• Journal of the Korean Data and Information Science Society
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• 제7권1호
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• pp.87-92
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• 1996

A regression model with nested erroe structure is considered. The regression model includes two error terms that are independent and normally distributed with zero means and constant variances. This error structure of the model gives correlated response variables. The distributions of variance components in the regression model with nested error structure are dervied by using theorems for quadratic forms.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제4권1호
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• pp.101-107
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• 2000

In this paper we establish an upper bound for the estimation error variance of a continuous stream with a stationary variogram V which is assumed to be of the r-Holder type (Lipschitzian) on [-d, d]. Functional properties for the mapping ${\xi}(t):=E[(X-X(t))^2]$, $t{\in}[0,d]$, are also given.

• 전자공학회논문지D
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• 제34D권10호
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• pp.1-6
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• 1997

This paper presents the theoretical derivaion relating and image correlationcoeffcient capable of assessing image quality, with phase-error variance in antenna aperture domain. We show that when the phase-error variance of a range bin selected as an adaptive beamformer is known, the quality of the reconstructed image is predictable and moreover, the resultant correlation coeffcient is obviously greater than the derive dlower boudn. To support the derivation, real data are used for image formation where the dominant scatterer algorithm (DSA) is applied for phase compensations.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.459-471
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• 2002

In applications using a linear regression model with nested error structure, one might be interested in making inferences concerning variance components. This article proposes approximate confidence intervals on the variance component of the primary level in a simple linear regression model with an unbalanced nested error structure. The intervals are compared using computer simulation and recommendations are provided for selecting an appropriate interval.

• 한국시뮬레이션학회논문지
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• 제10권4호
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• pp.41-50
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• 2001

When optimizing a complex system by determining the optimum condition of the system parameters of interest, we often employ the process of estimating the unknown objective function, which is assumed to be a second order spline function. In doing so, we normally use common random numbers for different set of the controllable factors resulting in more accurate parameter estimation for the objective function. In this paper, we will show some mathematical result for the analysis of variance when using common random numbers in terms of the regression error, the residual error and the pure error terms. In fact, if we can realize the special structure of the covariance matrix of the error terms, we can use the result of analysis of variance for the uncorrelated experiments only by applying minor changes.

• 한국통신학회논문지
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• 제17권9호
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• pp.909-917
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• 1992

본 논문은 출력 오차 분산(分散)를 갖는 상태공간(狀態空間) 디지털 필터의 실현(實現)을 제안하였다. 이 앨고리즘은 가중함수(加重函數)에 의해서 선형 시불변 시스템내의 가제어성 및 가관측성 gramian을 변화시키는 것이며, 상태공간(常態空間) 계수 변동에 대한 출력 오차 분산(分散)을 줄임으로써 디지털 필터의 성능을 개선할 수 있다. 수치예에서, 본 앨고리즘 구조는 다른 4가지 구조(표준형, 병열형, 통계적감도형, 평형형) 보다 더 적은 출력오차 분산(分散)을 갖는 것을 알았다.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.553-566
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• 2003

In many cases, the measurement error variances may be functions of the unknown true values or related covariates. This paper considers design-based estimators of the parameters of these variance functions based on the within-unit sample variances. This paper devotes to: (1) define an error scale factor $\delta$; (2) develop estimators of the parameters of the linear measurement error variance function of the true values under large-sample and small-error conditions; (3) use propensity methods to adjust survey weights to account for possible selection effects at the replicate level. The proposed methods are applied to medical examination data from the U.S. Third National Health and Nutrition Examination Survey (NHANES III).

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.75-78
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• 2003

Those who are interested in making inferences concerning linear combination of variance components in a simple linear regression model with unbalanced nested error structure can use the confidence intervals proposed in this paper. Two approximate confidence intervals for the sum of two variance components in the model are proposed. Simulation study is peformed to compare the methods.

• Journal of the Korean Data and Information Science Society
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• 제16권2호
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• pp.371-382
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• 2005

The paper compares the performance of some widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained Bayes estimator by means of a new measurement under squared error loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.23-32
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• 2012

본 논문은 유한모집단에서 회귀계수추정량의 근사편향과 근사분산을 다루고 있다. 유한모집단에서 고정크기 포함확률비례표본을 추출하고 이 표본에서 조사된 데이터에 기초하여 회귀계수를 일반최소제곱추정량과 가중최소제곱추정량으로 추정할 때 두 추정량의 편향, 분산 그리고 평균제곱오차의 근사식을 유도하였다. 그리고 두 추정량의 효율을 비교하기 위하여 두 추정량의 분산을 비교하는 필요충분조건을 제시하였다. 또한 수치적인 비교를 위하여 간단한 예제를 소개하였다.