• Title/Summary/Keyword: normal rank

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Power analysis for $2{\times}2$ factorial in randomized complete block design (블럭이 존재하는 $2{\times}2$ 요인모형의 검정력 분석)

  • Choi, Young-Hun
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.245-253
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    • 2011
  • Powers of rank transformed statistic for testing main effects and interaction effects for $2{\times}2$ factorial design in randomized complete block design are very superior to powers of parametric statistic without regard to the block size, composition method of effects and the type of population distributions such as exponential, double exponential, normal and uniform. $2{\times}2$ factorial design in RCBD increases error effects and decreases powers of parametric statistic which results in conservativeness. However powers of rank transformed statistic maintain relative preference. In general powers of rank transformed statistic show relative preference over those of parametric statistic with small block size and big effect size.

Power study for 4 × 4 graeco-latin square design (4 × 4 그레코라틴방격모형의 검정력 연구)

  • Choi, Young-Hun
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.683-691
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    • 2012
  • In $4{\times}4$ graeco-latin square design, powers of rank transformed statistic for testing the main effect are superior to powers of parametric statistic without regard to the effect structure with equally or unequally spaced effect levels as well as the type of population distributions such as exponential, double exponential, normal and uniform distribution. As numbers of block effect or effect sizes are decreased, powers of rank transformed statistic are much higher than powers of parametric statistic. In case that block effects are smaller than a main effect or one block effect is higher than other block effects, powers of rank transformed statistic are much higher than powers of parametric statistic in $4{\times}4$ graeco-latin square design with three block effects and one main effect.

Power comparison for 3×3 split plot factorial design (3×3 분할요인모형의 검정력 비교연구)

  • Choi, Young Hun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.143-152
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    • 2017
  • Restriction of completely randomization within a block can be handled by a split plot factorial design splitted by several plots. $3{\times}3$ split plot factorial design with two fixed main factors and one fixed block shows that powers of the rank transformed statistic for testing whole plot factorial effect and split plot factorial effect are superior to those of the parametric statistic when existing effect size is small or the remaining effect size is relatively smaller than the testing factorial effect size. Powers of the rank transformed statistic show relatively high level for exponential and double exponential distributions, whereas powers of the parametric and rank transformed statistic maintain similar level for normal and uniform distributions. Powers of the parametric and rank transformed statistic with two fixed main factors and one random block are respectively lower than those with all fixed factors. Powers of the parametric andrank transformed statistic for testing split plot factorial effect with two fixed main factors and one random block are slightly lower than those for testing whole plot factorial effect, but powers of the rank transformed statistic show comparative advantage over those of the parametric statistic.

Simulation comparison of standardization methods for interview scores (면접점수 표준화 방법 모의실험 비교)

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.189-196
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    • 2011
  • In this study, we perform a simulation study to compare frequently used standardization methods for interview scores based on trimmed mean, rank mean, and z-score mean. In this simulation study we assume that interviewer's score is influenced by a weighted average of true interviewee's true score and independent noise whose weight is determined by the professionality of the interviewer. In other words, as interviewer's professionality increases, the observed score becomes closer to the true score and if interviewer's professionality decreases, the observed score becomes closer to the noise instead of the true score. By adding interviewer's tendency bias to the weighed average, final interviewee's score is assumed to be observed. In this simulation, the interviewers's cores for each method are computed and then the method is considered best whose rank correlation between the method's scores and the true scores is highest. Simulation results show that when the true score is from normal distributions, z-score mean is best in general and when the true score is from Laplace distributions, z-score mean is better than rank mean in full interview system, where all interviewers meet all interviewees, and rank mean is better than z-score mean in half split interview system, where the interviewers meet only half of the interviewees. Trimmed mean is worst in general.

MEAN DISTANCE OF BROWNIAN MOTION ON A RIEMANNIAN MANIFOLD

  • Kim, Yoon-Tae;Park, Hyun-Suk
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.45-48
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    • 2002
  • Consider the mean distance of Brownian motion on Riemannian manifolds. We obtain the first three terms of the asymptotic expansion of the mean distance by means of Stochastic Differential Equation(SDE) for Brownian motion on Riemannian manifold. This method proves to be much simpler for further expansion than the methods developed by Liao and Zheng(1995). Our expansion gives the same characterizations as the mean exit time from a small geodesic ball with regard to Euclidean space and the rank 1 symmetric spaces.

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GENERALIZED JENSEN'S EQUATIONS IN A HILBERT MODULE

  • An, Jong Su;Lee, Jung Rye;Park, Choonkil
    • Korean Journal of Mathematics
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    • v.15 no.2
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    • pp.135-148
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    • 2007
  • We prove the stability of generalized Jensen's equations in a Hilbert module over a unital $C^*$-algebra. This is applied to show the stability of a projection, a unitary operator, a self-adjoint operator, a normal operator, and an invertible operator in a Hilbert module over a unital $C^*$-algebra.

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Polynomial matrix decomposition in the digital domain and its application to MIMO LBR realizations (디지탈 영역에서의 다항식 행렬의 분해와 MIMO LBR 구현에의 응용)

  • 맹승주;임일택;이병기
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.34S no.1
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    • pp.115-123
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    • 1997
  • In this paper we present a polynomial matrix decomposition algorithm that determines a polynomial matix M(z) which satisfies the relation V(z)=M(z) for a given polynomial matrix V(z) which is paraconjugate hermitian matrix with normal rank r and is positive semidenfinite on the unit circle of z-plane. All the decomposition procedures in this proposed method are performed in the digitral domain. We also discuss how to apply the polynomial matirx decomposition in realizing MIMO LBR two-pairs.

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NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.373-384
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    • 2003
  • In this paper, we formulate multivariate one-sided alternatives and propose a class of nonparametric tests for possibly right censored data. We obtain the asymptotic tail probability (or p-value) by showing that our proposed test statistics have asymptotically multivariate normal distributions. Also, we illustrate our procedure with an example and compare it with other procedures in terms of empirical powers for the bivariate case. Finally, we discuss some properties of our test.

Conservative Quadratic RSM combined with Incomplete Small Composite Design and Conservative Least Squares Fitting

  • Kim, Min-Soo;Heo, Seung-Jin
    • Journal of Mechanical Science and Technology
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    • v.17 no.5
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    • pp.698-707
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    • 2003
  • A new quadratic response surface modeling method is presented. In this method, the incomplete small composite design (ISCD) is newly proposed to .educe the number of experimental runs than that of the SCD. Unlike the SCD, the proposed ISCD always gives a unique design assessed on the number of factors, although it may induce the rank-deficiency in the normal equation. Thus, the singular value decomposition (SVD) is employed to solve the normal equation. Then, the duality theory is used to newly develop the conservative least squares fitting (CONFIT) method. This can directly control the ever- or the under-estimation behavior of the approximate functions. Finally, the performance of CONFIT is numerically shown by comparing its'conservativeness with that of conventional fitting method. Also, optimizing one practical design problem numerically shows the effectiveness of the sequential approximate optimization (SAO) combined with the proposed ISCD and CONFIT.

A PRECONDITIONER FOR THE NORMAL EQUATIONS

  • Salkuyeh, Davod Khojasteh
    • Journal of applied mathematics & informatics
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    • v.28 no.3_4
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    • pp.687-696
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    • 2010
  • In this paper, an algorithm for computing the sparse approximate inverse factor of matrix $A^{T}\;A$, where A is an $m\;{\times}\;n$ matrix with $m\;{\geq}\;n$ and rank(A) = n, is proposed. The computation of the inverse factor are done without computing the matrix $A^{T}\;A$. The computed sparse approximate inverse factor is applied as a preconditioner for solving normal equations in conjunction with the CGNR algorithm. Some numerical experiments on test matrices are presented to show the efficiency of the method. A comparison with some available methods is also included.