• Title/Summary/Keyword: normal approximation

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Cusum Control Chart for Monitoring Process Variance (공정분산 관리를 위한 누적합 관리도)

  • Lee, Yoon-Dong;Kim, Sang-Ik
    • Journal of Korean Society for Quality Management
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    • v.33 no.3
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    • pp.149-155
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    • 2005
  • Cusum control chart is used for the purpose of controling the process mean. We consider the problem related to cusum chart for controling process variance. Previous researches have considered the same problem. The main difficulty shown in the related researches was to derive the ARL function which characterizes the properties of the chart. Sample variance, differently with sample mean, follows chi-squared type distribution, even when the quality characteristics are assumed to be normally distributed. The ARL function of cusum is described by a type of integral equation. Since the solution of the integral equation for non-normal distribution is not known well, people used simulation method instead of solving the integral equation directly, or approximation method by taking logarithm of the sample variance. Recently a new method to solve the integral equation for Erlang distribution was published. Here we consider the steps to apply the solution to the problem of controling process variance.

On the Interval Estimation of the Difference between Independent Proportions with Rare Events

  • im, Yongdai;Choi, Daewoo
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.481-487
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    • 2000
  • When we construct an interval estimate of two independent proportions with rare events, the standard approach based on the normal approximation behaves badly in many cases. The problem becomes more severe when no success observations are observed on both groups. In this paper, we compare two alternative methods of constructing a confidence interval of the difference of two independent proportions by use of simulation. One is based on the profile likelihood and the other is the Bayesian probability interval. It is shown in this paper that the Bayesian interval estimator is easy to be implemented and performs almost identical to the best frequentist's method -the profile likelihood approach.

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APPROXIMATION OF SOLUTIONS FOR GENERALIZED WIENER-HOPF EQUATIONS AND GENERALIZED VARIATIONAL INEQUALITIES

  • Gu, Guanghui;Su, Yongfu
    • Journal of applied mathematics & informatics
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    • v.28 no.1_2
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    • pp.465-472
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    • 2010
  • The purpose of this article is to introduce a new generalized class of the Wiener-Hopf equations and a new generalized class of the variational inequalities. Using the projection technique, we show that the generalized Wiener-Hopf equations are equivalent to the generalized variational inequalities. We use this alternative equivalence to suggest and analyze an iterative scheme for finding the solution of the generalized Wiener-Hopf equations and the solution of the generalized variational inequalities. The results presented in this paper may be viewed as significant and improvement of the previously known results. In special, our results improve and extend the resent results of M.A. Noor and Z.Y.Huang[M.A. Noor and Z.Y.Huang, Wiener-Hopf equation technique for variational inequalities and nonexpansive mappings, Appl. Math. Comput.(2007), doi:10.1016/j.amc.2007.02.117].

A Simulation Study on The Discounted Cost Distribution under Age Replacement Policy

  • Dohi, Tadashi;Ashioka, Akira;Kaio, Naoto;Osaki, Shunji
    • Industrial Engineering and Management Systems
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    • v.3 no.2
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    • pp.134-139
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    • 2004
  • During the last three decades, a few attentions have been paid for investigating the cost distribution for the optimal maintenance problems. In this article, we derive the moment of the discounted cost distribution over an infinite time horizon for the basic age replacement problem. With first two moments of the discounted cost distribution, we approximate the underlying distribution function by three theoretical distributions. Through a Monte Carlo simulation, we conclude that the log-normal distribution is the best fitted one to approximate the discounted cost distribution.

Comparison Of Interval Estimation For Relative Risk Ratio With Rare Events

  • Kim, Yong Dai;Park, Jin-Kyung
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.181-187
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    • 2004
  • One of objectives in epidemiologic studies is to detect the amount of change caused by a specific risk factor. Risk ratio is one of the most useful measurements in epidemiology. When we perform the inference for this measurement with rare events, the standard approach based on the normal approximation may fail, in particular when there are no disease cases observed. In this paper, we discuss and evaluate several existing methods for constructing a confidence interval of risk ratio through simulation when the disease of interest is a rare event. The results in this paper provide guidance with how to construct interval estimates for risk difference and risk ratio when there are no disease cases observed.

Evaluating Interval Estimates for Comparing Two Proportions with Rare Events

  • Park, Jin-Kyung;Kim, Yong-Dai;Lee, Hak-Bae
    • The Korean Journal of Applied Statistics
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    • v.25 no.3
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    • pp.435-446
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    • 2012
  • Epidemiologic studies frequently try to estimate the impact of a specific risk factor. The risk difference and the risk ratio are generally useful measurements for this purpose. When using such measurements for rare events, the standard approaches based on the normal approximation may fail, in particular when no events are observed. In this paper, we discuss and evaluate several existing methods to construct confidence intervals around risk differences and risk ratios using Monte-Carlo simulations when the disease of interest is rare. The results in this paper provide guidance how to construct interval estimates of the risk differences and the risk ratios when no events are detected.

Development of an optimal measuring device selection system using neural networks (Neural Network을 이용한 최적 측정장비 결정 시스템 개발)

  • 손석배;박현풍;이관행
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2000.11a
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    • pp.299-302
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    • 2000
  • Various types of measuring devices are used for reverse engineering and inspection in different fields of industry such as automotive, aerospace, computer graphics, and home appliance. In order to measure a part easily and efficiently, it is important to select appropriate measuring device considering the characteristics of each measuring machine and part information. In this research, an optimal measuring device selection system using neural networks is proposed. There are two major steps: Firstly, the measuring information such as curvature, normal, type of surface, edge, and facet approximation is extracted from the CAD model. Second, the best suitable measuring device is proposed using the neural network system based on the knowledge of the measuring parameters and the measuring resources. An example of machine selection is implemented to evaluate the performance of the system.

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Approximate Multi-Objective Optimization of Bike Frame Considering Normal Load (수직하중을 고려한 자전거 프레임의 다중목적 최적설계)

  • Chae, Yunsik;Lee, Jongsoo
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.24 no.2
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    • pp.211-216
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    • 2015
  • Recently, because of the growth in the leisure industry and interest in health, the demand for bicycles has increased. In this research, considering the vertical load on a bike frame under static state conditions, the deflection and mass of the bike frame were minimized by satisfying the service condition and performing optimization. The thickness of the bicycle-frame tube was set to a design variable, and its sensitivity was confirmed by an analysis of means (ANOM). To optimize the solution, a response-surface-method (RSM) model was constructed using D-Optimal and central composite design(CCD). The optimization was performed using a non-dominant sorting genetic algorithm (NSGA-II), and the optimal solution was verified by finite-element analysis.

Stress Fields and Deformation Caused by Sliding Indentaion of Brittle Materials (압자와의 미끄럼 접촉에 의한 취성재료의 응력분포 및 변형에 관한 연구)

  • 안유민
    • Tribology and Lubricants
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    • v.10 no.3
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    • pp.62-70
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    • 1994
  • An analytical model of the stress field caused by sliding indentation of brittle materials is developed. The complete stress field is treated as the superposition of applied normal and tangential forces with a sliding blister approximation of the localized inelastic deformation occuring just underneath the indenter. It is shown that lateral cracking is produced by the sliding blister stress field and that median cracking is caused by the applied contact forces. The model is combined with an experimental volume change measurements to show that the relative magnitude of tensile stresses governing lateral crack and median crack growth varies with the magnitude of the applied load. This prediction is consistent with the different regimes of experimentally observed cracking in soda-lime glass.

A General Procedure for Estimating the General Parameter Using Auxiliary Information in Presence of Measurement Errors

  • Singh, Housila P.;Karpe, Namrata
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.821-840
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    • 2009
  • This article addresses the problem of estimating a family of general population parameter ${\theta}_{({\alpha},{\beta})}$ using auxiliary information in the presence of measurement errors. The general results are then applied to estimate the coefficient of variation $C_Y$ of the study variable Y using the knowledge of the error variance ${\sigma}^2{_U}$ associated with the study variable Y, Based on large sample approximation, the optimal conditions are obtained and the situations are identified under which the proposed class of estimators would be better than conventional estimator. Application of the main result to bivariate normal population is illustrated.