• Title/Summary/Keyword: 감마 혼합 모형

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Gamma Mixed Model to Improve Sib-Pair Linkage Analysis (감마 혼합 모형을 통한 반복 측정된 형제 쌍 연관 분석 사례연구)

  • Kim, Jeonghwan;Suh, Young Ju;Won, Sungho;Nah, Jeung Weon;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.221-230
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    • 2015
  • Traditionally, sib-pair linkage analysis with repeated measures has employed linear mixed models, but it suffers from the lack of power to find genetic marker loci associated with a phenotype of interest. In this paper, we use a gamma mixed model to improve sib-pair linkage analysis and compare it with a linear mixed model in terms of power and Type I error. We illustrate that the use of gamma mixed model can achieve higher power than linear mixed model with Genetic Analysis Workshop 13 data.

Bayesian Inference for Mixture Failure Model of Rayleigh and Erlang Pattern (RAYLEIGH와 ERLANG 추세를 가진 혼합 고장모형에 대한 베이지안 추론에 관한 연구)

  • 김희철;이승주
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.505-514
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    • 2000
  • A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For each observed failure epoch, we introduced mixture failure model of Rayleigh and Erlang(2) pattern. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Gibbs steps are proposed to perform the Bayesian inference of such models. For model determination, we explored sum of relative error criterion that selects the best model. A numerical example with simulated data set is given.

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A Study on the Nuclear Structure through the Multipurpose Coincidence Measurement System Development ( I ) - The Electromagnetic Properties of the Gamma Transitions in $^{75}As$- (다목적 동시측정 장치 개발에 의한 원자핵 구조 연구(I) - $^{75}As$의 감마 전이에 대한 전자기적 특성 -)

  • Chung, Won-Mo;Chung, Kap-Soo;Joo, Koan-Sik;Na, Sang-Kyun;Hwang, Han-Yull
    • Journal of Radiation Protection and Research
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    • v.18 no.1
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    • pp.53-61
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    • 1993
  • The gamma-gamma coincidence measurements and angular correlation measurement associated with the electron capture of $^{75}Se$ have been carried to understand the structure for the odd nuclei $^{75}As$ with two HPGe detectors. As a result, we could determined the band structure of 5/2 state to be of 1/2 [310] band which is based on $f_{5/2}$ proton state. Also we obtained the multipole admixture in the state of 279.5keV by using the mixing ratios of $121.1{\sim}279.5keV$ cascade. Subsequently, it is determined that 25.56% electric quadrupole transition is involved in the state of 279.5keV.

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Reliability of the Mixture Model with Gamma Family Using Gibbs Sampler (깁스추출법을 이용한 감마족 신뢰확률 혼합모형에 대한 연구)

  • 김평구
    • Journal of Korean Society for Quality Management
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    • v.27 no.1
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    • pp.80-90
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    • 1999
  • In this paper, reliability estimation using Gibbs sampler is considered for the mixture model with Gamma family, Gibbs sampler is derived to compute the features for the posterior distribution. By simulation study, the maximum likelihood estimator and the Gibbs estimator are obtained. A numerical study with a simulated data is provided.

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Response Analysis of the NE213-PSD System for Neutron Energy Spectreum Measurement (중성자 에너지 측정을 위한 NE213-PSD 장치의 감응 분석)

  • Lee, Kyung-Ju
    • Analytical Science and Technology
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    • v.5 no.4
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    • pp.367-372
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    • 1992
  • In order to measure the energy spectrum of a radioactive neutron source, the pulse shape discrimination (PSD) system with organic scintillator, NE-213, was characterized by using some of the gamma ray sources and neutron source, Am-Be. The figure of merit of the rise time spectrum of AmBe source measured by this system was about 1.13. This value agrees well with the value of 1.3 which is measured for monoenergetic source, $^{12}C(d,\;n)^{13}N$. The results of present experiment for performance test of NE213-PSD system will provide the useful technique to measure the spectrum of neutron-gamma mixed field and to establish the neutron energy spectrum and flux density standards.

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Statistical frequency analysis of snow depth using mixed distributions (혼합분포함수를 적용한 최심신적설량에 대한 수문통계학적 빈도분석)

  • Park, Kyung Woon;Kim, Dongwook;Shin, Ji Yae;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.52 no.12
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    • pp.1001-1009
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    • 2019
  • Due to recent increasing heavy snow in Korea, the damage caused by heavy snow is also increasing. In Korea, there are many efforts including establishing disaster prevention measures to reduce the damage throughout the country, but it is difficult to establish the design criteria due to the characteristics of heavy snow. In this study, snowfall frequency analysis was performed to estimate design snow depths using observed snow depth data at Jinju, Changwon and Hapcheon stations. The conventional frequency analysis is sometime limted to apply to the snow depth data containing zero values which produce unrealistc estimates of distributon parameters. To overcome this problem, this study employed mixed distributions based on Lognormal, Generalized Pareto (GP), Generalized Extreme Value (GEV), Gamma, Gumbel and Weibull distribution. The results show that the mixed distributions produced smaller design snow depths than single distributions, which indicated that the mixed distributions are applicable and practical to estimate design snow depths.

Development of a Stochastic Precipitation Generation Model for Generating Multi-site Daily Precipitation (다지점 일강수 모의를 위한 추계학적 강수모의모형의 구축)

  • Jeong, Dae-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.5B
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    • pp.397-408
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    • 2009
  • In this study, a stochastic precipitation generation framework for simultaneous simulation of daily precipitation at multiple sites is presented. The precipitation occurrence at individual sites is generated using hybrid-order Markov chain model which allows higher-order dependence for dry sequences. The precipitation amounts are reproduced using Anscombe residuals and gamma distributions. Multisite spatial correlations in the precipitation occurrence and amount series are represented with spatially correlated random numbers. The proposed model is applied for a network of 17 locations in the middle of Korean peninsular. Evaluation statistics are reported by generating 50 realizations of the precipitation of length equal to the observed record. The analysis of results show that the model reproduces wet day number, wet and dry day spell, and mean and standard deviation of wet day amount fairly well. However, mean values of 50 realizations of generated precipitation series yield around 23% Root Mean Square Errors (RMSE) of the average value of observed maximum numbers of consecutive wet and dry days and 17% RMSE of the average value of observed annual maximum precipitations for return periods of 100 and 200 years. The provided model also reproduces spatial correlations in observed precipitation occurrence and amount series accurately.

Evaluation of Flood Events Considering Correlation between Flood Event Attributes (홍수사상 요소의 상관성을 고려한 홍수사상의 평가)

  • Lee, Jeong Ho;Yoo, Ji Young;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.3B
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    • pp.257-267
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    • 2010
  • A flood event can be characterized by three attributes such as peak discharge, total flood volume, and flood duration, which are correlated each other. However, the amount of peak discharge is only used to evaluate the flood events for the hydrological plan and design. The univariate analysis has a limitation in describing the complex probability behavior of flood events. Thus, the univariate analysis cannot derive satisfying results in flood frequency analysis. This study proposed bivariate flood frequency analysis methods for evaluating flood events considering correlations among attributes of flood events. Parametric distributions such as Gumbel mixed model and bivariate gamma distribution, and a non-parametric model using a bivariate kernel function were introduced in this study. A time series of annual flood events were extracted from observations of inflow to the Soyang River Dam and the Daechung Dam, respectively. The joint probability distributions and return periods were derived from the relationship between the amount of peak discharge and the total volume of flood runoff. Applicabilities of bivariate flood frequency analysis were examined by comparing the return period acquired from the proposed bivariate analyses and the conventional univariate analysis.

Predicting claim size in the auto insurance with relative error: a panel data approach (상대오차예측을 이용한 자동차 보험의 손해액 예측: 패널자료를 이용한 연구)

  • Park, Heungsun
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.697-710
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    • 2021
  • Relative error prediction is preferred over ordinary prediction methods when relative/percentile errors are regarded as important, especially in econometrics, software engineering and government official statistics. The relative error prediction techniques have been developed in linear/nonlinear regression, nonparametric regression using kernel regression smoother, and stationary time series models. However, random effect models have not been used in relative error prediction. The purpose of this article is to extend relative error prediction to some of generalized linear mixed model (GLMM) with panel data, which is the random effect models based on gamma, lognormal, or inverse gaussian distribution. For better understanding, the real auto insurance data is used to predict the claim size, and the best predictor and the best relative error predictor are comparatively illustrated.

Comparative Study on the Estimation Methods of Traffic Crashes: Empirical Bayes Estimate vs. Observed Crash (교통사고 추정방법 비교 연구: 경험적 베이즈 추정치 vs. 관측교통사고건수)

  • Shin, Kangwon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.5D
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    • pp.453-459
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    • 2010
  • In the study of traffic safety, it is utmost important to obtain more reliable estimates of the expected crashes for a site (or a segment). The observed crashes have been mainly used as the estimate of the expected crashes in Korea, while the empirical Bayes (EB) estimates based on the Poisson-gamma mixture model have been used in the USA and several European countries. Although numerous studies have used the EB method for estimating the expected crashes and/or the effectiveness of the safety countermeasures, no past studies examine the difference in the estimation errors between the two estimates. Thus, this study compares the estimation errors of the two estimates using a Monte Carlo simulation study. By analyzing the crash dataset at 3,000,000 simulated sites, this study reveals that the estimation errors of the EB estimates are always less than those of the observed crashes. Hence, it is imperative to incorporate the EB method into the traffic safety research guideline in Korea. However, the results show that the differences in the estimation errors between the two estimates decrease as the uncertainty of the prior distribution increases. Consequently, it is recommended that the EB method be used with reliable hyper-parameter estimates after conducting a comprehensive examination on the estimated negative binomial model.