• Journal of applied mathematics & informatics
• /
• 제2권1호
• /
• pp.25-32
• /
• 1995

Due to the complexity of many of the existing statistical problems found in working with envirommental copmuter simulations (Monte Carlo)have proved to be very informative. However, due to the various types of environmental data(thus the different type of distributions) one can no longer perform simulations based solely upon normal data. So in anticipating this problem, this paper outlines the computer software to generate variates from the various specified dis-tributions.

• Journal of the Korean Data and Information Science Society
• /
• 제15권2호
• /
• pp.297-306
• /
• 2004

It is usual that multivariate data analysis produces related (small number of) artificial variates for data reduction. Among them, refer to MDS(multidimensional scaling), MDPREF(multidimensional preference analysis), CDA(canonical discriminant analysis), CCA(canonical correlation analysis) and FA(factor analysis). Varimax rotation of artificial variables which is originally invented in FA for easy interpretations is applied to diverse multivariate techniques mentioned above. Real data analysisis is performed in order to manifest that rotation improves interpretations of artificial variables.

• Communications for Statistical Applications and Methods
• /
• 제1권1호
• /
• pp.81-86
• /
• 1994

A Chi-square approximation to the distribution of product of independent Beta variates denoted by U is developed. The distribution is commonly used as a test criterion for the general linear hypothesis about the multivariate linear models. The approximation is obtained by fitting a logarithmic function of U to a Chi-square variate in terms of the first three moments. It is compared with the well known approximations due to Box(1949), Rao(1948), and Mudholkar and Trivedi(1980). It is found that the Chi-square approximation compares favorably with the other three approximations.

• Journal of the Korean Statistical Society
• /
• 제19권2호
• /
• pp.182-185
• /
• 1990

Let a p-component vector y have a p-variate normal distribution $N(b\theta, \Sigma), \Sigma$ unknown, b specified, then for testing $\theta = 0$ against general $\theta$, Khatri and Rao (1987) derive a certain t test and obtain its power function. This paper presents a direct derivation of this power function in terms of the original variates unlike Khatri and Rao (1987) who resort to the canonical transformations of the original variates and the conditional distributions.

• 산업기술연구
• /
• 제20권A호
• /
• pp.159-167
• /
• 2000

In the study rainfall frequency analysis attemped the many specific property data record duration it is differance from occur to error-term and probability ditribution of concern manifest. error-term analysis of method are fact sample data using method in other hand it is not appear to be fault that sample data of number to be small random variates. Therefore, day-rainfall data: to randomicity consider of this study sample data to the Monte Carlo method by randomize after data recode duration of form was choice method which compared an assumed maternal distribution from splitting frequency analysis consequence. In the conclusion, frequency analysis of chuncheon region rainfall appeared samll RMSE to the Gamma II distribution. In the rainfall frequency analysis estimate RMSE using random variates great transform, RMSE is appear that return period increasing little by little RMSE incresed and data number incresing to RMSE decreseing.

• Communications for Statistical Applications and Methods
• /
• 제15권1호
• /
• pp.87-94
• /
• 2008

Andrews (1972) proposed to combine trigonometric functions to represent n observations of p variates, where the coefficients in linear sums are taken from the values of corresponding observation's respective variates. By viewing Andrews' plot as a collection of n trajectories of p-dimensional objects (observations) as a weighting point loaded with dimensional weights moves along a certain path on the hyper-dimensional sphere, we develop graphical techniques for further uses in data visualization. Specifically, we show that the parallel coordinate plot is a special case of Andrews' plot and we demonstrate the versatility of Andrews' plot with a projection pursuit engine.

• 한국경영과학회:학술대회논문집
• /
• 대한산업공학회/한국경영과학회 1992년도 춘계공동학술대회 발표논문 및 초록집; 울산대학교, 울산; 01월 02일 May 1992
• /
• pp.127-136
• /
• 1992

시뮬레이션 실험에서 시스템 성과에 대한 추정치의 정확도를 개선하기 위한 분산감소기법(Variance Reduction Technique)은 입력영역과 출력영역에 대한 것으로 나누어 볼 수 있다. 본 연구에서는 시스템 성과 추정량이 단일 변량인 경우에, 분산감소기법으로 많이 사용되는 Antithetic Variates방법과 Control Variates방법을 결합하여 응용가능한 시뮬레이션 실험설계기법을 제시하고 이 기법을 선택된 모형에 적용하여 시뮬레이션의 효율성을 분석하였다. 실험결과, 제안된 기법은 기존 방법들보다 추정치의 분산을 5%-8% 더 감소시켰다. 비록 제한된 실험결과이지만 이러한 효과는 대형 시뮬레이션의 경우에 적지 않으리라 기대된다. 특히 효과적인 Control Variates의 수가 적은 경우, 제안된 기법은 매우 효율적이다.

• 한국시뮬레이션학회논문지
• /
• 제4권1호
• /
• pp.25-36
• /
• 1995

We develop a variance reduction technique in one simulation experiment whose purpose is to estimate the parameters of a first-order linear model. This method utilizes the control variates obtained during the course of simulation run under Schruben and Margolin's method (S-M method). The performance of this method is shown to be similar in estimating the main effects, and to be superior to S-M method in estimating the overall mean response in the hospital simulation experiment. For the general case, we consider that a proposed method may yield a better result than S-M method if selected control variates are highly correlated with the response at each design point.

• Communications for Statistical Applications and Methods
• /
• 제20권5호
• /
• pp.347-356
• /
• 2013

We propose a sequential method to construct approximate confidence limits for the ratio of two independent sequences of binomial variates with unequal sample sizes. Due to the nonexistence of an unbiased estimator for the ratio, we develop the procedure based on a modified maximum likelihood estimator (MLE). We generalize the results of Cho and Govindarajulu (2008) by defining the sample-ratio when sample sizes are not equal. In addition, we investigate the large-sample properties of the proposed estimator and its finite sample behavior through numerical studies, and we make comparisons from the sample information view points.

• 한국시뮬레이션학회논문지
• /
• 제9권4호
• /
• pp.67-75
• /
• 2000

Often system analysts are interested in the estimation of percentile for system performance. For instance, in PERT network system, the percentile that the project. Typically the control variate method is used to reduce the variability of mean response using the correlation between the response and the control variates with a little additional cost during the course of simulation. In the same spirit, we apply this method to estimate the percentile of project completion time in PERT system, and evaluate the efficiency of the controlled estimator for its percentile.1 Simulation results indicate that the controlled estimators are more effective in reducing the variances of estimators than the simple estimators, however those tend to a little underestimate the percentiles for some critical values. We need more simulation experiments to examine such a kind of bias problem. We expect this research presents a step forward in the area of variance reduction techniques of stochastic simulation.