• Communications for Statistical Applications and Methods
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• v.17 no.2
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• pp.165-181
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• 2010

This paper presents some chain ratio-type estimators for estimating finite population variance using two auxiliary variables in two phase sampling set up. The expressions for biases and mean squared errors of the suggested c1asses of estimators are given. Asymptotic optimum estimators(AOE's) in each class are identified with their approximate mean squared error formulae. The theoretical and empirical properties of the suggested classes of estimators are investigated. In the simulation study, we took a real dataset related to pulmonary disease available on the CD with the book by Rosner, (2005).

• Journal of the Korean Operations Research and Management Science Society
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• v.39 no.4
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• pp.137-152
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• 2014

In this paper, I suggest several techniques to estimate covariance matrix and compare the performance of the global minimum variance portfolio (GMVP) in terms of out of sample mean standard deviation and return. As a result, the return differences among the GMVPs are insignificant. The mean standard deviation of the GMVP using historical covariance is sensitive to the estimation window and the number of assets in the portfolio. Among the model covariance, the GMVP using constant systematic risk ratio model or using short sale restriction shows the best performance. The performance difference between the GMVPs using historical covariance and model covariance becomes insignificant as the historical covariance is estimated with longer estimation window. Lastly, the implied volatilities from ELW prices do not lead to superior performance to the historical variance.

• Transactions of the Korean Society of Mechanical Engineers
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• v.7 no.4
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• pp.451-460
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• 1983

Computational four-equation turbulence model is developed and is applied to predict twodimensional unsteady thermal surface discharge into a reservoir. Turbulent stresses and heat fluxes in the momentum and energy equations are determined from transport equations for the turbulent kinetic energy (R), isotropic rate of kinetic energy dissipation (.epsilon.), mean square temperature variance (theta. over bar $^{2}$), and rate of destruction of the temperature variance (.epsilon. $_{\theta}$). Computational results by four-equation model are favorably compared with those obtained by an extended two-equation model. Added advantage of the four-equation model is that it yields quantitative information about the ratio between the velocity time scale and the thermal time scale and more detailed information about turbulent structure. Predicted time scale ratio is within experimental observations by others. Although the mean velocity and temperature fields are similarly predicted by both models, it is found that the four-equation model is preferably candidate for prediction of highly buoyant turbulent flows.

• Proceedings of the KSME Conference
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• 2000.04b
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• pp.899-905
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• 2000

The characteristics of air flow and engine performance with swirl ratio variance of intake port In a turbocharged DI diesel engine was studied in this paper. The intake port flow is important factor which have influence on the engine performance and exhaust emission because the properties in the injected fuel depend on the combustion characteristics. The swirl ratio for ports was modified by hand-working and measured by impulse swirl meter. For the effects on performance and emission, the brake torque and brake specific fuel consumption were measured by engine dynamometer and NOx, smoke were measured by gas analyzer and smoke meter. As a result of steady flow test, when the valve eccentricity ratio are closed to cylinder wall, the flow coefficient and swirl intensity are increased. And as the swirl ratio is increased, the mean flow coefficient is decreasing, whereas the gulf factor is increasing. Also, through engine test its can be expected to meet performance and emission by optimizing the main parameters; the swirl ratio of intake port, injection timing and compression ratio.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.15-27
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• 2012

We have studied the realized variance(RV) of intra-day returns and market microstructure noise based on high-frequency stock transaction data for the four largest companies in terms of market capitalization in the KOSPI. First, non-negligible biases are observed for the RV and for the bias-corrected realized variance($RV_{AC_1}$) which is constructed by adjusting RV for the first order autocorrelation in intra-day returns. Bias is more obvious for the RV and the $RV_{AC_1}$ when intra-day returns are sampled more frequently than every 2 minutes. Transaction Time Sampling(TTS) is shown to be better than Calendar Time Sampling(CTS) in terms of biases of the RV and the $RV_{AC_1}$ for the 4 companies. The analysis reveals that market microstructure noise is temporally dependent. Second, by using the Noise-to-Signal Ratio(NSR), we estimate sampling frequencies that are optimal in terms of the Mean Square Errors(MSE) of the RV and the $RV_{AC_1}$. The optimal sampling frequencies are around 200 for RV and is around 5000 for the $RV_{AC_1}$ for all the four stock prices. For the 6 hour transaction period of the Korean stock trading, these correspond to about 2 minutes and 6 seconds.

• Nuclear Engineering and Technology
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• v.48 no.5
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• pp.1120-1125
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• 2016

The neutron decay constant, ${\alpha}$, and effective delayed neutron fraction, ${\beta}_{eff}$, are important parameters for the control of the dynamic behavior of nuclear reactors. For the heavy water zero power reactor (HWZPR), this document describes the measurements of the neutron decay constant by noise analysis methods, including variance to mean (VTM) ratio and endogenous pulse source (EPS) methods. The measured ${\alpha}$ is successively used to determine the experimental value of the effective delayed neutron fraction as well. According to the experimental results, ${\beta}_{eff}$ of the HWZPR reactor under study is equal to 7.84e-3. This value is finally used to validate the calculation of the effective delayed neutron fraction by the Monte Carlo methods that are discussed in the document. Using the Monte Carlo N-Particle (MCNP)-4C code, a ${\beta}_{eff}$ value of 7.58e-3 was obtained for the reactor under study. Thus, the relative difference between the ${\beta}_{eff}$ values determined experimentally and by Monte Carlo methods was estimated to be < 4%.

• International Journal of Reliability and Applications
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• v.14 no.1
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• pp.27-39
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• 2013

In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

• Proceedings of the Korean Society for Agricultural Machinery Conference
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• 1996.06c
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• pp.852-862
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• 1996

This study was carried out to develop tools to detect defects of apple using machine vision. For the purpose, 6 kinds of frame for color images, R, G, B, h, S, and I frame, and a frame for near infra-red images (NIR frame) were tested first to select one which is useful to segment defect areas from apple images. After then, several methods to classify kind of defect for the segmented defect areas were developed and tested. Five kinds of apple defect -bruise , decay ,fleck worm hole and scar were investigated . The results are as follows: NIR frame was selected as the best one among the 7 kinds of image frame, and R, G and I frames showed favourable result to segment areas of apple defect. Various features of the segmented defect areas were measured to classify the defect areas. Eight kids of feature of the areas-size, roundness, axes length ratio, mean and variance of pixel values, variance of real part of spectrum, mean and variance of power spectrum resulted from spacial ourier transform were observed for the segmented defect areas in the selected 4 frames. then procedures to classify defects using the features were developed for the 4 frames and tested with 75-113 defects on apples. The test resulted that NIR and I frames showed high accuracies to classify the kind of defect as 77% and 76% , respectively.

• Imaging Science in Dentistry
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• v.50 no.4
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• pp.319-322
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• 2020

Purpose: The purpose of this study was to investigate the utility of the width-to-length ratio for the differentiation of ameloblastomas and odontogenic keratocysts in the body of the mandible. Materials and Methods: This study retrospectively reviewed 9 patients with ameloblastomas and 9 patients with odontogenic keratocysts using cone-beam computed tomography. The width-to-length ratio was determined by measuring the ratio between the greatest buccolingual dimension and the greatest perpendicular anteroposterior dimension of the lesion on the axial view. One-way analysis of variance was used to examine the difference in the width-to-length ratio between the 2 types of lesions. Statistical significance was tested at P<0.05. Results: Ameloblastomas showed a mean width-to-length ratio of 0.64, whereas odontogenic keratocysts showed a mean width-to-length ratio of 0.41. The cut-off value with which the 2 types of lesions were differentiated was 0.5. The width-to-length ratios of ameloblastomas were significantly higher than those of odontogenic keratocysts (P<0.05). Conclusion: The width-to-length ratio might be used to differentiate between ameloblastomas and odontogenic keratocysts.

• Communications for Statistical Applications and Methods
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• v.21 no.3
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• pp.201-212
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• 2014

We provide a simple basic method to find bounds for higher order moments of unimodal distributions in terms of lower order moments when the random variable takes value in a given finite real interval. The bounds for moments in terms of the geometric mean of the distribution are also derived. Both continuous and discrete cases are considered. The bounds for the ratio and difference of moments are obtained. The special cases provide refinements of several well-known inequalities, such as Kantorovich inequality and Krasnosel'skii and Krein inequality.