• Title/Summary/Keyword: Bayesian Confidence Interval

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Confidence Intervals for the Difference of Binomial Proportions in Two Doubly Sampled Data

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.309-318
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    • 2010
  • The construction of asymptotic confidence intervals is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The coverage behaviors of several likelihood based confidence intervals and a Bayesian confidence interval are examined. It is shown that a hierarchical Bayesian approach gives a confidence interval with good frequentist properties. Confidence interval based on the Rao score is also shown to have good performance in terms of coverage probability. However, the Wald confidence interval covers true value less often than nominal level.

Bayesian Confidence Intervals in Penalized Likelihood Regression

  • Kim Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.141-150
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    • 2006
  • Penalized likelihood regression for exponential families have been considered by Kim (2005) through smoothing parameter selection and asymptotically efficient low dimensional approximations. We derive approximate Bayesian confidence intervals based on Bayes model associated with lower dimensional approximations to provide interval estimates in penalized likelihood regression and conduct empirical studies to access their properties.

Theoretical Considerations for the Agresti-Coull Type Confidence Interval in Misclassified Binary Data (오분류된 이진자료에서 Agresti-Coull유형의 신뢰구간에 대한 이론적 고찰)

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.18 no.4
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    • pp.445-455
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    • 2011
  • Although misclassified binary data occur frequently in practice, the statistical methodology available for the data is rather limited. In particular, the interval estimation of population proportion has relied on the classical Wald method. Recently, Lee and Choi (2009) developed a new confidence interval by applying the Agresti-Coull's approach and showed the efficiency of their proposed confidence interval numerically, but a theoretical justification has not been explored yet. Therefore, a Bayesian model for the misclassified binary data is developed to consider the Agresti-Coull confidence interval from a theoretical point of view. It is shown that the Agresti-Coull confidence interval is essentially a Bayesian confidence interval.

Confidence Intervals for a Linear Function of Binomial Proportions Based on a Bayesian Approach (베이지안 접근에 의한 모비율 선형함수의 신뢰구간)

  • Lee, Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.257-266
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    • 2007
  • It is known that Agresti-Coull approach is an effective tool for the construction of confidence intervals for various problems related to binomial proportions. However, the Agrest-Coull approach often produces a conservative confidence interval. In this note, confidence intervals based on a Bayesian approach are proposed for a linear function of independent binomial proportions. It is shown that the Bayesian confidence interval slightly outperforms the confidence interval based on Agresti-Coull approach in average sense.

Confidence intervals for the COVID-19 neutralizing antibody retention rate in the Korean population

  • Apio, Catherine;Kamruzzaman, Md.;Park, Taesung
    • Genomics & Informatics
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    • v.18 no.3
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    • pp.31.1-31.8
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    • 2020
  • The coronavirus disease 2019 (COVID-19), caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), has become a global pandemic. No specific therapeutic agents or vaccines for COVID-19 are available, though several antiviral drugs, are under investigation as treatment agents for COVID-19. The use of convalescent plasma transfusion that contain neutralizing antibodies for COVID-19 has become the major focus. This requires mass screening of populations for these antibodies. While several countries started reporting population based antibody rate, its simple point estimate may be misinterpreted without proper estimation of standard error and confidence intervals. In this paper, we review the importance of antibody studies and present the 95% confidence intervals COVID-19 antibody rate for the Korean population using two recently performed antibody tests in Korea. Due to the sparsity of data, the estimation of confidence interval is a big challenge. Thus, we consider several confidence intervals using Asymptotic, Exact and Bayesian estimation methods. In this article, we found that the Wald method gives the narrowest interval among all Asymptotic methods whereas mid p-value gives the narrowest among all Exact methods and Jeffrey's method gives the narrowest from Bayesian method. The most conservative 95% confidence interval estimation shows that as of 00:00 on September 15, 2020, at least 32,602 people were infected but not confirmed in Korea.

Interpretation of Quality Statistics Using Sampling Error (샘플링오차에 의한 품질통계 모형의 해석)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.10 no.2
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    • pp.205-210
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    • 2008
  • The research interprets the principles of sampling error design for quality statistics models such as hypothesis test, interval estimation, control charts and acceptance sampling. Introducing the proper discussions of the design of significance level according to the use of hypothesis test, then it presents two methods to interpret significance by Neyman-Pearson and Fisher. Second point of the study proposes the design of confidence level for interval estimation by Bayesian confidence set, frequentist confidential set and fiducial interval. Third, the content also indicates the design of type I error and type II error considering both productivity and customer claim for control chart. Finally, the study reflects the design of producer's risk with operating charistictics curve, screening and switch rules for the purpose of purchasing and subcontraction.

On the Interval Estimation of the Difference between Independent Proportions with Rare Events

  • im, Yongdai;Choi, Daewoo
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.481-487
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    • 2000
  • When we construct an interval estimate of two independent proportions with rare events, the standard approach based on the normal approximation behaves badly in many cases. The problem becomes more severe when no success observations are observed on both groups. In this paper, we compare two alternative methods of constructing a confidence interval of the difference of two independent proportions by use of simulation. One is based on the profile likelihood and the other is the Bayesian probability interval. It is shown in this paper that the Bayesian interval estimator is easy to be implemented and performs almost identical to the best frequentist's method -the profile likelihood approach.

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Estimation and Application of Binomial Confidence Interval for Nonconforming Proportions (부적합품률의 이항 신뢰구간 추정 및 응용)

  • Choi, Sung-Woon;Lee, Chang-Ho
    • Journal of the Korea Safety Management & Science
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    • v.9 no.4
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    • pp.143-147
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    • 2007
  • This paper presents various interval estimation methods of binomial proportion for small n in multi-product small volume production and extremely small ^P like PPM or PPB fraction of defectives. This study classifies interval estimation of binomial proportion into three categories such as exact, approximate, Bayesian methods. These confidence intervals proposed in this paper can be applied to attribute process capability and attribute acceptance sampling plan for PPM or PPB.

Updated confidence intervals for the COVID-19 antibody retention rate in the Korean population

  • Kamruzzaman, Md.;Apio, Catherine;Park, Taesung
    • Genomics & Informatics
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    • v.18 no.4
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    • pp.45.1-45.5
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    • 2020
  • With the ongoing rise of coronavirus disease 2019 (COVID-19) pandemic across the globe, interests in COVID-19 antibody testing, also known as a serology test has grown, as a way to measure how far the infection has spread in the population and to identify individuals who may be immune. Recently, many countries reported their population based antibody titer study results. South Korea recently reported their third antibody formation rate, where it divided the study between the general population and the young male youths in their early twenties. As previously stated, these simple point estimates may be misinterpreted without proper estimation of standard error and confidence intervals. In this article, we provide an updated 95% confidence intervals for COVID-19 antibody formation rate for the Korean population using asymptotic, exact and Bayesian statistical estimation methods. As before, we found that the Wald method gives the narrowest interval among all asymptotic methods whereas mid p-value gives the narrowest among all exact methods and Jeffrey's method gives the narrowest from Bayesian method. The most conservative 95% confidence interval estimation shows that as of 00:00 November 23, 2020, at least 69,524 people were infected but not confirmed. It also shows that more positive cases were found among the young male in their twenties (0.22%), three times that of the general public (0.051%). This thereby calls for the quarantine authorities' need to strengthen quarantine managements for the early twenties in order to find the hidden infected people in the population.

The Weighted Polya Posterior Confidence Interval For the Difference Between Two Independent Proportions (독립표본에서 두 모비율의 차이에 대한 가중 POLYA 사후분포 신뢰구간)

  • Lee Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.171-181
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    • 2006
  • The Wald confidence interval has been considered as a standard method for the difference of proportions. However, the erratic behavior of the coverage probability of the Wald confidence interval is recognized in various literatures. Various alternatives have been proposed. Among them, Agresti-Caffo confidence interval has gained the reputation because of its simplicity and fairly good performance in terms of coverage probability. It is known however, that the Agresti-Caffo confidence interval is conservative. In this note, a confidence interval is developed using the weighted Polya posterior which was employed to obtain a confidence interval for the binomial proportion in Lee(2005). The resulting confidence interval is simple and effective in various respects such as the closeness of the average coverage probability to the nominal confidence level, the average expected length and the mean absolute error of the coverage probability. Practically it can be used for the interval estimation of the difference of proportions for any sample sizes and parameter values.