• Journal of the Korean Statistical Society
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• 제29권3호
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• pp.285-294
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• 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.

• 한국통신학회논문지
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• 제30권9C호
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• pp.849-853
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• 2005

많은 경우에 신호 검파기들은 관측량 그 자체보다는 관측량의 비선형 통계량을 쓴다. 부호 통계량은 이러한 비선형 통계량의 대표적 보기인데 관측량의 부호정보만을 가지고 있다. 이 논문에서는 관측량과 부호 통계량, 크기 통계량과 같은 비선형 통계량들 사이의 상관 계수를 얻어내고, 비선형 통계량들을 쓰는 검파기들의 점근적 성능을 분석한다.

• 응용통계연구
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• 제29권2호
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• pp.301-308
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• 2016

공정이 특정 허용범위 내에서 생산을 할 수 있는 지 여부를 결정하는 데 공정능력지수가 사용된다. 공정능력지수 $C_p$, $C_{pk}$ 그리고 $C_{pm}$ 등은 공정의 현황을 추적할 수 있는 활용성이 높은 관리도구로서 특별한 관심을 가진다. 대부분 공정능력지수에 대한 계산결과는 통계적 추정과 가설검정에 초점을 맞춘다. 따라서 $C_p$, $C_{pk}$ 그리고 $C_{pm}$의 추정치 ${\hat{C}}_p$, ${\hat{C}}_{pk}$ 그리고 ${\hat{C}}_{pm}$ 사이의 점근적 성질을 조사하는 것이 의미가 있을 것이다. 이 논문에서는 BN(${\mu}_x,{\mu}_y,{\sigma}^2_x,{\sigma}^2_y,{\rho}$) 하에서 세 가지 추정치 ${\hat{C}}_p$, ${\hat{C}}_{pk}$ 그리고 ${\hat{C}}_{pm}$ 간의 점근적 상관관계를 연구한다. 비정규성을 가진 공정에서는 두 종류의 공정능력지수 간에 상관관계를 정립할 수 있을 것이다.

• Communications for Statistical Applications and Methods
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• 제5권1호
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• pp.25-33
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• 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
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• 제35권4호
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• pp.377-395
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• 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
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• 제12권3호
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• pp.309-315
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• 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
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• 제22권6호
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• pp.844-853
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• 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.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2005년도 춘계학술대회 논문집
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• pp.1682-1685
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• 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.