• Journal of the Korean Statistical Society
• /
• v.29 no.3
• /
• pp.285-294
• /
• 2000

In analyzing bivariate date the sample correlation coefficient is often used, and it is quite sensitive to one or few isolated cases. In this article we derive a formula for the effect of $textsc{k}$ observations on the samples correlation coefficient by the deletion method. To give a reference value for the isolated cases the asymptotic distribution fo the formula is derived. Also, we give some interpretations on several types of isolated cases and an example based on a real data set.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.30 no.9C
• /
• pp.849-853
• /
• 2005

Signal detectors often utilize nonlinear statistics of observations rather than the observation as they are. The sign statistic, a typical example of the nonlinear statistics, for example, relies oかy on the sign information of observations. In this letter, a qualitative analysis is presented that the correlation coefficients between the statistics and original observations can be used to predict the asymptotic performance of a detection schemes utilizing the nonlinear statistics.

• The Korean Journal of Applied Statistics
• /
• v.29 no.2
• /
• pp.301-308
• /
• 2016

The process capability index is used to determine whether a production process is capable of producing items within a specified tolerance. Some process capability indices $C_p$, $C_{pk}$ and $C_{pm}$ have been of particular interest as useful management tools for tracking process performance. Most evaluations on process capability indices focus on statistical estimation and test of hypothesis. It is necessary to investigate their asymptotic correlationship among basic estimators ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ of process capability indices $C_p$, $C_{pk}$ and $C_{pm}$. In this paper, we study their asymptotic correlationship for three process capability indices ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ under bivariate normal distribution BN(${\mu}_x,{\mu}_y,{\sigma}^2_x,{\sigma}^2_y,{\rho}$). With some nonnormal processes, the asymptotic correlation coefficient of any two respective process capability index estimators could be established.

• Communications for Statistical Applications and Methods
• /
• v.5 no.1
• /
• pp.25-33
• /
• 1998

We review a multivariate version of Kendall's tau based on direction vectors of observations. And with this statistic we propose an analog of the forward variable selection method which selects a set of independent variables for further studies to build the eventual predicting model. This method does not assume the distributions of observations and the linear model and it is strong to the outliers with high asymptotic efficiencies relative to the parametric Pearson's correlation coefficient.

• Journal of the Korean Statistical Society
• /
• v.35 no.4
• /
• pp.377-395
• /
• 2006

In this paper we have suggested a family of chain estimators of the population mean $\bar{Y}$ of a study variate y using two auxiliary variates in two phase (double) sampling assuming that the coefficient of variation of the second auxiliary variable is known. It is well known that chain estimators are traditionally formulated when the population mean $\bar{X}_1$ of one of the two auxiliary variables, say $x_1$, is not known but the population mean $\bar{X}_2$ of the other auxiliary variate $x_2$ is available and $x_1$ has higher degree of positive correlation with the study variate y than $x_2$ has with y, $x_2$ being closely related to $x_1$. Here the classes are constructed when the population mean $\bar{X}_1\;of\;X_1$ is not known and the coefficient of variation $C_{x2}\;of\;X_2$ is known instead of population mean $\bar{X}_2$. Asymptotic expressions for the bias and mean square error (MSE) of the suggested family have been obtained. An asymptotic optimum estimator (AOE) is also identified with its MSE formula. The optimum sample sizes of the preliminary and final samples have been derived under a linear cost function. An empirical study has been carried out to show the superiority of the constructed estimator over others.

• Bulletin of the Korean Chemical Society
• /
• v.12 no.3
• /
• pp.309-315
• /
• 1991

The thermal transport coefficients-the self-diffusion coefficient, shear viscosity, and thermal conductivity-of liquid argon at 94.4 K and 1 atm are calculated by non-equilibrium molecular dynamics (NEMD) simulations of a Lennard-Jones potential and compared with those obtained from Green-Kubo relations using equilibrium molecular dynamics (EMD) simulations and with experimental data. The time-correlation functions-the velocity, pressure, and heat flux auto-correlation functions-of liquid argon obtained from the EMD simulations show well-behaved smooth curves which are not oscillating and decaying fast around 1.5 ps. The calculated self-diffusion coefficient from our NEMD simulation is found to be approximately 40% higher than the experimental result. The Lagrange extrapolated shear viscosity is in good agreement with the experimental result and the asymptotic formula of the calculated shear viscosities seems to be an exponential form rather than the square-root form predicted by other NEMD studies of shear viscosity. The agreement for thermal conductivity between the simulation results (NEMD and EMD) and the experimental result is within statistical error. In conclusion, through our NEMD and EMD simulations, the overall agreement is quite good, which means that the Green-Kubo relations and the NEMD algorithms of thermal transport coefficients for simple liquids are valid.

• Journal of Advanced Marine Engineering and Technology
• /
• v.22 no.6
• /
• pp.844-853
• /
• 1998

Natural and forced convection experiments were carried out in order to investigate the effects of channel spacing gap between protrusions and number of rows of protrusion, In natural convection the optimum channel spacing was found to be approximately 20mm regardless of the protrusion gaps. For optimum channel spacing the heat transfer coefficients were converged to an asymptotic value after the fourth row. The heat transfer coefficient for each row approaches to constant values for protrusion gaps larger than 10 mm. An experimental correlation has been suggested by using a modified Rayleigh number based on the dimensionless characteristic length(G/L). In forced convec-tion the heat transfer coefficients were not merged to an asymptote until the fifty row and increases as the channel spacing at the constant Reynolds number decreases.

• Proceedings of the Korean Society of Precision Engineering Conference
• /
• 2005.06a
• /
• pp.1682-1685
• /
• 2005

System algorithms estimated by deterministic input may occur the error between predicted and actual output. Especially, actual system can't predict the exact outputs due to uncertainty and tolerance of input parameters. A single output to a set of inputs has a limited value without the variation. Hence, we should consider various scatters caused by the load assessment, material characteristics, stress analysis and manufacturing methods in order to perform the robust design or estimate the reliability of structure. The system design with uncertainty should perform the probabilistic structural optimization with the statistical response and the reliability. This method calculated the probability distributions of the characteristics such as stress by combining stress analysis, response surface methodology and Monte-Carlo Method and got the probabilistic sensitivity. The sensitivity of structural response with respect to inconstant design variables was estimated by fracture probability. Therefore, this paper proposed the probabilistic reliability design method for fracture of uncorved freight end beam and the design criteria by fracture probability.