• 제목/요약/키워드: variance ratio

검색결과 769건 처리시간 0.027초

Tests for homogeneity of proportions in clustered binomial data

  • Jeong, Kwang Mo
    • Communications for Statistical Applications and Methods
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    • 제23권5호
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    • pp.433-444
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    • 2016
  • When we observe binary responses in a cluster (such as rat lab-subjects), they are usually correlated to each other. In clustered binomial counts, the independence assumption is violated and we encounter an extra-variation. In the presence of extra-variation, the ordinary statistical analyses of binomial data are inappropriate to apply. In testing the homogeneity of proportions between several treatment groups, the classical Pearson chi-squared test has a severe flaw in the control of Type I error rates. We focus on modifying the chi-squared statistic by incorporating variance inflation factors. We suggest a method to adjust data in terms of dispersion estimate based on a quasi-likelihood model. We explain the testing procedure via an illustrative example as well as compare the performance of a modified chi-squared test with competitive statistics through a Monte Carlo study.

다구찌 기법에 의한 코발트기 자융성합금 용사코팅의 최적공정 설계 (Process Optimization for Co-based Self-flux Alloy Coating by Taguchi Method)

  • 이재홍;김영식
    • 동력기계공학회지
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    • 제17권6호
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    • pp.108-114
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    • 2013
  • This paper describes process optimization for thermal-sprayed Co-based self-flux alloy coating by Taguchi method. Co-based self-flux alloy coatings were fabricated according to $L_9(3^4)$ orthogonal array using flame spray process. Hardness test and wear test were performed, the results were analyzed by analysis of variance(ANOVA) considering a multi response signal to noise ratio(MRSN). From the results of ANOVA, the optimal combination of the flame spray parameters on Co-based self-flux alloy coating could be predicted. The calculated hardness and wear rate of the coatings by ANOVA were found to be close to that of confirmation experimental result.

Graft 공중합물의 광퇴색에 관한 연구(제1보) -백색도 변화에 대하여- (A Study on the Photofade of Graft Copolymer (Part I) -for variance of whiteness-)

  • 조경래
    • 한국의류학회지
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    • 제7권1호
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    • pp.11-16
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    • 1983
  • Variance of whiteness after graft copolymerization of acrylonitrile, methylmethacrylate and acrylamide onto bleached cellulose using Ce(IV) salt as initiators and the effect of homopolymer on the grafted fibers by photo-irradiation were studied. Also, the development of Yellowing were determined after carbon-arc radiation in a Fade-o-meter. The results were as follows: (1) Variation of whiteness of grafted cellulose fibers were influenced by graft-ratio, Inorganic-Organic Balance (IOB) of functional group in used monomers and adhering homopolymers on the grafed fibers. (2) Yellowing was not affected by the concentration of Ceric Ammonium Nitrate directly during reaction (eg. 0.008>0.006>0.014 M).

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비중 상한 제약조건에 따른 포트폴리오 성과에 대한 투자 비중 분석 (Weight Vector Analysis to Portfolio Performance with Diversification Constraints)

  • 박경찬;김홍선;김성문
    • 경영과학
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    • 제33권4호
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    • pp.51-64
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    • 2016
  • The maximum weight of single stock in mutual fund is limited by regulations to enforce diversification. Under incomplete information with added constraints on portfolio weights, enhanced performance had been reported in previous researches. We analyze a weight vector to examine the effects of additional constraints on the portfolio's performance by computing the Euclidean distance from the in-sample tangency portfolio, as opposed to previous researches which analyzed ex-post return only. Empirical experiment was performed on Mean-variance and Minimum-variance model with Fama French's 30 industry portfolio and 10 industry portfolio for the last 1,000 months from August 1932 to November 2015. We find that diversification-constrained portfolios have 7% to 26% smaller Euclidean distances with the benchmark portfolio compared to those of unconstrained portfolios and 3% to 11% greater Sharpe Ratio.

MISCLASSIFICATION IN SIZE-BIASED MODIFIED POWER SERIES DISTRIBUTION AND ITS APPLICATIONS

  • Hassan, Anwar;Ahmad, Peer Bilal
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제13권1호
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    • pp.55-72
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    • 2009
  • A misclassified size-biased modified power series distribution (MSBMPSD) where some of the observations corresponding to x = c + 1 are misclassified as x = c with probability $\alpha$, is defined. We obtain its recurrence relations among the raw moments, the central moments and the factorial moments. Discussion of the effect of the misclassification on the variance is considered. To illustrate the situation under consideration some of its particular cases like the size-biased generalized negative binomial (SBGNB), the size-biased generalized Poisson (SBGP) and sizebiased Borel distributions are included. Finally, an example is presented for the size-biased generalized Poisson distribution to illustrate the results.

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인트라 매크로블록의 휘도성분 분산을 이용한 압축률 향상 (The development of improve the compression ratio through the variance of the luminance component of the intra macroblock)

  • 김준;김영섭
    • 반도체디스플레이기술학회지
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    • 제12권1호
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    • pp.35-39
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    • 2013
  • H.264/AVC is an authoritative international video coding standard which shows code and efficiency more improved than the existing video standards. Above all, the parameter block mode of H.264/AVC significantly contributes much to high compression efficiency. However, as the occasion demands, users tend to pass while overlooking the part that can produce a little higher compression efficiency. We, taking notice of this point, are designed to bring in much higher compression efficiency by gathering up the overlooked parts. This paper suggests the algorithm that produces efficient performance improvement by using the histogram of luminance in the pixel unit (Macroblock) of respective prediction block and applying specific thresholds. The experimental results proves that the technique proposed by this paper increases the compression efficiency of the existing H.264/AVC algorithm by 0.4% without any increase in the whole encoding time and PSNR complexity.

다경로 페이딩 채널에서 OFDM의 성능분석 (Performance analysis of OFDM on the multi-path fading channel)

  • 정영모;이상욱
    • 한국통신학회논문지
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    • 제21권11호
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    • pp.2923-2931
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    • 1996
  • In this paper, the symbol error probability for orthogonal frequency division multiplexing (OFDM) in the multipath fading environment is obtained analytically. In the analysis, OFDM signals with and without the guard interval are considered, and the two-ray fading model is used for the multi-path fading channel. From the analysis results, it is found that the adjacent subchannel interfernce increases the symbol error rate when the guard interval is not employed or shorter than the length of the delay. It is also shown that the adjacent subchannel interference is a Gaussian random variable and its variance depends on the subchannel location and the number of subchannels. Finally, it is found that the variance of the subchannel interference also increases as the power of the signal increases for the OFDM with insufficient guard interval, yieldin an irreducible error at high signal to noise ratio.

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몬테칼로 씨뮬레이션을 통한 SN비의 효율성비교 (Efficiency Comparison of Signal-to-Noise Ratios through Monte Carlo Simulations)

  • 임용빈;이영조
    • 품질경영학회지
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    • 제23권2호
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    • pp.28-42
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    • 1995
  • For quality improvement, Taguchi emphasizes the reduction of variation of the quality characteristic, Taguchi has used the signal-to-noise ratios for achieving minimum dispersion of the quality characteristic with its location adjusted to some desired target value ${\tau}$ Lim(1994) proposes a reasonable SN ratio based on a linking relationship of the variance and mean through simple data analysis technique. In this paper we investigate the efficiency of those two SN ratios and variance stabilizing transformations through Monte Carlo Simulations.

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직교배열표를 이용한 추력을 최대화하기 위한 횡자속 선형전동기의 최적설계 (Optimum Design of Transverse Flux Linear Motor for Maximizing Thrust Force Using Table of Orthogonal Array)

  • 홍도관;우병철;강도현
    • 대한전기학회논문지:전기기기및에너지변환시스템부문B
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    • 제54권11호
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    • pp.505-510
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    • 2005
  • On this study, we optimized maximizing the thrust force at the TFLM(Transverse Flux Linear Motor) using design of experiments by the table of orthogonal array and the analysis of means(ANOM), and classified the most contributive design factor maximizing the thrust force at the TFLM by analysis of variance(ANOVA). From now on, we are going to apply the required technique to design various uses and shapes of the TFLM.

스토케스틱 방법에 의한 공작기계의 안정성 해석

  • 김광준
    • 한국정밀공학회지
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    • 제1권1호
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    • pp.34-49
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    • 1984
  • The stability of machine tool systems is analyzed by considering the machining process as a stochastic process without decomposing into machine tool structural dynamics and cutting processes. In doing so the time series analysis technique developed by Wu and Pandit is applied systematically to the relative vibration between cutting tool and work- piece measured under actual working conditions. Various characteristic properties derived from the fitted ARMA(Autoregressive Moving Average) Models and those from raw data directly are investigated in relation with the system stability. Both damping ratio and absolute value of the characteristic roots of the AR part of the most significant dynamic mode are preferred as stability indicating factors to the other pro-perties such as theoretical variance .gamma. (o) or absolute power of the most dominant dynamic mode. Maximum aplitude during a certain interval and variance estimated from raw data are shown to be very sensi- tive to the type of the signal and the location of measurement point although they can be obtained rather easily. The relative vibration signal is also analyzed by FFT(Fast Fourier Transform) Analyzer for the purpose of comparison with the spectrums derived from the fitted ARMA models.

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