• Title/Summary/Keyword: Variance Criterion

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Error-robust model-based sampling in accounting (회계감사예에 적용시켜본 오차로버스터적 모델표본론)

  • 김영일
    • The Korean Journal of Applied Statistics
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    • v.6 no.1
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    • pp.29-40
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    • 1993
  • In a model-based sampling problem, it often happens that the functional form of variance of error terms in regression model cannot be specified in an exact form. The goal of error-robust sampling design will be to minimize the 'ill effects' resulting from a lack of knowledge of the error structure. A sampling criterion, which is optimal if it minimizes the average of an inefficiency measure when taken with respect to all candidate error structures, is proposed and a computer algorithm is developed for construction of optimal sampling plans. Auditing problem is of particular relevance because of the uncertainty that currently clouds specification of the error structure.

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Development and Validation of Korean Sleep Scale A (수면측정 도구의 개발을 위한 연구)

  • 오진주;송미순;김신미
    • Journal of Korean Academy of Nursing
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    • v.28 no.3
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    • pp.563-572
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    • 1998
  • The purpose of study was to develop and validate Korean Sleep Scale A which can be easily administrated by nurses for a wide range of adult subjects. Dimensions of sleep concept were derived by literature review. Previously developed sleep sclaes were also analyzed in order to develop scale items. The Korean sleep scale A was structured as a 15 item, 4 point likert type scale. The Scale was tested an 298 female and male adult subjects after pilottest and content validation. The results showed reliability by internal consistency of Cronbach's α=.75 Construct validity was tested by factor analysis and known group technique. Factor analysis showed 4 factors-sleep pattern, sleep evaluation, sleep result, and cause of sleep disturbance. These four factors explained 55.9% of total variance. Correlations between factors ranged from .15-.32. There was correlation among Korean Sleep ScaleA score, Verran and Snyder-Halpern(VSH) Sleep Scale score, and sleep satisfaction scale score, r=.71(p=.00), r=.51(p=.03), respectively, These study results partially support reliability, construct validity, and criterion related validity of Korean Sleep Scale A. Further validation study is required with other subjects and other settings.

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Bilevel-programming based failure-censored ramp-stress ALTSP for the log-logistic distribution with warranty cost

  • Srivastava, P.W.;Sharma, D.
    • International Journal of Reliability and Applications
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    • v.17 no.1
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    • pp.85-105
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    • 2016
  • In this paper accelerated life testing is incorporated in quality control technique of acceptance sampling plan to induce early failures in high reliability products.Stress under accelerated condition can be applied in constant-stress, step-stress and progressive-stress or combination of such loadings. A ramp-stress results when stress is increased linearly (from zero) with time. In this paper optimum failure-censored ramp-stress accelerated life test sampling plan for log-logistic distribution has been formulated with cost considerations. The log-logistic distribution has been found appropriate for insulating materials. The optimal plans consist in finding optimum sample size, sample proportion allocated to each stress, and stress rate factor such that producer's and consumer's interests are safeguarded. Variance optimality criterion is used when expected cost per lot is not taken into consideration, and bilevel programming approach is used in cost optimization problems. The methods developed have been illustrated using some numerical examples, and sensitivity analyses carried out in the context of ramp-stress ALTSP based on variable SSP for proportion nonconforming.

Adaptive IIR filter designed for the separation of scintillation and rain attenuation phenomena

  • Sangaroon, O.;Chutchavong, V.;Anekpongpun, K.;Benjangkaprasert, C.;Sooraksa, P.;Moriya, Y.
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.109.5-109
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    • 2001
  • The separation of scintillation phenomena concurrent with rain attenuation phenomena can be accomplished by filtering. Based on the analysis of satellite signal fading during rain, scintillation and rain attenuation phenomena are examined and extracting from raw data by using adaptive IIR high-pass filter and adaptive IIR low-pass filter. Adaptive IIR filter are designed by using the algorithm of Least Mean p-Power (LMP) Error Criterion which have been modified by Quantizing Gradient technique. This algorithm reduces amount of multiplication computational equal to the length of input data. It is prove here that the convergence speed, variance, bias independence on p values. For this application, p=1 is chosen. The procedure of application ...

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Analysis of Fatigue Life and Fracture Toughness Using Probabilistic Finite Element Method (확률 유한요소해석법을 이용한 피로수명 및 강도해석)

  • 이현우;오세종
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.6
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    • pp.1448-1454
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    • 1994
  • Data which gathered and used in the field of fatigue and fracture mechanics have a lot of uncertainties. In this case, those uncertainties will make scatter band in evaluation of fatigue life and fracture toughness. Thus, the probabilistic analysis of these data will be needed. For determining the fatigue life in mixed mode, using crack direction law and fatigue crack growth law, the problem is studied as a constrained life minimization. Stress intensity factor(SIF) is computed by approximate solution table(Ewalds/Wanhill 1984) and 0th order PFEM. The variance of fatigue life and SIF are computed by differentiation of tabulated approximate solution and 1st order PFEM. And these are used for criterion of design values, principal parameter determination and modelling. The problem of center cracked plate is solved for checking the PFEM model which is influenced by various parameters like as initial crack length, final crack length, two fatigue parameters in Paris Equation and applied stress.

Mode-SVD-Based Maximum Likelihood Source Localization Using Subspace Approach

  • Park, Chee-Hyun;Hong, Kwang-Seok
    • ETRI Journal
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    • v.34 no.5
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    • pp.684-689
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    • 2012
  • A mode-singular-value-decomposition (SVD) maximum likelihood (ML) estimation procedure is proposed for the source localization problem under an additive measurement error model. In a practical situation, the noise variance is usually unknown. In this paper, we propose an algorithm that does not require the noise covariance matrix as a priori knowledge. In the proposed method, the weight is derived by the inverse of the noise magnitude square in the ML criterion. The performance of the proposed method outperforms that of the existing methods and approximates the Taylor-series ML and Cram$\acute{e}$r-Rao lower bound.

Optimal Designs of Partially Constant-Stress Life Testing For Three-Component Mixed Systems

  • Park, Hee-Chang;Jeng, Kwang-Man;Kim, Min-Hwan
    • 한국데이터정보과학회:학술대회논문집
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    • 2002.06a
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    • pp.155-167
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    • 2002
  • In this paper we consider optimal designs of partially constant-stress life testing which is deviced for three-component mixed systems with the considerably long time. Mixed systems are jointed serial system with parallel system. Test items are run at both use condition and accelerated condition until a specified censoring time. The optimal criterion for the sample-proportion allocated to accelerated condition is to minimized asymptotic variance of the maximum likelihood estimators of the acceleration factor and hazard rates.

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Design of Accelerated Life Tests and Small Sample Study under Continuous and Intermittent Inspections for Lognormal Failure Distribution (수명이 대수정규분포를 따를 때 연속 및 간헐적 검사하에서 가속수명시험의 설계와 소표본 연구)

  • Seo, Sun-Keun;Chung, Won-Kee
    • Journal of Korean Institute of Industrial Engineers
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    • v.23 no.1
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    • pp.177-196
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    • 1997
  • In this paper, statistically optimal accelerated life test(ALT) plans considering statistical efficiency only and new compromise ALT plans to sacrifice some statistical efficiency in return for improved overall properties including estimobility probability and robustness for the model assumptions are developed under the assumptions of constant stress, intermittent inspection, Type I censoring and lognormal failure distribution which has been one of the popular choices of failure distributions in the extensive engineering applications of ALT. Computational experiments are conducted to compare with four ALT plans including two proposed ones under continuous and intermittent inspections over a range of parameter values in terms of asymptotic variance, sensitivities for guessed input values, and proportion of estimable samples, etc. The small and moderate sample properties for the proposed ALT plans designed under asymptotic criterion are also investigated by Monte Carlo simulation.

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Wind Turbine Blade Design using Design of Experiments (실험계획법을 이용한 풍력발전기용 블레이드의 설계)

  • Kang, Ki-Weon;Lee, Seung-Pyo;Chang, Se-Myong;Lee, Jang-Ho
    • 한국신재생에너지학회:학술대회논문집
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    • 2009.11a
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    • pp.422-422
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    • 2009
  • This paper describes the structural design of small wind turbine blade by using design of experiments. Blade structure consists of skin, spar and foam. The materials for skin and spar are a kind of Glass/Epoxy and form is polyurethane. It has 7 lay-ups with different ply angle. A factorial design is applied to design the ply angles considering manufacturing constraints and to investigate the safety factor which is calculated by structural analysis. In order to perform the structural analysis, the commercial software ABAQUS is used. Tsai-Wu failure criterion is chosen to compute safety factor. The determination of the significance of effects in the experiments is made through the analysis of variance. The results show that ply angle at skin affects the safety factor of wind turbine blade. And from this result, optimal ply angles of composite blade are achieved.

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A Study of the Seepage through Filter Installed Earth Dams (필타설치흙댐의 침수에 관한 연구)

  • Gang, Gwan-Won;Sin, Bang-Ung;Lee, Jae-Gi
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.19 no.2
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    • pp.4417-4422
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    • 1977
  • This thesis is a result of theoretical and electrical experimental studies for the shape of Seepage on various Earth Dams. The decrement method of seepage through of water amount to earth Dam's was tested by means of experiment by the model constructed in the water tank. A study of the seepage through earth Dam's is necessary for a satisfactory of the same. An attempt was made in these investigations to study the problem of the seepage through homogeneous earth dams with filters located near the axis of the dam and filters extending in to upstream portion of the dam by the electrical analogy method. The experimental results were at variance with the graphical solution given by A Casagrande method. Some of the results were checked by relaxation method and by the circle criterion for drawing flow nets.

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