• Title/Summary/Keyword: Variance estimation

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On Estimating the Variance of a Normal Distribution With Known Coefficient of Variation

  • Ray, S.K.;Sahai, A.
    • Journal of the Korean Statistical Society
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    • v.7 no.2
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    • pp.95-98
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    • 1978
  • This note deals with the estimations of the variance of a normal distribution $N(\theta,c\theta^2)$ where c, the square of coefficient of variation is assumed to be known. This amounts to the estimation of $\theta^2$. The minimum variance estimator among all unbiased estimators linear in $\bar{x}^2$ and $s^2$ where $\bar{x}$ and $s^2$ are the sample mean and variance, respectively, and the minimum risk estimator in the class of all estimators linear in $\bar{x}^2$ and $s^2$ are obtained. It is shown that the suggested estimators are BAN.

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Adaptive Control of CNC Boring Machine by Application of the Variance Perturbation Method (분산 섭동법 에 의한 CNC보오링 머시인 의 적응제어)

  • 이종원
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.8 no.1
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    • pp.65-70
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    • 1984
  • A recursive parameter estimation method is applied to spindle deflection model during boring process. The spindle infeed rate is then determined to preserve the diametral tolerance of bore. This estimation method is further extended to adaptive control by application of the variance perturbation method. The results of computer simulation attest that the proposed method renders the optimal cutting conditions, maintaining the diametral accuracy of bore, regardless of parameter fluctuations. The proposed method necessitating only post-process measurements features that initialization of parameter guess values in simple, a priori knowledge on parameter variations is not needed and the accurate estimation of optimal spindle infeed rate is obtained, even if the parameter estimation may be poor.

An Empirical Study on Dimension Reduction

  • Suh, Changhee;Lee, Hakbae
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2733-2746
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    • 2018
  • The two inverse regression estimation methods, SIR and SAVE to estimate the central space are computationally easy and are widely used. However, SIR and SAVE may have poor performance in finite samples and need strong assumptions (linearity and/or constant covariance conditions) on predictors. The two non-parametric estimation methods, MAVE and dMAVE have much better performance for finite samples than SIR and SAVE. MAVE and dMAVE need no strong requirements on predictors or on the response variable. MAVE is focused on estimating the central mean subspace, but dMAVE is to estimate the central space. This paper explores and compares four methods to explain the dimension reduction. Each algorithm of these four methods is reviewed. Empirical study for simulated data shows that MAVE and dMAVE has relatively better performance than SIR and SAVE, regardless of not only different models but also different distributional assumptions of predictors. However, real data example with the binary response demonstrates that SAVE is better than other methods.

Estimation of the Number of the Unemployed Using Small Area Estimation Methods (소지역 추정방법을 이용한 실업자 수 추정 사례연구)

  • Kwon, Se-Hyug
    • Survey Research
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    • v.10 no.1
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    • pp.141-154
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    • 2009
  • With the current sampling scheme, the sampling variance is getting larger in producing smaller regional statistics than the designed area, The larger sample size can make the variance reduced but the efficiency of sample survey lower. The desired confidence level of sampling survey can be obtained using the current sample scheme with the same sample size and administrative data. In this paper, the number of the unemployed of 5 regions in Daejon are estimated using small area estimation methods and the CV values in each estimation method is calculated and compared for their estimation efficiency as empirical study. Jackknife method is proposed to estimate the MSE of synthetic estimator and composite estimator more accurately.

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Motion Estimation Algorithm Using Variance and Adaptive Search Range for Frame Rate Up-Conversion (프레임 율 향상을 위한 분산 및 적응적 탐색영역을 이용한 움직임 추정 알고리듬)

  • Yu, Songhyun;Jeong, Jechang
    • Journal of Broadcast Engineering
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    • v.23 no.1
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    • pp.138-145
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    • 2018
  • In this paper, we propose a new motion estimation algorithm for frame rate up-conversion. The proposed algorithm uses the variance of errors in addition to SAD in motion estimation to find more accurate motion vectors. Then, it decides which motion vectors are wrong using the variance of neighbor motion vectors and the variance between current motion vector and neighbor's average motion vector. Next, incorrect motion vectors are corrected by weighted sum of eight neighbor motion vectors. Additionally, we propose adaptive search range algorithm, so we can find more accurate motion vectors and reduce computational complexity at the same time. As a result, proposed algorithm improves the average peak signal-to-noise ratio and structural similarity up to 1.44 dB and 0.129, respectively, compared with previous algorithms.

Estimating Missing Points In Experiments (실험(實驗)에 있어서 결측점(缺測点) 추정(推定))

  • SIM, JUNG WOOK
    • Honam Mathematical Journal
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    • v.4 no.1
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    • pp.147-154
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    • 1982
  • Estimation methods of missing points for an experimental design are described. Formulae are provided for the estimation of missing points using matrix notation. The correct analysis of variance table is given. Estimation methods of a single missing point and two missing points in $2^{n}$ factorial designs are described.

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Comparison of Storage Lifetimes by Variance Assumption using Accelerated Degradation Test Data (파괴적 가속열화시험 데이터의 분산가정에 따른 수명비교)

  • Kim, Jonggyu;Back, Seungjun;Son, Youngkap;Park, Sanghyun;Lee, Moonho;Kang, Insik
    • Journal of the Korea Institute of Military Science and Technology
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    • v.21 no.2
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    • pp.173-179
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    • 2018
  • Estimating reliability of a non-repairable system using the degradation data, variance assumption such as homogeneity (constant) or heteroscedasticity (time-variant) could affect accuracy of reliability estimation. This paper showed reliability estimation and comparison results under normal conditions using accelerated degradation data obtained from destructive measurements, according to variance assumption of the data at each measurement time. Degradation data from three accelerated conditions with stress factors of temperature and humidity were used to estimate reliability. The $B_{10}$ lifetime was estimated as 1243.8 years by constant variance assumption, and 18.9 years by time-variant variance. And variance assumption provided different analysis results of important stresses to reliability. Thus, accurate assumption of variance at each measurement time is required when estimating reliability using degradation data of a non-repairable system.

Defect classification of refrigerant compressor using variance estimation of the transfer function between pressure pulsation and shell acceleration

  • Kim, Yeon-Woo;Jeong, Weui-Bong
    • Smart Structures and Systems
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    • v.25 no.2
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    • pp.255-264
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    • 2020
  • This paper deals with a defect classification technique that considers the structural characteristics of a refrigerant compressor. First, the pressure pulsation of the refrigerant flowing in the suction pipe of a normal compressor was measured at the same time as the acceleration of the shell surface, and then the transfer function between the two signals was estimated. Next, the frequency-weighted acceleration signals of the defect classification target compressors were generated using the estimated transfer function. The estimation of the variance of the transfer function is presented to formulate the frequency-weighted acceleration signals. The estimated frequency-weighted accelerations were applied to defect classification using frequency-domain features. Experiments were performed using commercial compressors to verify the technique. The results confirmed that it is possible to perform an effective defect classification of the refrigerant compressor by the shell surface acceleration of the compressor. The proposed method could make it possible to improve the total inspection performance for compressors in a mass-production line.

Estimation to improve survey efficiency in callback (재조사에서 효율 향상을 위한 추정법 연구)

  • Park, Hyeonah;Na, Seongryong
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.377-385
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    • 2015
  • After performing callback for nonresponses in sample survey, we present an estimator of regression form using an auxiliary variable and a variance estimator using replicate method. Parametric inference method of the response probability is also presented. We research an unbiased estimator of high efficiency for the population mean and a variance estimator with consistency under callback. We also prove the validity of the theory through the simulation.

Estimation of Smoothing Constant of Minimum Variance and its Application to Industrial Data

  • Takeyasu, Kazuhiro;Nagao, Kazuko
    • Industrial Engineering and Management Systems
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    • v.7 no.1
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    • pp.44-50
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    • 2008
  • Focusing on the exponential smoothing method equivalent to (1, 1) order ARMA model equation, a new method of estimating smoothing constant using exponential smoothing method is proposed. This study goes beyond the usual method of arbitrarily selecting a smoothing constant. First, an estimation of the ARMA model parameter was made and then, the smoothing constants. The empirical example shows that the theoretical solution satisfies minimum variance of forecasting error. The new method was also applied to the stock market price of electrical machinery industry (6 major companies in Japan) and forecasting was accomplished. Comparing the results of the two methods, the new method appears to be better than the ARIMA model. The result of the new method is apparently good in 4 company data and is nearly the same in 2 company data. The example provided shows that the new method is much simpler to handle than ARIMA model. Therefore, the proposed method would be better in these general cases. The effectiveness of this method should be examined in various cases.