• 제목/요약/키워드: sample influence function

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A Study on a One-step Pairwise GM-estimator in Linear Models

  • Song, Moon-Sup;Kim, Jin-Ho
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.1-22
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    • 1997
  • In the linear regression model $y_{i}$ = .alpha. $x_{i}$ $^{T}$ .beta. + .epsilon.$_{i}$ , i = 1,2,...,n, the weighted pairwise absolute deviation (WPAD) estimator was defined by minimizing the dispersion function D (.beta.) = .sum..sum.$_{{i $w_{{ij}}$$\mid$ $r_{j}$ (.beta.) $r_{i}$ (.beta.)$\mid$, where $r_{i}$ (.beta.)'s are residuals and $w_{{ij}}$'s are weights. This estimator can achive bounded total influence with positive breakdown by choice of weights $w_{{ij}}$. In this paper, we consider a more general type of dispersion function than that of D(.beta.) and propose a pairwise GM-estimator based on the dispersion function. Under some regularity conditions, the proposed estimator has a bounded influence function, a high breakdown point, and asymptotically a normal distribution. Results of a small-sample Monte Carlo study are also presented. presented.

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어머니의 우울과 양육스트레스 및 영유아의 울음과 기질이 가족기능에 미치는 영향 (The Influence of Mother's Depression, Parenting Stress, Infant Cry, and Infant Temperament on Family Function)

  • 김수원;장미경;김유진
    • 한국생활과학회지
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    • 제16권2호
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    • pp.251-257
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    • 2007
  • The combined impact of maternal depression, parenting stress, infant cry, and infant temperament on family functions was examined. The sample included 257 mothers in the near communities. Questionnaires completed by the mothers who had 0-36 month old children were used to measure depressive symptoms in mothers, infant cry, infant temperament, parenting stress, and family function. Maternal depression, parenting stress, infant crying and infant temperament had negative influence on family adaptability and family cohesion. Mother's depression had negative effect particularly on infant cry. Infant cry had positive effect on infant temperament. Infant temperament had high direct effect on parenting stress. As a result, it had negative influence on family function.

A Robust Wald-Ttype Test in Linear Regression

  • Nam, Ho-Soo
    • Journal of the Korean Statistical Society
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    • 제26권4호
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    • pp.507-520
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    • 1997
  • In this paper we propose a robust Wald-type test which is based on an efficient Mallows-type one-step GM-estimator. The proposed estimator based on the weight function of Song, Park and Nam (1996) has a bounded influence function and a high breakdown point. Under some regularity conditions, we compute the finite-sample breakdown point, and drive asymptotic normality of the proposed estimator. The level and power breakdown points, influence function and asymptotic distribution of the proposed test statistic are main points of this paper. To compare the performance of the proposed test with other tests, we perform some Monte Carlo simulations.

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손실비용함수를 이용한 pn관리도의 경제적인 설계 (Economic design of a pn control charts using loss-cost function)

  • 이영식;황의철
    • 품질경영학회지
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    • 제18권1호
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    • pp.77-83
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    • 1990
  • A model for the economic design of an pn control charts with an assignale cause is presented and the loss-cost function for control schemes using these charts is derived. By minimizing this function with respect to the three control variables, namely, the sample size, the sampling interval and acceptance number, the economically optimal control plan can be optained. The article shows what influence increasing or decreasing condition, according to changeability of the size of these factors, of expected cost can have on the economy when an attribute control chart is used.

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A High Breakdown and Efficient GM-Estimator in Linear Models

  • Song, Moon-Sup;Park, Changsoon;Nam, Ho-Soo
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.471-487
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    • 1996
  • In this paper we propose an efficient scoring type one-step GM-estimator, which has a bounded influence function and a high break-down point. The main point of the estimator is in the weighting scheme of the GM-estimator. The weight function we used depends on both leverage points and residuals So we construct an estimator which does not downweight good leverage points Unider some regularity conditions, we compute the finite-sample breakdown point and prove asymptotic normality Some simulation results are also presented.

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DOMAIN OF INFLUENCE OF LOCAL VOLATILITY FUNCTION ON THE SOLUTIONS OF THE GENERAL BLACK-SCHOLES EQUATION

  • Kim, Hyundong;Kim, Sangkwon;Han, Hyunsoo;Jang, Hanbyeol;Lee, Chaeyoung;Kim, Junseok
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제27권1호
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    • pp.43-50
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    • 2020
  • We investigate the domain of influence of the local volatility function on the solutions of the general Black-Scholes model. First, we generate the sample paths of underlying asset using the Monte Carlo simulation. Next, we define the inner and outer domains to find the effective volatility region. To confirm the effect of the inner domain, we use the root mean square error for the European call option prices, and then change the values of volatility in the proposed domain. The computational experiments confirm that there is an effective region which dominates the option pricing.

지역사회 노인의 인지기능과 우울감이 도구적 일상생활동작에 미치는 영향 (Influence of Cognitive Function and Depressive Symptoms on Instrumental Activities of Daily Living in Community-dwelling Older Adults)

  • 서가원;송영신
    • 재활간호학회지
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    • 제19권2호
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    • pp.71-81
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    • 2016
  • Purpose: The purpose of this study was to explore the influence of cognitive function and depressive symptoms on instrumental activities of daily living (IADL) in addition to identify the factors associated with IADL in community-dwelling older adults. Methods: This was a descriptive study with cross-sectional design. Data were collected from July 2013 to June 2014. A total of 143 participants without dementia, depression and disability were enrolled in this study. Cognitive function was measured using Seoul verbal learning test (SVLT), digital span (forward/backward) and fist-edge-palm test. The Korean-IADL and Short Geriatric Depression Scale (S-GDS) were used. Data analysis was performed using descriptive statistics, t-test, ANOVA, Pearson's correlation coefficient, and hierarchical regression. Results: Overall, a multiple regression model revealed that approximately 27.4% of total variability in IADL in the sample of community-dwelling older adults could be explained by the significant 12 variables in this model ($R^2=0.274$, F=5.467, p<.001). Age, having religion and cognitive function were the predictors of IADL in community-dwelling older adults. Conclusion: This study suggest that we need to monitor cognitive function in older to maintain the ability for IADL in older adults. Also, individualized program for improving older adults' IADL should be included in nursing intervention.

An Efficient Mallows-Type One-Step GM-Estimator in linear Models

  • Song, Moon-Sup;Park, Changsoon;Nam, Ho-Soo
    • Journal of the Korean Statistical Society
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    • 제27권3호
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    • pp.369-383
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    • 1998
  • This paper deals with a robust regression estimator. We propose an efficient one-step GM-estimator, which has a bounded influence function and a high breakdown point. The main idea of this paper is to use the Mallows-type weights which depend on both the predictor variables and the residuals from a high breakdown initial estimator. The proposed weighting scheme severely downweights the bad leverage points and slightly downweights the good leverage points. Under some regularity conditions, we compute the finite-sample breakdown point and prove the asymptotic normality. Some simulation results and a numerical example are also presented.

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Multi-response Optimization for Unfertilized Corn Silk Extraction Against Phytochemical Contents and Bio-activities

  • Lim, Ji Eun;Kim, Sun Lim;Kang, Hyeon Jung;Kim, Woo Kyoung;Kim, Myung Hwan
    • 산업식품공학
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    • 제21권3호
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    • pp.256-266
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    • 2017
  • This study was designed to optimize ethanol extraction process of unfertilized corn silk (UCS) to maximize phytochemical contents and bioactivities. The response surface methodology (RSM) with central composite design (CCD) was employed to obtain the optimal extraction conditions. The influence of ethanol concentration, extraction temperature and extraction time on total polyphenol contents, total flavonoid contents, maysin contents, 2,2-diphenyl-1-picrylhydrazyl(DPPH) radical scavenging activities and tyrosinase inhibition were analyzed. For all dependable variables, the most significant factor was ethanol concentration followed by extraction temperature and extraction time. The following optimum conditions were determined by simultaneous optimization of several responses with the Derringer's desirability function using the numerical optimization function of the Design-Expert program: ethanol concentration 80.45%, extraction temperature $53.49^{\circ}C$, and extraction time 4.95 h. Under these conditions, the predicted values of total polyphenol contents, total flavonoid contents, maysin contents, DPPH radical scavenging activity and tyrosinase inhibition were $2758.74{\mu}g\;GAE/g$ dried sample, $1520.81{\mu}g\;QUE/g$ dried sample, 810.26 mg/100g dried sample, 56.86% and 43.49%, respectively, and the overall desirability (D) was 0.74.

유중(油中)코로나 방전(放電)으로 인(因)한 절연유(絶緣油)의 도전특성(導電特性)에 관한 연구(硏究) (A Study on Conductivity Characteristics of Insulating Oil by Corona Discharge in Oil)

  • 김영일
    • 대한방사선기술학회지:방사선기술과학
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    • 제2권1호
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    • pp.71-83
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    • 1979
  • Not only the insulating oil used for extra high voltage and high capacity transformer has a lot of possibilites of a corona discharge in oil, but the oil is easily degraded by a response of light oxidization. This study is either to classfy, with priority given to a transformer oil produced in Korea belonging to, the insulating oil No. 2, the sample irradiated the ultraviolet rays, treated a corona discharge in oil by a high voltage DC source and done nothing, or to measure the characteristics of breakdown, V-i, I-t and electrode material. The obtained results can be summarized as followings: (1) Unless the sample is contacted with the air, on the process to irradiate the ultraviolet rays, the sample less influence on the changes of the electric characteristics. At the same time, if the sample is contacted with the air and irradiated the ultraviolet rays, the sample shows a remarkable changes of the electric characteristics, and a declined breakdown strength. This tells us that the influence of the light irradiation must be considered as a primary factor of degrading the insulating oil. (2) In the oil treated by a corona discharge, breakdown voltage is declined more than in the oil not to be treated with it. This means that the degradation of the insulating oil is getting increased by a corona discharge in oil. (3) It shows that the increase of conducting current has little to do with breakdown voltage. (4) The conducting current depending on the electrode materials can be put in order by value as Al>Cu>Fe. This is due to the differences of the work function of each metals, and an chemical reaction with the insulating oil. These result can be a great help in verifying the degradation progress of the insulating oil and furnish a new technical information to the manufacturers of the insulating oil and electrical equipment designers and operators. Besides, this study would be helpful to improve the electrical characteristics of the insulating oil produced in Korea.

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