• Title/Summary/Keyword: 모수적 부트스트랩

Search Result 7, Processing Time 0.027 seconds

A parametric bootstrap test for comparing differentially private histograms (모수적 부트스트랩을 이용한 차등정보보호 히스토그램의 동질성 검정)

  • Son, Juhee;Park, Min-Jeong;Jung, Sungkyu
    • The Korean Journal of Applied Statistics
    • /
    • v.35 no.1
    • /
    • pp.1-17
    • /
    • 2022
  • We propose a test of consistency for two differentially private histograms using parametric bootstrap. The test can be applied when the original raw histograms are not available but only the differentially private histograms and the privacy level α are available. We also extend the test for the case where the privacy levels are different for different histograms. The resident population data of Korea and U.S in year 2020 are used to demonstrate the efficacy of the proposed test procedure. The proposed test controls the type I error rate at the nominal level and has a high power, while a conventional test procedure fails. While the differential privacy framework formally controls the risk of privacy leakage, the utility of such framework is questionable. This work also suggests that the power of a carefully designed test may be a viable measure of utility.

Probability Theory-based Flood Vulnerability for Agricultural Reservoirs under Climate Change (기후변화 대응 농업용 저수지의 확률론 기반 홍수 취약성 산정)

  • Park, Jihoon;Kang, Moon Seong;Song, Jung-Hun;Jun, Sang Min
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2017.05a
    • /
    • pp.346-346
    • /
    • 2017
  • 기후변화에 따른 기상이변의 동시다발적인 발현은 농촌 지역의 홍수 발생 빈도를 증가시키고 있다. 현재의 기후시스템은 과거의 강우빈도를 기준으로 산정한 설계기준을 벗어나는 강우 사상을 빈번하게 발생시키므로 설계변수의 불확실성을 보다 합리적인 방법으로 정량화할 필요가 있다. 본 연구의 목적은 기후변화에 대응하여 확률론을 이용한 농업용 저수지의 홍수 취약성을 산정하는 데 있다. 먼저 홍수 취약성 해석에 필요한 과거와 미래 수문 자료를 수집하고 전처리 과정을 통해 해석에 적합한 자료로 구축하였다. 설계변수의 불확실성을 분석하기 위해 지속시간별 최대강우량, 유입 설계홍수량에 대해 부트스트랩 (bootstrap) 기법을 적용하여 자료를 재추출하였다. 부트스트 랩은 표본집단의 확률분포에 대해 가정을 하지 않고 표본집단의 통계적 특성을 이용하여 모집단의 통계적 추론을 할 수 있는 비모수적인 리샘플링 기법이다. 부트스트랩 추론은 표본집단의 추정치, 편의, 표준오차를 산정하고 신뢰구간을 추정한다. 부트스트랩 추론을 통해 산정하는 신뢰수준을 이용하여 농업용 저수지의 홍수 취약성을 산정하였다. 본 연구는 설계변수에 내재하는 불확실성을 부트스트랩 기법을 이용하여 정량화하고 확률적인 값을 가지는 홍수 취약성으로 산정하여 제시할 수 있다.

  • PDF

A Quantative Homogeneity Analysis of Seoul Rainfall using Bootstrap (Bootstrap 기법을 이용한 서울지점 강우자료의 정량적 동질성 분석)

  • Hwang, Seok-Hwan;Kim, Joong-Hoon;Yoo, Chul-Sang;Jung, Sung-Won;Yoo, Do-Guen
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2009.05a
    • /
    • pp.1157-1161
    • /
    • 2009
  • 본 연구에서는 부트스트랩(Bootstrap) 기법을 이용하여 측우기 강우량 관측계열(CWK)과 근대우량계 강우량 관측계열(MRG)에 대해 동질성 분석을 실시하였다. 서로다른 두 자료계열에 대한 전통적인 통계적 동질성 검정 방법은 모집단의 분포형을 알고 있어야 검정결과가 유효하였기 때문에 모집단의 분포가 복잡한 기상자료들은 이러한 전통적 방법을 사용하여 동질성을 파악하는 것이 매우 어려웠고 결과로 제시된 통계적 유의성에 대해서도 의심의 여지가 있었다. 이러한 이유로 본 논문에서는 모집단을 가정하지 않아도 되는 비모수적 모의 방법인 부트스트랩 기법을 이용하여 두 자료계열간의 동질성 검정을 실시하였다. 분석 결과 M20의 CWK와 MRG는 미소한 기후의 경년변화 (Trend)의 영향을 제외하면 동질성을 가진 자료로 볼 수 있었으나, 갈수기의 경우는 월강우량의 크기에 변화가 있으며 호우기의 경우는 일강우량의 크기 및 호우의 형태에 변화가 있는 것으로 나타났다.

  • PDF

A Statistical Homogeneity Analysis of Seoul Rainfall using Bootstrap (Bootstrap 기법을 이용한 서울지점 강우자료의 통계적 동질성 분석)

  • Hwang, Seok-Hwan;Kim, Joong-Hoon;Yoo, Chul-Sang;Jung, Sung-Won;Yoo, Do-Guen
    • Journal of Korea Water Resources Association
    • /
    • v.42 no.10
    • /
    • pp.795-807
    • /
    • 2009
  • In this study, homogeneity analysis was performed between rainfall observation data set of Chukwooki (CWK) and rainfall observation data set of modern rain gage (MRG) using Bootstrap method. Since traditional statistical homogeneity test method are validated only when distribution of their population is known, meteorological data which their statistical distributions of population are complicated were difficult to verify the homogeneity and there were plenty of room for doubt for their statistical significance using historical method. In this reason, in this study homogeneity test was evaluated between two data sets using bootstrap method which is not necessary to infer distribution of population. The test results show that there was an statistical homogeneity between CWK and MRG except for slight impact of climatical trend.

A Nonparametric Test on Mean Difference of DEA Efficiency Estimates - Bootstrapping Approach- (DEA의 효율성 평균 차이에 대한 비모수적 검증-부트스트랩 접근법-)

  • 민재형;김진한
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.24 no.2
    • /
    • pp.53-68
    • /
    • 1999
  • This paper presents a nonparametric method to test if the mean difference of DEA efficiency estimates between two groups statistically exists. A proposed method employs a bootstrapping approach to generation BCC efficiency estimates through Monte Carlo simulation resampling process. For the purpose of demonstration, we empirically apply the proposed method to the korean bank industry and compare its result with the result by the traditional deterministic DEA method. The nonparametric statistical hypothesis testing procedure in this study, which considers not only stochastic variability of the DEA data, but also random radial deviations off the efficient frontier, serves as a useful tool for dbjectively evaluating whether the mean difference of DEA efficiency estimates between groups is statistically significant.

  • PDF

List-event Data Resampling for Quantitative Improvement of PET Image (PET 영상의 정량적 개선을 위한 리스트-이벤트 데이터 재추출)

  • Woo, Sang-Keun;Ju, Jung Woo;Kim, Ji Min;Kang, Joo Hyun;Lim, Sang Moo;Kim, Kyeong Min
    • Progress in Medical Physics
    • /
    • v.23 no.4
    • /
    • pp.309-316
    • /
    • 2012
  • Multimodal-imaging technique has been rapidly developed for improvement of diagnosis and evaluation of therapeutic effects. In despite of integrated hardware, registration accuracy was decreased due to a discrepancy between multimodal image and insufficiency of count in accordance with different acquisition method of each modality. The purpose of this study was to improve the PET image by event data resampling through analysis of data format, noise and statistical properties of small animal PET list data. Inveon PET listmode data was acquired as static data for 10 min after 60 min of 37 MBq/0.1 ml $^{18}F$-FDG injection via tail vein. Listmode data format was consist of packet containing 48 bit in which divided 8 bit header and 40 bit payload space. Realigned sinogram was generated from resampled event data of original listmode by using adjustment of LOR location, simple event magnification and nonparametric bootstrap. Sinogram was reconstructed for imaging using OSEM 2D algorithm with 16 subset and 4 iterations. Prompt coincidence was 13,940,707 count measured from PET data header and 13,936,687 count measured from analysis of list-event data. In simple event magnification of PET data, maximum was improved from 1.336 to 1.743, but noise was also increased. Resampling efficiency of PET data was assessed from de-noised and improved image by shift operation of payload value of sequential packet. Bootstrap resampling technique provides the PET image which noise and statistical properties was improved. List-event data resampling method would be aid to improve registration accuracy and early diagnosis efficiency.

Analysis of Effectiveness on Subsidizing Commuting Cost for Public Transit User (대중교통 이용자 통근비용 보조제도의 효과분석)

  • Han, Sang-Yong;Lee, Seong-Won
    • Journal of Korean Society of Transportation
    • /
    • v.24 no.1 s.87
    • /
    • pp.59-72
    • /
    • 2006
  • In spite of continuous implementation of the transportation demand management (TDM), the profuse use of car at the peak-time has caused chronic traffic congestion in the Seoul downtown area. This study makes a comparative analysis on the effectiveness of commuting cost subsidy system for public transit user with other policy instruments such as an increment in fuel tax and park cost. This study not only follows standard guidelines of stated preference methodology to guarantee objectivity, but also uses sample enumeration method and non-Parametric bootstrapping method to secure reliability of empirical results. As a result of empirical studies, the conversion effect of car to public transit is superior to other two Policy instruments. Also. an increment in fuel tax and park cost is income-regressive from the equity aspect in a wage bracket, but commuting cost subsidy system for Public transit user is Income-progressive As a fundamental research on commuting cost subsidy system for public transit user, this study is likely to Provide Policy-makers with quantitative information useful in establishing Public transport Policy to Promote the use of the public transit.