• 제목/요약/키워드: random errors

검색결과 448건 처리시간 0.026초

Assessment of Gradient-based Digital Speckle Correlation Measurement Errors

  • Jian, Zhao;Dong, Zhao;Zhe, Zhang
    • Journal of the Optical Society of Korea
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    • 제16권4호
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    • pp.372-380
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    • 2012
  • The optical method Digital Speckle Correlation Measurement (DSCM) has been extensively applied due its capability to measure the entire displacement field over a body surface. A formula of displacement measurement errors by the gradient-based DSCM method was derived. The errors were found to explicitly relate to the image grayscale errors consisting of sub-pixel interpolation algorithm errors, image noise, and subset deformation mismatch at each point of the subset. A power-law dependence of the standard deviation of displacement measurement errors on the subset size was established when the subset deformation was rigid body translation and random image noise was dominant and it was confirmed by both the numerical and experimental results. In a gradient-based algorithm the basic assumption is rigid body translation of the interrogated subsets, however, this is in contradiction to the real circumstances where strains exist. Numerical and experimental results also indicated that, subset shape function mismatch was dominant when the order of the assumed subset shape function was lower than that of the actual subset deformation field and the power-law dependence clearly broke down. The power-law relationship further leads to a simple criterion for choosing a suitable subset size, image quality, sub-pixel algorithm, and subset shape function for DSCM.

Heteroscedasticity of Random Effects in Crossover Design

  • 안철환
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 추계 학술발표회 논문집
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    • pp.79-83
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    • 2002
  • A phase III clinical trial of a new drug for neutropenia induced by chemotherapy is presented and consider adding random effects in crossover design which was used in the clinical study. The diagnostics for its heteroscedasticity based on score statistic is derived for detecting homoscedasticity of errors in crossover design. A small simulation study is peformed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

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ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS

  • Liang, Han-Ying;Qi, Yan-Yan
    • 대한수학회보
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    • 제44권2호
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    • pp.247-257
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    • 2007
  • Consider the heteroscedastic regression model $Y_i=g(x_i)+{\sigma}_i\;{\epsilon}_i=(1{\leq}i{\leq}n)$, where ${\sigma}^2_i=f(u_i)$, the design points $(x_i,\;u_i)$ are known and nonrandom, and g and f are unknown functions defined on closed interval [0, 1]. Under the random errors $\epsilon_i$ form a sequence of NA random variables, we study the asymptotic normality of wavelet estimators of g when f is a known or unknown function.

Tail Probability Approximations for the Ratio of the Independent Random Variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • 제7권2호
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    • pp.189-201
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    • 1996
  • In this paper, we study the saddlepoint approximations for the ratio of independent random variables. In Section 2, we derive the saddlepoint approximation to the density. And in Section 3, we derive two approximation formulae for the tail probability, one by following Daniels'(1987) method and the other by following Lugannani and Rice's (1980). In Section 4, we represent some numerical examples which show that the errors are small even for small sample size.

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Estimation of the Scale Parameter in the Weibull Distribution Based on the Quasi-range

  • Woo, Jung-Soo;Lee, Kgoang-Ho
    • Journal of the Korean Statistical Society
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    • 제12권2호
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    • pp.69-80
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    • 1983
  • The purpose of this paper is to obtain representation of the mathematical special functions and the numerical values of the mean square errors for the quasi-ranges in random small smaples ($n \leq 30$) from the Weibull distribution with a shape and a scale parameters, and to estimate the scale parameter by use of unbiased estimator based on the quasi-range. It will be shown that the jackknife estimator of the range is worse than the range of random samples from the given distribution in the sense of the mean square error.

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Tail Probability Approximations for the Ratio of two Independent Sequences of Random Variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • 제10권2호
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    • pp.415-428
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    • 1999
  • In this paper, we study the saddlepoint approximations for the ratio of two independent sequences of random variables. In Section 2, we review the saddlepoint approximation to the probability density function. In section 3, we derive an saddlepoint approximation formular for the tail probability by following Daniels'(1987) method. In Section 4, we represent a numerical example which shows that the errors are small even for small sample size.

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입자 속도 및 인텐시티를 공간 영역에서 이산화할 때 발생하는 오차 (Particle Velocity and Intensity Estimation Error in Spatial Discrete Domain)

  • 김양한;최영철
    • 한국소음진동공학회논문집
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    • 제14권4호
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    • pp.352-357
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    • 2004
  • This paper studies the errors that associated with particle velocity and intensity in a space. We theoretically derived their bias error and random error. The analysis shows that the more samples do not always guarantee the better results. The random error of the velocity and intensity are increased when we have many samples. The characteristics of the amplification of the random error are analyzed in terms of the sample spacing. The amplification was found to be related to the spatial differential of random noise. The numerical simulations are performed to verify theoretical results.

분할구자료의 사영분석 (Projection analysis for split-plot data)

  • 최재성
    • 응용통계연구
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    • 제30권3호
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    • pp.335-344
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    • 2017
  • 본 논문은 분할구실험으로 부터 주어진 자료분석을 위해 사영을 이용하는 방법을 다루고 있다. 분할구 실험의 특성으로 서로 다른 크기의 실험단위를 나타내는 오차항과 처리에 포함된 확률효과가 존재할 때 이들 분산성분의 추정에 사영을 이용하여 구하는 방법을 제시하고 있다. 분산성분 추정을 위해 잔차벡터에 대한 확률모형의 구축을 다루고 있다. 고정효과를 제외한 확률효과에 따른 제곱합의 계산을 위해 상수적합법이 적용되고 있다. 적률법에 의한 분산성분 추정을 위해 변동량의 기댓값 계산에 합성법을 이용한다. 고정효과들의 선형함수로 주어지는 추정가능함수에 관한 추정을 다루고 있다.

지하수위 분포 모델링을 위한 UNIVERSAL KRIGING의 응용 1. K계의 고유 확률함수 (Application of universal kriging for modeling a groundwater level distribution 1. Intrinsic random function of order k)

  • 정상용
    • 지질공학
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    • 제3권1호
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    • pp.39-49
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    • 1993
  • 비정상 확율함수인 지하수위 자료의 추정을 위하여 k계의 고유확율함수를 이용하였다. IRF-k의 우수성을 판정하기 위해 지하수위 자료가 정상 확율하수라고 가정하여 ordinary kriging과 비교 검토하였다. 교차 타다성에 의하며 IRF-k가 ordinary kriging에 비해서 지하수 분포 추정에 더 적합한 모델이다. 또한 추정치의 통계적 오차에 의하여도 IRF-k가 ordinary kriging에 비해 우수하다. IRF-k와 ordinary kriging은 지하수위 등고선과 3차원 표면 그림에 있어서 차이를 보이는데, IRF-k에 의해 만들어진 도면들이 더 정밀하다.

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