• Title/Summary/Keyword: variance

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A Robust Optimization Method Utilizing the Variance Decomposition Method for Electromagnetic Devices

  • Wang, Shujuan;Li, Qiuyang;Chen, Jinbao
    • Journal of Magnetics
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    • v.19 no.4
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    • pp.385-392
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    • 2014
  • Uncertainties in loads, materials and manufacturing quality must be considered during electromagnetic devices design. This paper presents an effective methodology for robust optimization design based on the variance decomposition in order to keep higher accuracy of the robustness prediction. Sobol' theory is employed to estimate the response variance under some specific tolerance in design variables. Then, an optimal design is obtained by adding a criterion of response variance upon typical optimization problems as a constraint of the optimization. The main contribution of this paper is that the proposed method applies the variance decomposition to obtain a more accurate variance of the response, as well save the computational cost. The performance and robustness of the proposed algorithms are investigated through a numerical experiment with both an analytic function and the TEAM 22 problem.

Scence Change Adaptive Bit Rate Control Using Local Variance (국부 분산을 이용한 장면 전환 적응 비트율 제어)

  • 이호영;김기석;박영식;송근원;남재열;하영호
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.22 no.4
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    • pp.675-684
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    • 1997
  • The bit rate control algorithm which is capable of handing scene change is proposed. In MPEG-2 TM5, block variance is used to measure block activity. But block variance is not consistent with human visual system and does not differenciate the distribution of pixel values within the block. In target bit allocation process of TM5, global complexity, obtained by results of previous coded pictures, is used. Since I pictures are spaced relatively far apart, their complexity estimate is not very accurate. In the proposed algorithm local variance is used to measure block activity and detect scene change. Local variance, using deviation from the mean of neighboring pixels, well represents the distribution of pixel values within the block. If scene change is detected, the local variance information is used for target bit allocation process. Allocating target bits for I picture, the average local variance difference between previous and current I picture is considered. The experimental results show that the proposed algorithm can detect scene change very precisely and gives better picture quality and higher PSNR values than MPEG-2 TM5.

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Linear Measurement Error Variance Estimation based on the Complex Sample Survey Data

  • Heo, Sunyeong;Chang, Duk-Joon
    • Journal of Integrative Natural Science
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    • v.5 no.3
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    • pp.157-162
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    • 2012
  • Measurement error is one of main source of error in survey. It is generally defined as the difference between an observed value and an underlying true value. An observed value with error may be expressed as a function of the true value plus error term. In some cases, the measurement error variance may be also a function of the unknown true value. The error variance function can be rewritten as a function of true value multiplied by a scale factor. This research explore methods for estimation of the measurement error variance based on the data from complex sampling design. We consider the case in which the variance of mesurement error is a linear function of unknown true value, and the error variance scale factor is small. We applied our results to the U.S. Third National Health and Nutrition Examination Survey (the U.S. NHANES III) data for empirical analyses, which has replicate measurements for relatively small subset of initial respondents's group.

Does the Variance of Customer Satisfaction Matter for Firm Performance?

  • Lee, Eun Young;Yoo, Shijin;Lee, Dong Wook
    • Asia Marketing Journal
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    • v.18 no.4
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    • pp.51-76
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    • 2017
  • Although much attention has been paid to customer satisfaction (CS) as a leading indicator of firm performance, few studies have investigated the role of CS distribution across individual customers. With 10 years of National Customer Satisfaction Index (NCSI) data in Korea, we examine the relationship between the variance of CS and key corporate performance measures such as revenue, profit, Tobin's q, and stock return. There are three main findings. First, we confirm the findings of previous studies that the average CS for a firm is related to the firm's economic performance. Second, we find a moderating effect of CS variance such that the relationship between the level of CS and firm performance is attenuated by the variance of CS. Finally, the variance of CS is found to directly affect firm performance over and above the CS level effect. More specifically, the variance decreases sales and stock return.

Nonparametric Estimation of Discontinuous Variance Function in Regression Model

  • Kang, Kee-Hoon;Huh, Jib
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.103-108
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    • 2002
  • We consider an estimation of discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of a change point and jump size in variance function and then construct an estimator of entire variance function. We examine the rates of convergence of these estimators and give results on their asymptotics. Numerical work reveals that the effectiveness of change point analysis in variance function estimation is quite significant.

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THE VARIANCE ESTIMATORS FOR CALIBRATION ESTIMATOR IN UNIT NONRESPONSE

  • Son, Chang-Kyoon;Jung, Hun-Jo
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.869-877
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    • 2002
  • In the presence of unit nonresponse we perform the calibration estimation procedure for the population total corresponding to the levels of auxiliary information and derive the Taylor and the Jackknife variance estimators of it. We study the nonresponse bias reduction and the variance stabilization, and then show the efficiency of the Taylor and the Jackknife variance estimators by simulation study.

Exact Variance of Location Estimator in One-Way Random Effect Models with Two Distint Group Sizes

  • Lee, Young-Jo;Chung, Han-Yeong
    • Journal of the Korean Statistical Society
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    • v.18 no.2
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    • pp.118-124
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    • 1989
  • In the one-way random effect model, we often estimate the variance components by the ANOVA method and then estimate the population mean. Whe there are only two distint group sizes, the conventional mean estimator is represented as a weighted average of two normal means with weights being the function of variance component estimators. In this paper, we will study a method which can compute the exact variance of the mean estimator when we set the negative variance component estimate to zero.

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Unbiased Balanced Half-Sample Variance Estimation in Stratified Two-stage Sampling

  • Kim, Kyu-Seong
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.459-469
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    • 1998
  • Balanced half sample method is a simple variance estimation method for complex sampling designs. Since it is simple and flexible, it has been widely used in large scale sample surveys. However, the usual BHS method overestimate the true variance in without replacement sampling and two-stage cluster sampling. Focusing on this point , we proposed an unbiased BHS variance estimator in a stratified two-stage cluster sampling and then described an implementation method of the proposed estimator. Finally, partially BHS design is explained as a tool of reducing the number of replications of the proposed estimator.

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Variance Estimation Using Poststratified Complex Sample

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.131-142
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    • 1999
  • Estimators for domains and approximate estimators of their variance are derived using post-stratified complex sample. Furthermore we propose an adjusted variance estimator of a domain mean in case of considering the post-stratified complex sample as simple random sample. A simulation study based on the data of Farm Household Economy Survey is presented to compare variance estimators numerically. From the study we showed that our adjusted variance estimator compensate for the under-estimation problem considerably.

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Classification Using Sliced Inverse Regression and Sliced Average Variance Estimation

  • Lee, Hakbae
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.275-285
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    • 2004
  • We explore classification analysis using graphical methods such as sliced inverse regression and sliced average variance estimation based on dimension reduction. Some useful information about classification analysis are obtained by sliced inverse regression and sliced average variance estimation through dimension reduction. Two examples are illustrated, and classification rates by sliced inverse regression and sliced average variance estimation are compared with those by discriminant analysis and logistic regression.