• Title/Summary/Keyword: random procedure

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A Test Procedure for Change in Level Occurring at Unknown Points

  • Lee, Jae-Chang;Song, Il-Seong
    • Journal of the Korean Statistical Society
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    • v.18 no.1
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    • pp.38-45
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    • 1989
  • A procedure is considered to the problem of testing whether there exist changes in location at possibly two points in a sequence of independent random variables which are successively drawn from normal population. A test statistics based on modified likelihood ratio is proposed and its asymptotic null distribution is derived through the stochastic process representation. A small sample power comparison is made by Monte Carlo method.

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Asymptotically Distribution-Free Procedure in a Two-Way Layout

  • Park, Young-Hun
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.375-387
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    • 1995
  • Main purpose of this article is to consider the asymptotic distribution of the rank transformed F statistic for interaction in a two-way layout. Some theorems and sufficient conditions are derived to have the rank transformed F statistic converged in distribution to a chi-squared random variable with (I-1)(J-1) degrees of freedom divided by (I-1)(J-1). These results will be useful for the other theoretical studies of the rank transform procedure in experimental designs.

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BQUE, AOV and MINQUE procedure in Estimating Variance Components

  • Huh, Moon-Yul
    • Journal of the Korean Statistical Society
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    • v.9 no.1
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    • pp.97-108
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    • 1980
  • Variance components model appears often in designing experiments including time series data analysis. This paper is investigating the properties of the various procedures in estimating variance components for the two-way random model without interaction under normality. In this age of computer-oriented computations, MINQUE is found to be quite practicla because of the robustness with respect to the design configurations and parameters. Also adjusted AOV type estimation procedure is found to yield superior results over the unadjusted one.

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Random access method for radio interface specification of IMT-2000 satellite component (IMT-2000 위성부문 무선인터페이스 표준을 위한 임의 접속 기법)

  • 임광재;김수영
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.26 no.11B
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    • pp.1583-1594
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    • 2001
  • In this paper, the transmission structure and procedure of a random access channel for the IMT-2000 satellite radio specification are presented. The proposed random access method has much commonality with that of the 3GPP FD specification which is a terrestrial radio interface of IMT-2000. The proposed method was designed by considering characteristics of satellite link as we71 as the commonality with the terrestrial component. A preamble consists of sub-preamble repetition and a message is transmitted along with the preamble successively. The propose method has fast indication of preamble acquisition by physical layer. The proposed method has been included in the SAT-CDMA which is a radio transmission technology Proposed by TTA, KOREA and approved as a satellite radio interface at ITU-R. Additionally, in this Paper the signaling delay for the proposed random access channel will be analyzed and it will be compared to that of the random access methods using a conventional ALOHA procedure and the 3GPP procedure in aspect of the signaling delay. When the SAT-CDMA satellite constellation at the height of about 1600 km is considered, the delay of the proposed method was estimated to 100 ms less than that of the conventional ALOHA. This delay difference increases with 7he number of retransmissions. The delay is reduced by 30 ms, compared with the 3GPP method.

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Generation of Roughness Using the Random Midpoint Displacement Method and Its Application to Quantification of Joint Roughness (랜덤중점변위법에 의한 거칠기의 생성 및 활용에 관한 연구)

  • Seo, Hyeon-Kyo;Um, Jeong-Gi
    • Tunnel and Underground Space
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    • v.22 no.3
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    • pp.196-204
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    • 2012
  • Quantification of roughness plays an important role in modeling strength deformability and fluid flow behaviors of rock joints. A procedure was suggested to simulate joint roughness, and characteristics of the roughness was investigated in this study. Stationary fractional Brownian profiles with known input values of the fractal parameter and other profile properties were generated based on random midpoint displacement method. Also, a procedure to simulate three dimensional roughness surface was suggested using the random midpoint displacement method. Selected statistical roughness parameters were calculated for the generated self-affine profiles to investigate the attribute of roughness. Obtained results show that statistical parameters applied in this study were able to consider correlation structure and amplitude of the profiles. However, effect of data density should be tackled to use statistical parameters for roughness quantification.

Designing hierarchical ring-star networks under node capacity constraints (설비용량을 고려한 계층적 네트워크의 설계 및 분석)

  • 이창호;윤종화;정한욱
    • Journal of the Korean Operations Research and Management Science Society
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    • v.19 no.1
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    • pp.69-83
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    • 1994
  • This paper deals with a capacitated ring-star network design problem (CRSNDP) with node capacity constraints. The CRSNDP is formulated as a mixed 0-1 integer problem, and a 2-phase heuristic solution procedure, ADD & VAM and RING, is developed, in which the CRSNDP is decomposed into two subproblems : the capacitated facility location problem (CFLP) and the traveling sales man problem (TSP). To solve the CFLP in phase I the ADD & VAM procedure selects hub nodes and their appropriate capacity from a candidate set and then assigns them user nodes under node capacity constraints. In phase II the RING procedure solves the TSP to interconnect the selected hubs to form a ring. Finally a solution of the CRSNDP can be achieved through combining two solution of phase I & II, thus a final design of the capacitated ring-star network is determined. The analysis of computational results on various random problems has shown that the 2-phase heuristic procedure produces a solution very fast even with large-scale problems.

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Sparse Kernel Regression using IRWLS Procedure

  • Park, Hye-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.735-744
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    • 2007
  • Support vector machine(SVM) is capable of providing a more complete description of the linear and nonlinear relationships among random variables. In this paper we propose a sparse kernel regression(SKR) to overcome a weak point of SVM, which is, the steep growth of the number of support vectors with increasing the number of training data. The iterative reweighted least squares(IRWLS) procedure is used to solve the optimal problem of SKR with a Laplacian prior. Furthermore, the generalized cross validation(GCV) function is introduced to select the hyper-parameters which affect the performance of SKR. Experimental results are then presented which illustrate the performance of the proposed procedure.

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Random imperfection effect on reliability of space structures with different supports

  • Roudsari, Mehrzad Tahamouli;Gordini, Mehrdad
    • Structural Engineering and Mechanics
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    • v.55 no.3
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    • pp.461-472
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    • 2015
  • The existence of initial imperfections in manufacturing or assembly of double-layer space structures having hundreds or thousands of members is inevitable. Many of the imperfections, such as the initial curvature of the members and residual stresses in members, are all random in nature. In this paper, the probabilistic effect of initial curvature imperfections in the load bearing capacity of double-layer grid space structures with different types of supports have been investigated. First, for the initial curvature imperfection of each member, a random number is generated from a gamma distribution. Then, by employing the same probabilistic model, the imperfections are randomly distributed amongst the members of the structure. Afterwards, the collapse behavior and the ultimate bearing capacity of the structure are determined by using nonlinear push down analysis and this procedure is frequently repeated. Ultimately, based on the maximum values of bearing capacity acquired from the analysis of different samples, structure's reliability is obtained by using Monte Carlo simulation method. The results show the sensitivity of the collapse behavior of double-layer grid space structures to the random distribution of initial imperfections and supports type.

Effects of Call-back Rules and Random Selection of Respondents: Statistical Re-analysis of R&R’s Ulsan Survey Data. (전화조사에서 재통화 규칙준수와 응답자 임의선택의 영향 - R&R 울산 사례의 통계적 재분석 -)

  • 허명회;임여주;노규형
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.247-259
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    • 2003
  • In Korea, quota sampling is mainly adopted in telephone surveys, instead of random sampling which requires call-back procedure and random selection of respondent within households. The contact mode based on the se $x^{*}$age quotas is economically more advantageous and less time-consuming. However, it lacks theoretical ground for valid statistical inference, so that it is hardly accepted in academic circles despite of widely spread practice. Subsequently, survey theoreticians argued that random sampling-based telephone surveys should be tried. In response, Research & Research (R&R), a private research company in Seoul, executed atelephone survey by random sampling mode for the prediction of 2002 Ulsan City Mayor Election. The aim of this case study is to find out various effects of the call-back rule with random selection of respondents by statistically re-analyzing R&R’s Ulsan Survey Data.s by statistically re-analyzing R&R’s Ulsan Survey Data.

Dirichlet Process Mixtures of Linear Mixed Regressions

  • Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.625-637
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    • 2015
  • We develop a Bayesian clustering procedure based on a Dirichlet process prior with cluster specific random effects. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet process was implemented to calculate posterior probabilities when the number of clusters was unknown. Our approach (unlike its counterparts) provides simultaneous partitioning and parameter estimation with the computation of the classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. We find that the proposed Dirichlet process mixture model with cluster specific random effects detects clusters sensitively by combining vague edges into different clusters. Examples are given to show how these models perform on real data.