• Communications for Statistical Applications and Methods
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• v.22 no.1
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• pp.95-103
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• 2015

We introduce a surplus process which follows a diffusion process with positive drift and is subject to two types of claim. We assume that type I claim occurs more frequently, however, its size is stochastically smaller than type II claim. We obtain the ruin probability that the level of the surplus becomes negative, and then, decompose the ruin probability into three parts, two ruin probabilities caused by each type of claim and the probability that the level of the surplus becomes negative naturally due to the diffusion process. Finally, we illustrate a numerical example, when the sizes of both types of claim are exponentially distributed, to compare the impacts of two types of claim on the ruin probability of the surplus along with that of the diffusion process.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.71-86
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• 2005

Testing for normality has always been an important part of statistical methodology. In this paper a test statistic for multivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is representable as the supremum over an index set of the integral of a suitable Gaussian process.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.27 no.2
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• pp.114-122
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• 2004

In statistical process control applications, variable sample size (VSS) $\bar{X}$ chart is often used to detect the assignable cause quickly. However, it is usually assumed that only one assignable cause results in the out-of-control in the process. In this paper, we propose the algorithm to minimize the function of cost per unit time and compare the economic design and the statistical design by use of the value of cost per unit time. We consider double assignable causes to occur with compound in the process and adopt the Markov chain approach to investigate the statistical properties of VSS $\bar{X}$ chart. A procedure that can calculate the control chart's parameters is proposed by the economic design.

• IE interfaces
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• v.20 no.2
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• pp.94-102
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• 2007

Portfolio management deals with decision making on 'when' and 'how' to revise an existing portfolio. In this paper, we show that a classical statistical process control (SPC) chart for normal data, a wellestablished tool in quality engineering, can effectively be used for signaling times for revising a portfolio. Noting that the day-to-day performance of a portfolio may be auto-correlated, we use the exponentially weighted moving average center-line chart to develop an automatic portfolio management procedure. The portfolio management procedure is extensively tested on historical data of equities traded in the Korea Exchange (KRX), the American Stock Exchange (AMEX), and the New York Stock Exchange (NYSE). In comparison with the performances of the KOSPI, XAX, and NYA indices during the same time periods, results from these experiments show that SPC chart-based portfolio revision presents itself a convenient and reliable method for optimally managing portfolios.

• Progress in Medical Physics
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• v.26 no.2
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• pp.59-71
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• 2015

The goal of quality assurance (QA) is to minimize systematic errors in order to maintain the quality of a certain process. Statistical process control (SPC) has been utilized for QA in radiation therapy field since 2005 and is changing QA paradigm. Its purpose is to maintain a process within the given control limits while monitoring of error trends such as variation or dispersion. SPC can be applied to all QA aspects of radiotherapy; however, a medical physicist should have enough knowledge about the application of SPC to QC/QA procedures. In this paper, the author introduce a concept of SPC and review some previously reported studies those used SPC for QA in radiation therapy.

• Journal of the Korean Statistical Society
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• v.12 no.1
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• pp.10-17
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• 1983

Let $X^{(n)}_j, j=1,2,\cdots,n, n=1,2,\cdots$ be a triangular array of random variables which arise naturally in a study of ferromagnetism in statistical mechanics. This paper presents weak convergence of random function $W_n(t)$, an appropriately normalized partial sum process based on $S^{(n)}_n = X^{(n)}_i+\cdot+X^{(n)}_n$. The limiting process W(t) is shown to be Gaussian when weak dependence exists. At the critical point where the change form weak to strong dependence takes place, W(t) turns out to be non-Gaussian. Our results are direct extensions of work by Ellis and Newmam (1978). An example is considered and the relation of these results to critical phenomena is briefly explained.

• Proceedings of the IEEK Conference
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• 2009.05a
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• pp.163-165
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• 2009

Automatic Vision Inspection(AVI) systems automatically detect defect features and measure their sizes via camera vision. It is important to predict the performance of an AVI to meet customer's specification in advance. In this paper, we propose a statistical method for prediction of false alarm rate regarding inconsistency of defect size measuremet process. We only need are a simple experimental trial for repeated defect size measurement test. The statistical features from the experiement are utilized in the prediction process. Therefore, the proposed method is swift and easy to implement and use. The experiment shows a close prediction compared to manual inspection results.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.30 no.2
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• pp.99-105
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• 2007

According to the automated manufacturing processes followed by the development of computer manufacturing technologies, products or quality characteristics produced on the processes have measured and recorded automatically. Much amount of data daily produced on the processes may not be efficiently analyzed by current statistical methodologies (i.e., statistical quality control and statistical process control methodologies) because of the dimensionality associated with many input and response variables. Although a number of statistical methods to handle this situation, there is room for improvement. In order to overcome this limitation, we integrated data mining and robust design approach in this research. We find efficiently the significant input variables that connected with the interesting response variables by using the data mining technique. And we find the optimum operating condition of process by using RSM and robust design approach.

• Journal of Institute of Control, Robotics and Systems
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• v.15 no.9
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• pp.906-908
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• 2009

AVI (Automatic Vision Inspection) systems automatically detect defect features and measure their sizes via camera vision. It is important to predict the performance of an AVI to meet customer's specification in advance. Also the prediction can indicate the level of current performance of an AVI system. In this paper, we propose a statistical method for prediction of false alarm rate regarding inconsistency of defect size measurement process. For this purpose, only simple experiments are needed to measure the defect sizes for certain number of times. The statistical features from the experiment are utilized in the prediction process. Therefore, the proposed method is swift and easy to implement and use. The experiment shows a close prediction compared to manual inspection results.

• Journal of Aerospace System Engineering
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• v.10 no.3
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• pp.63-69
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• 2016

The properties of composite materials, when compared to those of metallic materials, are highly variable due to many factors including the batch-to-batch variability of raw materials, the prepreg manufacturing process, material handling, part-fabrication techniques, ply-stacking sequences, environmental conditions, and test procedures. It is therefore necessary to apply reliable statistical-analysis techniques to obtain the design allowables of composite materials. A new composite-material qualification process has been developed by the Advanced General Aviation Transport Experiments (AGATE) consortium to yield the lamina-design allowables of composite materials according to standardized coupon-level tests and statistical techniques; moreover, the generated allowables database can be shared among multiple users without a repeating of the full qualification procedure by each user. In 2005, NASA established the National Center for Advanced Materials Performance (NCAMP) with the purpose of refining and enhancing the AGATE process to a self-sustaining level to serve the entire aerospace industry. In this paper, the statistical techniques and procedures for the generation of the allowables of aerospace composite materials will be discussed with a focus on the pooling-across-environments method.