• Title/Summary/Keyword: Normal value

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Distribution fitting for the rate of return and value at risk (수익률 분포의 적합과 리스크값 추정)

  • Hong, Chong-Sun;Kwon, Tae-Wan
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.219-229
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    • 2010
  • There have been many researches on the risk management due to rapid increase of various risk factors for financial assets. Aa a method for comprehensive risk management, Value at Risk (VaR) is developed. For estimation of VaR, it is important task to solve the problem of asymmetric distribution of the return rate with heavy tail. Most real distributions of the return rate have high positive kurtosis and low negative skewness. In this paper, some alternative distributions are used to be fitted to real distributions of the return rate of financial asset. And estimates of VaR obtained by using these fitting distributions are compared with those obtained from real distribution. It is found that normal mixture distribution is the most fitted where its skewness and kurtosis of practical distribution are close to real ones, and the VaR estimation using normal mixture distribution is more accurate than any others using other distributions including normal distribution.

Shear Tests Under Constant Normal Stiffness for Granite-concrete Interface (화강암 절단면과 콘크리트 부착면에 대한 일정강성도 전단시험)

  • 조천환;이명환;유한규
    • Journal of the Korean Geotechnical Society
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    • v.20 no.1
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    • pp.5-12
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    • 2004
  • The purpose of this paper is to make an understanding of fundamental mechanism of shear behaviour between rock and concrete interfaces in the pile socketed into granite. The interface of pile socketed in rock can be modeled in laboratory tests by resolving the axi-symmetric pile situation into the two dimensional situation under CNS(constant normal stiffness) direct shear condition. In this paper, the granite core samples were used to simulate the interface condition of piles socketed in granite in our country. The samples were prepared in the laboratory to simulate field condition, roughness(angle and height), stress boundary condition, and then tested by CNS direct shear tests. This paper describes shearing behaviour of socket piles into domestic granite through the analysis of CNS test results. It was found out that the peak shear strength increases with the angle of asperity and CNS value, and also the dilation increases with the angle of asperity but decreases with the CNS value.

A Study of Improvement on Low Back Pain Caused by Lumbar Disc Herniation Depending on Female Inpatient's Bone Mineral Density(BMD), Body Mass Index(BMI), Age, Pain Duration (여성의 골밀도가 요추 추간판 탈출증으로 인한 요통 호전도에 미치는 영향 및 골밀도와 비만도, 연령, 병력 기간의 관계에 관한 연구)

  • Bae, Sang-Eun;Lee, Sung-Chul;Kim, In-Joong
    • The Journal of Korean Obstetrics and Gynecology
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    • v.25 no.1
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    • pp.93-105
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    • 2012
  • Objectives: This study explored the relationships between Bone Mineral Density (BMD), Body Mass Index(BMI), Age, pain duration outcomes of treatment for Low Back Pain(LBP) in 3 groups(normal,osteopenia,osteoporosis) of female patients. Methods: We evaluated 32 cases of normal, 30 cases of osteopenia and 38 cases of osteoporosis based on BMD, BMI, Age, pain duration among the female inpatients with LBP caused by lumbar disc herniation, admitted at Jaseng Hospital of Oriental Medicine from January 2010 to December 2011. And we measured VNRS(Verbal Numeric Rating Scale) to evaluate the conservative treatment effects. Results: In improvement of female LBP caused by lumbar disc herniation, BMD(T-score), BMI had not proved correlation(P-value>0.05). Female patients' age was negatively correlated with T-score. In pain improvement, BMD normal group showed more reduction of NRS(numeric rating scale) than osteoporosis group, but that had not proved correlation(p-value=0.893). Conclusions: Statically, among the female inpatients with LBP caused by lumbar disc herniation, had no significant differences between the normal group, osteopenia group and osteoporosis group's improvement rate, depending on treating period.

A Study of Relationship between Halitosis and Salivary Gland Function (타액선 기능이 구취에 미치는 영향에 관한 연구)

  • 손원영
    • Journal of Oral Medicine and Pain
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    • v.23 no.4
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    • pp.353-359
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    • 1998
  • The purpose of this study is reveal the relationship between halitosis and personal profile. The personal characteristics of halitosis patient were studied by symptom checklist-90- revision(SCL-90-R). 135 halitosis patients, 118 TMD patients(control torup 1) and 90 normal persons(control group 2) were selected for this study at the halitosis clinic or the Department of Oral Diagnosis and Oral Medicine, Kyung Hee Dental Hospital. T-scores were analyzed with Korean manual of SCL-90-R. A t-test was used to evaluate the overall group effect and the values were significant at the 0.05 level. The obstained results were as follows : 1. Mean value of T-scores on 9 basic scales of SCL-90-R in all groups(Halitosis patients, TMD patients and normal) was within normal range. 2. When compared with normal group, TamD patients gorup were significantly higher in sclaes of Somatization (p<0.01), Obsession-Compulsion(p<0.05), Depresison(p<0.05), Anxiety(p<0.01), Hostility(p<0.05). 3. When compared with normal group, halitosis patients group were significantly higher in scales of Somatization(p<0.05), Obsessoin-Compulsion(p<0.05), Interpersonal Sensitivity (p<0.05), Psyhcoticism(p<0.05). This data suggests that psychopathologic trends may be associated with halitosis and can be estimated by SCL-90-R questionnaire.

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A Study on a Measure for Non-Normal Process Capability (비정규 공정능력 측도에 관한 연구)

  • 김홍준;김진수;조남호
    • Proceedings of the Korean Reliability Society Conference
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    • 2001.06a
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    • pp.311-319
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    • 2001
  • All indices that are now in use assume normally distributed data, and any use of the indices on non-normal data results in inaccurate capability measurements. Therefore, $C_{s}$ is proposed which extends the most useful index to date, the Pearn-Kotz-Johnson $C_{pmk}$, by not only taking into account that the process mean may not lie midway between the specification limits and incorporating a penalty when the mean deviates from its target, but also incorporating a penalty for skewness. Therefore we propose, a new process capability index $C_{psk}$( WV) applying the weighted variance control charting method for non-normally distributed. The main idea of the weighted variance method(WVM) is to divide a skewed or asymmetric distribution into two normal distribution from its mean to create two new distributions which have the same mean but different standard distributions. In this paper we propose an example, a distribution generated from the Johnson family of distributions, to demonstrate how the weighted variance-based process capability indices perform in comparison with another two non-normal methods, namely the Clements and the Wright methods. This example shows that the weighted valiance-based indices are more consistent than the other two methods In terms of sensitivity to departure to the process mean/median from the target value for non-normal process.s.s.s.

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A Method for Service Evaluation Based on Fuzzy Theory for Cloud Computing

  • Guo, Liangmin;Luo, Yonglong;He, Xiaokang;Hu, Guiyin;Dong, Yan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.4
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    • pp.1820-1840
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    • 2017
  • Aiming at the phenomenon of false information issued by service providers in cloud computing environment, a method for service evaluation based on fuzzy theory is put forward in this paper. According to the quality of services provided by cloud service providers and their behavior during interactions, a trust relationship between cloud service providers and cloud service consumers is established, which can be quantified by using fuzzy theory. The quality of services is evaluated by drawing on the trust relationship. In our method, the recommendation credibility of a cloud service consumer is determined through behavior similarity with evaluators and a praise factor. The introduction of the praise factor better suits the phenomenon of a high-quality service getting more repeat customers. The negative impact of dishonest customers is reduced, and the accuracy of trust and cloud service quality evaluation is improved by introducing a confidence factor that can be dynamically adjusted. The experimental results show that our method can effectively and accurately evaluate the trust value and service quality of providers, while weakening the influence of dishonest consumers, and quickly detect dishonest service providers. This is beneficial for consumers trying to find high quality service providers for similar services.

THE EFFECT OF EXPERIMENTAL BRUXISM ON THE MASSETERIC SILENT PERIOD (인위적인 이갈이가 교근의 Silent Period에 미치는 영향에 관한 연구)

  • Sung, Moo-Gyung;Kim, Kwang-Nam;Chang, Ik-Tae
    • The Journal of Korean Academy of Prosthodontics
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    • v.25 no.1
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    • pp.205-212
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    • 1987
  • The purpose of this study was to investigate the duration of the silent period of the masseter muscle in normal subjects after experimental bruxism. The material for this study consisted of 9 male subjects with an age range of 22-24 years who showed normal occlusion clinically and were free from any history or symptoms of temporomandibular joint dysfunction. A jaw-jerk was stimulated by tapping the mandibular symphysis during maximal voluntary clenching with a solenoid-driven hammer. And three separate silent period records were made from the left masseter muscle at the following times: at normal state, after experimental bruxism, 1 week after bruxism. The following conclusions were obtained: 1. The average value of the duration of masseteric silent period during maximal voluntary clenching was $33.62{\pm}1.86msec$ when tap force of approximate 650g was applied at normal state. 2. After experimental tooth grinding for 30 minutes, the duration of masseteric silent period increased to $46.29{\pm}4.40msec$. 3. Comparing the duration of silent period measured at normal state with that measured after 1 week, the duration of silent period showed reproducibility.

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Body Distribution of $^{125}I-rhEGF$ Across Normal and Damaged Rat Skins (정상 및 손상된 흰쥐 피부에 국소 적용된 $^{125}I-rhEGF$의 체내 이행)

  • Lee, Jeong-Uk;Chung, Suk-Jae;Lee, Min-Hwa;Shim, Chang-Koo
    • YAKHAK HOEJI
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    • v.41 no.6
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    • pp.730-736
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    • 1997
  • Distribution of radioactivity in the skin tissues, subcutaneous tissues, blood and body organs was examined following topical application of $^{125}I-rhEGF$(0.4 ${\mu}Ci$), in the form of a Pluronic F-127 gel, on the normal and damaged (burned and stripped) skins of SD male rats. The radioactivity in the skin tissues and subcutaneous tissues was 3-5 times higher for the damaged skins than for the normal skin. But pretreatment of the skin with rhEGF (1${\mu}g$)) twice at 24 hr dose intervals affected the distribution of the radioactivity yielding the order of burned skin> stripped skin=normal skin. The decrease for the stripped skin by the pretreatment might be related either to the pathophysiological change of the skin or to the down regulation of the EGF receptor. Liver showed the highest radioactivity in amount following single and multiple administration of the drug to the normal and damaged skins. But,in concentration, the kidney and stomach showed higher value than the liver which is consistent with that kidney is a major eliminating organ of EGF and that EGF exerts its pharmacological effect specifically for the stomach.

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An Experimental Study on the Waveform Analysis According to Troubles of Piezo Injector of CRDI Diesel Engine (CRDI 디젤엔진의 피에조 인젝터 불량에 따른 파형 분석에 관한 실험적 연구)

  • Yoo, Jong-Sik;Kim, Chul-Soo
    • Journal of the Korean Society of Mechanical Technology
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    • v.20 no.6
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    • pp.783-789
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    • 2018
  • This paper investigates the relationship of voltage and current waveform between normal piezo injector and deterioration abnormal piezo injector. The experimental methods using Pico oscilloscope and GDS scan tool are employed to measure current and voltage waveform and fuel pressure of piezo injector. The experiment is carried out during no-load condition. A summary of the important results are as follows. 1) In case of normal injector, the fluctuation of duration time of piezo injector was linearly and regularly decreased with increasing engine speed, but the that of deterioration piezo injector was irregularly decreased with increasing engine speed. 2) In main injection, the peak value of the current waveform of abnormal injector was larger than that of normal injector, the duration time of deteriorated abnormal injector was less than that of normal injector at 800rpm and 1500rpm, but the duration time of deteriorated abnormal injector was larger than that of normal injector at 2000rpm and 3000rpm. This irregularity appears to be caused by the deterioration of the injector.

Establishment of Reference Value of Insulin Using the Statistical Analysis (통계적 분석을 통한 Insulin의 정상 참고치 설정)

  • Kim, Whe-Jung;Yoon, Pil-Young;Shin, Young-Goon;Yoo, Seon-Hee;Cho, Shee-Man
    • The Korean Journal of Nuclear Medicine Technology
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    • v.14 no.1
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    • pp.143-146
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    • 2010
  • Purpose: Insulin is involved in carbohydrate metabolism and also it's very important because it increases storage of glycogen, synthesis of fatty acids, absorption of amino acid, synthesis of protein. Insulin is clinically useful when we evaluate fasting patients in hypoglycemia, classify and predict diabetes, assess the activity of ${\beta}$-cell, research insulin resistance. We are going to increase usability of insulin assay by establishing normal reference value according to statistical analysis. Material & Method: We selected 6,648 patients who visited asan health medical center from May to August in 2008. We set exclusion criteria as family of diabetes, diabetes medication, the past history of blood glucose rise, more than 100 mg/dL in normal fasting blood glucose, outside the scope of BMI 18.5~22.9 $kg/m^2$, and more than HbA1c 6.5%. We determine whether the subgroup is portioned as sex and age or not and establish normal reference value by conducting statistical analysis as Bayesian's method and Hoffman's method. Result: Portioning of subgroup as sex and age is not needed. By statistical analysis of Bayesian method, results 1.5-11.0 uIU/mL. By statistical analysis of Hoffman method, results 1.8~12.8 uIU/mL. Conclusion: We established 1.8~12.8 uIU/mL as Insulin normal reference value by Hoffman method. This is a similar value with reporting reference value 1.7~11.8 uIU/mL in kit. This will enhance the usability of insulin assay by establishing normal reference value.

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