• Title/Summary/Keyword: 표본평균의 분포

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CUSUM charts for monitoring type I right-censored lognormal lifetime data (제1형 우측중도절단된 로그정규 수명 자료를 모니터링하는 누적합 관리도)

  • Choi, Minjae;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.735-744
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    • 2021
  • Maintaining the lifetime of a product is one of the objectives of quality control. In real processes, most samples are constructed with censored data because, in many situations, we cannot measure the lifetime of all samples due to time or cost problems. In this paper, we propose two cumulative sum (CUSUM) control charting procedures to monitor the mean of type I right-censored lognormal lifetime data. One of them is based on the likelihood ratio, and the other is based on the binomial distribution. Through simulations, we evaluate the performance of the two proposed procedures by comparing the average run length (ARL). The overall performance of the likelihood ratio CUSUM chart is better, especially this chart performs better when the censoring rate is low and the shape parameter value is small. Conversely, the binomial CUSUM chart is shown to perform better when the censoring rate is high, the shape parameter value is large, and the change in the mean is small.

Spatial Dispersion and Sampling of Adults of Citrus Red Mite, Panonychus citri(McGregor) (Acari: Tetranychidae) in Citrus Orchard in Autumn Season (감귤원에서 가을철 귤응애 성충의 공간분포와 표본조사)

  • 송정흡;김수남;류기중
    • Korean journal of applied entomology
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    • v.42 no.1
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    • pp.29-34
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    • 2003
  • Dispersion pattern for adult citrus red mite (CRM), Panonychus citri (McGregor) using by Taylor's power law (TPL) and Iwao's patchiness regression (IPR) was determined to develop a monitoring method on citrus orchards, on Jeju, in Autumn season, during 2001 and 2002.CRM population was sampled by collecting leaves and fruits. The relationships of CRM adults between leaf and fruit were analyzed by different season. The regression equation for CRM adults between leaf (X) and fruit (Y) was ln(Y+1) : 1.029 ln(X+1) ( $r^2$ : 0.80). The density of CRM was higher on fruit than on leaf according to fruit maturing level. TPL provided better description of mean-variance relation-ship for the dispersion indices compared to IPR. Slopes and intercepts of TPL from leaf and fruit samples did not differ between sample units and surveyed years. Fixed-precision levels (D) of a sequential sampling plan were developed using Taylor's power law parameters generated from adults of CRM in leaf sample. Sequential sampling plans for adults of CRM were developed for decision making CRM population level based on the different action threshold levels (2.0,2.5 and 3.0 mites per leaf) with 0.25 precision. The maximum number of trees and required number of trees sampled on fixed sample size plan on 2.0,2.5 and 3.0 thresholds with 0.25 precision level were 19, 16 and 15 and their critical values T$_{critical}$ at were 554,609 and 659, respectively. were 554,609 and 659, respectively.

EWMA control chart for Katz family of distributions (카즈분포족에 대한 지수가중이동평균관리도)

  • Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.681-688
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    • 2010
  • In statistical process control, the primary method used to monitor the number of nonconformities is the c-chart. The conventional c-chart is based on the assumption that the occurrence of nonconformities in samples is well modeled by a Poisson distribution. When the Poisson assumption is not met, the X-chart is often used as an alternative charting scheme in practice. And EWMA control chart is used when it is desirable to detect out-of-control situations very quickly because of sensitive to a small or gradual drift in the process.

On asymptotics for a bias-corrected version of the NPMLE of the probability of discovering a new species (신종발견확률의 편의보정 비모수 최우추정량에 관한 연구)

  • 이주호
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.341-353
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    • 1993
  • As an estimator of the conditional probability of discovering a new species at the next observation after a sample of certain size is taken, the one proposed by Good(1953) has been most widely used. Recently, Clayton and Frees(1987) showed via simulation that their nonparametric maximum likelihood estimator(NPMLE) has smaller MSE than Good's estimator when the population is relatively nonuniform. Lee(1989) proved that their conjecture is asymptotically true for truncated geometric population distributions. One shortcoming of the NPMLE, however, is that it has a considerable amount of negative bias. In this study we proposed a bias-corrected version of the NPMLE for virtually all realistic population distributions. We also showed that it has a smaller asymptotic MSE than Good's extimator except when the population is very uniform. A Monte Carlo simulation was performed for small sample sizes, and the result supports the asymptotic results.

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A Critical Evaluation of Dichotomous Choice Responses in Contingent Valuation Method (양분선택형 조건부가치측정법 응답자료의 실증적 쟁점분석)

  • Eom, Young Sook
    • Environmental and Resource Economics Review
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    • v.20 no.1
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    • pp.119-153
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    • 2011
  • This study reviews various aspects of model formulating processes of dichotomous choice responses of the contingent valuation method (CVM), which has been increasingly used in the preliminary feasibility test of Korea public investment projects. The theoretical review emphasizes the consistency between WTP estimation process and WTP measurement process. The empirical analysis suggests that two common parametric models for dichotmous choice responses (RUM and RWTP) and two commonly used probability distributions of random components (probit and logit) resulted in all most the same empirical WTP distributions, as long as the WTP functions are specified to be a linear function of the bid amounts. However, the efficiency gain of DB response compared to SB response were supported on the ground that the two CV responses are derived from the same WTP distribution. Moreover for the exponential WTP function which guarantees the non-negative WTP measures, sample mean WTP were quite different from median WTP if the scale parameter of WTP function turned out to be large.

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A binomial CUSUM chart for monitoring type I right-censored Weibull lifetimes (제1형의 우측중도절단된 와이블 수명자료를 관리하는 이항 누적합 관리도)

  • Choi, Min-jae;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.823-833
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    • 2016
  • The lifetime is a key characteristic of product quality. It is best to obtain the lifetime data of all samples, but they are often censored due to time or expense limitations. In this paper, we propose a binomial cumulative sum (CUSUM) chart to monitor the mean of type I right-censored Weibull lifetime data, for a xed value of the Weibull shape parameter. We compare the performance of the proposed binomial CUSUM chart with CUSUM charts studied previously using the steady-state average run length (ARL). The results show that the performance of the binomial CUSUM chart is better when the censoring rate is high and/or the sample size is small.

Jackknife parametric estimation in the two parameter exponential model with an identified outlier (하나의 확실한 이상점을 갖는 지수모형에서 모수에 대한 짹나이프 추정)

  • Jung Soo Woo;Chang Soo Lee
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.313-321
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    • 1994
  • When a single identified outlier in a small sample is presented, the samll sample properties of the MLE's and its jackknife estimators of the location and scale parameters in an assumed exponential model will be considered by the method of permanent theory.

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An Evaluation of the Survey Data on Renewable Energy Promotion: from the Perspective of Proper Adoption of Upcoming New Policy of RPS (RPS 도입 측면에서 살펴본 신재생에너지 보급지원정책의 평가)

  • Um, Shinyoung;Kim, Suduk
    • 한국신재생에너지학회:학술대회논문집
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    • 2010.11a
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    • pp.138.2-138.2
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    • 2010
  • 온실가스 저감과 안정적인 에너지 확보를 위해, 정부는 신재생에너지 지원사업 정책을 보급보조사업(그린홈 100만호 사업, 일반보급보조사업, 지방보급사업)과 기반보조사업(발전차액지원제도, RPS(Renewable Portfolio Standard)시범사업)으로 나누어 수행하고 있다. 특히 최근 개정된 "신에너지 및 재생에너지 개발 이용 보급 촉진법"에서는 RPS도입을 염두에 두고, 1차에너지 공급 중 신재생에너지 공급의무 비율은 2015년까지 13%, 특히 태양에너지는 2015년 1,209GWh라는 목표를 제시하고 있다. 신재생에너지보급이 지역적 특성을 갖고, 신재생에너지원별 비용측면의 경쟁력에 차이가 남에 따라, 향후 RPS 도입시 예상되는 지역별 경쟁력 평가는 중요한 의미를 가질 것으로 판단된다. 본 연구는 이러한 목적에 따라 우선 그린홈 100만호 사업, 일반 및 지방보급사업의 경우, 설비용량 당 투자비의 분포를 살펴보았다. 그린홈 100만호 사업의 설비용량 당 투자비는 평균($\bar{X}$) 6,449,032원/KW, 표본오차(s) 358,743으로 나타났다. 낮은 설비용량 당 투자비를 가지는 사업설비는 경남(4,256,667원/KW), 광주(4,331,333원/KW) 등에 분포하였다. 그린홈 100만호 사업 이외의 survey 데이터는 다소 불비한 측면이 있으나 일반 및 지방보급사업의 경우, 지역별 설비용량 당 투자비 분포에 대한 평균($\bar{X}$)은 9,145,692원/KW, 9,336,695원/KW, 표본오차(S) 2,154,263, 470,945로 나타났다. 발전차액지원제도의 경우, 지역별 설비보급에 대한 분포는 전남 389개 사업설비의 소용량 사업이 집중적인 지원을 받고 있음을 확인하였다. 본 연구는 에너지관리공단의 2009년 전수조사 내부자료인 국내 태양광사업의 현황을 분석함으로써, 태양광 사업에 가중치를 적용하는 RPS 도입 시, 보급경쟁력을 비교 분석하여 지역별, 설비별 사업투자를 위한 기초적인 가이드라인을 제공할 수 있을 것으로 판단된다. 연구과정에서 확인된 데이터 오류 및 자료 부재의 문제점 등은 향후 합당한 지역별, 설비별 비교분석을 위해 보완되어야 할 부분으로 지적한다.

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On Statistical Inference of Stratified Population Mean with Bootstrap (층화모집단 평균에 대한 붓스트랩 추론)

  • Heo, Tae-Young;Lee, Doo-Ri;Cho, Joong-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.405-414
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    • 2012
  • In a stratified sample, the sampling frame is divided into non-overlapping groups or strata (e.g. geographical areas, age-groups, and genders). A sample is taken from each stratum, if this sample is a simple random sample it is referred to as stratified random sampling. In this paper, we study the bootstrap inference (including confidence interval) and test for a stratified population mean. We also introduce the bootstrap consistency based on limiting distribution related to the plug-in estimator of the population mean. We suggest three bootstrap confidence intervals such as standard bootstrap method, percentile bootstrap method and studentized bootstrap method. We also suggest a bootstrap test method computing the $ASL_{boot}$(Achieved Significance Level). The results of estimation are verified using simulation.

The effect of parameter estimation on $\bar{X}$ charts based on the median run length ($\bar{X}$ 관리도에서 런길이의 중위수에 기초한 모수 추정의 영향)

  • Lee, Yoojin;Lee, Jaeheon
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1487-1498
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    • 2016
  • In monitoring a process, in-control process parameters must be estimated from the Phase I data. When we design the control chart based on the estimated process parameters, the control limits are usually chosen to satisfy a specific in-control average run length (ARL). However, as the run length distribution is skewed when the process is either in-control or out-of-control, the median run length (MRL) can be used as alternative measure instead of the ARL. In this paper, we evaluate the performance of Shewhart $\bar{X}$ chart with estimated parameters in terms of the average of median run length (AMRL) and the standard deviation of MRL (SDMRL) metrics. In simualtion study, the grand sample mean is used as a process mean estimator, and several competing process standard deviation estimators are used to evaluate the in-control performance for various amounts of Phase I data.