• Title/Summary/Keyword: Variance and Standard Deviation

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Estimation of Climatological Standard Deviation Distribution (기후학적 평년 표준편차 분포도의 상세화)

  • Kim, Jin-Hee;Kim, Soo-ock;Kim, Dae-jun
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.19 no.3
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    • pp.93-101
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    • 2017
  • The distribution of inter-annual variation in temperature would help evaluate the likelihood of a climatic risk and assess suitable zones of crops under climate change. In this study, we evaluated two methods to estimate the standard deviation of temperature in the areas where weather information is limited. We calculated the monthly standard deviation of temperature by collecting temperature at 0600 and 1500 local standard time from 10 automated weather stations (AWS). These weather stations were installed in the range of 8 to 1,073m above sea level within a mountainous catchment for 2011-2015. The observed values were compared with estimates, which were calculated using a geospatial correction scheme to derive the site-specific temperature. Those estimates explained 88 and 86% of the temperature variations at 0600 and 1500 LST, respectively. However, it often underestimated the temperatures. In the spring and fall, it tended to had different variance (e.g., increasing or decreasing pattern) from lower to higher elevation with the observed values. A regression analysis was also conducted to quantify the relationship between the standard deviation in temperature and the topography. The regression equation explained a relatively large variation of the monthly standard deviation when lapse-rate corrected temperature, basic topographical variables (e.g., slope, and aspect) and topographical variables related to temperature (e.g., thermal belt, cold air drainage, and brightness index) were used. The coefficient of determination for the regression analysis ranged between 0.46 and 0.98. It was expected that the regression model could account for 70% of the spatial variation of the standard deviation when the monthly standard deviation was predicted by using the minimum-maximum effective range of topographical variables for the area.

Exploration of errors in variance caused by using the first-order approximation in Mendelian randomization

  • Kim, Hakin;Kim, Kunhee;Han, Buhm
    • Genomics & Informatics
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    • v.20 no.1
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    • pp.9.1-9.6
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    • 2022
  • Mendelian randomization (MR) uses genetic variation as a natural experiment to investigate the causal effects of modifiable risk factors (exposures) on outcomes. Two-sample Mendelian randomization (2SMR) is widely used to measure causal effects between exposures and outcomes via genome-wide association studies. 2SMR can increase statistical power by utilizing summary statistics from large consortia such as the UK Biobank. However, the first-order term approximation of standard error is commonly used when applying 2SMR. This approximation can underestimate the variance of causal effects in MR, which can lead to an increased false-positive rate. An alternative is to use the second-order approximation of the standard error, which can considerably correct for the deviation of the first-order approximation. In this study, we simulated MR to show the degree to which the first-order approximation underestimates the variance. We show that depending on the specific situation, the first-order approximation can underestimate the variance almost by half when compared to the true variance, whereas the second-order approximation is robust and accurate.

A Study on 7th Probability and Statistics Education In Mathematics 1 Textbooks in Korea (수학 I 검정교과서 확률통계 영역에 대한 연구)

  • Lee Sang Bock;Sohn Joong-Kweon;Chung Sung Suck
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.197-210
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    • 2005
  • In Korea, mathematics education has been taken according to the 7th national mathematics curriculum renovated by the Ministry of Education and Human Resources Development announcement in 1997. The education of probability and Statistics has been carried out as a part of this curriculum. We analyze and compare mathematics 1 textbooks for 11-12 grade students. Descriptions of random variable, sample variance and sample standard deviation, distribution of sample mean, and etc. which are on some textbooks, are misleaded in school education. We suggest the unbiased estimator of sample variance in accordance with textbooks and central limit theorem of sample mean under normal population.

Variance Analysis of RCP4.5 and 8.5 Ensemble Climate Scenarios for Surface Temperature in South Korea (우리나라 상세 기후변화 시나리오의 지역별 기온 전망 범위 - RCP4.5, 8.5를 중심으로 -)

  • Han, Jihyun;Shim, Changsub;Kim, Jaeuk
    • Journal of Climate Change Research
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    • v.9 no.1
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    • pp.103-115
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    • 2018
  • The uncertainty of climate scenarios, as initial information, is one of the significant factors among uncertainties of climate change impacts and vulnerability assessments. In this sense, the quantification of the uncertainty of climate scenarios is essential to understanding these assessments of impacts and vulnerability for adaptation to climate change. Here we quantified the precision of surface temperature of ensemble scenarios (high resolution (1km) RCP4.5 and 8.5) provided by Korea Meteorological Administration, with spatiotemporal variation of the standard deviation of them. From 2021 to 2050, the annual increase rate of RCP8.5 was higher than that of RCP4.5 while the annual variation of RCP8.5 was lower than that of RCP4.5. The standard deviations of ensemble scenarios are higher in summer and winter, particularly in July and January, when the extreme weather events could occur. In general, the uncertainty of ensemble scenarios in summer were lower than those in winter. In spatial distribution, the standard deviation of ensemble scenarios in Seoul Metropolitan Area is relatively higher than other provinces, while that of Yeongnam area is lower than other provinces. In winter, the standard deviations of ensemble scenarios of RCP4.5 and 8.5 in January are higher than those of December. Especially, the standard deviation of ensemble scenarios is higher in the central regions including Gyeonggi, and Gangwon, where the mean surface temperature is lower than southern regions along with Chungbuk. Such differences in precisions of climate ensemble scenarios imply that those uncertainty information should be taken into account for the implementation of national climate change policy.

Study for comparison of storage lifetimes estimation between constant and time-variant variance of degradation data (열화데이터의 등분산 가정에 따른 저장수명예측 비교 연구)

  • Back, Seungjun;Son, Youngkap;Park, Sanghyun;Lee, Munho;Kang, Insik
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2017.05a
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    • pp.154-156
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    • 2017
  • Constant variance of degradation data over time has been generally assumed to estimate storage lifetime using destructive, accelerated degradation data over time. However, performance data of ammunitions deteriorate over time, and the standard deviation would tend to increase over time. This paper shows storage lifetime comparison results for constant variance and time-variant variance assumptions of degradation data over time, and proposes that time-variant variance assumption should be considered to increase accuracy in lifetime estimation.

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Analysis of Statistical Methods Currently used in Toxicology Journals

  • Na, Jihye;Yang, Hyeri;Bae, SeungJin;Lim, Kyung-Min
    • Toxicological Research
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    • v.30 no.3
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    • pp.185-191
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    • 2014
  • Statistical methods are frequently used in toxicology, yet it is not clear whether the methods employed by the studies are used consistently and conducted based on sound statistical grounds. The purpose of this paper is to describe statistical methods used in top toxicology journals. More specifically, we sampled 30 papers published in 2014 from Toxicology and Applied Pharmacology, Archives of Toxicology, and Toxicological Science and described methodologies used to provide descriptive and inferential statistics. One hundred thirteen endpoints were observed in those 30 papers, and most studies had sample size less than 10, with the median and the mode being 6 and 3 & 6, respectively. Mean (105/113, 93%) was dominantly used to measure central tendency, and standard error of the mean (64/113, 57%) and standard deviation (39/113, 34%) were used to measure dispersion, while few studies provide justifications regarding why the methods being selected. Inferential statistics were frequently conducted (93/113, 82%), with one-way ANOVA being most popular (52/93, 56%), yet few studies conducted either normality or equal variance test. These results suggest that more consistent and appropriate use of statistical method is necessary which may enhance the role of toxicology in public health.

Determining the Relative Weights of Bias and Variance in Dual Response Surface Optimization (쌍대반응표면 최적화에서 편차와 분산의 가중치 결정에 관한 연구)

  • Jeong, In-Jun;Kim, Gwang-Jae;Jang, Su-Yeong;Lin, Dennis K.J.
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2004.05a
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    • pp.294-297
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    • 2004
  • Mean squared error (MSE) is an effective criterion to combine the mean and the standard deviation responses in dual response surface optimization. The bias and variance components of MSE need to be weighted properly in the given problem situation. This paper proposes a systematic method to determine the relative weights of bias and variance in accordance with a decision maker's prior and posterior preference structure.

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Investment Performance of Markowitz's Portfolio Selection Model over the Accuracy of the Input Parameters in the Korean Stock Market (한국 주식시장에서 마코위츠 포트폴리오 선정 모형의 입력 변수의 정확도에 따른 투자 성과 연구)

  • Kim, Hongseon;Jung, Jongbin;Kim, Seongmoon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.38 no.4
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    • pp.35-52
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    • 2013
  • Markowitz's portfolio selection model is used to construct an optimal portfolio which has minimum variance, while satisfying a minimum required expected return. The model uses estimators based on analysis of historical data to estimate the returns, standard deviations, and correlation coefficients of individual stocks being considered for investment. However, due to the inaccuracies involved in estimations, the true optimality of a portfolio constructed using the model is questionable. To investigate the effect of estimation inaccuracy on actual portfolio performance, we study the changes in a portfolio's realized return and standard deviation as the accuracy of the estimations for each stock's return, standard deviation, and correlation coefficient is increased. Furthermore, we empirically analyze the portfolio's performance by comparing it with the performance of active mutual funds that are being traded in the Korean stock market and the KOSPI benchmark index, in terms of portfolio returns, standard deviations of returns, and Sharpe ratios. Our results suggest that, among the three input parameters, the accuracy of the estimated returns of individual stocks has the largest effect on performance, while the accuracy of the estimates of the standard deviation of each stock's returns and the correlation coefficient between different stocks have smaller effects. In addition, it is shown that even a small increase in the accuracy of the estimated return of individual stocks improves the portfolio's performance substantially, suggesting that Markowitz's model can be more effectively applied in real-life investments with just an incremental effort to increase estimation accuracy.

A Study on the Automatic Pressure Controller Using Adaptive Control Algorithma (적응 제어 방식을 이용한 혈압자동 조절기에 관한 연구)

  • 이상훈;김영철;민병구
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.648-651
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    • 1986
  • Sometimes, there are conditions when rapid control of the hypertension needed such as malignant hypertension, and the preoperative pereparation of the hypertensive patient requiring emergency operation, etc. Using the adaptive control algorithm, the mean arterial pressure reduction is achived rapidly and safely in hypertensive rabbit. Among the adaptive control algorithms the pole assignment self tuning control algorithm is superial to the one step ahead minium variance control algorithm. The convergence time is less than 600 sec, and the standard deviation of experimental data are less than 4 mmHg.

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A Comparison of Average Time Rate with range and variance chart when using variable sampling interval (변량표본추출간격을 이용한 범위관리도와 분산관리도의 ATS비교)

  • 이희춘;지선수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.17 no.30
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    • pp.101-106
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    • 1994
  • The basic of the VSI charts is that if the sample statistic computed after a sample is taken shows some indication of a process change than the sampling interval before the next sample should be short otherwise long. This paper was shown the VSS chart can be considerably more efficient than the FSS chart and the effectiveness of VSI R chart with S chart used for monitoring a process standard deviation.

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