• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.553-561
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• 1999

이변량 정규분포의 상관계수 $\rho$에 대한 검정 및 신뢰구간을 구하는 모수적 방법으로서 Fisher의 z 변환과 해당하는 점근적 분포가 널리 쓰이고 있다. 본 연구에서는 이에 대한 대안으로서 직교변환과 F 분포를 활용하는 방법을 제시한다. 후자의 방법이 전자와 비교하여 사실상 대등하면서도 설명은 오히려 쉬우므로 통계학 교육에 더 적합하다고 생각한다. 또한, 시험적으로, $H_0$:$\rho$=$\rho_0$에 대한 모수적 임의화 검정법을 제안한다.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.465-475
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• 2013

Higher quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. Usually, the quality level is measured by process capability indices. The index is used to determine whether a production process is capable of producing items within a specified tolerance. Some useful process capability indices $C_p$, $C_{pk}$ and $C_{pm}$ have been widely used in six sigma industries to assess process performance. Most evaluations on process capability indices focus on point estimates, which may result in unreliable assessments of process performance. It is necessary to investigate their asymptotic correlationship among process capability indices $\hat{C}_p$, $\hat{C}_{pk}$ and $\hat{C}_{pm}$. In this paper, we study their asymptotic correlationship for some process capability indices $\hat{C}_p$, $\hat{C}_{pk}$ and $\hat{C}_{pm}$ under the normal process.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.37 no.6
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• pp.70-75
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• 2000

This paper examines the performance of adaptive filtering algorithms in relation to the asymptotic relative efficiency (ARE) of estimators. The adaptive filtering algorithms are Hybrid II and modified zero forcing (MZF) algorithms. The Hybrid II and MZF algorithms are simplified forms of the LMS algorithm, which use the polarity of the input signal, and polarities of the error and input signals, respectively. The ARE of estimators for each algorithm is analyzed under the condition of the same convergence speed. Computer simulations for adaptive equalization are performed to check the validity of the theory. The explicit expressions for the ARE values of the Hybrid II and MZF algorithms are derived, and its results have similar values to the results of computer simulation. It also revealed that the ARE values depend on the correlation coefficients between input signal and error signal.

• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.301-308
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• 2016

The process capability index is used to determine whether a production process is capable of producing items within a specified tolerance. Some process capability indices $C_p$, $C_{pk}$ and $C_{pm}$ have been of particular interest as useful management tools for tracking process performance. Most evaluations on process capability indices focus on statistical estimation and test of hypothesis. It is necessary to investigate their asymptotic correlationship among basic estimators ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ of process capability indices $C_p$, $C_{pk}$ and $C_{pm}$. In this paper, we study their asymptotic correlationship for three process capability indices ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ under bivariate normal distribution BN(${\mu}_x,{\mu}_y,{\sigma}^2_x,{\sigma}^2_y,{\rho}$). With some nonnormal processes, the asymptotic correlation coefficient of any two respective process capability index estimators could be established.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.30 no.9C
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• pp.849-853
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• 2005

Signal detectors often utilize nonlinear statistics of observations rather than the observation as they are. The sign statistic, a typical example of the nonlinear statistics, for example, relies oかy on the sign information of observations. In this letter, a qualitative analysis is presented that the correlation coefficients between the statistics and original observations can be used to predict the asymptotic performance of a detection schemes utilizing the nonlinear statistics.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2005.06a
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• pp.1682-1685
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• 2005

System algorithms estimated by deterministic input may occur the error between predicted and actual output. Especially, actual system can't predict the exact outputs due to uncertainty and tolerance of input parameters. A single output to a set of inputs has a limited value without the variation. Hence, we should consider various scatters caused by the load assessment, material characteristics, stress analysis and manufacturing methods in order to perform the robust design or estimate the reliability of structure. The system design with uncertainty should perform the probabilistic structural optimization with the statistical response and the reliability. This method calculated the probability distributions of the characteristics such as stress by combining stress analysis, response surface methodology and Monte-Carlo Method and got the probabilistic sensitivity. The sensitivity of structural response with respect to inconstant design variables was estimated by fracture probability. Therefore, this paper proposed the probabilistic reliability design method for fracture of uncorved freight end beam and the design criteria by fracture probability.

• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.529-545
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• 2023

This paper introduces the Banded-VHAR model suitable for high-dimensional long-memory time series with band structure. The Banded-VHAR model has nonignorable correlations only with adjacent dimensions due to data features, for example, geographical information. Row-wise estimation method is adapted for fast computation. Also, two estimation methods, namely BIC and ratio methods, are proposed to estimate the width of band. We demonstrate asymptotic consistency of our proposed estimation methods through simulation study. Real data applications to pm2.5 and apartment trading volume substantiate that our Banded-VHAR model outperforms traditional sparse VHAR model in forecasting and easy to interpret model coefficients.

• Journal of Korea Water Resources Association
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• v.30 no.6
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• pp.699-708
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• 1997

The effective unsaturated hydraulic conductivity in stratified soils is evaluated using a three-dimensional stochastic approach. Because of the disparity of the correlation scales in a stratified soil, the general stochastic equations are simplified. This allows analytical evaluation of generic expressions for the effective hydraulic conductivities. Simple asymptotic expressions, valid at particular ranges(wetting front, drying condition, wetting condition) of the mean flow characteristics, are also derived. An example of applying the derived theoretical result to a imaginaryl clay soil is presented. It reveals found that the effective unsaturated hydraulic conductivity showed large-scale hysteresis. Such large-scale hysteresis was produced by the spatial variability of hydraulic soil properties rather than hysteresis of the local parameters. In addition the results show that the effective hydraulic conductivities were larger in the case of accommodating heterogeneity of soil preperties rather than neglecting heterogeneity of soil properties.

• The Journal of the Acoustical Society of Korea
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• v.11 no.1
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• pp.22-34
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• 1992

There exists a transform trellis code that is optimal for stationary Gaussian sources and the squared-error distortion measure at all rates. In this paper, we train an asymptotically optimal version of such a code to obtain one which is matched better to the statistics of real world data. The training algorithm uses the M algorithm to search the trellis codebook and the LBG algorithm to update the trellis codebook. We investigate the trained transform trellis coding scheme for the first-order AR(autoregressive) Gaussian source whose correlation coefficient is 0.9 and actual speech sentences. For the first-order AR source, the achieved SNR for the test sequence is from 0.6 to 1.4 dB less than the maximum achievable SNR as given by Shannon's rate-distortion function for this source, depending on the rate and surpasses all previous known results for this source. For actual speech data, to achieve improved performance, we use window functions and gain adaptation at rate 1.0 bits/sample.