• 제목/요약/키워드: Variance Gamma

검색결과 89건 처리시간 0.022초

반추동물 신증의 조기진단을 위한 뇨효소 측정법 1. 효소활성도 측정을 위한 적합한 조건과 정상범위에 관하여 (Measurement of Urine Enzymes for the Early Diagnosis of Nephrosis in Ruminants 1. Optimal Conditions for Measurement of Enzyme Activities and Normal Ranges)

  • 이창우;이경갑
    • 한국임상수의학회지
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    • 제6권2호
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    • pp.291-305
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    • 1989
  • Present experiment was performed to establish the optimal reaction conditions for measurement of urinary gamma-glutamyltranspeptidase(${\gamma}$-GTP), N-acetyl-${\beta}$-D-glucosaminidase (AGS) and alanine aminopeptidase(AAP) activities in bovine and to investigate in vitro stability of the enzymes, within-run imprecision of the methods, and normal ranges. 1. The optimal wavelength for measurement of ${\gamma}$-GTP activity was 545nm. 2. The optimal pH of Tris-HCI buffer containing glycylglycine for measurement of urinary ${\gamma}$-GTP activity was 7.6~7.8(37$^{\circ}C$). 3. Coefficient of variance for within-run imprecision of urinary ${\gamma}$-GTP activity ranged from 4.8 to 7.2% and there was no significant difference among replications, 4. The optimal wavelength for measurement of urinary AGS activity was 405nm. 5. The optimal pH of citrate buffer for measurement urinary of AGS activity was 4.0(37$^{\circ}C$). 6. Coefficient of variance for within-run imprecision of urinary AGS activity ranged from 3.9 to 6.1% and there was no significant difference among replications. 7. The optimal wavelength for measurement of urinary AAP activity was 400nm. 8. The optimal pH of phosphate buffer for measurement of urinary AAP was 7.8. 9. Coefficient of variance for within-run imprecision of urinary AAP activity ranged from 2.5 to 4.8% and there was no significant difference among replications. 10. ${\gamma}$-GTP and AGS activities were increased significantly by gel-filtration. 11. Turbidity interfered with measurement of urinary AAP activity in bovine unless the specimen was gel-filterated. 12. Preservation of the specimen at 5$^{\circ}C$ or -20$^{\circ}C$ did not affect the AGS activity at least for 7 days after collection. 13. Preservation of the specimen at 5$^{\circ}C$ or 20$^{\circ}C$ did not affect the ${\gamma}$-GTP and AAP activities statistically, but some individual specimens revealed fluctuation during preservation. 14. ${\gamma}$-GTP, AGS and AAP activities revealed fluctuation by the tine of the day when the specimen was collected. 15. The normal ranges of urinary ${\gamma}$ -GTP, AGS and AAP activities were 6.60${\pm}$3.26(2.36-14.50), 1.31 ${\pm}$ 0.81(0.33-3.78), and 1.73 ${\pm}$ 0.55(0.77-3.03)U/l. respectively.

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감마나이프 수술 환자의 정위적 틀 고정과 제거 시 통증에 영향을 미치는 요인 (Associated Factors with Pin-fixing & Pin removal Pain among Patients Undergoing Gamma Knife Radiosurgery)

  • 백소영;최자윤
    • 종양간호연구
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    • 제12권4호
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    • pp.323-330
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    • 2012
  • Purpose: Gamma knife radiosurgery (GKR) requires frame positioning because the treatment target should be as close as possible to the center of the frame. The purpose of this study was to identify the level of pin-fixing (PFP) and removal pain (PRP), and the associated factors with the pain undergoing GKR. Methods: A total of 116 patients who underwent GKR for their brain tumor were recruited from C University hospital located in H city, J province. The level of pain was measured by the 10 cm VAS. Results: The level of PFP and PRP were 6.36 and 3.26 points, respectively. Step-wise multiple regressions found that the group who have not perceived numbness after applying 5% EMLA cream was the highest associated factor with PFP, following the time from lidocaine injection to pin-fixation, which explained 21% of total variance of the level of PFP. On the other hand, a group who did not perceive numbness after applying 10% lidocaine spray was the highest factor with PRP, among female patients, which explained 27% of total variance of the level of PRP. Conclusion: Both of PFP and PRP of the stereotactic frame were moderate so that nurses should consider diverse strategies to reduce pain among patients undergoing gamma knife radiosurgery.

NOISE VARIANCE ESTIMATION OF SAR IMAGE IN LOG DOMAIN

  • Chitwong S.;Minhayenud S.;Intajag S.;Cheevasuvit F.
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2004년도 Proceedings of ISRS 2004
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    • pp.574-576
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    • 2004
  • Since variance of noise is important parameter for a noise filter to reduce noise in image and the performance of noise filter is dependent on estimated variance. In this paper, we apply additive noise variance estimation method to estimate variance of speckle noise of synthetic aperture radar (SAR) imagery. Generally, speckle noise is in multiplicative model, logarithmic transformation is then used to transform multiplicative model into additive model. Here, speckle noise is generally modeled as Gamma distribution function with different looks. The additive noise variance estimation is processed in log domain. The synthesis image and real image of SAR are implemented to test and confirm results and show that more accurate estimation can be achieved.

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DPCM 음성 부호화기의 부정합현상에 관한 연구 (On the Mismatch Phenomena in DPCM Coding of Speech)

  • 유득수;조동호;은종관
    • 대한전자공학회논문지
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    • 제23권5호
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    • pp.597-604
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    • 1986
  • This paper describes various mismatch phenomena in differential pulse code modulation (DPCM) coding, such as the mismatch effects of probability density functin(pdf), signal variance, and correlation. At a high transmission rate(i.e., above 32 kbits/s), the performance of DPCM can be improved by matching the pdf shape between the input signal and the quantizer. However, the same gain cannot be obtained at a lower transmission rate. Also, it is shown that the gamma quantizer is realtively robust to the variation of pdf shaper and signal variance. Moreover, as the transmission rate increases, the performance of DPCM for the input signal with large variance is worse than that of DPCM for the signal with small variance due to the increase of overload noise. According to our simuladiton results, the mismatch effects of pdf shape and variance appear to yield more degradatin than that of correlation in a DPCM system.

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Pricing an Equity-Linked Security with Non-Guaranteed Principal

  • Cho, Jae-Koang;Lee, Hang-Suck
    • Communications for Statistical Applications and Methods
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    • 제14권2호
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    • pp.413-429
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    • 2007
  • Equity-linked securities (ELS) provide their customers with the return linked to the underlying equity (or equities). Equity-linked products in Korea have recently gained popularity due to relatively low interest rates. This paper discusses an equity-linked security whose principal is not guaranteed. The payoff of the ELS depends on the returns of two underlying assets. This paper presents numerical prices of the proposed product by using Monte-Carlo simulation method. It assumes that the log-returns of two stocks follow either Brownian motion or variance gamma process. Finally, the comparison of the two approaches is discussed.

시장위험에 대한 금융자산의 종합적 위험관리(VaR모형 중심) (A study on synthetic risk management on market risk of financial assets(focus on VaR model))

  • 김종권
    • 산업경영시스템학회지
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    • 제22권49호
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    • pp.43-57
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    • 1999
  • The recent trend is that risk management has more and more its importance. Neverthless, Korea's risk management is not developed. Even most banks does gap, duration in ALM for risk management, development and operation of VaR stressed at BIS have elementary level. In the case of Fallon and Pritsker, Marshall, gamma model is superior to delta model and Monte Carlo Simulation is improved at its result, as sample number is increased. And, nonparametric model is superior to parametric model. In the case of Korea's stock portfolio, VaR of Monte Carlo Simulation and Full Variance Covariance Model is less than that of Diagonal Model. The reason is that VaR of Full Variance Covariance Model is more precise than that of Diagonal Model. By the way, in the case of interest rate, result of monte carlo simulation is less than that of delta-gamma analysis on 95% confidence level. But, result of 99% is reversed. Therefore, result of which method is not dominated. It means two fact at forecast on volatility of stock and interest rate portfolio. First, in Delta-gamma method and Monte Carlo Simulation, assumption of distribution affects Value at Risk. Second, Value at Risk depends on test method. And, if option price is included, test results will have difference between the two. Therefore, If interest rate futures and option market is open, Korea's findings is supposed to like results of other advanced countries. And, every banks try to develop its internal model.

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열화가 감마과정을 따르는 경우 가속열화시험의 최적 계획 (Planning Accelerated Degradation Tests: the Case of Gamma Degradation Process)

  • 임헌상;임대은
    • 품질경영학회지
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    • 제43권2호
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    • pp.169-184
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    • 2015
  • Purpose: This paper is concerned with optimally designing accelerated degradation test (ADT) plans based on a gamma process for the degradation model. Methods: By minimizing the asymptotic variance of the MLE of the q-th quantile of the lifetime distribution at the use condition, the test stress levels and the proportion of test units allocated to each stress level are optimally determined. Results: The optimal plans of ADT are developed for various combination of parameters. In addition, a method for determining the sample size is developed, and sensitivity analysis procedures are illustrated with an example. Conclusion: It is important to optimally design ADT based on a gamma process under the condition that a degradation process should be always nonnegative and strictly increasing over time.

항암화학요법을 받는 유방암 환자의 극복력 구조모형 (The Structural Equation Model on Resilience of Breast Cancer Patients Receiving Chemotherapy)

  • 양정하;김옥수
    • 대한간호학회지
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    • 제46권3호
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    • pp.327-337
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    • 2016
  • Purpose: The purpose of this study was to construct and test a structural equation model on resilience of breast cancer patients receiving chemotherapy. Methods: Participants were 204 patients with breast cancer who received chemotherapy treatment. They participated in a structured interview, which included social support, depression, symptom experience, self-efficacy, hope, resilience, and infection prevention behaviors. Data were analyzed using SPSS/WIN 20.0 and AMOS 18.0. Results: Lower depression (${\gamma}=-.33$, p=.020) and symptom experience (${\gamma}=-.31$, p=.012) and higher self-efficacy (${\gamma}=.32$, p=.005) and hope (${\gamma}=.48$, p=.016) were influenced by higher social support. Greater resilience was influenced by lower symptom experience (${\beta}=-.18$, p=.016), higher self-efficacy (${\beta}=.49$, p=.023), and higher hope (${\beta}=.46$, p=.012), and these predictors explained 66.7% of variance in resilience. Greater resilience (${\beta}=.54$, p =.009) made an impact on greater infection prevention behaviors. Resilience mediated the relations of symptom experience (${\beta}=-.10$ p=.013), self-efficacy (${\beta}=.27$, p=.006) and hope (${\beta}=.25$, p=.009) with infection prevention behaviors. These predictors explained 24.9% of variance in infection prevention behaviors. Conclusion: The findings of the study suggest that breast cancer patients with greater resilience who are receiving chemotherapy participate in increased infection prevention behaviors. Further research should be conducted to seek intervention strategies that improve breast cancer patients' resilience.

불균형 자료 분석과 가설 검정에 관한 연구 (Study on the analysis of disproportionate data and hypothesis testing)

  • 장석환;송규문;김장한
    • 응용통계연구
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    • 제5권2호
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    • pp.243-254
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    • 1992
  • 불균형 자료 분석에 대해서는 일찍이 Brown(1932)과 Yates(1934)의 연구 이에 Finney(1948), Stevens(1948), Henderson(1953), Kramer(1955)등 많은 사람들이 관심을 가지고 연구하였고 Searle(1971, 1977, 1981)은 R(v) 표기법으로 모형식의 상수적합에 의한 변동을 나타내었으며 Hocking과 Speed(1975), Speed와 Hocking (1976)이 사용한 제한들을 $\Sigma$ -, W-, O-restrictions라고 하였다. 또한 Speed등(1978)은 비가중평균법(method of unweighted means), 평균의 가중제곱법(method of weighted squares of means), 상수적합법 (method of fitting constants), Overall- Spiegel법, Henderson방법 등을 비교설명하고 Burdick 등(1974)은 각 변동을 기하학적으로 해석하려 하였다. 백(1987a,1987b)은 SAS 팩키지에 의한 변동을 설명하였고 장(1988)도 Searle(1977, 1981)의 방법을 이용하여 가설검정과 변동을 검토한바 있다. 본 연구에서는 여러 가지 모형에 대하여 $n_{ij} > 0, 또는 n_{ij} \geq 0$ 인 경우에 변동계산과 W-, $\Sigma$-, O- 제한 조건하에서의 변동과 가설을 재조명해 보고져 한다.

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RLS (Recursive Least Squares)와 RTLS (Recursive Total Least Squares)의 결합을 이용한 새로운 FIR 시스템 인식 방법 (FIR System Identification Method Using Collaboration Between RLS (Recursive Least Squares) and RTLS (Recursive Total Least Squares))

  • 임준석;편용국
    • 한국음향학회지
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    • 제29권6호
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    • pp.374-380
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    • 2010
  • 잡음이 섞인 입출력 신호를 갖는 시스템 인식 문제는 완전 최소 자승법 (Total Least Squares (TLS))으로 알려져 있다. 완전 최소 자승법의 성능은 입력 신호 부가 잡음 파워와 출력 신호 부가 잡음간의 분산비에 매우 민감하다. 본 논문에서는 TLS의 성능 향상을 위해서 LS (Least Squares)와의 결합을 제안한다. 그 한 형태로 재차적인 TLS (Recursive TLS)와 재차적인 LS (Recursive Least Squares)간의 결합 알고리즘을 제안한다. 이 결합은 잡음간 분산비에 강인한 결과를 낳았다. 모의실험을 통해 얻은 결과로부터 입력 신호에 신호대 잡음비가 5dB를 유지히는 잡음을 부가할 경우 입력 잡음과출력 잡음의 비 $\gamma$가 약 20 정도까지로 적용 범위가 확대되는 결과를 얻었다. 따라서 제안된 결합 방법이 기존의 TLS의 적용 범위를 넓힐 수 있음을 알 수 있다.