• Title/Summary/Keyword: normal variance ratio

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Tests for Mean Change with the Modified Cusum Statistics

  • Kim, Jae-Hee;Kim, Na-Yeon
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.187-199
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    • 2003
  • We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

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Stationary bootstrap test for jumps in high-frequency financial asset data

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.163-177
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    • 2016
  • We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

A Study on Manifest Needs of the Patient with Hyperthyroidism (갑상선 기능항진증 환자의 욕구구조에 관한 연구)

  • 최영희;강익화
    • Journal of Korean Academy of Nursing
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    • v.11 no.2
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    • pp.69-82
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    • 1981
  • The purpose of this study was to compare the needs among the patients of hyperthyroid, malignant tumor and normal adult to clarify the level of the need for the patient of hyperthyroid. We analysed relationships between their personal characteristics and their needs to contribute comprehensive nursing care for the patient of hyperthyroid. The . subjects were chosen from 60 persons who visited for general physical examination at Ewha Woman's University Medical Center., 72 patients having diagnosis with hyperthyroidism, and 72 patients admitted with malignant tumors at atomic neuclear medical center. The data was collected from September 1 to December 31, 1980, and the study population was selected by means of convenience sampling. The data was analysed by means of the standard deviation and analysis of variance. The results were as follows: 1. In the patients having hyperthyroid, male to female ratio was 1 :13.5, and incidence was peak at the age groups of 20 to 40. 2. In compare with the needs among 3 groups, there are significant relationships: the patient of cancer has shown the highest score with Achievement, Aggression and Dominance, the patient of hyperthyroid shown higher and the normal adult shown low score. .In the need related with sex, there is significant relationship: the normal adult has shown highest score, the patient having hyperthyroid shown the higher score and the patient of cancer shown the low score. 3. Tn compare with Whang's Edward personal preference schedule, the Hyperthyroidism shown relatively higher needs for aggression, dominance, exhibitionism and sex.

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Fabrication and Calibration of pH Sensor Using Suspended CNT Nanosheet (부양형 탄소나노튜브 나노시트를 이용한 pH센서의 제작과 보정)

  • Ryu, Hyobong;Choi, WooSeok;An, Taechang;Heo, Joonseong;Lim, Geunbae
    • Journal of Sensor Science and Technology
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    • v.22 no.3
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    • pp.207-211
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    • 2013
  • In this research, the pH sensor was developed using CNT nanosheet with Nafion coating for the advanced medical sensor such as a blood gas analyzer. The CNT nanosheet was formed by dielectrophoresis and water-meniscus between cantilever-type electrodes. Then, the process of the heat annealing and the Nafion coating was conducted for reducing contact resistance and giving proton selectivity respectively. We measured the response of the pH sensor as the electrolyte-gated CNT-nanosheet field effect transistor. The sensor showed a linear current ratio in a similar range of the normal blood pH. A calibration method for decreasing of the response variation among sensors has also been introduced. Coefficient of variance of the pH sensor was decreased by applying the calibration method. A linear relation between the calibrated response of the sensors and pH variance was also obtained. Finally, the pH sensor with a high resolution was fabricated and we verify the feasibility of the sensor by applying the calibration method.

The Study of Breath Competence Depending on Utterance Condition by Healthy Speakers: a Preliminary Study (발화조건에 따른 정상 성인의 호흡 능력 차이 비교: 예비연구)

  • Lee, In-Ae;Lee, Hye-Eun;Hwang, Young-Jin
    • Phonetics and Speech Sciences
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    • v.4 no.2
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    • pp.115-120
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    • 2012
  • This study sought to compare breath competence in three different utterance conditions when reading a passage aloud, making a spontaneous speech, and singing. We tested 15 normal females (ages averaging $24{\pm}4.4$) and measured breath competence through an objective, aero-mechanical instrument called PAS (Phonatory aerodynamic system, model 6600, KAY Electronics, Inc). Breathing sets of inspiration and expiration were measured by breath group number, breath group duration, and the ratio of inspiration to expiration. The results from this study led us to the following conclusion: The breath group number and the breath group duration showed no significant difference. However, the only variance that we could find was in the ratio of inspiration and expiration. In significantly different speech patterns, singing resulted in the most varied ratio of inspiration and expiration, followed by reading a text aloud, and spontaneous speech. The average frequency rates and maximum intensity levels varied with regards to varying utterance conditions. This thus shows that breath competence and phonation competence have a closely interrelated relationship.

A Hydrological Study on Rainfall Frequency Atlas in Korea (한국 확률강우량도 작성을 위한 수문학적 연구)

  • 이원환
    • Water for future
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    • v.10 no.1
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    • pp.39-51
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    • 1977
  • The purpose of this study is to make "The Rainfall Frequency Atlas in Korea" by the analytical method with new hydrological concepts. In this study, all of the rainfall datas in Korea was used for surveying of the basic data, and so we can get 103 sites for annual rainfall data and 100 sites for the max. in a day that are suitable to the purpose of the study. The above data groups are possible to estimate the normal standard period by the moving average method with $\pm$5% of significance level of variance ratio between the max. and min. moving average and arithmetic mean, but it may be impossible to study until 1990's for the short duration under 18-hr because the sites, having the short duration data, are only 12. The results of this study are as follows; 1. The normal standard period estimated by the moving average method is 20 year with $\pm$5% of significance level of variance ratio, and 30 year with$\pm$2-3%. 2. For the annual and max. rainfall in a day, it is possible to make the rainfall frequency atlas with 30normal standard period, but it may be impossible until 1990's for short duration. 3. "Y-k method" developed by writer is best suitable in the rainfal frequency analysis in Korea because of its convenience and reduction in the amount of calculation compared with other methods. 4. To improve the utilization of the rainfall frequency atlas, the larger-sized and the more detailed iso-precipitation atlas must be drawn.atlas must be drawn.

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The Classification of the Schizophrenia EEG Signal using Hidden Markov Model (은닉 마코프 모델을 이용한 정신질환자의 뇌파 판별)

  • 이경일;김필운;조진호;김명남
    • Journal of Biomedical Engineering Research
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    • v.25 no.3
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    • pp.217-225
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    • 2004
  • In this paper, a new automatic classification method for the normal EEC and schizophrenia EEC using hidden Markov model(HMM) is proposed. We used the feature parameters which are the variance for statistical stationary interval of the EEC and power spectrum ratio of the alpha, beta, and theta wave. The results were shown that high classification accuracy of 90.9% in the case of normal person, and 90.5% in the case of schizophrenia patient. It seems that proposed classification system is more efficient than the system using complicate signal processing process. Hence, the proposed method can be used at analysis and classification for complicated biosignal such as EEC and is expected to give considerable assistance to clinical diagnosis.

Multivariate control charts for monitoring correlation coefficients in dispersion matrix

  • Chang, Duk-Joon;Heo, Sun-Yeong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.5
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    • pp.1037-1044
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    • 2012
  • Multivariate control charts for effectively monitoring every component in the dispersion matrix of multivariate normal process are considered. Through the numerical results, we noticed that the multivariate control charts based on sample statistic $V_i$ by Hotelling or $W_i$ by Alt do not work effectively when the correlation coefficient components in dispersion matrix are increased. We propose a combined procedure monitoring every component of dispersion matrix, which operates simultaneously both control charts, a chart controlling variance components and a chart controlling correlation coefficients. Our numerical results show that the proposed combined procedure is efficient for detecting changes in both variances and correlation coefficients of dispersion matrix.

Simultaneous Tests with Combining Functions under Normality

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.639-646
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    • 2015
  • We propose simultaneous tests for mean and variance under the normality assumption. After formulating the null hypothesis and its alternative, we construct test statistics based on the individual p-values for the partial tests with combining functions and derive the null distributions for the combining functions. We then illustrate our procedure with industrial data and compare the efficiency among the combining functions with individual partial ones by obtaining empirical powers through a simulation study. A discussion then follows on the intersection-union test with a combining function and simultaneous confidence region as a simultaneous inference; in addition, we discuss weighted functions and applications to the statistical quality control. Finally we comment on nonparametric simultaneous tests.

Development of Quantitative Diagnostic Technique for Low-Back Pain Patients via Three Dimensional Dynamic Motion Analysis (3차원 동작분석에 의한 요통환자의 정량적 진단기법 개발에 관한 연구)

  • Kim, Jeong-Ryong
    • Journal of the Ergonomics Society of Korea
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    • v.17 no.2
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    • pp.11-23
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    • 1998
  • Dynamic motion difference between normal subjects and low-back pain (LBP) patients has been investigated in terms of kinematic variables such as range of motion, velocity and acceleration of the back and hip. Ten healthy subjects and ten LBP patients were recruited in this study. Electro-goniometer such as Lumbar Motion Monitor and Hip Monitor have been used for quantitative measurement of the trunk motion during repetitive flexion and extension for ten seconds. Results indicated that the velocity and acceleration of the back and hip were important parameters to quantitatively identify LBP patients. The consistency of cyclic trunk motion and the relationship between the back and hip were measured in terms of Variance Ratio and Phase Angle in order to accurately assess the motion characteristics of LBP patients. In particular, the hip motion has been proven to be a very important factor in describing the kinematics of damaged lower back. The functional evaluation technique suggested in this study will be a tool to assist physicians for an accurate diagnosis and timely rehabilitation along with current image diagnosis techniques.

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