• Title/Summary/Keyword: 정규분포 검정

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Reliability Analysis of MLCC Degradation Data based on Eyring Model (아이링 모델에 기초한 MLCC 열화데이터의 신뢰성 해석)

  • 김종철;김광섭;차종범
    • Proceedings of the Korean Reliability Society Conference
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    • 2004.07a
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    • pp.239-246
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    • 2004
  • Accelerated degradation test (ADT) can be a useful tool for assessing the reliability when few or even no failure are expected in an accelerated life test. In this paper, MLCC (Multilayer Ceramic Capacitors), a sort of passive components which have large capacitance(X7R -55$^{\circ}C$~1$25^{\circ}C$) have been tested, and least-square analyses are used to illustrate our approach in which amount of degradation of a DUT following log-normal distribution. We assumed a simple and useful linear model to describe the amount of degradation over time subjected to different voltage levels applied. Tests for linearity of the performance-time relationship, and provide tests for how well the assumptions hold. Also, by using Eyring Model, MLCC's mean life time is assessed.

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A Composite Trend Test with Symptom Occurrence and Severity Symptom Scores (증상 발현과 증상 심각성을 병합한 추세검정법)

  • Choi, Se-Mi;Yang, Soo;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1045-1054
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    • 2011
  • During clinical trials a researcher is frequently able to observe a disease symptom in a subject as well as a severity score for those who experienced a symptom after a fixed length of treatment. The traditional method to evaluate a decreasing trend in proportion, when there is an intrinsic order in the treatment groups (for example control and two or more treatment groups) is a Cochran-Armitage test, while the method to evaluate a decreasing trend in continuous non-normal data is a Jonckheere-Tersptra test. The Cochran-Armitage test emphasizes the dichotomous data of symptom occurrence and the Jonckheere-Tersptra test emphasizes the continuous non-normal data of severity symptom scores. In this paper we propose new test statistics that consider the combined evidence from a symptom occurrence and disease severity score. We illustrate these methods with example data of schizophrenic inpatients that demonstrated antipsychotic-drug induced constipation. A small-scale simulation is conducted to compare the new trend tests with other trend tests.

Estimating design floods for ungauged basins in the geum-river basin through regional flood frequency analysis using L-moments method (L-모멘트법을 이용한 지역홍수빈도분석을 통한 금강유역 미계측 유역의 설계홍수량 산정)

  • Lee, Jin-Young;Park, Dong-Hyeok;Shin, Ji-Yae;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.49 no.8
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    • pp.645-656
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    • 2016
  • The study performed a regional flood frequency analysis and proposed a regression equation to estimate design floods corresponding to return periods for ungauged basins in Geum-river basin. Five preliminary tests were employed to investigate hydrological independence and homogeneity of streamflow data, i.e. the lag-one autocorrelation test, time homogeneity test, Grubbs-Beck outlier test, discordancy measure test ($D_i$), and regional homogeneity measure (H). The test results showed that streamflow data were time-independent, discordant and homogeneous within the basin. Using five probability distributions (generalized extreme value (GEV), three-parameter log-normal (LN-III), Pearson type 3 (P-III), generalized logistic (GLO), generalized Pareto (GPA)), comparative regional flood frequency analyses were carried out for the region. Based on the L-moment ratio diagram, average weighted distance (AWD) and goodness-of-fit statistics ($Z^{DIST}$), the GLO distribution was selected as the best fit model for Geum-river basin. Using the GLO, a regression equation was developed for estimating regional design floods, and validated by comparing the estimated and observed streamflows at the Ganggyeong station.

Marginal Effect Analysis of Travel Behavior by Count Data Model (가산자료모형을 기초로 한 통행행태의 한계효과분석)

  • 장태연
    • Journal of Korean Society of Transportation
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    • v.21 no.3
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    • pp.15-22
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    • 2003
  • In general, the linear regression model has been used to estimate trip generation in the travel demand forecasting procedure. However, the model suffers from several methodological limitations. First, trips as a dependent variable with non-negative integer show discrete distribution but the model assumes that the dependent variable is continuously distributed between -$\infty$ and +$\infty$. Second, the model may produce negative estimates. Third, even if estimated trips are within the valid range, the model offers only forecasted trips without discrete probability distribution of them. To overcome these limitations, a poisson model with a assumption of equidispersion has frequently been used to analyze count data such as trip frequencies. However, if the variance of data is greater than the mean. the poisson model tends to underestimate errors, resulting in unreliable estimates. Using overdispersion test, this study proved that the poisson model is not appropriate and by using Vuong test, zero inflated negative binomial model is optimal. Model reliability was checked by likelihood test and the accuracy of model by Theil inequality coefficient as well. Finally, marginal effect of the change of socio-demographic characteristics of households on trips was analyzed.

A Study on the Statistical Characteristics of Precipitation & Temperature Data of Four Cities and the Statistical Criterion of Climate Change (우리나라 4개 도시의 강수량과 기온자료의 통계적 특성과 기후변화의 통계적 기준에 관한 연구)

  • 이상훈;장영기
    • Journal of Korean Society for Atmospheric Environment
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    • v.7 no.3
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    • pp.180-188
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    • 1991
  • 기후변화를 나타내는 연구 결과들은 기온이나 강수량을 대상으로 하여 두 기간 평균치의 비교, 5년 이동평균치의 圖示, 회귀분석 등의 방법들을 사용하여 발표되지만 대부분의 경우 밑바탕이 되는 모집단의 통계적 특성을 엄격히 검토하지 않는 정성적인 분석인 경우가 많다. 서울, 부산, 인천, 목포 등 4개 지점의 80년 동안의 연강수량과 연평균기온자료를 분석한 결과 기온은 정규분포를 나타내므로 전통적인 t-검정과 회귀분석을 적용할 수 있다. t-검정 결과 두 기간(1920 $sim$ 1949, 1961 ~ 1990)은 연평균기온에서 0.3$^{\circ}$C에서 $0.8^{\circ}$C의 의의있는 차이를 보였다. 최근 30년의 연평균기온자료를 회귀분석한 결과 1년에 $0.02^{\circ}$C의 증가경향을 나타내었다. 연강수량은 정적인 왜곡도를 보이므로 정규분포를 가정하는 母數的 통계분석을 적용해서는 안되며 비모수적 통계분석법을 적용해야 한다. 연강수량의 분석에는 t-검정에 상응하는 Mann-Whitney 검정을 적용해 본 결과 두 기간(1920 ~ 1949, 1961 ~ 1990)의 평균은 통계적으로 의의있는 차이가 없었다. 회귀분석에 상응하는 Mann's 검정과 이 연구에서 새로이 제안된 Median Slope Change Estimator를 적용해 본 결과 역시 통계적으로 의의있는 변화가 없었다. Median Slope Change Estimator는 비모수적 통계치로서 회귀분석의 기울기에 해당하는 연변화를 나타낼 수 있는데 분석하려는 자료의 정규분포성을 요구하지 않으며 異常點(outlier) 영향에 덜 민감하다는 장점이 있으므로 주목하여 연구할 만한 가치가 있다.^{\circ}$~40$^{\circ}$ 구간에서는 ${\sigma}_c$와 I$_{sa}$, 40$^{\circ}$~90$^{\circ}$ 구간에서는 ${\sigma}_c$와 I$_{sd}$가 각각 양호한 상관관계를 보여준다. 또한 상관비(K=${\sigma}_c$/I$_s$)는 약 13정도로서 일반적으로 적용되는 비, 24와 상당한 차이가 있다. 이러한 현상은 호상편마암의 구조적 및 역학적 이방성 특성으로 인한 결과라고 판단된다. 한편 맥암류에서 K가 약 23정도로서 일반적인 비 24에 상당히 접근한다. 따라서, 이방성 구조가 뚜렷한 암석에서 상관비 24는 항상 적용할 수는 없으며 일축압축강도시험과 병행 실시하여 적용하는 것이 바람직하다.다. 한편, 감작감염후 77일과 도전감염후 7일의 시점에 있어서 sRBC에 대한 면역능에 미치는 영향은 전자의 양상과 비슷하였는데 대조에 비하여 지연형 과민반응과 로제트 형성능이 현저하게 저하되었다. 이 시점에 있어서의 유충회수율은 대조가 10.5% 이었는데 비하여 8.3%이었다.e also compared for the cases of Kim et al, which again gives promising agreement.면적 306~453$\textrm{cm}^2$, 유색계의 경우 수당면적 340~453$\textrm{cm}^2$ 일 때 경제능력을 제대로 발휘할 수 있고 경제성이 있는 것으로 나타났다. 첨가구가 높은 경향이 있었다8.4%. 79.7% 그리고 80.2%였다.

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An Empirical Study on the Characteristics of Stock Returns in Chinese Stock Market -Focusing on the period of 1995 to 2007 - (중국 주식시장의 수익률 특성에 관한 실증연구 - 1995년부터 2007년 기간을 중심으로 -)

  • Kim, Kyung Won;Choi, Joon Hwan
    • International Area Studies Review
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    • v.13 no.3
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    • pp.287-308
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    • 2009
  • This article examines the distributional characteristics of the return of Chinese stock market indices. The majority of previous empirical researches have tended to focus upon the simple stock market index. However, this study focuses on the four indices which represent the characteristics of each stock market index. The empirical findings indicate that the returns of the four chinese indices are not normally distributed at conventional levels. The Ljimg-Box -statistics indicate the returns of the index of A shares are not serially autocorrelated. However, the returns of the index of B shares are serially autocorrelated. The empirical findings also indicate returns of the four chinese indices are not serially autocorrelated. The statistics of Regression Specification Error Test and ARCH indicate the returns of all four indices are not serially linear. The findings also indicate that E- GARCH model is the most fittest model for the returns of the four chinese indices and the forecast error can be reduced by using student t distribution rather normal distribution.

Statistical Inference for Process Capability Indices and 6 Sigma Qualify Levels (공정능력지수들과 6 시그마 품질수준에 대한 통계적 추론)

  • Cho, Joong-Jae;Sim, Kyu-Young;Park, Byoung-Sun
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.451-464
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    • 2008
  • Six sigma is the rating that signifies "best in clas", with only 3.4 defects per million units or operations. Higher sigma quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The process capability indices and the sigma level $Z_{st}$ 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. In this paper, we consider statistical inference for process capability indices $C_p$, $C_{pk}$ and $C_{pm}$. Also, we study better testing procedure on assessing sigma level $Z_{st}$ and capability index $C_{pm}$, for practitioners to use in determining whether a given process is capable. The proposed method is easy to use and the decision making is more reliable. Whether a process is clearly normal or nonnormal, our bootstrap testing procedure could be applied effectively without the complexity of calculation. A numerical result based on our proposed method is illustrated.

The Study for Process Capability Analysis of Software Failure Interval Time (소프트웨어 고장 간격 시간에 대한 공정능력분석에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.7 no.2
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    • pp.49-55
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    • 2007
  • Software failure time presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing. For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. From the subdivision of this analysis, new attemp needs the side of the quality control. In this paper, we discuss process capability analysis using process capability indexs. Because of software failure interval time is pattern of nonnegative value, instead of capability analysis of suppose to normal distribution, capability analysis of process distribution using to Box-Cox transformation is attermpted. The used software failure time data for capability analysis of process is SS3, the result of analysis listed on this chapter 4 and 5. The practical use is presented.

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An Order Statistic-Based Spectrum Sensing Scheme for Cooperative Cognitive Radio Networks in Non-Gaussian Noise Environments (비정규 잡음 환경에서 협력 무선인지 네트워크를 위한 순서 기반 스펙트럼 센싱 기법)

  • Cho, Hyung-Weon;Lee, Youngpo;Yoon, Seokho;Bae, Suk-Neung;Lee, Kwang-Eog
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37A no.11
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    • pp.943-951
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    • 2012
  • In this paper, we propose a novel spectrum sensing scheme based on the order statistic for cooperative cognitive radio network in non-Gaussian noise environments. Specifically, we model the ambient noise as the bivariate isotropic symmetric ${\alpha}$-stable random variable, and then, propose a cooperative spectrum sensing scheme based on the order of observations and the generalized likelihood ratio test. From numerical results, it is confirmed that the proposed scheme offers a substantial performance improvement over the conventional scheme in non-Gaussian noise environments.

Applicability Assessment of the Automatic Multi-segmented Rating Curve (자동구간분할 수위-유량관계 곡선식의 적용성 평가)

  • Kim, Yeonsu;Kim, Jeongyup;An, Hyunuk;Jung, Kwansue;Oh, Sungryul
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.548-548
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    • 2016
  • 수위-유량관계 곡선식은 시계열 수위자료를 유량자료로 변환해줄 수 있는 회귀식으로 측정단면의 형태, 단면 상 하류의 지형요인 등으로 인하여 영향을 고려하기 위하여 기간분할 혹은 구간분할을 수행한다. 구간분할을 위하여 측정단면의 변화를 고려한 관계자의 주관적인 판단이 주요 근거로 이용되고 있다. 따라서 본 연구에서는 기존에 개발된 수위-유량관계 곡선식의 자동구 구간분할방법에 대한 적용성 검토를 수행하였다. 객관화된 분할근거의 제시를 위하여 주관성을 배제하고 관측데이터를 기반으로 수위 증가에 따른 변동계수를 계산하였고, 변동계수가 정규분포를 따르는 것으로 가정 하에 계산된 변동계수가 전 단계에서 계산된 95% 신뢰구간 이내에 존재하지 않는 경우 구간을 분할하였다. 즉, 변동계수를 이용하여 집단 간의 특성을 비교하였으며, 변동 계수의 분포를 이용하여 분할을 위한 기준 값을 제시하였다. 방법론의 추정능력 검토를 위하여 가상의 곡선으로부터 생성된 데이터에 제안된 방법론을 적용하였고, 실제 유역에 적용성 검토를 위하여 금강에 위치한 무주 및 산계교 수위관측소 지점에 적용하였다. 결과적으로 자동으로 분할된 관계곡선식을 사용하여 추정의 정확도를 높일 수 있을 뿐만 아니라 외삽을 하는 경우 역시 그 정확도를 향상할 수 있음을 확인하였다. 마지막으로 실측값을 활용한 수위-유량관계 곡선식의 구축 시 구간 분할 전 후의 잔차데이터에 대하여 Shapiro-wilk 정규성 검정을 수행하였으며, 구간분할 후 잔차가 정규성을 갖게 되는 것으로 나타났다.

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