• The Korean Journal of Applied Statistics
• /
• v.29 no.3
• /
• pp.513-523
• /
• 2016

Fitting a mixture of multivariate skew normal distribution (MSNMix) with multiple skewness parameter vectors via EM algorithm often requires a highly expensive computational cost to calculate the moments and probabilities of multivariate truncated normal distribution in E-step. Subsequently, it is common to fit an asymmetric data set with MSNMix with a simple skewness parameter vector since it allows us to compute them in E-step in an univariate manner that guarantees a cheap computational cost. However, the adaptation of a simple skewness parameter is unrealistic in many situations. This paper proposes an approximate estimation for the MSNMix with multiple skewness parameter vectors that also allows us to treat them in an univariate manner. We additionally provide some experiments to show its effectiveness.

• Journal of the Institute of Electronics and Information Engineers
• /
• v.53 no.10
• /
• pp.77-83
• /
• 2016

This paper presents an adaptive retinex algorithm using skewness for contrast enhancement of color images. In order to estimate the degree of low contrast of an image, skewness of luminance of an observed image is used to define a parameter, and a non-linear function is proposed to compensate the reflectance using the parameter and estimated reflectance. In addition, determination of gain and offset of the non-linear function is addressed using statistics of the estimated reflectance. The relation between an observed luminance and the compensated luminance is used to compensate color components with the reduction of computational cost. The experimental results show that the proposed algorithm has the capability to effectively improve the contrast without color distortion.

• The Proceedings of the Korean Institute of Illuminating and Electrical Installation Engineers
• /
• v.8 no.2
• /
• pp.77-84
• /
• 1994

This paper is measured partial discharge of low density polyethylene by using acoustic emission measuring method when the electrical tree grow its length in LDPE. Acoustic emission's pulses and its amplitudes of partial discharge are measured by acoustic emission measuring devices. Theorem of skewness are used for breakdown prediction of LDPE. So, it is found that the breakdown of LDPE could be predicted by its skewness's value. There are two kind of specimen of no void and specimen of artificial void, this one's electrical tree grows very faster than that one's.

• The Mathematical Education
• /
• v.45 no.2 s.113
• /
• pp.145-154
• /
• 2006

The main purpose of this study is to investigate the effect of departures from normality and equal variance on the two-sample test when the variances are unknown. We have found that type I error brought about a little bit change which is ignorable in relation to kurtosis. But the change of type I error was mainly based on the skewness of the parent population. In introductory statistics classes where data analysis includes techniques for detecting skewness of two populations, we recommend the two-sample t-test when maximal skewness of two populations is smalter than the value 4 when the variances seem equal. Furthermore, our simulations reveal that the two-sample t-test appears somewhat more robust than that of z-test if the assumption of equal variance is satisfied. In the case of unequal variance, the two-sample t-test appears somewhat more robust provided the t-statistic using Satterthwaite's approximate degrees of freedom.

• Nuclear Engineering and Technology
• /
• v.56 no.9
• /
• pp.3775-3784
• /
• 2024

In this study, a skewness estimation method (SEM) and kurtosis estimation method (KEM) are introduced to determine the number of inactive cycles in Monte Carlo eigenvalue calculations. The SEM and KEM can determine the number of inactive cycles on the basis that fully converged fission source distributions may follow normal distributions without asymmetry or outliers. Two convergence criteria values and a minimum cycle length for the SEM and KEM were determined from skewness and kurtosis analyses of the AGN-201K benchmark and 1D slab problems. The SEM and KEM were then applied to two OECD/NEA slow convergence benchmark problems to evaluate the performance and reliability of the developed methods. Results confirmed that the SEM and KEM provide appropriate and effective convergence cycles when compared to other methods and fission source density fraction trends. Also, the determined criterion value of 0.5 for both ε₁ and ε₂ was concluded to be reasonable. The SEM and KEM can be utilized as a new approach for determining the number of inactive cycles and judging whether Monte Carlo tally values are fully converged. In the near future, the methods will be applied to various practical problems to further examine their performance and reliability, and optimization will be performed for the convergence criteria and other parameters as well as for improvement of the methodology for practical usage.

• Journal of the Korean Society of Clothing and Textiles
• /
• v.41 no.3
• /
• pp.458-467
• /
• 2017

There is increased interest in clothes dryers and garments made of spandex-blend woven fabrics; however, there is limited information available for the laundering and drying these clothes. This study investigates the effects of washing and drying on shrinkage, skewness, and wrinkle for woven fabrics with and without spandex. When spandex with good elastic recovery was blended, the deformed shape from washing and drying improved skewness and wrinkle by easily returning to its original shape. However, these properties had a negative effect on shrinkage in terms of length and area change. When the influence of clothes maintenance was classified, the drying process had the biggest influence of 58%, followed by spinning-rinsingwashing. Tumble drying, in which the fabric is exposed to mechanical force and heat for a long period, had more negative effects on the dimensional stability than line drying. The spandex blend had the effect of preventing skewness and wrinkle in garments, but it was also shown to accelerate shrinkage by garment maintenance cycles. It was important to control drying in order to reduce shrinkage during the maintenance process; consequently, this had the greatest influence on the dimensional stability of fabrics. Therefore, line drying was more advantageous for spandex-blend fabrics than tumble drying in terms of management for shrinkage, skewness, and wrinkle.

• The Korean Journal of Financial Management
• /
• v.25 no.4
• /
• pp.79-116
• /
• 2008

This paper examines and estimates GARCH-VaR models (RiskMetrics, GARCH, IGARCH, GJR and APARCH) with three different distributions such as Gaussian normal, Student-t, Skewness Student-t Distribution using the daily price data from Korean Stock Market during Jan. 1, 1980-Sept. 30, 2004. It also compares them. In-sample test, this finds that for all confidence level as $90%{\sim}99.9%$, the performance and accuracy of IGARCH with ${\lambda}=0.87$ and skewness Student-t distribution are superior to other models and distributions in long position, but GARCH and GJR with Skewness Student-t distribution in short position. For above 99% confidence level, the performance and accuracy of IGARCH with ${\lambda}=0.87$ in both long and short positions are superior to other models and distributions, but Skewness Student-t distribution for long position and Student-t distribution for short position are more accuracy and superior to other distributions. In-out-of sample test, these results also confirm the evidences that the above findings are consistent as well.

• Transactions of the Korean Society of Mechanical Engineers B
• /
• v.24 no.9
• /
• pp.1148-1156
• /
• 2000

The QUICK scheme for convection terms is modified for unstructured finite volume method by using linear reconstruction technique and validated through the computation of two well defined laminar flows. It uses two upstream grid points and one downstream grid point in approximating the convection terms. The most upstream grid point is generated by considering both the direction of flow and local grid line. Its value is calculated from surrounding grid points by using a linear construction method. Numerical error by the modified QUICK scheme is shown to decrease about 2.5 times faster than first order upwind scheme as grid size decreases. Computations are also carried out to see effects of the skewness and irregularity of grid on numerical solution. All numerical solutions show that the modified QUICK scheme is insensitive to both the skewness and irregularity of grid in terms of the accuracy of solution.

• Journal of the Korean Society of Manufacturing Process Engineers
• /
• v.3 no.2
• /
• pp.18-24
• /
• 2004

The effect of surface characterization parameters, such as surface roughness, skewness and kurtosis, on sliding friction and wear was studied experimentally. The friction coefficient was examined under the various parameters and sliding speed, normal load and type of lubricant with ball-on-disk type tribo-meter. The surface of the lower skewness in negative or the higher kurtosis between the same arithmetic mean value tends to indicate low friction.

• Management Science and Financial Engineering
• /
• v.2 no.1
• /
• pp.103-122
• /
• 1996

This paper presents an easily used graphical procedure for simultaneous estimation of the index, skewness, scale, and location parameters of the stable laws. First, the index $\alpha$ and skewness $\beta$ are estimated through the joint use of a tail length statistic $\widetilde{K_t}$ and a skewness statistic $\widetilde{K_s}$, both of which are functions of order statistics. Next, the function of order statistics needed for estimation of scale $\sigma$ and location $\mu$ are determined from a nomogram indexed on the estimates of $\alpha$ and $\beta$. Some applications and examples are provided.