• Title/Summary/Keyword: variance gamma

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Measurement of Urine Enzymes for the Early Diagnosis of Nephrosis in Ruminants 1. Optimal Conditions for Measurement of Enzyme Activities and Normal Ranges (반추동물 신증의 조기진단을 위한 뇨효소 측정법 1. 효소활성도 측정을 위한 적합한 조건과 정상범위에 관하여)

  • Lee Chang-Woo;Lee Kyoung-Kap
    • Journal of Veterinary Clinics
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    • v.6 no.2
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    • pp.291-305
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    • 1989
  • Present experiment was performed to establish the optimal reaction conditions for measurement of urinary gamma-glutamyltranspeptidase(${\gamma}$-GTP), N-acetyl-${\beta}$-D-glucosaminidase (AGS) and alanine aminopeptidase(AAP) activities in bovine and to investigate in vitro stability of the enzymes, within-run imprecision of the methods, and normal ranges. 1. The optimal wavelength for measurement of ${\gamma}$-GTP activity was 545nm. 2. The optimal pH of Tris-HCI buffer containing glycylglycine for measurement of urinary ${\gamma}$-GTP activity was 7.6~7.8(37$^{\circ}C$). 3. Coefficient of variance for within-run imprecision of urinary ${\gamma}$-GTP activity ranged from 4.8 to 7.2% and there was no significant difference among replications, 4. The optimal wavelength for measurement of urinary AGS activity was 405nm. 5. The optimal pH of citrate buffer for measurement urinary of AGS activity was 4.0(37$^{\circ}C$). 6. Coefficient of variance for within-run imprecision of urinary AGS activity ranged from 3.9 to 6.1% and there was no significant difference among replications. 7. The optimal wavelength for measurement of urinary AAP activity was 400nm. 8. The optimal pH of phosphate buffer for measurement of urinary AAP was 7.8. 9. Coefficient of variance for within-run imprecision of urinary AAP activity ranged from 2.5 to 4.8% and there was no significant difference among replications. 10. ${\gamma}$-GTP and AGS activities were increased significantly by gel-filtration. 11. Turbidity interfered with measurement of urinary AAP activity in bovine unless the specimen was gel-filterated. 12. Preservation of the specimen at 5$^{\circ}C$ or -20$^{\circ}C$ did not affect the AGS activity at least for 7 days after collection. 13. Preservation of the specimen at 5$^{\circ}C$ or 20$^{\circ}C$ did not affect the ${\gamma}$-GTP and AAP activities statistically, but some individual specimens revealed fluctuation during preservation. 14. ${\gamma}$-GTP, AGS and AAP activities revealed fluctuation by the tine of the day when the specimen was collected. 15. The normal ranges of urinary ${\gamma}$ -GTP, AGS and AAP activities were 6.60${\pm}$3.26(2.36-14.50), 1.31 ${\pm}$ 0.81(0.33-3.78), and 1.73 ${\pm}$ 0.55(0.77-3.03)U/l. respectively.

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Associated Factors with Pin-fixing & Pin removal Pain among Patients Undergoing Gamma Knife Radiosurgery (감마나이프 수술 환자의 정위적 틀 고정과 제거 시 통증에 영향을 미치는 요인)

  • Baek, So Young;Choi, Ja Yun
    • Asian Oncology Nursing
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    • v.12 no.4
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    • pp.323-330
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    • 2012
  • Purpose: Gamma knife radiosurgery (GKR) requires frame positioning because the treatment target should be as close as possible to the center of the frame. The purpose of this study was to identify the level of pin-fixing (PFP) and removal pain (PRP), and the associated factors with the pain undergoing GKR. Methods: A total of 116 patients who underwent GKR for their brain tumor were recruited from C University hospital located in H city, J province. The level of pain was measured by the 10 cm VAS. Results: The level of PFP and PRP were 6.36 and 3.26 points, respectively. Step-wise multiple regressions found that the group who have not perceived numbness after applying 5% EMLA cream was the highest associated factor with PFP, following the time from lidocaine injection to pin-fixation, which explained 21% of total variance of the level of PFP. On the other hand, a group who did not perceive numbness after applying 10% lidocaine spray was the highest factor with PRP, among female patients, which explained 27% of total variance of the level of PRP. Conclusion: Both of PFP and PRP of the stereotactic frame were moderate so that nurses should consider diverse strategies to reduce pain among patients undergoing gamma knife radiosurgery.

NOISE VARIANCE ESTIMATION OF SAR IMAGE IN LOG DOMAIN

  • Chitwong S.;Minhayenud S.;Intajag S.;Cheevasuvit F.
    • Proceedings of the KSRS Conference
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    • 2004.10a
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    • pp.574-576
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    • 2004
  • Since variance of noise is important parameter for a noise filter to reduce noise in image and the performance of noise filter is dependent on estimated variance. In this paper, we apply additive noise variance estimation method to estimate variance of speckle noise of synthetic aperture radar (SAR) imagery. Generally, speckle noise is in multiplicative model, logarithmic transformation is then used to transform multiplicative model into additive model. Here, speckle noise is generally modeled as Gamma distribution function with different looks. The additive noise variance estimation is processed in log domain. The synthesis image and real image of SAR are implemented to test and confirm results and show that more accurate estimation can be achieved.

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On the Mismatch Phenomena in DPCM Coding of Speech (DPCM 음성 부호화기의 부정합현상에 관한 연구)

  • Yoo, Deuk Su;Cho, Dong Ho;Un, Chong Kwan
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.23 no.5
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    • pp.597-604
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    • 1986
  • This paper describes various mismatch phenomena in differential pulse code modulation (DPCM) coding, such as the mismatch effects of probability density functin(pdf), signal variance, and correlation. At a high transmission rate(i.e., above 32 kbits/s), the performance of DPCM can be improved by matching the pdf shape between the input signal and the quantizer. However, the same gain cannot be obtained at a lower transmission rate. Also, it is shown that the gamma quantizer is realtively robust to the variation of pdf shaper and signal variance. Moreover, as the transmission rate increases, the performance of DPCM for the input signal with large variance is worse than that of DPCM for the signal with small variance due to the increase of overload noise. According to our simuladiton results, the mismatch effects of pdf shape and variance appear to yield more degradatin than that of correlation in a DPCM system.

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Pricing an Equity-Linked Security with Non-Guaranteed Principal

  • Cho, Jae-Koang;Lee, Hang-Suck
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.413-429
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    • 2007
  • Equity-linked securities (ELS) provide their customers with the return linked to the underlying equity (or equities). Equity-linked products in Korea have recently gained popularity due to relatively low interest rates. This paper discusses an equity-linked security whose principal is not guaranteed. The payoff of the ELS depends on the returns of two underlying assets. This paper presents numerical prices of the proposed product by using Monte-Carlo simulation method. It assumes that the log-returns of two stocks follow either Brownian motion or variance gamma process. Finally, the comparison of the two approaches is discussed.

A study on synthetic risk management on market risk of financial assets(focus on VaR model) (시장위험에 대한 금융자산의 종합적 위험관리(VaR모형 중심))

  • 김종권
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.49
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    • pp.43-57
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    • 1999
  • The recent trend is that risk management has more and more its importance. Neverthless, Korea's risk management is not developed. Even most banks does gap, duration in ALM for risk management, development and operation of VaR stressed at BIS have elementary level. In the case of Fallon and Pritsker, Marshall, gamma model is superior to delta model and Monte Carlo Simulation is improved at its result, as sample number is increased. And, nonparametric model is superior to parametric model. In the case of Korea's stock portfolio, VaR of Monte Carlo Simulation and Full Variance Covariance Model is less than that of Diagonal Model. The reason is that VaR of Full Variance Covariance Model is more precise than that of Diagonal Model. By the way, in the case of interest rate, result of monte carlo simulation is less than that of delta-gamma analysis on 95% confidence level. But, result of 99% is reversed. Therefore, result of which method is not dominated. It means two fact at forecast on volatility of stock and interest rate portfolio. First, in Delta-gamma method and Monte Carlo Simulation, assumption of distribution affects Value at Risk. Second, Value at Risk depends on test method. And, if option price is included, test results will have difference between the two. Therefore, If interest rate futures and option market is open, Korea's findings is supposed to like results of other advanced countries. And, every banks try to develop its internal model.

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Planning Accelerated Degradation Tests: the Case of Gamma Degradation Process (열화가 감마과정을 따르는 경우 가속열화시험의 최적 계획)

  • Lim, Heonsang;Lim, Dae-Eun
    • Journal of Korean Society for Quality Management
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    • v.43 no.2
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    • pp.169-184
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    • 2015
  • Purpose: This paper is concerned with optimally designing accelerated degradation test (ADT) plans based on a gamma process for the degradation model. Methods: By minimizing the asymptotic variance of the MLE of the q-th quantile of the lifetime distribution at the use condition, the test stress levels and the proportion of test units allocated to each stress level are optimally determined. Results: The optimal plans of ADT are developed for various combination of parameters. In addition, a method for determining the sample size is developed, and sensitivity analysis procedures are illustrated with an example. Conclusion: It is important to optimally design ADT based on a gamma process under the condition that a degradation process should be always nonnegative and strictly increasing over time.

The Structural Equation Model on Resilience of Breast Cancer Patients Receiving Chemotherapy (항암화학요법을 받는 유방암 환자의 극복력 구조모형)

  • Yang, Jeong Ha;Kim, Ok Soo
    • Journal of Korean Academy of Nursing
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    • v.46 no.3
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    • pp.327-337
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    • 2016
  • Purpose: The purpose of this study was to construct and test a structural equation model on resilience of breast cancer patients receiving chemotherapy. Methods: Participants were 204 patients with breast cancer who received chemotherapy treatment. They participated in a structured interview, which included social support, depression, symptom experience, self-efficacy, hope, resilience, and infection prevention behaviors. Data were analyzed using SPSS/WIN 20.0 and AMOS 18.0. Results: Lower depression (${\gamma}=-.33$, p=.020) and symptom experience (${\gamma}=-.31$, p=.012) and higher self-efficacy (${\gamma}=.32$, p=.005) and hope (${\gamma}=.48$, p=.016) were influenced by higher social support. Greater resilience was influenced by lower symptom experience (${\beta}=-.18$, p=.016), higher self-efficacy (${\beta}=.49$, p=.023), and higher hope (${\beta}=.46$, p=.012), and these predictors explained 66.7% of variance in resilience. Greater resilience (${\beta}=.54$, p =.009) made an impact on greater infection prevention behaviors. Resilience mediated the relations of symptom experience (${\beta}=-.10$ p=.013), self-efficacy (${\beta}=.27$, p=.006) and hope (${\beta}=.25$, p=.009) with infection prevention behaviors. These predictors explained 24.9% of variance in infection prevention behaviors. Conclusion: The findings of the study suggest that breast cancer patients with greater resilience who are receiving chemotherapy participate in increased infection prevention behaviors. Further research should be conducted to seek intervention strategies that improve breast cancer patients' resilience.

Study on the analysis of disproportionate data and hypothesis testing (불균형 자료 분석과 가설 검정에 관한 연구)

  • 장석환;송규문;김장한
    • The Korean Journal of Applied Statistics
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    • v.5 no.2
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    • pp.243-254
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    • 1992
  • In the present study two sets of unbalanced two-way cross-classification data with and without empty cell(s) were used to evaluate empirically the various sums of squares in the analysis of variance table. Searle(1977) and Searle et.al.(1981) developed a method of computing R($\alpha$\mid$\mu, \beta$) and R($\beta$\mid$\mu, \alpha$) by the use of partitioned matrix of X'X for the model of no interaction, interchanging the columns of X in order of $\alpha, \mu, \beta$ and accordingly the elements in b. An alternative way of computing R($\alpha$\mid$\mu, \beta$), R($\beta$\mid$\mu, \alpha$) and R($\gamma$\mid$\mu, \alpha, \beta$) without interchanging the columns of X has been found by means of,$(X'X)^-$ derived, using $W_2 = Z_2Z_2-Z_2Z_1(Z_1Z_1)^-Z_1Z_2$. It is true that $R(\alpha$\mid$\mu,\beta,\gamma)\Sigma = SSA_W and R(\beta$\mid$\mu,\alpha,\gamma)\Sigma = SSB_W$ where $SSA_W$ and means analysis and $R(\gamma$\mid$\mu,\alpha,\beta) = R(\gamma$\mid$\mu,\alpha,\beta)\Sigma$ for the data without empty cell, but not for the data with empty cell(s). It is also noticed that for the datd with empty cells under W - restrictions $R(\alpha$\mid$\mu,\beta,\gamma)_W = R(\mu,\alpha,\beta,\gamma)_W - R(\mu,\alpha,\beta,\gamma)_W = R(\alpha$\mid$\mu) and R(\beta$\mid$\mu,\alpha,\gamma)_W = R(\mu,\alpha,\beta,\gamma)_W - R(\mu,\alpha,\beta,\gamma)_W = R(\beta$\mid$\mu) but R(\gamma$\mid$\mu,\alpha,\beta)_W = R(\mu,\alpha,\beta,\gamma)_W - R(\mu,\alpha,\beta,\gamma)_W \neq R(\gamma$\mid$\mu,\alpha,\beta)$. The hypotheses $H_o : K' b = 0$ commonly tested were examined in the relation with the corresponding sums of squares for $R(\alpha$\mid$\mu), R(\beta$\mid$\mu), R(\alpha$\mid$\mu,\beta), R(\beta$\mid$\mu,\alpha), R(\alpha$\mid$\mu,\beta,\gamma), R(\beta$\mid$\mu,\alpha,\gamma), and R(\gamma$\mid$\mu,\alpha,\beta)$ under the restrictions.

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FIR System Identification Method Using Collaboration Between RLS (Recursive Least Squares) and RTLS (Recursive Total Least Squares) (RLS (Recursive Least Squares)와 RTLS (Recursive Total Least Squares)의 결합을 이용한 새로운 FIR 시스템 인식 방법)

  • Lim, Jun-Seok;Pyeon, Yong-Gook
    • The Journal of the Acoustical Society of Korea
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    • v.29 no.6
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    • pp.374-380
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    • 2010
  • It is known that the problem of FIR filtering with noisy input and output data can be solved by a total least squares (TLS) estimation. It is also known that the performance of the TLS estimation is very sensitive to the ratio between the variances of the input and output noises. In this paper, we propose a convex combination algorithm between the ordinary recursive LS based TLS (RTLS) and the ordinary recursive LS (RLS). This combined algorithm is robust to the noise variance ratio and has almost the same complexity as the RTLS. Simulation results show that the proposed algorithm performs near TLS in noise variance ratio ${\gamma}{\approx}1$ and that it outperforms TLS and LS in the rage of 2 < $\gamma$ < 20. Consequently, the practical workability of the TLS method applied to noisy data has been significantly broadened.