• Title/Summary/Keyword: variance

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Constant Error Variance Assumption in Random Effects Linear Model

  • Ahn, Chul-Hwan
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.296-302
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    • 1995
  • When heteroscedasticity occurs in random effects linear model, the error variance may depend on the values of one or more of the explanatory variables or on other relevant quantities such as time or spatial ordering. In this paper we derive a score test as a diagnostic tool for detecting non-constant error variance in random effefts linear model based on the model expansion on error variance. This score test is compared to loglikelihood ratio test.

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Hierarchical Bayes Estimators of the Error Variance in Two-Way ANOVA Models

  • Chang, In Hong;Kim, Byung Hwee
    • Communications for Statistical Applications and Methods
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    • v.9 no.2
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    • pp.315-324
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    • 2002
  • For estimating the error variance under the relative squared error loss in two-way analysis of variance models, we provide a class of hierarchical Bayes estimators and then derive a subclass of the hierarchical Bayes estimators, each member of which dominates the best multiple of the error sum of squares which is known to be minimax. We also identify a subclass of non-minimax hierarchical Bayes estimators.

On Estimating the Variance of a Normal Distribution With Known Coefficient of Variation

  • Ray, S.K.;Sahai, A.
    • Journal of the Korean Statistical Society
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    • v.7 no.2
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    • pp.95-98
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    • 1978
  • This note deals with the estimations of the variance of a normal distribution $N(\theta,c\theta^2)$ where c, the square of coefficient of variation is assumed to be known. This amounts to the estimation of $\theta^2$. The minimum variance estimator among all unbiased estimators linear in $\bar{x}^2$ and $s^2$ where $\bar{x}$ and $s^2$ are the sample mean and variance, respectively, and the minimum risk estimator in the class of all estimators linear in $\bar{x}^2$ and $s^2$ are obtained. It is shown that the suggested estimators are BAN.

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Smoke Density Characteristics of the FRP to the variance of test method, resin type and specimen shape (FRP 복합재의 시험조건 변화에 따른 연기 위해성 평가)

  • 이덕희;정우성;김용기;김선옥
    • Proceedings of the KSR Conference
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    • 2002.05a
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    • pp.567-571
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    • 2002
  • In this study we reported the Smoke Density test method of interior panel of railroad passenger car and investigated the specific smoke density(Ds) by NBS smoke chamber to the variance of some test conditions. First we compared the result of Ds from ISO 5659-2 with that from ASTM E662 for same phenol FRP Secondary studied the Ds value to the variance of resin type and to the variance of specimen shape.

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BOOLEAN MULTIPLICATIVE CONVOLUTION AND CAUCHY-STIELTJES KERNEL FAMILIES

  • Fakhfakh, Raouf
    • Bulletin of the Korean Mathematical Society
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    • v.58 no.2
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    • pp.515-526
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    • 2021
  • Denote by ��+ the set of probability measures supported on ℝ+. Suppose V�� is the variance function of the Cauchy-Stieltjes Kernel (CSK) family ��-(��) generated by a non degenerate probability measure �� ∈ ��+. We determine the formula for variance function under boolean multiplicative convolution power. This formula is used to identify the relation between variance functions under the map ${\nu}{\mapsto}{\mathbb{M}}_t({\nu})=({\nu}^{{\boxtimes}(t+1)})^{{\uplus}{\frac{1}{t+1}}}$ from ��+ onto itself.

Empirical Orthogonal Function Analysis of Seawater Temperature in the Southeastern Hwanghae (東南黃海에서 海水溫度의 EOF 分析)

  • 이흥재;방인권
    • 한국해양학회지
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    • v.21 no.4
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    • pp.193-202
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    • 1986
  • Spatio-temporal variabilities of seawater temperature at 0 and 30m in the southeastern Hwanghae were studied by variance and empirical orthogonal function(EOF) analysis of long records of temperature between 1967 and 1982. The spatial distribution of monthly mean sea surface temperature has a pattern similar to the long-term annual mean which decreases from south to north. On the contrary, the total variance computed from the annual mean of sea surface temperature(SST) increases from south to north. The variance of SST is found to be two times greater than that at 30m in the study area except coastal area south of Kyunggi Bay. The important variance of temperature seem s to be closely associated with the seasonal change of temperature because the first and second modes of EOF having a seasonal cycle explain 97.6% and 85.2% of variances at 0 and 30m, respectively. There is a large difference in temperature between the northern and southern parts of the study area during winter, while the difference becomes very small during summer. This might reflect that in summer the heat gain of sea surface from the incoming radiation is much more important than the heat loss or the oceanic heat advection. In summer coastal waters south of the Kyunggi Bay and around Mokpo are observed to be colder than offshore waters due to tidal mixing.

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Comparison of Storage Lifetimes by Variance Assumption using Accelerated Degradation Test Data (파괴적 가속열화시험 데이터의 분산가정에 따른 수명비교)

  • Kim, Jonggyu;Back, Seungjun;Son, Youngkap;Park, Sanghyun;Lee, Moonho;Kang, Insik
    • Journal of the Korea Institute of Military Science and Technology
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    • v.21 no.2
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    • pp.173-179
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    • 2018
  • Estimating reliability of a non-repairable system using the degradation data, variance assumption such as homogeneity (constant) or heteroscedasticity (time-variant) could affect accuracy of reliability estimation. This paper showed reliability estimation and comparison results under normal conditions using accelerated degradation data obtained from destructive measurements, according to variance assumption of the data at each measurement time. Degradation data from three accelerated conditions with stress factors of temperature and humidity were used to estimate reliability. The $B_{10}$ lifetime was estimated as 1243.8 years by constant variance assumption, and 18.9 years by time-variant variance. And variance assumption provided different analysis results of important stresses to reliability. Thus, accurate assumption of variance at each measurement time is required when estimating reliability using degradation data of a non-repairable system.

Quantitative Analysis of Bayesian SPECT Reconstruction : Effects of Using Higher-Order Gibbs Priors

  • S. J. Lee
    • Journal of Biomedical Engineering Research
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    • v.19 no.2
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    • pp.133-142
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    • 1998
  • In Bayesian SPECT reconstruction, the incorporation of elaborate forms of priors can lead to improved quantitative performance in various statistical terms, such as bias and variance. In particular, the use of higher-order smoothing priors, such as the thin-plate prior, is known to exhibit improved bias behavior compared to the conventional smoothing priors such as the membrane prior. However, the bias advantage of the higher-order priors is effective only when the hyperparameters involved in the reconstruction algorithm are properly chosen. In this work, we further investigate the quantitative performance of the two representative smoothing priors-the thin plate and the membrane-by observing the behavior of the associated hyperparameters of the prior distributions. In our experiments we use Monte Carlo noise trials to calculate bias and variance of reconstruction estimates, and compare the performance of ML-EM estimates to that of regularized EM using both membrane and thin-plate priors, and also to that of filtered backprojection, where the membrane and thin plate models become simple apodizing filters of specified form. We finally show that the use of higher-order models yields excellent "robustness" in quantitative performance by demonstrating that the thin plate leads to very low bias error over a large range of hyperparameters, while keeping a reasonable variance. variance.

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Detection of the Popple Spot on the Pulse Variance of the Sonance

  • Kim, Jeong-lae;Kim, Hye-ju;Lee, Kee-young
    • International journal of advanced smart convergence
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    • v.8 no.1
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    • pp.106-112
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    • 2019
  • Pulsation variance technique is blended the bumpy popple-sonance status of the brilliant-disparity understanding level (BDUL) on pulsation understanding gestalt. The understanding level condition by the pulsation understanding gestalt system is composed with the popple-sonance system. As to look for a two-node white-small dot of the brilliant situation, we are to take of the pulsation value with two-node white-small dot by the output signal. The concept of understanding level is composed the reference of brilliant-disparity level for variance signal by the pulsation sonance gestalt. Moreover indicating a bumpy variance of the BDUL of the maximum-minimum in terms of the popple-sonance gestalt, and pulsation two-node white-small dot sonance that was the a pulsation value of the far variance of the Pul-ug-FA-${\pi}_{MAX}$-MIN with $23.24{\pm}3.36units$, that was the a pulsation value of the convenient variance of the Pul-ug-CO-${\pi}_{MAX}$-MIN with $7.97{\pm}1.60units$, that was the a pulsation value of the flank variance of the Pul-ug-FL-${\pi}_{MAX}$-MIN with $3.02{\pm}0.47units$, that was the a pulsation value of the vicinage variance of the Pul-ug-VI-${\pi}_{MAX}$-MIN with $0.50{\pm}(-0.01)units$. The popple sonance will be to evaluate at the bumpy ability of the popple-sonance gestalt with two-node white-small dot by the pulsation understanding level on the BDUL that is indicated the brilliant-disparity gestalt by the understanding level system. We will be possible to suppress of a gestalt by the special signal and to utilize a pulsation data of popple sonance level by the popple understanding system.

Analysis on the spread variance by the spill-over spot on the spark sonance

  • Kim, Jeong-lae;Hwang, Kyu-sung
    • International Journal of Advanced Culture Technology
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    • v.7 no.1
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    • pp.237-242
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    • 2019
  • Spark variance technique is melded the jagged spill-over-sonance status of the glitter-differentiation knowledge level (GDKL) on the spark knowledge gestalt. The knowledge level condition by the spark knowledge gestalt system is comprised with the spill-over-sonance system. As to search a spot of the glitter situation, we are obtained of the spark value with black-red dot by the spill-over upper structure. The concept of knowledge level is comprised the reference of glitter-differentiation level for variance signal by the spark sonance gestalt. Further presenting a jagged variance of the GDKL of the maximum in terms of the spill-over-sonance gestalt, and spark spot sonance that was the a spark value of the far variance of the Spa-kg-FA-${\rho}_{MAXN}$ with $17.68{\pm}2.22units$, that was the a spark value of the convenient variance of the Spa-kg-CO-${\rho}_{MAXN}$ with $7.55{\pm}0.59units$, that was the a spark value of the flank variance of the Spa-kg-FL-${\rho}_{MAX}$ with $2.70{\pm}0.48units$, that was the a spark value of the vicinage variance of the Spa-kg-VI-${\rho}_{MAX}$ with $0.48{\pm}0.05units$. The spill-over sonance will be to appraisal at the jagged ability of the spill-over-sonance gestalt with black-red dot by the spark knowledge level on the GDKL that is presented the glitter-differentiation gestalt by the knowledge level system. Spill-over knowledge system will be possible to restrain of a gestalt by the special signal and to employ a spark data of spill-over sonance level.