• 제목/요약/키워드: Asymptotic

검색결과 2,067건 처리시간 0.023초

Bootstrapping Vector-valued Process Capability Indices

  • Cho, Joong-Jae;Park, Byoung-Sun
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.399-422
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    • 2003
  • In actual manufacturing industries, process capability analysis often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Since these characteristics are related, it is a risky undertaking to represent variation of even a univariate characteristic by a single index. Therefore, the desirability of using vector-valued process capability index(PCI) arises quite naturally. In this paper, some vector-valued ${PCI}_p$ ${C}_p$=(${C}_{px}$, ${C}_{py}$),${C}_{pk}$=(${C}_{pkx}$, ${C}_{pky}$) and ${C}_{pm}$=(${C}_{pmx}$, ${C}_{pmy}$) considering univariate PCIs ${C}_p$,${C}_{pk}$ and ${C}_{pm}$ are studied. First, we propose some asymptotic confidence regions of our vector-valued PCIs with bootstrap. And we examine the performance of asymptotic confidence regions of our vector-valued PCIs ${C}_p$ and ${C}_{pk}$ under the assumption of bivariate normal distribution BN($\mu_{x}$, $\mu_{y}$, $\sigma_{x}^{2}$, $\sigma_{y}^{2}$, $\rho$) and bivariate chi-square distribution Bivariate $x^2$(5,5,$\rho$).

정규분포 공정 가정하에서의 공정능력지수 $C_{pmk}$ 에 관한 효율적인 신뢰한계 (Better Confidence Limits for Process Capability Index $C_{pmk}$ under the assumption of Normal Process)

  • 조중재;박병선;박효일
    • 품질경영학회지
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    • 제32권4호
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    • pp.229-241
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    • 2004
  • Process capability index is used to determine whether a production process is capable of producing items within a specified tolerance. The index $C_{pmk}$ is the third generation process capability index. This index is more powerful than two useful indices $C_p$ and $C_{pk}$. Whether a process distribution is clearly normal or nonnormal, there may be some questions as to which any process index is valid or should even be calculated. As far as we know, yet there is no result for statistical inference with process capability index $C_{pmk}$. However, asymptotic method and bootstrap could be studied for good statistical inference. In this paper, we propose various bootstrap confidence limits for our process capability Index $C_{pmk}$. First, we derive bootstrap asymptotic distribution of plug-in estimator $C_{pmk}$ of our capability index $C_{pmk}$. And then we construct various bootstrap confidence limits of our capability index $C_{pmk}$ for more useful process capability analysis.

The Search for Binaries in Post-Asymptotic Giant Branch Stars: Do Binary Companions Shape the Nebulae?

  • Hrivnak, Bruce J.
    • Journal of Astronomy and Space Sciences
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    • 제29권1호
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    • pp.57-61
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    • 2012
  • Binary companions are often invoked to explain the axial and point symmetry seen in the majority of planetary nebulae and proto-planetary nebulae (PPNs). To explore this hypothesis, we have undertaken a long-term (20 year) study of light and velocity variations in PPNs. From the photometric study of 24 PPNs, we find that all vary in brightness, and from a subset of 12 carbon-rich PPNs of F-G spectral type we find periods of 35-155 days, with the cooler having the longer periods. The variations are seen to be due to pulsation; no photometric evidence for binarity is seen. A radial velocity study of a sub-sample of seven of the brightest of these shows that they all vary with the pulsation periods. Only one shows evidence of a longer-term variation that we tentatively identify as being due to a binary companion. We conclude that the present evidence for the binary nature of these PPNs is meager and that any undetected companions of these PPNs must be of low mass (< 0.25 $M_{\odot}$) or long period (> 30 years).

Crack-tip constraint analysis of two collinear cracks under creep condition

  • Jiao, Guang-Chen;Wang, Wei-Zhe;Jiang, Pu-Ning
    • Structural Engineering and Mechanics
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    • 제43권3호
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    • pp.311-320
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    • 2012
  • The higher-order asymptotic C(t) - $A_2(t)$ approach was employed to investigate the crack-tip stress of two collinear cracks in a power-law creeping material under the plane strain conditions. A comprehensive calculation was made of the single crack, collinear crack model with S/a = 0.4 and 0.8, by using the C(t) - $A_2(t)$ approach, HRR-type field and the finite element analysis; the latter two methods were used to check the constraint significance and the calculation accuracy of the C(t) - $A_2(t)$ approach, respectively. With increasing the creep time, the constraint $A_2$ was exponentially increased in the small-scale creep stage, while no discernible dependency of the constraint $A_2$ on the creep time was found at the extensive creep state. In addition, the creep time and the mechanical loads have no distinct influence on accuracy of the results obtained from the higher-order asymptotic C(t) - $A_2(t)$ approach. In comparison with the HRR-type field, the higher-order asymptotic C(t) - $A_2(t)$ solution matches well with the finite element results for the collinear crack model.

분할 역회귀모형에서 차원결정을 위한 점근검정법 (Asymptotic Test for Dimensionality in Sliced Inverse Regression)

  • 박종선;곽재근
    • 응용통계연구
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    • 제18권2호
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    • pp.381-393
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    • 2005
  • 회귀모형에서 필요한 설명변수들의 선형결합들을 탐색하기 위한 방법 중의 하나로 분할역회귀모형을 들 수 있다. 이러한 분할역회귀모형에서 모형에 필요한 설명변수들의 선형결합의 수, 즉 차원을 결정하기 위한 여러 가지의 검정법들이 소개 되었으나 설명변수들의 정규성 가정을 필요로 하거나 다른 제약이 있다. 본 논문에서는 주성분분석에 대한 확률모형을 이 용하여 정규성가정을 필요로하지 않으며 분할의 수에 로버스트한 검정법을 소개하고 모의실험과 실제자료에 대한 적용결과를 통하여 기존의 검정법과 비교하였다.

Seismicity and seismic hazard assessment for greater Tehran region using Gumbel first asymptotic distribution

  • Bastami, Morteza;Kowsari, Milad
    • Structural Engineering and Mechanics
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    • 제49권3호
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    • pp.355-372
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    • 2014
  • Considering the history of severe earthquakes and the presence of active faults in the greater Tehran region, the possibility of a destructive earthquake occurring is high and seismic hazard analysis is crucial. Gumbel distributions are commonly-used statistical distributions in earthquake engineering and seismology. Their main advantage is their basis on the largest earthquake magnitudes selected from an equal-time predefined set. In this study, the first asymptotic distribution of extremes is used to estimate seismicity parameters and peak ground acceleration (PGA). By assuming a Poisson distribution for the earthquakes, after estimation of seismicity parameters, the mean return period and the probable maximum magnitude within a given time interval are obtained. A maximum probable magnitude of 7.0 has a mean return period of 100 years in this region. For a return period of 475 years, the PGA in the greater Tehran region is estimated to be 0.39g to 0.42g, depending on local site conditions. This value is greater than that of the Iranian Code for Seismic Design of Buildings, indicating that a revision of the code is necessary.

NUMERICAL METHOD FOR SINGULARLY PERTURBED THIRD ORDER ORDINARY DIFFERENTIAL EQUATIONS OF REACTION-DIFFUSION TYPE

  • ROJA, J. CHRISTY;TAMILSELVAN, A.
    • Journal of applied mathematics & informatics
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    • 제35권3_4호
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    • pp.277-302
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    • 2017
  • In this paper, we have proposed a numerical method for Singularly Perturbed Boundary Value Problems (SPBVPs) of reaction-diffusion type of third order Ordinary Differential Equations (ODEs). The SPBVP is reduced into a weakly coupled system of one first order and one second order ODEs, one without the parameter and the other with the parameter ${\varepsilon}$ multiplying the highest derivative subject to suitable initial and boundary conditions, respectively. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and finite difference scheme. The weakly coupled system is decoupled by replacing one of the unknowns by its zero-order asymptotic expansion. Finally the present numerical method is applied to the decoupled system. In order to get a numerical solution for the derivative of the solution, the domain is divided into three regions namely two inner regions and one outer region. The Shooting method is applied to two inner regions whereas for the outer region, standard finite difference (FD) scheme is applied. Necessary error estimates are derived for the method. Computational efficiency and accuracy are verified through numerical examples. The method is easy to implement and suitable for parallel computing. The main advantage of this method is that due to decoupling the system, the computation time is very much reduced.

이방성 보 구조물 응력해석에서의 생브낭 원리 (Application of Saint-Venant's Principle to Anisotropic Beams)

  • 김준식
    • 대한기계학회논문집A
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    • 제36권4호
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    • pp.451-455
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    • 2012
  • 수학적 방법에 기초한 점근해석기법은 이방성 보 구조물의 설계 및 해석에 있어 강력한 도구이다. 이러한 장점에도 불구하고, 점근해석 기법은 전단 변형에 상대적으로 취약한 복합재료 보의 고차해를 구함에 있어 점근적으로 정확한 경계조건을 필요로 한다. 생브낭의 원리를 적용하여 응력상태를 개선하는 방법은 등방성 보 및 판 구조물에 대하여 개발되었고, 외팔보 등의 예제를 통해 검증되었다. 이 방법은 점근적으로 정확한 경계조건을 요구하지 않으며, 반복계산도 필요로 하지 않는다는 장점이 있다. 본 논문에서는 이 방법을 일반 이방성 보 구조물에 대하여 확장 적용하여 생브낭의 원리를 적용하는 방법을 일반화 하고자 한다.

Asymptotic Analyses of a Statistical Multiplexor with Heterogeneous ATM Sources

  • Lee, Hyong-Woo;Mark, Jon-Wei
    • Journal of Electrical Engineering and information Science
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    • 제2권3호
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    • pp.29-40
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    • 1997
  • Two asymptotic analyses of the queue length distribution at a statistical multiplexor supporting heterogeneous exponential on-off sources are considered. The first analysis is performed by approximating the cell generation rates as a multi-dimensional Ornstein-Uhlenbeck process and then applying the Benes queueing formula. In the second analysis, w state with a system of linear equations derived from the exact expressions of the dominant eigenvalue of the matrix governing the queue length distribution. Assuming that there are a large number of sources, we obtain asymptotic approximations to the dominant eigenvalue. Based on the analyses, we define a traffic descriptor to include the mean and the variance of the cell generation rate and a burstiness measure. A simple expression for the quality of service (QoS) in cell loss rate is derived in terms of the traffic descriptor parameters and the multiplexor parameters (output link capacity and buffer size). The result is then used to quantify the factors determining the required capacity of a call taking the statistical multiplexing gain into consideration. As an application of the analyses, we can use the required capacity calculation for simple yet effective connection admission control(CAC) algorithms.

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안부점근사를 이용한 승산비에 대한 점근적 추론 (Asymptotic Inference on the Odds Ratio via Saddlepoint Method)

  • 나종화
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.29-36
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    • 1999
  • 분할표 분석에서 승산비 (odds ratio)에 대한 추론은 중요하다. 이에 대한 정확한 추론은 비중심초기하(noncentral hypergeometric) 분포의 누적확률등의 계산이 요구되어 표본의 크기가 클 경우 많은 양의 계산과 계산시간이 요구되므로 StatXact 등의 프로그램을 이용하는 것이 일반적이다. 본 논문에서는 정확한 추론에 대한 대안적 방법으로 안부점 근사(saddlepoint approximation)의 결과를 이용한 점근적 추론법을 제시하였다. 이 방법은 비교적 소표본의 경우에도 정확한 추론의 결과와 일치하며, 기존의 정규근사를 이용한 방법에 비해 매우 뛰어난 정확도를 유지함을 예제를 통해 확인하였다.

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