• Title/Summary/Keyword: 분포함수추정량

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유한모집단에서 분포함수추정량 비교

  • 박혜균;김규성
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.271-276
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    • 2004
  • 이 논문에서는 유한모집단 분포함수에 대한 추정량들을 소개하고, 이론적인 측면과 경험적인 측면으로 비교하였다 분포함수 추정량은 설계기반 특성을 갖는 추정량과 모형기반 특성을 갖는 추정량으로 구분되며, 각각 설계기반 특성과 모형기반 특성을 갖는다. 수치적인 비교를 위하여 분포함수 추정량들을 2000년 인구주택 총 조사의 서울 가구수와 가구원수 데이터에 적합하여 비교하였다.

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이원혼합모형에서 고정효과의 신뢰구간에 관한 분산성분추정량의 선택

  • 이장택
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.623-632
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    • 1998
  • 이원혼합모형에서 고정효과의 추정가능한 함수에 대한 신뢰구간을 구하는 경우에 어떤 분산성분추정량을 선택하는 것이 가장 바람직한가를 모의실험을 통하여 살펴본다 혼합모형에서는 t-분포와 일반화최소제곱추정량을 사용하여 신뢰구간을 구할 수 있는데, 일반적으로 분산성분을 알 수 없기 때문에 분산성분을 반드시 추정하여야만 한다. 이 경우 분산성분의 추정량으로 가장 많이 사용되는 추정량들인 Henderson의 방법 III 추정량, 사전추측값이 1인 MINQUE 추정량, MLE(최우추정량), REMLE(제한최우추정량)를 이용하여 분산행렬을 추정하고, 신뢰구간의 포함범위확률과 평균길이를 모의실험을 통하여 살펴본다. 모의실험의 결과는 4가지 추정량 모두 비슷한 신뢰구간의 포함범위확률과 평균길이를 갖는 것으로 판명되었다.

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Power Comparison between Methods of Empirical Process and a Kernel Density Estimator for the Test of Distribution Change (분포변화 검정에서 경험확률과정과 커널밀도함수추정량의 검정력 비교)

  • Na, Seong-Ryong;Park, Hyeon-Ah
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.245-255
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    • 2011
  • There are two nonparametric methods that use empirical distribution functions and probability density estimators for the test of the distribution change of data. In this paper we investigate the two methods precisely and summarize the results of previous research. We assume several probability models to make a simulation study of the change point analysis and to examine the finite sample behavior of the two methods. Empirical powers are compared to verify which is better for each model.

An Estimation of Parameters in Weibull Distribution Using Least Squares Method under Random Censoring Model (임의 중단모형에서 최소제곱법을 이용한 와이블분포의 모수 추정)

  • Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.263-272
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    • 1996
  • In this parer, under random censorship model, an estimation of scale and shape parameters in Weibull lifetime model is considered. Based on nonparametric estimator of survival function, the least square method is proposed. The proposed estimation method is simple and the performance of the proposed estimator is as efficient as maximum likelihood estimators. An example is presented, using field winding data. Simulation studies are performed to compare the performaces of the proposed estimator and maximum likelihood estimator.

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A Study on the Estimation of Standard Deviation of Least Absolute Deviation Estimators of Regression Coefficients (회귀계수의 최소절대편차추정량의 표준편차 추정법)

  • 이기훈;정성석
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.463-473
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    • 2001
  • 선형모형의 회귀계수의 L$_1$-추정량의 점근분포는 오차항의 중앙값에 종속되어있는데, 이 값은 잔차의 순서통계량의 함수로 추정될 수 있다. 본 논문에서는 오차항 중앙값의 추정량을 유도하는 몇 가지 방법을 소개하고 몬테칼로 실험을 통하여 가장 바람직한 추정량의 형태를 제안하였다. 또한 제안한 추정량을 이용하면 검정문제에서도 좋은 결과를 얻을 수 있음을 보였다.

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Application of Bootstrap Method for Change Point Test based on Kernel Density Estimator

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.107-117
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    • 2004
  • Change point testing problem is considered. Kernel density estimators are used for constructing proposed change point test statistics. The proposed method can be used to the hypothesis testing of not only parameter change but also distributional change. Bootstrap method is applied to get the sampling distribution of proposed test statistic. Small sample Monte Carlo Simulation were also conducted in order to show the performance of proposed method.

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Estimation of Reliability for a Parallel System with Dependent Exponential Components (종속 지수 성분을 가지는 병렬시스템의 신뢰도 추정)

  • 안정향;윤상철
    • Journal of Korea Society of Industrial Information Systems
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    • v.8 no.4
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    • pp.94-100
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    • 2003
  • In this paper, we study the estimation of reliability function for a parallel system with k dependent exponential components. We assume that the failure of one of the k components changes the life distribution of the remaining components. Also, we compare with Cramer-Rna lower bound for variances of the minimum variance unbiased estimator, and the mean square errors of the maximum likelihood estimator of reliability system with the through the Monte Carlo simulation.

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Likelihood based inference for the ratio of parameters in two Maxwell distributions (두 개의 맥스웰분포의 모수비에 대한 우도함수 추론)

  • Kang, Sang-Gil;Lee, Jeong-Hee;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.89-98
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    • 2012
  • In this paper, the ratio of parameters in two independent Maxwell distributions is parameter of interest. We proposed test statistics, which converge to standard normal distribution, based on likelihood function. The exact distribution for testing the ratio is hard to obtain. We proposed the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for testing the ratio. Through simulation, we show that the modified signed log-likelihood ratio statistic converges faster than signed log-likelihood ratio statistic to standard normal distribution. We compare two statistics in terms of type I error and power. We give an example using real data.

Study on Tumor Control Probability and Normal Tissue Complication Probability in 3D Conformal Radiotherapy (방사선 입체조형치료에 대한 종양치유확율과 정상조직손상확율에 관한 연구)

  • 추성실
    • Progress in Medical Physics
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    • v.9 no.4
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    • pp.227-245
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    • 1998
  • A most appropriate model of 3-D conformal radiotherapy has been induced by clinical evaluation and animal study, and therapeutic gains were evaluated by numerical equation of tumor control probability(TCP) and normal tissue complication probability (NTCP). The radiation dose to the tumor and the adjacent normal organs was accurately evaluated and compared using the dose volume histogram(DVH). The TCP and NTCP was derived from the distribution of given dosage and irradiated volume, and these numbers were used as the biological index for the assessment of the treatment effects. Ten patients with liver disease have been evaluated and 3 dogs were sacrificed for this study. Based on the 3-D images of the tumor and adjacent organs, the optimum radiation dose and the projection direction which could maximize the radiation effect while minimizing the effects to the adjacent organs could be decided. 3). The most effective collimation for the normal adjacent organs was made through the beams eye view with the use of multileaf collimator. When the dose was increased from 50Gy to 70Gy, the TCP for the conventional 2-port radiation and the 5-port multidimensional therapy was 0.982 and 0.995 respectively, while the NTCP was 0.725 and 0.142 respectively, suggesting that the 3-D conformal radiotherapy might be the appropriate therapy to apply sufficient radiation dose to the tumor while minimizing the damages to the normal areas of the liver. Positive correlation was observed between the NTCP and the actual complication of the normal liver in the animal study. The present study suggest that the use of 3-D conformal radiotherapy and the application of the mathematical models of TCP and NTCP may provide the improvements in the treatment of hepatoma with enhanced results.

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