• Title/Summary/Keyword: normal mixture

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Statistical Tests for Process Capability Index Cp Based on Mixture Normal Process (혼합 정규공정 하에서의 공정능력지수 Cp에 대한 가설검정)

  • Cho, Joong Jae;Heo, Tae-Young;Jeong, Jun Chel
    • Journal of Korean Society for Quality Management
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    • v.42 no.2
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    • pp.209-219
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    • 2014
  • Purpose: The purpose of this study is to develop the statistical test for process capability index $C_p$ based on mixture normal process. Methods: This study uses Bootstrap method to calculate the approximate P-value for various simulation conditions under mixture normal process. Results: This study indicates that our proposed method is effective way to test for process capability index $C_p$ based on mixture normal process. Conclusion: This study finds out that statistical test for process capability index $C_p$ based on mixture normal process is useful for real application.

Reject Inference of Incomplete Data Using a Normal Mixture Model

  • Song, Ju-Won
    • The Korean Journal of Applied Statistics
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    • v.24 no.2
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    • pp.425-433
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    • 2011
  • Reject inference in credit scoring is a statistical approach to adjust for nonrandom sample bias due to rejected applicants. Function estimation approaches are based on the assumption that rejected applicants are not necessary to be included in the estimation, when the missing data mechanism is missing at random. On the other hand, the density estimation approach by using mixture models indicates that reject inference should include rejected applicants in the model. When mixture models are chosen for reject inference, it is often assumed that data follow a normal distribution. If data include missing values, an application of the normal mixture model to fully observed cases may cause another sample bias due to missing values. We extend reject inference by a multivariate normal mixture model to handle incomplete characteristic variables. A simulation study shows that inclusion of incomplete characteristic variables outperforms the function estimation approaches.

ESTIMATION IN A MIXTURE NORMAL DISTRIBUTION

  • Jee-Seon Baik
    • Journal of applied mathematics & informatics
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    • v.4 no.1
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    • pp.223-234
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    • 1997
  • By Stochastic simulations we discuss the fitness of a mix-ture normal distribution to observations from general mixture distribu-tions using the MLE method and the EM algorithm. We calulate the probability of misclassifying objects and estimate the optimal number of mixture components with mutual information measure.

Normal Mixture Model with General Linear Regressive Restriction: Applied to Microarray Gene Clustering

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.205-213
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    • 2007
  • In this paper, the normal mixture model subjected to general linear restriction for component-means based on linear regression is proposed, and its fitting method by EM algorithm and Lagrange multiplier is provided. This model is applied to gene clustering of microarray expression data, which demonstrates it has very good performances for real data set. This model also allows to obtain the clusters that an analyst wants to find out in the fashion that the hypothesis for component-means is represented by the design matrices and the linear restriction matrices.

Detection of Differentially Expressed Genes by Clustering Genes Using Class-Wise Averaged Data in Microarray Data

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.687-698
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    • 2007
  • A normal mixture model with which dependence between classes is incorporated is proposed in order to detect differentially expressed genes. Gene clustering approaches suffer from the high dimensional column of microarray expression data matrix which leads to the over-fit problem. Various methods are proposed to solve the problem. In this paper, use of simple averaging data within each class is proposed to overcome the various problems due to high dimensionality when the normal mixture model is fitted. Some experiments through simulated data set and real data set show its availability in actuality.

An EM Algorithm for a Doubly Smoothed MLE in Normal Mixture Models

  • Seo, Byung-Tae
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.135-145
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    • 2012
  • It is well known that the maximum likelihood estimator(MLE) in normal mixture models with unequal variances does not fall in the interior of the parameter space. Recently, a doubly smoothed maximum likelihood estimator(DS-MLE) (Seo and Lindsay, 2010) was proposed as a general alternative to the ordinary maximum likelihood estimator. Although this method gives a natural modification to the ordinary MLE, its computation is cumbersome due to intractable integrations. In this paper, we derive an EM algorithm for the DS-MLE under normal mixture models and propose a fast computational tool using a local quadratic approximation. The accuracy and speed of the proposed method is then presented via some numerical studies.

Shape-Stabilized Phase Change Materals : Frozen Gel from Polypropylene and n-Octadecane For Latent Heat Storage

  • Son, Tae-Won;Kim, Tae-Hun;Kim, Bong-Shik;Kim, Byung-Giu
    • Proceedings of the Polymer Society of Korea Conference
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    • 2006.10a
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    • pp.375-375
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    • 2006
  • The preparation methods are to be used as "melting method" and "absorption method", respectively. The reaction mixture in the reaction container was heating up the reaction mixture to $200^{\circ}C$ for 2 hour. The mixing time of lab scale preparation should be provided quit long, instead of the short working time in a compounder vessel. And The PP-PCM mixture in the reaction container was heating up the mixture around $60-80^{\circ}C$ for 2 hour. A melting method of frozen gel with 50/50 weight ratio of polypropylene-normal octadecane was prepared by adding PP chip and normal octadecane. An absorption method of frozen gel with 70/30 weight ratio of PP 4.8-normal n-octadecane was prepared by adding PP powder and normal octadecnae.

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Modeling on asymmetric circular data using wrapped skew-normal mixture (겹친왜정규혼합분포를 이용한 비대칭 원형자료의 모형화)

  • Na, Jong-Hwa;Jang, Young-Mi
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.241-250
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    • 2010
  • Over the past few decades, several studies have been made on the modeling of circular data. But these studies focused mainly on the symmetrical cases including von Mises distribution. Recently, many studies with skew-normal distribution have been conducted in the linear case. In this paper, we dealt the problem of fitting of non-symmetrical circular data with wrapped skew-normal distribution which can be derived by using the principle of wrapping. Wrapped skew-normal distribution is very flexible to asymmetical data as well as to symmetrical data. Multi-modal data are also fitted by using the mixture of wrapped skew-normal distributions. To estimate the parameters of mixture, we suggested the EM algorithm. Finally we verified the accuracy of the suggested algorithm through simulation studies. Application with real data is also considered.

Application of Finite Mixture to Characterise Degraded Gmelina arborea Roxb Plantation in Omo Forest Reserve, Nigeria

  • Ogana, Friday Nwabueze
    • Journal of Forest and Environmental Science
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    • v.34 no.6
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    • pp.451-456
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    • 2018
  • The use of single component distribution to describe the irregular stand structure of degraded forest often lead to bias. Such biasness can be overcome by the application of finite mixture distribution. Therefore, in this study, finite mixture distribution was used to characterise the irregular stand structure of the Gmelina arborea plantation in Omo forest reserve. Thirty plots, ten each from the three stands established in 1984, 1990 and 2005 were used. The data were pooled per stand and fitted. Four finite mixture distributions including normal mixture, lognormal mixture, gamma mixture and Weibull mixture were considered. The method of maximum likelihood was used to fit the finite mixture distributions to the data. Model assessment was based on negative loglikelihood value ($-{\Lambda}{\Lambda}$), Akaike information criterion (AIC), Bayesian information criterion (BIC) and root mean square error (RMSE). The results showed that the mixture distributions provide accurate and precise characterisation of the irregular diameter distribution of the degraded Gmelina arborea stands. The $-{\Lambda}{\Lambda}$, AIC, BIC and RMSE values ranged from -715.233 to -348.375, 703.926 to 1433.588, 718.598 to 1451.334 and 3.003 to 7.492, respectively. Their performances were relatively the same. This approach can be used to describe other irregular forest stand structures, especially the multi-species forest.

Variable Selection in Clustering by Recursive Fit of Normal Distribution-based Salient Mixture Model (정규분포기반 두각 혼합모형의 순환적 적합을 이용한 군집분석에서의 변수선택)

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.26 no.5
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    • pp.821-834
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    • 2013
  • Law et al. (2004) proposed a normal distribution based salient mixture model for variable selection in clustering. However, this model has substantial problems such as the unidentifiability of components an the inaccurate selection of informative variables in the case of a small cluster size. We propose an alternative method to overcome problems and demonstrate a good performance through experiments on simulated data and real data.