• Title/Summary/Keyword: 근사분산

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Design-based Properties of Least Square Estimators in Panel Regression Model (패널회귀모형에서 회귀계수 추정량의 설계기반 성질)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.12 no.3
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    • pp.49-62
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    • 2011
  • In this paper we investigate design-based properties of both the ordinary least square estimator and the weighted least square estimator for regression coefficients in panel regression model. We derive formulas of approximate bias, variance and mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator after linearization of least square estimators. Also we compare their magnitudes each other numerically through a simulation study. We consider a three years data of Korean Welfare Panel Study as a finite population and take household income as a dependent variable and choose 7 exploratory variables related household as independent variables in panel regression model. Then we calculate approximate bias, variance, mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator based on several sample sizes from 50 to 1,000 by 50. Through the simulation study we found some tendencies as follows. First, the mean square error of the ordinary least square estimator is getting larger than the variance of the weighted least square estimator as sample sizes increase. Next, the magnitude of mean square error of the ordinary least square estimator is depending on the magnitude of the bias of the estimator, which is large when the bias is large. Finally, with regard to approximate variance, variances of the ordinary least square estimator are smaller than those of the weighted least square estimator in many cases in the simulation.

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Approximate Variance of Least Square Estimators for Regression Coefficient under Inclusion Probability Proportional to Size Sampling (포함확률비례추출에서 회귀계수 최소제곱추정량의 근사분산)

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.23-32
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    • 2012
  • This paper deals with the bias and variance of regression coefficient estimators in a finite population. We derive approximate formulas for the bias, variance and mean square error of two estimators when we select a fixed-size inclusion probability proportional to the size sample and then estimate regression coefficients by the ordinary least square estimator as well as the weighted least square estimator based on the selected sample data. Necessary and sufficient conditions for the comparison of the two estimators in terms of variance and mean square error are suggested. In addition, a simple example is introduced to numerically compare the variance and mean square error of the two estimators.

Performance Enhancement of a DVA-tree by the Independent Vector Approximation (독립적인 벡터 근사에 의한 분산 벡터 근사 트리의 성능 강화)

  • Choi, Hyun-Hwa;Lee, Kyu-Chul
    • The KIPS Transactions:PartD
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    • v.19D no.2
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    • pp.151-160
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    • 2012
  • Most of the distributed high-dimensional indexing structures provide a reasonable search performance especially when the dataset is uniformly distributed. However, in case when the dataset is clustered or skewed, the search performances gradually degrade as compared with the uniformly distributed dataset. We propose a method of improving the k-nearest neighbor search performance for the distributed vector approximation-tree based on the strongly clustered or skewed dataset. The basic idea is to compute volumes of the leaf nodes on the top-tree of a distributed vector approximation-tree and to assign different number of bits to them in order to assure an identification performance of vector approximation. In other words, it can be done by assigning more bits to the high-density clusters. We conducted experiments to compare the search performance with the distributed hybrid spill-tree and distributed vector approximation-tree by using the synthetic and real data sets. The experimental results show that our proposed scheme provides consistent results with significant performance improvements of the distributed vector approximation-tree for strongly clustered or skewed datasets.

Variance Mismatched Quantization of a Generalized Gamma Source (일반화된 감마 신호원의 분산 불일치된 양치화)

  • 구기일
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.10A
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    • pp.1566-1575
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    • 2000
  • This paper studies mismatched scalar quantization of a generalized gamma source by a quantizer that is optimally (in the mean square error sense) designed for another generalized gamma source. Specifically, it considers variance-mismatched quantization which occurs when the variance of the source to be quantized differs from tat of the designed-for source. The main result is the two distortion formulas derived from Bennett's integral. The first formula is an approximation expression that uses the outermost threshold of an optimum scalar quantizer, and the second formula, in turn, uses an approximation formula for this outermost threshold. Numerical results are obtained for Laplacian sources, which are example of a generalized gamma source, and comparisons are made between actual mismatched distortions and the two formulas. These numerical results show that the two formulas become more accurate, as the number of quantization points gets larger and the ratio of the source variance to that of the designed-for source gets bigger. For example, the formulas are within 2~4% of the actual distortion for approximately 64 quantization points or more. In conclusion, the proposed approximation formulas are considered to have contribution as closed formulas and for their accuracy.

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On a robust analysis of variance based on winsorization (윈저화를 이용한 로버스트 분산분석)

  • 성내경
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.119-131
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    • 1995
  • Based on Monte-Carlo simulation results we propose a robust analysis of variance procedure by utilizing trimmed mean and Winsorized variance. We deal with mainly the one-way classification case. We evaluate the empirical distribution of a pseudo-F statistic based on symmetrically Winsorized sum of squares when the population is normally distributed.

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Analytic Expression of the Signal Distortion in Dispersion-Managed Optical Transmission (최적으로 색분산 보상된 광통신 시스템에서 신호 왜곡에 관한 근사적 수학식 연구)

  • Kim, Sung-Man
    • The Journal of the Korea institute of electronic communication sciences
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    • v.8 no.8
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    • pp.1235-1240
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    • 2013
  • We investigate an approximate analytic expression of signal distortion caused by the interaction between self-phase modulation (SPM) and dispersion in the dispersion-managed optical transmission where the dispersion is optimally compensated. From the analytic study, we obtain the analytic expression of the signal distortion in dispersion-managed optical transmission system. To confirm the validity of the analytic expression, we show that the eye-opening penalties calculated by the analytic expression correspond with the simulation results. Using the analytic result, we can easily estimate the signal distortion without complex nonlinear simulations.

Saddlepoint Approximation to the Smooth Functions of Means Model (평균 벡터의 평활함수모형에 대한 안부점근사 -스튜던트화 분산을 중심으로-)

  • 나종화;김주성
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.333-344
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    • 2001
  • 통계적 추론에 사용되는 많은 통계량들은 평균벡터의 평활함수의 형태로 표현이 가능하다. 본 연구에서는 이들 통계량들의 분포함수에 대한 안부점근사법을 제시하였다. 이 방법은 Na(1998)에서 제시된 일반적 통계량의 분포함수에 대한 안부점근사법이 평균벡터의 평활함수모형에 특히 유용하게 사용될 수 있음을 보인 것이다. 이 근사법은 정규근사에 비해 근사의 정도가 뛰어나며, 특히 통계량의 꼬리부분의 확률에 대해서도 정확도가 그대로 유지되는 장점이 있어 정밀한 추론이 요구되는 많은 문제에 효과적으로 사용될 수 있다. 모의 실험에 사용할 평균벡터의 평활함수 모형으로는 스튜던트화 분산을 고려하였다.

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A Distributed High Dimensional Indexing Structure for Content-based Retrieval of Large Scale Data (대용량 데이터의 내용 기반 검색을 위한 분산 고차원 색인 구조)

  • Cho, Hyun-Hwa;Lee, Mi-Young;Kim, Young-Chang;Chang, Jae-Woo;Lee, Kyu-Chul
    • Journal of KIISE:Databases
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    • v.37 no.5
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    • pp.228-237
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    • 2010
  • Although conventional index structures provide various nearest-neighbor search algorithms for high-dimensional data, there are additional requirements to increase search performances as well as to support index scalability for large scale data. To support these requirements, we propose a distributed high-dimensional indexing structure based on cluster systems, called a Distributed Vector Approximation-tree (DVA-tree), which is a two-level structure consisting of a hybrid spill-tree and VA-files. We also describe the algorithms used for constructing the DVA-tree over multiple machines and performing distributed k-nearest neighbors (NN) searches. To evaluate the performance of the DVA-tree, we conduct an experimental study using both real and synthetic datasets. The results show that our proposed method contributes to significant performance advantages over existing index structures on difference kinds of datasets.

Asymptotic Variance of Flood Quantiles from the Generalized Logistic Distribution using the Method of Maximum Likelihood (Generalized Logistic 분포형의 최우도법을 이용한 확률홍수량의 근사적 분산)

  • Shin, Hong-Joon;Heo, Jun-Haeng;Kim, Young-Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1522-1526
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    • 2007
  • 최근 영국의 Institute of Hydrology에서는 Generalized logistic (GL) 분포형을 홍수빈도해석시 GEV 분포형을 대체하는 분포형으로 추천한 바 있으며, 그로 인해 GL 분포형의 사용이 증가하고 있는 추세이다. 하지만 아직 그 사용빈도에 반하여 분포형 자체의 특성, 그 중에서도 확률홍수량의 근사적 분산에 관한 연구는 거의 이루어지지 않았다. 따라서 본 연구에서는 최우도법을 이용하여 GL 분포형의 확률홍수량에 대한 근사적 분산에 관한 연구를 수행하였으며, 이를 표본 크기, 재현기간, 매개변수들의 함수로 나타내었다. 또한 확률홍수량의 근사적 분산의 적용성을 검토하기 위해 Monte Carlo 모의실험을 수행하였으며, 모의실험은 형상 매개변수$(\beta)$$\pm0.5$이면 gamma function으로 인하여 표본 크기에 관계없이 분산값이 무한대에 가까워지므로 형상매개변수의 범위는 $-0.5{\leq}{\beta}{\leq}+0.5$로 제한하였다. 모의결과 최우도법에 의해 계산된 분산식은 형상매개변수 $-0.25{\leq}{\beta}{\leq}+0.5$의 범위에서 비교적 잘 맞는 것을 확인할 수 있었으며, 기존에 알려진 대로 표본크기가 크면 클수록 정확해지는 것을 알 수 있다. 또한 표본크기가 작은 경우 형상매개변수 전 범위에서 정확도가 떨어지는 것을 확인할 수 있으며, 최우도법의 경우 표본크기가 작은 경우를 제외하고 $-0.25{\leq}{\beta}{\leq}+0.5$ 범위에서 quantile 산정시 quantile이 약간 과다추정되는 경향이 있는 것을 알 수 있으며, 이는 분산이 과다 추정되는 결과를 초래하며 이로 인해 해석해보다 약간씩 큰 값을 나타내는 것으로 판단되었다..이 극단적인 선정적인 폭력성에 탐닉하게 되는 경향이 있다. 현실은 결코 아름답지 못하고, 행복하게 살 수 없다는 것에 대한 깨달음에서 기인한다. 욕구불만의 강도가 심해질수록 폭력성은 더욱 강하게 나타나는데 개인에게서 뿐만 아니라 가족, 동료, 사회 단체나 종교, 국가간에도 집단적으로도 발생하게 된다. 사회적으로 볼 때 폭력은 용인되는 것이 아니므로 도덕적으로 절제를 하거나 상대방과 적절한 타협과 조정을 필요로 한다. 그러나 절제의 한계를 넘어선다고 생각되거나, 조정의 노력이 불가능하거나, 실패했을 때 폭력적인 행동으로 나타나게 된다. 리차즈(I.A Richards)는 분노와 공포는 일단 겉잡을 수 없는 경향이 있다고 하면서 오늘날 폭력에 대한 요구가 일상의 정서 생활에 있어, 억압을 통한, 빈곤함을 반영하고 있지 않은지 생각해봐야 할 것이라고 충고한다. 조성 가이드라인(안)을 제시하였다.EX>$\ulcorner$세종실록$\lrcorner$(世宗實錄) $\ulcorner$지리지$\lrcorner$(地理志)와의 비교를 해보면 상 중 하품의 통합 9개소가 삭제되어 있고, $\ulcorner$동국여지승람$\lrcorner$(東國與地勝覽) 에서는 자기소와 도기소의 위치가 완전히 삭제되어 있다. 이러한 현상은 첫째, 15세기 중엽 경제적 태평과 함께 백자의 수요 생산이 증가하자 군신의 변별(辨別)과 사치를 이유로 강력하게 규제하여 백자의 확대와 발전에 걸림돌이 되었다. 둘째, 동기(銅器)의 대체품으로 자기를 만들어 충당해야할 강제성 당위성 상실로 인한 자기수요 감소를 초래하였을 것으로 사료된다. 셋째, 경기도 광주에서 백자관요가 운영되었으므로 지방인 상주지역에도 더 이상 백자를 조달받을 필요가 없이, 일반 지방관아와 서민들의

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Saddlepoint Approximation to the Distribution of General Statistic (일반적 통계량의 분포함수에 대한 안부점 근사)

  • 나종화
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.287-302
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    • 1998
  • Saddlepoint approximation to the distribution function of sample mean(Daniels, 1987) is extended to the case of general statistic in this paper. The suggested approximation methods are applied to derive the approximations to the distributions of some statistics, including sample valiance and studentized mean. Some comparisons with other methods show that the suggested approximations are very accurate for moderate or small sample sizes. Even in extreme tail the accuracies are also maintained.

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