• 제목/요약/키워드: variance estimation.

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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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    • 제7권2호
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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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분산 섭동법 에 의한 CNC보오링 머시인 의 적응제어 (Adaptive Control of CNC Boring Machine by Application of the Variance Perturbation Method)

  • 이종원
    • 대한기계학회논문집
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    • 제8권1호
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    • pp.65-70
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    • 1984
  • A recursive parameter estimation method is applied to spindle deflection model during boring process. The spindle infeed rate is then determined to preserve the diametral tolerance of bore. This estimation method is further extended to adaptive control by application of the variance perturbation method. The results of computer simulation attest that the proposed method renders the optimal cutting conditions, maintaining the diametral accuracy of bore, regardless of parameter fluctuations. The proposed method necessitating only post-process measurements features that initialization of parameter guess values in simple, a priori knowledge on parameter variations is not needed and the accurate estimation of optimal spindle infeed rate is obtained, even if the parameter estimation may be poor.

An Empirical Study on Dimension Reduction

  • Suh, Changhee;Lee, Hakbae
    • Journal of the Korean Data Analysis Society
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    • 제20권6호
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    • pp.2733-2746
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    • 2018
  • The two inverse regression estimation methods, SIR and SAVE to estimate the central space are computationally easy and are widely used. However, SIR and SAVE may have poor performance in finite samples and need strong assumptions (linearity and/or constant covariance conditions) on predictors. The two non-parametric estimation methods, MAVE and dMAVE have much better performance for finite samples than SIR and SAVE. MAVE and dMAVE need no strong requirements on predictors or on the response variable. MAVE is focused on estimating the central mean subspace, but dMAVE is to estimate the central space. This paper explores and compares four methods to explain the dimension reduction. Each algorithm of these four methods is reviewed. Empirical study for simulated data shows that MAVE and dMAVE has relatively better performance than SIR and SAVE, regardless of not only different models but also different distributional assumptions of predictors. However, real data example with the binary response demonstrates that SAVE is better than other methods.

소지역 추정방법을 이용한 실업자 수 추정 사례연구 (Estimation of the Number of the Unemployed Using Small Area Estimation Methods)

  • 권세혁
    • 한국조사연구학회지:조사연구
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    • 제10권1호
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    • pp.141-154
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    • 2009
  • 정보화 사회에서는 목표지향적이고 세분화된 통계의 필요성이 높아지고 있으나 현재 사용되는 조사체계를 이용하면 추정 분산이 커져 생산된 통계의 정확도가 낮아진다. 표본크기를 늘리면 추정분산을 줄일 수 있으나 비용이나 시간 면에서는 비효율적이다. 현재와 비슷한 규모의 표본조사구 조사와 일반 행정통계를 이용하여 일정 신뢰수준을 갖춘 통계를 생산할 수 있는 소지역 추정법에 대한 연구가 진행되어 개발 적용되고 있다. 본 연구에서는 소지역 추정법을 활용하여 대전광역시의 5개 구별 실업자 수를 추정하고 추정치의 CV 값을 계산하여 추정방법의 효율성을 비교하는 사례분석을 실시하였다. 또한 합성추정량과 복합추정량의 MSE를 보다 정확하게 계산하는 방법으로 잭나이프 방법을 제안하고 계산방법을 보였다.

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프레임 율 향상을 위한 분산 및 적응적 탐색영역을 이용한 움직임 추정 알고리듬 (Motion Estimation Algorithm Using Variance and Adaptive Search Range for Frame Rate Up-Conversion)

  • 유송현;정제창
    • 방송공학회논문지
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    • 제23권1호
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    • pp.138-145
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    • 2018
  • 본 논문에서는 움직임 추정을 이용한 새로운 프레임 율 향상 변환 알고리듬을 제안한다. 제안 된 알고리듬은 더 정확한 움직임 벡터를 찾기 위해 움직임 추정 방법에서 오차의 분산을 추가적으로 이용한다. 그런 다음, 이웃 움직임 벡터들의 분산 및 현재 움직임 벡터와 이웃하는 평균 움직임 벡터 간의 분산을 사용하여 잘못 찾아진 움직임 벡터를 탐색한다. 탐색된 벡터들은 8 개의 이웃 움직임 벡터의 가중 합에 의해 수정된다. 또한, 보다 정확한 움직임 벡터를 찾고 동시에 계산 복잡도를 줄일 수 있는 적응적 탐색 영역 결정 알고리듬을 제안한다. 결과적으로, 제안하는 알고리듬은 기존의 알고리듬들에 비해 평균 최대 신호 대 잡음 비 (PSNR)와 구조적 유사도 (SSIM)을 각각 1.44dB 및 0.129까지 향상시켰다.

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

  • 김종규;백승준;손영갑;박상현;이문호;강인식
    • 한국군사과학기술학회지
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    • 제21권2호
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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.

Defect classification of refrigerant compressor using variance estimation of the transfer function between pressure pulsation and shell acceleration

  • Kim, Yeon-Woo;Jeong, Weui-Bong
    • Smart Structures and Systems
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    • 제25권2호
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    • pp.255-264
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    • 2020
  • This paper deals with a defect classification technique that considers the structural characteristics of a refrigerant compressor. First, the pressure pulsation of the refrigerant flowing in the suction pipe of a normal compressor was measured at the same time as the acceleration of the shell surface, and then the transfer function between the two signals was estimated. Next, the frequency-weighted acceleration signals of the defect classification target compressors were generated using the estimated transfer function. The estimation of the variance of the transfer function is presented to formulate the frequency-weighted acceleration signals. The estimated frequency-weighted accelerations were applied to defect classification using frequency-domain features. Experiments were performed using commercial compressors to verify the technique. The results confirmed that it is possible to perform an effective defect classification of the refrigerant compressor by the shell surface acceleration of the compressor. The proposed method could make it possible to improve the total inspection performance for compressors in a mass-production line.

재조사에서 효율 향상을 위한 추정법 연구 (Estimation to improve survey efficiency in callback)

  • 박현아;나성룡
    • Journal of the Korean Data and Information Science Society
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    • 제26권2호
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    • pp.377-385
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    • 2015
  • 표본조사에서 무응답이 발생한 개체에 대해 재조사 실시한 후 보조변수를 사용한 회귀추정의 형태를 가지는 추정량을 제시하고 복제치 기법을 이용한 분산추정량을 연구한다. 또한 응답여부에 따른 응답확률의 모수적 추론방법도 함께 제시한다. 재조사 후 모평균에 대하여 불편성을 만족하고 효율이 좋은 추정량과 일치성을 가지는 분산추정량을 이론적으로 연구하고 모의실험을 통하여 연구의 타당성을 입증한다.

Estimation of Smoothing Constant of Minimum Variance and its Application to Industrial Data

  • Takeyasu, Kazuhiro;Nagao, Kazuko
    • Industrial Engineering and Management Systems
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    • 제7권1호
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    • pp.44-50
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    • 2008
  • Focusing on the exponential smoothing method equivalent to (1, 1) order ARMA model equation, a new method of estimating smoothing constant using exponential smoothing method is proposed. This study goes beyond the usual method of arbitrarily selecting a smoothing constant. First, an estimation of the ARMA model parameter was made and then, the smoothing constants. The empirical example shows that the theoretical solution satisfies minimum variance of forecasting error. The new method was also applied to the stock market price of electrical machinery industry (6 major companies in Japan) and forecasting was accomplished. Comparing the results of the two methods, the new method appears to be better than the ARIMA model. The result of the new method is apparently good in 4 company data and is nearly the same in 2 company data. The example provided shows that the new method is much simpler to handle than ARIMA model. Therefore, the proposed method would be better in these general cases. The effectiveness of this method should be examined in various cases.