• Title/Summary/Keyword: test theory

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NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE

  • Kim, Ju Hong
    • The Pure and Applied Mathematics
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    • v.19 no.4
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    • pp.363-381
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    • 2012
  • Shortfall risk is considered by taking some exposed risks because the superhedging price is too expensive to be used in practice. Minimizing shortfall risk can be reduced to the problem of finding a randomized test ${\psi}$ in the static problem. The optimization problem can be solved via the classical Neyman-Pearson theory, and can be also explained in terms of hypothesis testing. We introduce the classical Neyman-Pearson lemma expressed in terms of mathematics and see how it is applied to shortfall risk in finance.

Stationary Bootstrap for U-Statistics under Strong Mixing

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • v.22 no.1
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    • pp.81-93
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    • 2015
  • Validity of the stationary bootstrap of Politis and Romano (1994) is proved for U-statistics under strong mixing. Weak and strong consistencies are established for the stationary bootstrap of U-statistics. The theory is applied to a symmetry test which is a U-statistic regarding a kernel density estimator. The theory enables the bootstrap confidence intervals of the means of the U-statistics. A Monte-Carlo experiment for bootstrap confidence intervals confirms the asymptotic theory.

Predicting Cutting Forces in Face Milling with the Orthogonal Machining Theory (2차원 절삭이론을 이용한 정면밀링 절삭력 예측)

  • 김국원
    • Journal of the Korean Society for Precision Engineering
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    • v.19 no.12
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    • pp.150-157
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    • 2002
  • This paper presents an effective cutting force model that enable us to predict the instantaneous cutting force in face milling from a knowledge of the work material properties and cutting conditions. The development of the model is based on the orthogonal machining theory with the effective rake angle which is defined in the plane containing the cutting velocity and chip flow vectors. Face milling testes are performed at different feeds and, a fairly good agreement is shown between the predicted cutting forces and test results.

Predicting cutting forces in face milling with the orthogonal machining theory

  • Kim Kug Wean
    • International Journal of Precision Engineering and Manufacturing
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    • v.6 no.3
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    • pp.13-18
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    • 2005
  • This paper presents an effective cutting force model that enables us to predict the instantaneous cutting force in face milling from knowledge of the work material properties and the cutting conditions. The development of the model is based on the orthogonal machining theory with the effective rake angle, which is defined in the plane containing the cutting velocity vector and the chip flow vector. Face milling tests are performed at different feeds and, a fairly good agreement is shown between the predicted cutting forces and the test results.

A design of PID controller for servomechanism using optimal control theory (최적 제어 이론을 이용한 서어보 메카니즘의 PID 제어기 설계)

  • 최중락;김재환;김영수
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.488-492
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    • 1986
  • This paper presents a design method for PID controller using optimal control theory. The procedures of the applied method consist of (1) sampling the system response to the test signal, (2) processing the sampled data using RPE method to identify the parameters of the plant, (3) calculating the optimal value of the PID controller parameters using LQ theory. This controller is implemented on the digital computer and applied to real servomechanism, yielding satisfactory result.

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The Effects of Lesson Using Multiple Intelligences Theory in Technology${\cdot}$Home Economics on Middle School Student's Self-Esteem: Focused on the Resource Management and Environment Unit (다중지능 이론에 기초한 기술가정과 수업이 중학생의 자아존중감에 미치는 효과: 자원의 관리와 환경 단원을 중심으로)

  • Rho, So-Lim;Lee, Hyong-Sil
    • Journal of Korean Home Economics Education Association
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    • v.17 no.2
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    • pp.1-10
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    • 2005
  • The purpose of the study was to examine the effects of the lesson using Multiple Intelligence on self-esteem in the unit of Resources management and environment in Technology${\cdot}$Home Economics of middle school. In this study, the lesson using Multiple Intelligence theory for six hours was developed and applied to a class of 37 students of middle school as an experimental group. Lecture-style lesson was applied to the other class of 37 students as a control group. Significant differences between pre-test and post-test scores of self-esteem were found in the experimental group. Post-test scores of self-esteem were higher than pre-test scores of self-esteem in the experimental group. There were no significant differences between pre-test and post-test scores of self-esteem in the control group. It was found that the lesson using Multiple Intelligence theory was effective in improving self-esteem of middle school students.

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A Study on Skin Friction Estimation of Drilled Shaft Socketed in Weathered Granite by IGM's Theory (화강풍화암에 근입된 현장타설말뚝의 주면마찰력 산정에 대한 IGM 이론의 적용)

  • Hong, Soon Taek;Lee, Jong In;Shin, Young Wan;Lee, Seung Ho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.6C
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    • pp.241-250
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    • 2011
  • The design method of IGM proposed by FHWA to predict bearing capacities of drilled shaft socketed in weathered granite has been used generally. In this study, site investigations were performed in a pilot test site, and disturbance and roughness were measured. Geotechnical properties were assorted as cohesive material and undisturbed and smooth surface. A simple relationship was proposed to predict unconfined strength ($q_u$) of weathered granite using static load test results, load transfer test results and N values. It was confirmed that the design method to estimate bearing capacities of drilled shaft could improve IGM's theory for weathered granite from this research.

Korean College Students' English Learning Motivation and Listening Proficiency

  • Yang, Eun-Mi
    • English Language & Literature Teaching
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    • v.17 no.2
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    • pp.93-114
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    • 2011
  • The aim of this study is twofold. First, this study aimed to explore how Korean university students' English learning motivation is related to their English listening proficiency and study time. Second, it attempted to interpret the English learning motivation linking the two different motivation theories: self-determination theory and L2 motivational self system. The constructs of the students' L2 learning motivation were investigated with the data obtained through the questionnaire from 122 sophomore students. A factor analysis was conducted to extract the major factors of motivation. As a result, 6 factors were extracted: Intrinsic Pleasure, Identified Value Regulation, Intrinsic Accomplishment, Introjected Regulation, External Regulation, and Identified Regulation. The Interrelatedness among the assessment results on the L2 listening proficiency (pre and post test), listening study time, and motivation factors was measured by correlation coefficients. The statistical results indicated that pre-test scores were significantly related to Identified Regulation and Identified Value Regulation toward English learning, and post-test results had significant correlation with Intrinsic Accomplishment and Identified Regulation. However, no motivation subtypes showed statistical association with the students' listening study time. The results were attempted to be interpreted both under L2 motivational self system and self-determination framework to better illuminate the motivation theory with more explanatory power.

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An Experimental Study on the Pull-Out Behaviors of Headed GFRP Rebar in Mortar (정착판 GFRP 근(Rebar)의 모르타르 인발거동에 관한 시험연구)

  • Ji, Hyo-Seon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.13 no.6
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    • pp.2797-2803
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    • 2012
  • This paper presents the pull-out behaviors of headed glass fiber reinforced polymer (GFRP) rebar embedded in mortar under tension loading. Five specimens with headed GFRP rebars that were anchored in the center of mortar bases were constructed and the pull-out test was conducted. To verify the test results, the finite element analysis was conducted and the results were compared with the FE analysis using ANSYS software package. Based on the test results it was indicated that the CCD(concrete capacity design) failure theory should be adopted and not to use the 45o cone failure theory as the breakout capacity in the headed GFRP rebar embedded in mortar.

Experimental investigation of the aeroelastic behavior of a complex prismatic element

  • Nguyen, Cung Huy;Freda, Andrea;Solari, Giovanni;Tubino, Federica
    • Wind and Structures
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    • v.20 no.5
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    • pp.683-699
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    • 2015
  • Lighting poles and antenna masts are typically high, slender and light structures. Moreover, they are often characterized by distributed eccentricities that make very complex their shape. Experience teaches that this structural type frequently suffers severe damage and even collapses due to wind actions. To understand and interpret the aerodynamic and aeroelastic behavior of lighting poles and antenna masts, this paper presents the results of static and aeroelastic wind tunnel tests carried out on a complex prismatic element representing a segment of the shaft of such structures. Static tests are aimed at determining the aerodynamic coefficients and the Strouhal number of the test element cross-section; the former are used to evaluate the critical conditions for galloping occurrence based on quasi-steady theory; the latter provides the critical conditions for vortex-induced vibrations. Aeroelastic tests are aimed at reproducing the real behavior of the test element and at verifying the validity and reliability of quasi-steady theory. The galloping hysteresis phenomenon is identified through aeroelastic experiments conducted on increasing and decreasing the mean wind velocity.