• Title/Summary/Keyword: 소표본 모의실험

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Asymptotic Variance of Flood Quantiles from the Generalized Logistic Distribution using the Method of Maximum Likelihood (Generalized Logistic 분포형의 최우도법을 이용한 확률홍수량의 근사적 분산)

  • Shin, Hong-Joon;Heo, Jun-Haeng;Kim, Young-Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1522-1526
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    • 2007
  • 최근 영국의 Institute of Hydrology에서는 Generalized logistic (GL) 분포형을 홍수빈도해석시 GEV 분포형을 대체하는 분포형으로 추천한 바 있으며, 그로 인해 GL 분포형의 사용이 증가하고 있는 추세이다. 하지만 아직 그 사용빈도에 반하여 분포형 자체의 특성, 그 중에서도 확률홍수량의 근사적 분산에 관한 연구는 거의 이루어지지 않았다. 따라서 본 연구에서는 최우도법을 이용하여 GL 분포형의 확률홍수량에 대한 근사적 분산에 관한 연구를 수행하였으며, 이를 표본 크기, 재현기간, 매개변수들의 함수로 나타내었다. 또한 확률홍수량의 근사적 분산의 적용성을 검토하기 위해 Monte Carlo 모의실험을 수행하였으며, 모의실험은 형상 매개변수$(\beta)$$\pm0.5$이면 gamma function으로 인하여 표본 크기에 관계없이 분산값이 무한대에 가까워지므로 형상매개변수의 범위는 $-0.5{\leq}{\beta}{\leq}+0.5$로 제한하였다. 모의결과 최우도법에 의해 계산된 분산식은 형상매개변수 $-0.25{\leq}{\beta}{\leq}+0.5$의 범위에서 비교적 잘 맞는 것을 확인할 수 있었으며, 기존에 알려진 대로 표본크기가 크면 클수록 정확해지는 것을 알 수 있다. 또한 표본크기가 작은 경우 형상매개변수 전 범위에서 정확도가 떨어지는 것을 확인할 수 있으며, 최우도법의 경우 표본크기가 작은 경우를 제외하고 $-0.25{\leq}{\beta}{\leq}+0.5$ 범위에서 quantile 산정시 quantile이 약간 과다추정되는 경향이 있는 것을 알 수 있으며, 이는 분산이 과다 추정되는 결과를 초래하며 이로 인해 해석해보다 약간씩 큰 값을 나타내는 것으로 판단되었다..이 극단적인 선정적인 폭력성에 탐닉하게 되는 경향이 있다. 현실은 결코 아름답지 못하고, 행복하게 살 수 없다는 것에 대한 깨달음에서 기인한다. 욕구불만의 강도가 심해질수록 폭력성은 더욱 강하게 나타나는데 개인에게서 뿐만 아니라 가족, 동료, 사회 단체나 종교, 국가간에도 집단적으로도 발생하게 된다. 사회적으로 볼 때 폭력은 용인되는 것이 아니므로 도덕적으로 절제를 하거나 상대방과 적절한 타협과 조정을 필요로 한다. 그러나 절제의 한계를 넘어선다고 생각되거나, 조정의 노력이 불가능하거나, 실패했을 때 폭력적인 행동으로 나타나게 된다. 리차즈(I.A Richards)는 분노와 공포는 일단 겉잡을 수 없는 경향이 있다고 하면서 오늘날 폭력에 대한 요구가 일상의 정서 생활에 있어, 억압을 통한, 빈곤함을 반영하고 있지 않은지 생각해봐야 할 것이라고 충고한다. 조성 가이드라인(안)을 제시하였다.EX>$\ulcorner$세종실록$\lrcorner$(世宗實錄) $\ulcorner$지리지$\lrcorner$(地理志)와의 비교를 해보면 상 중 하품의 통합 9개소가 삭제되어 있고, $\ulcorner$동국여지승람$\lrcorner$(東國與地勝覽) 에서는 자기소와 도기소의 위치가 완전히 삭제되어 있다. 이러한 현상은 첫째, 15세기 중엽 경제적 태평과 함께 백자의 수요 생산이 증가하자 군신의 변별(辨別)과 사치를 이유로 강력하게 규제하여 백자의 확대와 발전에 걸림돌이 되었다. 둘째, 동기(銅器)의 대체품으로 자기를 만들어 충당해야할 강제성 당위성 상실로 인한 자기수요 감소를 초래하였을 것으로 사료된다. 셋째, 경기도 광주에서 백자관요가 운영되었으므로 지방인 상주지역에도 더 이상 백자를 조달받을 필요가 없이, 일반 지방관아와 서민들의

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A simulation study for the approximate confidence intervals of hypergeometric parameter by using actual coverage probability (실제포함확률을 이용한 초기하분포 모수의 근사신뢰구간 추정에 관한 모의실험 연구)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1175-1182
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    • 2011
  • In this paper, properties of exact confidence interval and some approximate confidence intervals of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the approximation of hypergeometirc distribution to the binomial and normal distribution respectively. Approximate confidence intervals based on these approximation are also adequately discussed. The performance of exact confidence interval estimates and approximate confidence intervals of hypergeometric parameter is compared in terms of actual coverage probability by small sample Monte Carlo simulation.

Saddlepoint approximation for distribution function of sample mean of skew-normal distribution (왜정규 표본평균의 분포함수에 대한 안장점근사)

  • Na, Jong-Hwa;Yu, Hye-Kyung
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1211-1219
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    • 2013
  • Recently, the usage of skew-normal distribution, instead of classical normal distribution, is rising up in many statistical theories and applications. In this paper, we deal with saddlepoint approximation for the distribution function of sample mean of skew-normal distribution. Comparing to normal approximation, saddlepoint approximation provides very accurate results in small sample sizes as well as for large or moderate sample sizes. Saddlepoint approximations related to the skew-normal distribution, suggested in this paper, can be used as a approximate approach to the classical method of Gupta and Chen (2001) and Chen et al. (2004) which need very complicate calculations. Through simulation study, we verified the accuracy of the suggested approximation and applied the approximation to Robert's (1966) twin data.

Interval Estimation in Mixed Model by Use of PROC MIXED (PROC MIXED를 활용한 혼합모형의 신뢰구간추정)

  • Park Dong-Joon
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.349-360
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    • 2006
  • PROC MIXED in SAS can be utilized to make inferences on parameters in a mixed model by use of Restricted Maximum Likelihood Estimation Method or Maximum Likelihood Estimation Method which has more merits than ANOVA method. A regression model with unbalanced nested error structure that belongs to a mixed model is used to construct confidence intervals on variances among groups, within groups, and regression coefficients in the model. PROC MIXED is applied to three different sample sizes for simulation. As a result of the simulation study, PROC MIXED generates confidence intervals on parameters that maintain the stated confidence coefficient in a large sample size. However, it does not generate confidence intervals that maintain the stated confidence coefficient for variance components among groups and intercept in a small sample size.

On the actual coverage probability of binomial parameter (이항모수의 신뢰구간추정량에 대한 실제포함확률에 관한 연구)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.737-745
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    • 2010
  • In this paper, various methods for finding confidence intervals for the p of binomial parameter are reviewed. We compare the performance of several confidence interval estimates in terms of actual coverage probability by small sample Monte Carlo simulation.

Saddlepoint approximation to the distribution function of quadratic forms based on multivariate skew-normal distribution (다변량 왜정규분포 기반 이차형식의 분포함수에 대한 안장점근사)

  • Na, Jonghwa
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.571-579
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    • 2016
  • Most of studies related to the distributions of quadratic forms are conducted under the assumption of multivariate normal distribution. In this paper, we suggested an approximation to the distribution of quadratic forms based on multivariate skew-normal distribution as alternatives for multivariate normal distribution. Saddlepoint approximations are considered and the accuracy of the approximations are verified through simulation studies.

Bandwidth selection for discontinuity point estimation in density (확률밀도함수의 불연속점 추정을 위한 띠폭 선택)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.79-87
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    • 2012
  • In the case that the probability density function has a discontinuity point, Huh (2002) estimated the location and jump size of the discontinuity point based on the difference between the right and left kernel density estimators using the one-sided kernel function. In this paper, we consider the cross-validation, made by the right and left maximum likelihood cross-validations, for the bandwidth selection in order to estimate the location and jump size of the discontinuity point. This method is motivated by the one-sided cross-validation of Hart and Yi (1998). The finite sample performance is illustrated by simulated example.

Comparison of Single Imputation Methods in 2×2 Cross-Over Design with Missing Observations (2×2 교차계획법에서 결측치가 있을 때의 결측치 처리 방법 비교에 관한 연구)

  • Jo, Bobae;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.529-540
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    • 2015
  • A cross-over design is frequently used in clinical trials (especially in bioequivalence tests with a parametric method) for the comparison of two treatments. Missing values frequently take place in cross-over designs in the second period. Usually, subjects that have missing values are removed and analyzed. However, it can be unsuitable in clinical trials with a small sample size. In this paper, we compare single imputation methods in a $2{\times}2$ cross-over design when missing values exist in the second period. Additionally, parametric and nonparametric methods are compared after applying single imputation methods. A Monte-Carlo simulation study compares type I error and the power of methods.

Developing statistical models and constructing clinical systems for analyzing semi-competing risks data produced from medicine, public heath, and epidemiology (의료, 보건, 역학 분야에서 생산되는 준경쟁적 위험자료를 분석하기 위한 통계적 모형의 개발과 임상분석시스템 구축을 위한 연구)

  • Kim, Jinheum
    • The Korean Journal of Applied Statistics
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    • v.33 no.4
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    • pp.379-393
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    • 2020
  • A terminal event such as death may censor an intermediate event such as relapse, but not vice versa in semi-competing risks data, which is often seen in medicine, public health, and epidemiology. We propose a Weibull regression model with a normal frailty to analyze semi-competing risks data when all three transition times of the illness-death model are possibly interval-censored. We construct the conditional likelihood separately depending on the types of subjects: still alive with or without the intermediate event, dead with or without the intermediate event, and dead with the intermediate event missing. Optimal parameter estimates are obtained from the iterative quasi-Newton algorithm after the marginalization of the full likelihood using the adaptive importance sampling. We illustrate the proposed method with extensive simulation studies and PAQUID (Personnes Agées Quid) data.

Analysis of Tumorigenicity Data with Informative Censoring (종속적인 중도절단을 가진 동물종양 자료의 분석을 위한 모형)

  • Kim, Jin-Heum;Kim, Youn-Nam
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.871-882
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    • 2010
  • In animal tumorigenicity data, the occurrence time of tumor is not observed because the existence of a tumor is examined only at either time of natural death or time of sacrifice for the animal. A three-state model (Health-Tumor onset-Death) is widely used to model the incomplete data. In this paper, we employed a frailty effect into the three-state model to incorporate the dependency of death on tumor occurrence when the time of natural death works as an informative censoring against the tumor onset time. For the inference of parameters, then the EM algorithm is considered in order to deal with missing quantities of tumor onset time and random frailty. The proposed method is applied to the bladder tumor data taken from Lindsey and Ryan (1993, 1994) and a simulation study is performed to show the behavior of the proposed estimators.