}$, $Y_n$. In this paper a James-Stein type estimator with shrinkage form is given when it's variance distribution is specified and when the norm ${\parallel}{\theta}-K{\theta}{\parallel}$ is constrain, where K is an idempotent and symmetric matrix and rank(K) = r. It is characterized a minimal complete class of James-Stein type estimators in this case. And the subclass of James-Stein type estimators that dominate the sample mean is derived.

한국에서 동아시아 난대 목본식물의 잠재분포 가능성 평가 (Assessment of Potential Distribution Possibility of the Warm-Temperate Woody Plants of East Asia in Korea)

  • 이철호;김휘래;조강현;최병기;이보라
    • Ecology and Resilient Infrastructure
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    • 제9권4호
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    • pp.269-281
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    • 2022
  • 기후변화에 따라서 식생과 식물종의 분포 변화를 예측하는 것이 생태계 관리에서 중요하다. 본 연구에서는 동아시아의 난대 목본식물종의 한반도 분포 가능성을 체계적으로 평가할 수 있는 방안을 개발하고자 하였다. 먼저 중국과 일본에서는 분포하지만 한국에는 분포하지 않은 난대 목본식물종의 목록을 수집하고 그들의 전지구적 분포와 생물기후 자료를 수집하였다. 또한 한국의 난대식생대를 한랭지수를 이용하여 구분하고 이 지역의 기후 정보를 수집하였다. 기후 변수들 사이의 상관분석으로 다중공선성을 배제하고 분포에 영향을 미치는 기후변수로서 최한사분기 평균기온, 평균온도일교차 및 연강수량이 선택되었다. 동아시아 난대 목본식물종의 분포지와 한국 난대식생대의 3가지 기후 변수 사이의 유사도를 산출하기 위하여 다변량 환경 유사도 표면 (MESS) 분석을 실시하였다. 최종적으로 단계적 변수선택 회귀로 MESS 유사도 지수에 영향을 미치는 주요 기후변수로서 최한사분기 평균기온과 연강수량을 선별하였다. 선택된 2 변수로 구성된 다변량 일차회귀에서 최한사분기 평균기온이 전체 변이의 88%를 차지하였다. 총 319 동아시아 난대 목본식물종에 대하여 MESS 유사도 지수를 산출하는 구축된 다변량 회귀식을 적용하여 이들이 한국에 잠재분포 할 가능성을 평가할 수 있었다.

Evaluation of mental and physical load using inverse regression on sinus arrhythmia scores

  • Lee, Dhong-H.;Park, Kyung-S.
    • 대한인간공학회지
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    • 제6권1호
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    • pp.3-8
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    • 1987
  • This paper develops a statistical mode which estimates mental and physical loads of light work from sinus arrhythmia (SA) scores. During experiments, various levels of mental and physical loads (respectively scored by information processing and finger tapping rates) were imposed on subjects and SA scores were measured from the subjects. Two methods were used in developing workload estimation model. One is an algebraic inverse function of a multivariate regression equation, where mental and physical loads are independent variables and SA scores are dependent variables. The other is a statistical multivariate inverse regression. Of the two methods, inverse function resulted in larger mean squqre error in predicting mental and physical loads. Hence, inverse regression model is recommended for precise workload estimation.

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다가자료에 적합한 다변수 감마-포아송 모델과 파라미터 추정방법 : LCD 화소불량 응용 (Multivariate Gamma-Poisson Model and Parameter Estimation for Polytomous Data : Application to Defective Pixels of LCD)

  • 하정훈
    • 산업경영시스템학회지
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    • 제34권1호
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    • pp.42-51
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    • 2011
  • Poisson model and Gamma-Poisson model are popularly used to analyze statistical behavior from defective data. The methods are based on binary criteria, that is, good or failure. However, manufacturing industries prefer polytomous criteria for classifying manufactured products due to flexibility of marketing. In this paper, I introduce two multivariate Gamma-Poisson(MGP) models and estimation methods of the parameters in the models, which are able to handle polytomous data. The models and estimators are verified on defective pixels of LCD manufacturing. Experimental results show that both the independent MGP model and the multinomial MGP model have excellent performance in terms of mean absolute deviation and the choice of method depends on the purpose of use.

Relative performance of group CUSUM charts

  • Choi, Sungwoon;Lee, Sanghoon
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
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    • pp.11-14
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    • 1996
  • Performance of the group cumulative sum(CUSUM) control scheme using multiple univariate CUSUM charts is more sensitive to the change of quality control(QC) characteristics than the control chart scheme based on the Hotelling statistics. We examine three group charts for multivariate normal data sets simulated with various correlation structures and shift directions in the mean vector. These group schemes apply the orginal measurement vectors, the scaled residual vectors from the regression of each variable on all others and the principal component vectors respectively to calculating the CUSUM statistics. They are also compared to the multivariate QC charts based on the Hotelling statistic by estimating average run lengths, coefficients of variation of run length and ranks in signaling order. On the basis of simulation results, we suggest a control chart scheme appropriate for specific quality control environment.

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A General Multivariate EWMA Control chart

  • Choi, SungWoon;Lee, SaangHoon
    • Management Science and Financial Engineering
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    • 제6권1호
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    • pp.1-19
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    • 2000
  • This papeer proposes a general approach of the multivariate expontially weighted moving average(MEWMA) chart, in which the smoothing matrix has full elements instead of only diagonal elements. The average run length (ARL) properties of this scheme are examined for a diverse set of quality control environments and the information to design the chhart is provied. Performance of the scheme is measured by estmating ARL and compared to those of two group cumulative sum (CUSUM) chats. The comparison resullts show that the MEWMA chart can improve its ARL performance in detecting a small shifts out-of-control in the start-up stage, the general MEWMA chart of a full smoothing matrix appears to offer an exceptional protection aginst departures from control in the process mean.

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Racial and Social Economic Factors Impact on the Cause Specific Survival of Pancreatic Cancer: A SEER Survey

  • Cheung, Rex
    • Asian Pacific Journal of Cancer Prevention
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    • 제14권1호
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    • pp.159-163
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    • 2013
  • Background: This study used Surveillance, Epidemiology and End Results (SEER) pancreatic cancer data to identify predictive models and potential socio-economic disparities in pancreatic cancer outcome. Materials and Methods: For risk modeling, Kaplan Meier method was used for cause specific survival analysis. The Kolmogorov-Smirnov's test was used to compare survival curves. The Cox proportional hazard method was applied for multivariate analysis. The area under the ROC curve was computed for predictors of absolute risk of death, optimized to improve efficiency. Results: This study included 58,747 patients. The mean follow up time (S.D.) was 7.6 (10.6) months. SEER stage and grade were strongly predictive univariates. Sex, race, and three socio-economic factors (county level family income, rural-urban residence status, and county level education attainment) were independent multivariate predictors. Racial and socio-economic factors were associated with about 2% difference in absolute cause specific survival. Conclusions: This study s found significant effects of socio-economic factors on pancreas cancer outcome. These data may generate hypotheses for trials to eliminate these outcome disparities.

RELATIVE PERFORMANCE COMPARISON OF GROUP CUSUM CHARTS

  • Choi, Sung-Woon;Lee, Sang-Hoon
    • Management Science and Financial Engineering
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    • 제5권1호
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    • pp.51-71
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    • 1999
  • Performance of the group cumulative sum (CUSUM) control scheme using multiple univariate CUSUM charts is more sensitive to the change of quality control (QC) characteristics than the control chart schemes based on the Hotelling statistic We vexamine three group charts for multivariate normal data sets simulated with various correlation structures and shift directions in the mean vector. These group schemes apply the original measurement vectors, the scaled residual vectors from the re-gression of each variable on all others and the principal component vectors respectively to calculat-ing the CUSUM statistics. They are also compared to the multivariate QC charts based on the Ho-telling statistic by estimating average run lengths, coefficients of variation of run length and ranks in signaling order. On the basis of simulation results, we suggest a control chart scheme appropriate for specific quality control environment.

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On the Dependence Structure of Concornitants of Order Statistics

  • Song-Ho Kim;Tae-Sung Kim
    • Journal of the Korean Statistical Society
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    • 제25권2호
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    • pp.255-263
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    • 1996
  • Let $(X_{1j}, X_{2j}, … , X_{nj}, Y_j/)$j = 1, 2, … , n, be a sample of size n on an (m + l)-dimensional vector $(X_1, X_2, … , X_m, Y)$, m .geq. 1. If $Y_{(r)}$ denote the rth order statistic from Y, then the $X_{[r:n]}$ paired with $Y_(r)$ is termed the concomitant vector of the order statistics. The general distributions of concomitant of order statistics will be found. The mean, variance and covariance of$X_{[r:n]}$ Will be studied. Then we will apply the results to the multivariate normal variate case.e.

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다변량 시스템 공정능력지수(SCpsk) (A New Multivariate System Process Capability Index)

  • 조남호;이용훈
    • 대한안전경영과학회지
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    • 제5권3호
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    • pp.145-156
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    • 2003
  • As we understand it, Process Capability indices are intended to provide single-number assessments of ability to meet specification limits on quality characteristics of interest. As a consequence of the varied ways in which PCIs are used, there have been two natural lines of research work: $\circled1$ studies on the properties of PCIs and their estimators in many different environments; $\circled2$ construction of new PCIs purporting to have better properties in certain circumstances. The most of existing process capability indices are concerned with the single variable. But, in many cases, a quality characteristic is composed with several factors. In that case, we want to know the integrated process capability of a quality characteristic not those of each factor. In this paper, we proposed a new multivariate system process capability index called $MSPCI:SC_{psk}$ which is the geometric mean of performance measure $C_{psk}$'S, and will be used as the criterion to assess multiple response process designs. Numerical illustration is done for $SC_{psk}$, $\overline{C_p}$(f), Cp, Cpk, Cpm, and Cpsk.