• 제목/요약/키워드: variance approximation

검색결과 104건 처리시간 0.024초

Empirical model of over-all ship's magnetism (총체적 선체현장의 실험모델)

  • 박길현;정태권;이상집
    • Journal of the Korean Institute of Navigation
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    • 제13권3호
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    • pp.1-20
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    • 1989
  • In order to provide a basic information to locate the sensor of remote-indicating magnetic compass onboard, an empirical model for the over-all ship's magnetism was developed based on the periodicity of the observed magnetic field around the vessels. The values of model parameters were determined by least-square method and optimum numbers of them were fixed using Akaike's information criterion theory, and also an approximation method to determine parameter was proposed based on the symmetrical characteristic of observed data versus ship's length. The confidence level of the newly developed models was tested by analysis of variance method. The agreement between the modelled and real values was found to be remarkably accurate.

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Power Analysis for Tests Adjusted for Measurement Error

  • Heo, Sun-Yeong;Eltinge, John L.
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 춘계학술대회
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    • pp.1-14
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    • 2003
  • In man cases, the measurement error variances may be functions of the unknown true values or related covariate. In some cases, the measurement error variances increase in proportion to the value of predictor. This paper develops estimators of the parameters of a linear measurement error variance function under stratified multistage random sampling design and additional conditions. Also, this paper evaluates and compares the power of an asymptotically unbiased test with that of an asymptotically biased test. The proposed method are applied to blood sample measurements from the U.S. Third National Health and Nutrition Examination Survey(NHANES III)

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Harmonics Analysis of AC High Speed Railroad(HSR) System using Probabilistic Approach (확률론적 방법을 이용한 교류 고속철도 시스템의 고조파 해석)

  • Song Hak-Seon;Lee Jun-Kyong;Kim Jin-O;Kim Hyong-Chul
    • Proceedings of the KSR Conference
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    • 한국철도학회 2005년도 춘계학술대회 논문집
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    • pp.782-787
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    • 2005
  • Magnitude of generated harmonic currents along with the operation of AC traction has nonlinear characteristics, and generated harmonic currents for high speed traction are more and more in high speed railroad(HSR) systems, especially. This paper presents probabilistic approximation method for the harmonic currents analysis about the operating speed of AC traction. To use probabilistic method for HSR system, probability density function(PDF) for collected operating speed based measure data is calculated. Mean and variance of harmonic currents of single traction are obtained based on the operating speed PDF and electrical traction model. The results of Monte Carlo Simulation(MCS) are in well accordance with the experimental and analytic methods. The harmonics of different number of trainloads are systematically investigated. It is assessed by the total demand distortion(TDD) for the HSR system.

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A Note on the Small-Sample Calibration

  • So, Beong-Soo
    • Journal of Korean Society for Quality Management
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    • 제22권2호
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    • pp.89-97
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    • 1994
  • We consider the linear calibration model: $y_1={\alpha}+{\beta}x_i+{\sigma}{\varepsilon}_i$, i = 1, ${\cdots}$, n, $y={\alpha}+{\beta}x+{\sigma}{\varepsilon}$ where ($y_1$, ${\cdots}$, $y_n$, y) stands for an observation vector, {$x_i$} fixed design vector, (${\alpha}$, ${\beta}$) vector of regression parameters, x unknown true value of interest and {${\varepsilon}_i$}, ${\varepsilon}$ are mutually uncorrelated measurement errors with zero mean and unit variance but otherwise unknown distributions. On the basis of simple small-sample low-noise approximation, we introduce a new method of comparing the mean squared errors of the various competing estimators of the true value x for finite sample size n. Then we show that a class of estimators including the classical and the inverse estimators are consistent and first-order efficient within the class of all regular consistent estimators irrespective of type of measurement errors.

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A Unit Root Test for Multivariate Autoregressive Model with Multiple Unit Roots

  • Shin, Key-Il
    • Journal of the Korean Statistical Society
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    • 제26권3호
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    • pp.397-405
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    • 1997
  • Recently maximum likelihood estimators using unconditional likelihood function are used for testing unit roots. When one wants to use this method the determinant term of initial values in the multivariate unconditional likelihood function produces a complicated function of the elements in the coefficient matrix and variance matrix. In this paper an approximation of the determinant term is calculated and based on this aproximation an approximated unconditional likelihood function is calculated. The approximated unconditional maximum likelihood estimators can be used to test for unit roots. When multivariate process has one unit root the limiting distribution obtained by this method and the limiting distribution using exact unconditional likelihood function are the same.

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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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    • 제16권5호
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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.

Optimal Design of a Disk-Brake Considering the Eigen-Frequency (고유진동수를 고려한 디스크 브레이크의 최적설계)

  • 유정훈;한상훈
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 한국소음진동공학회 2003년도 추계학술대회논문집
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    • pp.655-659
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    • 2003
  • In this study, an improved topology design methodology that is combined with genetic algorithm, response surface method is provided to overcome the limitations of the ordinary topology optimization methods on the complex non-linear problem. the method is applied to a disc brake system for reducing an automobile brake noise. The low frequency that may induces the brake noise under the unstable mode is increased by obtaining the optimal topology. The result is verified by the analysis of variance and confirmed that the estimators for the approximation equations are highly reliable

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Higher Order Moments of Record Values From the Inverse Weibull Lifetime Model and Edgeworth Approximate Inference

  • Sultan, K.S.
    • International Journal of Reliability and Applications
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    • 제8권1호
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    • pp.1-16
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    • 2007
  • In this paper, we derive exact explicit expressions for the triple and quadruple moments of the lower record values from inverse the Weibull (IW) distribution. Next, we present and calculate the coefficients of the best linear unbiased estimates of the location and scale parameters of IW distribution (BLUEs) for different choices of the shape parameter and records size. We then use the higher order moments and the calculated BLUEs to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of lower record values. By using the coefficients of the skewness and kurtosis, we develop approximate confidence intervals for the location and scale parameters of the IW distribution using Edgeworth approximate values and then compare them with the corresponding intervals constructed through Monte Carlo simulations. Finally, we apply the findings of the paper to some simulated data.

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Performance Improvement of α-β Tracking Filter using Approximate α-β Gain Updates (근사적 α-β 이득 갱신을 이용한 α-β 추적필터의 성능개선)

  • Kim, Byung-Doo;Lee, Ja-Sung
    • Journal of Institute of Control, Robotics and Systems
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    • 제12권12호
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    • pp.1256-1260
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    • 2006
  • This paper presents an enhanced ${\alpha}-{\beta}$ tracking filter whose ${\alpha}-{\beta}$ gains are updated by an approximation method at every scan to account for the transition of measurement dependent observation error variance in two-dimensional Cartesian coordinates. The approximate ${\alpha}-{\beta}$ gains are calculated from the amount of the change in the tracking index and the partial derivatives of the ${\alpha}-{\beta}$ gains with respect to a nominal tracking index. It is shown via simulation that the proposed tracker provides improved performance compared to the conventional ${\alpha}-{\beta}$ tracking filter.

Construction of a Design Curve for Fatigue Model Using Bootstrap Method (붓스트랩방법을 이용한 피로모형의 설계곡선 설정)

  • 서순근;조유희
    • Journal of Korean Society for Quality Management
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    • 제30권4호
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    • pp.106-119
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    • 2002
  • The fatigue curve with estimated parameters represents the estimate of the median or mean life at a given applied stress But, in order to assist a designer in making decisions regarding the fatigue failure mode, it is common practice to construct a design curve on the lower or safe side of data. In this study, to overcome the limitations(i.e., no runout, equal variance, and quality of the approximation, etc) of Shen, Wirsching, and Cashman's method which suggested the approximate design curve for nonlinear models using tolerance interval constructed by Owen's method, an algorithm to find design curves under the fatigue model using a parametric bootstrap method, is proposed and illustrated with multiple fatigue data sets.