• Title/Summary/Keyword: sequential properties

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The Sequential Testing of Multiple Outliers in Linear Regression

  • Park, Jinpyo;Park, Heechang
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.337-346
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    • 2001
  • In this paper we consider the problem of identifying and testing the outliers in linear regression. first we consider the problem for testing the null hypothesis of no outliers. The test based on the ratio of two scale estimates is proposed. We show the asymptotic distribution of the test statistic by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure based on the suggested test is proposed and shown to perform fairly well. The forward sequential procedure is unaffected by masking and swamping effects because the test statistic is based on robust estimate.

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Solving a Nonlinear Inverse Convection Problem Using the Sequential Gradient Method

  • Lee, Woo-Il;Lee, Joon-Sik
    • Journal of Mechanical Science and Technology
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    • v.16 no.5
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    • pp.710-719
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    • 2002
  • This study investigates a nonlinear inverse convection problem for a laminar-forced convective flow between two parallel plates. The upper plate is exposed to unknown heat flux while the lower plate is insulated. The unknown heat flux is determined using temperature measured on the lower plate. The thermophysical properties of the fluid are temperature dependent, which renders the problem nonlinear. The sequential gradient method is applied to this nonlinear inverse problem in order to solve the problem efficiently. The function specification method is incorporated to stabilize the sequential estimation. The corresponding adjoint formalism is provided. Accuracy and stability have been examined for the proposed method with test cases. The tendency of deterministic error is investigated for several parameters. Stable solutions are achieved eve]1 with severely impaired measurement data.

Synthesis of Norbornene Block Copolymers Containing Polyhedral Oligomeric Silsesquioxane by Sequential Ring-Opening Metathesis Polymerization

  • Kwon Young-Hwan;Kim Kyung-Hoe
    • Macromolecular Research
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    • v.14 no.4
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    • pp.424-429
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    • 2006
  • The synthesis of a series of poly(POSS-NBE-b-MTD) copolymers was successfully accomplished, taking advantage of sequential, ring-opening, metathesis block copolymerization using $RuCl_2(=CHPh)(PCy_3)_2$ catalyst. By using cyclopentyl-POSS-norbornene (POSS-NBE) monomer as the first block in the block copolymer, living poly(POSS-NBE) with controlled molecular weight and narrow molecular weight distribution was produced. Then, poly(POSS-NBE-b-MTD) copolymers were successfully prepared, in which sequential monomer addition of methyltetracyclododecene (MTD) to the living poly(POSS-NBE) chain ends was utilized to achieve quantitative crossover efficiency. Characterization by $^1H$ NMR spectroscopy and GPC confirmed the high definition and structural integrity of the poly(PO$S-NBE-b-MTD) copolymers. Thermal properties-and morphologies of the POSS-containing block copolymer nanocomposites were also investigated by using thermogravimetric analysis (TGA), transmission electron microscopy (TEM), and wide-angle X-ray scattering (WAXS).

Construction of Sequential Digital Systems over Finite Fields (유한체상의 순차디지털시스템 구성)

  • Park, Chun-Myoung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.14 no.12
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    • pp.2724-2729
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    • 2010
  • This paper presents a method of constructing the sequential digital systems over finite fields. We assign all elements in finite fields to digit codes using mathematical properties of finite fields. Also, we discuss the operational characteristics and properties of the building block T-gate which is used to implement the sequential digital systems over finite fields. Then, we implemented sequential digital systems without feed-back. The sequential digital systems without feed-back is constructed as following steps. First, we assign the states in state-transition diagram to state digit codes, then obtain the state function and predecessor table which is explaining the relationship between present states and previous states. Next, we obtained the next-state function from state function and predecessor table. Finally we realize the circuit using T-gate and decoder. The proposed method is more efficiency and systematic than previous method.

A TQM case of Centralized Sequential Decision-making Problem

  • Chang, Cheng-Chang;Chu, Yun-Feng
    • International Journal of Quality Innovation
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    • v.4 no.1
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    • pp.131-147
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    • 2003
  • This paper considers that a public department under specialized TQM manpower constraints have to implement multiple total quality management (TQM) policies to promote its service performance (fundamental goal) by adopting a centralized sequential advancement strategy (CSAS). Under CSAS, the decision-makers (DMs) start off by focusing specialized TQM manpower on a single policy, then transfer the specialized TQM manpower to the next policy when the first policy reaches the predetermined implementation time limit (in terms of education and training). Suppose that each TQM policy has a different desirous education and training goal. When the desirous goals for all TQM policies are achieved, we say that the fundamental goal will be satisfied. Within the limitation of total implementation period of time for all policies, assume the desirous goals for all TQM policies cannot be achieved completely. Under this premise, the optimal implementation sequence for all TQM policies must be calculated to maximize the weighted achievement of the desirous goal. We call this optimization problem a TQM case of "centralized sequential decision-making problem (CSDMP)". The achievement of the desirous goal for each TQM policy is usually affected by the experience in prior implemented policies, which makes solving CSDMP quite difficult. As a result, this paper introduces the concepts of sequential effectiveness and path effectiveness. The structural properties are then studied to propose theoretical methods for solving CSDMP. Finally, a numerical example is proposed to demonstrate CSDMP′s usability.

More informative sequential probability ratio test (정보 전달이 보다 효과적인 변형된 축차확률비검정)

  • 박노진
    • The Korean Journal of Applied Statistics
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    • v.9 no.2
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    • pp.109-117
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    • 1996
  • We introduce the more informative sequential probability ratio test(SPRT) than currently used SPRT. Though the proposed SPRT shares similar mathematical properties with the ordinary SPRT, it is less affected by the outliers and even it indicates possible existence of such outliers. Futhermore, it responds to the changes among observations more quickly than the ordinary SPRT.

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The Forward Sequential Procedure for the Identifying Multiple Outliers in Linear Regression

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1053-1066
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    • 2005
  • In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the use of the so-called scale ratio tests for testing the null hypothesis of no outliers. This test is based on the ratio of two residual scale estimates. We show the asymptotic distribution of the test statistics and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed. The new method is compared with classical procedure in the real data example. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

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A study on sequential test based on cumulative sum of statistics (누적합 통계량을 이용한 축차검정에 관한 연구)

  • 박창순;최기철
    • The Korean Journal of Applied Statistics
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    • v.3 no.1
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    • pp.105-120
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    • 1990
  • In this paper, a sequential test procedure is defined by using cumulative sum (CUSUM) of statistics. The properties as well as the efficiency of the CUSUM test are studied in comparison with the sequential probability ratio test (SPRT). It was shown that, the operating characteristic function and the average sample numbrer can be derived by Wald and Wiener process approximations. Also it was shown that the statistics used in the CUSUM test is determined to provide asymtotically equivalent efficiency compared to the SPRT. The efficiency of the CUSUM test and the SPRT are cpmpared by an example for some limited number of cases in the exponential distribution.

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Asymptotic Properties of the Stopping Times in a Certain Sequential Procedure

  • Kim, Sung-Lai
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.337-347
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    • 1995
  • In the problem of some sequential estimation, the stopping times may be written in the form $N(c) = inf{n \geq n_0; n \geq c^2 S^2_n/\delta^2 (\bar{X}_n)}$ where ${s^2_n}$ and ${\bar{X}_n}$ are the sequences of sample variance and sample mean of the independently and identically distributed (i.i.d.) random variables with distribution $F_{\theta}(x), \theta \in \Theta$, respectively, and $\delta$ is either constant or any given positive real valued function. We obtain some asymptotic normality and asymptotic expectation of the N(c) in various limiting situations. Specially, uniform asymptotic normality and uniform asymptotic expectation of the N(c) are given.

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