• Title/Summary/Keyword: statistical models

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Development of Integrated Model for Accelerated Life Test Using Linkage Parameter (연계모수를 이용한 가속수명시험 통합모형의 개발)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.9 no.5
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    • pp.43-48
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    • 2007
  • This paper is to present linkage parameter to integrate statistical models and physical models for accelerated life test. Statistical models represent the relationship of probability distribution and life. Physical models show the relationship of life and stress. Moreover, this study proposes the four steps for construction of integrated models for accelerated life test using linkage parameter. Finally, this paper develops new integrated models such as extreme value distribution-general Eyring, linearly increasing failure rate function-general Eyring, etc., and estimates various reliability measures.

EMS Rules for Balanced Factorial Designs under No Restriction on Interaction

  • Choi Byoung-Chul
    • Communications for Statistical Applications and Methods
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    • v.12 no.1
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    • pp.47-59
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    • 2005
  • Expected mean square(EMS) is an important part of conducting the analysis of variance in the experimental design problem, especially in mixed or random models. We present a set of EMS rules for balanced factorial designs under no restriction on interaction. Also we point out how to use the variance component of SPSS or SAS procedure to obtain EMS.

Robustness of Minimum Disparity Estimators in Linear Regression Models

  • Pak, Ro-Jin
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.349-360
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    • 1995
  • This paper deals with the robustness properties of the minimum disparity estimation in linear regression models. The estimators defined as statistical quantities whcih minimize the blended weight Hellinger distance between a weighted kernel density estimator of the residuals and a smoothed model density of the residuals. It is shown that if the weights of the density estimator are appropriately chosen, the estimates of the regression parameters are robust.

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Derivation and Implementation of Statistical Difference and Practical Equivalence Models in the Quality Improvement Processes (품질개선 프로세스에서 통계적 차이와 실제적 동등성 모형의 유도 및 적용방안)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.12 no.2
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    • pp.217-223
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    • 2010
  • The research proposes the complementary methodology using integrated hypothesis testing and confidence interval models that can be identified the statistical difference and practical equivalence. The models developed in this study can be used in the quality improvement processes such as QC story 15 steps. For the expressions of CI4LSD(Confidence Interval for Least Significant Difference) and CI4TOST(Confidence Interval for Two One-Sided Tests) are simple, quality practioners can efficiently handle them. CI4TOST models as a complement can be applied when CI4LSD models are influenced by sample size and precision.

A Procedure for Fitting Nonadditive Models

  • Seo, Han-Son
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.393-401
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    • 2000
  • Many graphical methods have been suggested for obtaining an impression of a curvature in regression problem in which some covariates enter nonlinearly. However when true model does not belong to the class of additive models, graphical methods may contain a serious bias. A method is suggested which can avoid such bias in the fitting of nonaddive models.

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Complex segregation analysis

  • Shin, Han-Poong
    • Journal of the Korean Statistical Society
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    • v.3 no.2
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    • pp.103-115
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    • 1974
  • During the last few years there has been an interest in models for qualitative attributes, where complex signifies that affection may be caused in two or more ways [1-3]. These models have in common the prediction of variable recurrence risks among families with given parental phenotpes. Segregation analysis has covered only a few cases [4,5]. The present paper extends segregation analysis to three complex models under two mode of ascertainment.

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A New Form of Nondestructive Strength-Estimating Statistical Models Accounting for Uncertainty of Model and Aging Effect of Concrete

  • Hong, Kee-Jeung;Kim, Jee-Sang
    • Journal of the Korean Society for Nondestructive Testing
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    • v.29 no.3
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    • pp.230-234
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    • 2009
  • As concrete ages, the surrounding environment is expected to have growing influences on the concrete. As all the impacts of the environment cannot be considered in the strength-estimating model of a nondestructive concrete test, the increase in concrete age leads to growing uncertainty in the strength-estimating model. Therefore, the variation of the model error increases. It is necessary to include those impacts in the probability model of concrete strength attained from the nondestructive tests so as to build a more accurate reliability model for structural performance evaluation. This paper reviews and categorizes the existing strength-estimating statistical models of nondestructive concrete test, and suggests a new form of the strength-estimating statistical models to properly reflect the model uncertainty due to aging of the concrete. This new form of the statistical models will lay foundation for more accurate structural performance evaluation.

Fault Prediction Using Statistical and Machine Learning Methods for Improving Software Quality

  • Malhotra, Ruchika;Jain, Ankita
    • Journal of Information Processing Systems
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    • v.8 no.2
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    • pp.241-262
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    • 2012
  • An understanding of quality attributes is relevant for the software organization to deliver high software reliability. An empirical assessment of metrics to predict the quality attributes is essential in order to gain insight about the quality of software in the early phases of software development and to ensure corrective actions. In this paper, we predict a model to estimate fault proneness using Object Oriented CK metrics and QMOOD metrics. We apply one statistical method and six machine learning methods to predict the models. The proposed models are validated using dataset collected from Open Source software. The results are analyzed using Area Under the Curve (AUC) obtained from Receiver Operating Characteristics (ROC) analysis. The results show that the model predicted using the random forest and bagging methods outperformed all the other models. Hence, based on these results it is reasonable to claim that quality models have a significant relevance with Object Oriented metrics and that machine learning methods have a comparable performance with statistical methods.

A Note on Adaptive Estimation for Nonlinear Time Series Models

  • Kim, Sahmyeong
    • Journal of the Korean Statistical Society
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    • v.30 no.3
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    • pp.387-406
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    • 2001
  • Adaptive estimators for a class of nonlinear time series models has been proposed by several authors. Koul and Schick(1997) proposed the adaptive estimators without sample splitting for location-type time series models. They also showed by simulation that the adaptive estimators without sample splitting have smaller mean squared errors than those of the adaptive estimators with sample splitting. the present paper generalized the result in a case of location-scale type nonlinear time series models by simulation.

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The Change Point Analysis in Time Series Models

  • Lee, Sang-Yeol
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.43-48
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    • 2005
  • We consider the problem of testing for parameter changes in time series models based on a cusum test. Although the test procedure is well-established for the mean and variance in time series models, a general parameter case has not been discussed in the literature. Therefore, here we develop a cusum test for parameter change in a more general framework. As an example, we consider the change of the parameters in an RCA(1) model and that of the autocovariances of a linear process. We also consider the variance change test for unstable models with unit roots and GARCH models.

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