• 제목/요약/키워드: Bias estimation

검색결과 549건 처리시간 0.026초

Reducing Bias of the Minimum Hellinger Distance Estimator of a Location Parameter

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권1호
    • /
    • pp.213-220
    • /
    • 2006
  • Since Beran (1977) developed the minimum Hellinger distance estimation, this method has been a popular topic in the field of robust estimation. In the process of defining a distance, a kernel density estimator has been widely used as a density estimator. In this article, however, we show that a combination of a kernel density estimator and an empirical density could result a smaller bias of the minimum Hellinger distance estimator than using just a kernel density estimator for a location parameter.

  • PDF

Analysis of bias correction performance of satellite-derived precipitation products by deep learning model

  • Le, Xuan-Hien;Nguyen, Giang V.;Jung, Sungho;Lee, Giha
    • 한국수자원학회:학술대회논문집
    • /
    • 한국수자원학회 2022년도 학술발표회
    • /
    • pp.148-148
    • /
    • 2022
  • Spatiotemporal precipitation data is one of the primary quantities in hydrological as well as climatological studies. Despite the fact that the estimation of these data has made considerable progress owing to advances in remote sensing, the discrepancy between satellite-derived precipitation product (SPP) data and observed data is still remarkable. This study aims to propose an effective deep learning model (DLM) for bias correction of SPPs. In which TRMM (The Tropical Rainfall Measuring Mission), CMORPH (CPC Morphing technique), and PERSIANN-CDR (Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks) are three SPPs with a spatial resolution of 0.25o exploited for bias correction, and APHRODITE (Asian Precipitation - Highly-Resolved Observational Data Integration Towards Evaluation) data is used as a benchmark to evaluate the effectiveness of DLM. We selected the Mekong River Basin as a case study area because it is one of the largest watersheds in the world and spans many countries. The adjusted dataset has demonstrated an impressive performance of DLM in bias correction of SPPs in terms of both spatial and temporal evaluation. The findings of this study indicate that DLM can generate reliable estimates for the gridded satellite-based precipitation bias correction.

  • PDF

가부반응 데이터 특성을 가지는 탄약 체계의 신뢰도 추정방법 비교 (Comparison of Reliability Estimation Methods for Ammunition Systems with Quantal-response Data)

  • 류장희;백승준;손영갑
    • 한국군사과학기술학회지
    • /
    • 제13권6호
    • /
    • pp.982-989
    • /
    • 2010
  • This paper shows accuracy comparison results of reliability estimation methods for one-shot systems such as ammunitions. Quantal-response data, following a binomial distribution at each sampling time, characterizes lifetimes of one-shot systems. Various quantal-response data of different sample sizes are simulated using lifetime data randomly sampled from assumed weibull distributions with different shape parameters but the identical scale parameter in this paper. Then, reliability estimation methods in open literature are applied to the simulated quantal-response data to estimate true reliability over time. Rankings in estimation accuracy for different sample sizes are determined using t-test of SSE. Furthermore, MSE at each time, including both bias and variance of estimated reliability metrics for each method are analyzed to investigate how much both bias and variance contribute the SSE. From the MSE analysis, MSE provides reliability estimation trend for each method. Parametric estimation method provides more accurate reliability estimation results than the other methods for most of sample sizes.

Reject Inference of Incomplete Data Using a Normal Mixture Model

  • Song, Ju-Won
    • 응용통계연구
    • /
    • 제24권2호
    • /
    • pp.425-433
    • /
    • 2011
  • Reject inference in credit scoring is a statistical approach to adjust for nonrandom sample bias due to rejected applicants. Function estimation approaches are based on the assumption that rejected applicants are not necessary to be included in the estimation, when the missing data mechanism is missing at random. On the other hand, the density estimation approach by using mixture models indicates that reject inference should include rejected applicants in the model. When mixture models are chosen for reject inference, it is often assumed that data follow a normal distribution. If data include missing values, an application of the normal mixture model to fully observed cases may cause another sample bias due to missing values. We extend reject inference by a multivariate normal mixture model to handle incomplete characteristic variables. A simulation study shows that inclusion of incomplete characteristic variables outperforms the function estimation approaches.

Receiver DCB Estimation and Analysis by Types of GPS Receiver

  • Choi, Byung-Kyu;Chung, Jong-Kyun;Cho, Jeong-Ho
    • Journal of Astronomy and Space Sciences
    • /
    • 제27권2호
    • /
    • pp.123-128
    • /
    • 2010
  • This paper analyzes that the global positioning system (GPS) receiver differential code bias (DCB) has effect on the estimation the ionosphere total electron content (TEC). The data from nine permanent GPS sites of the Korea Astronomy and Space Science Institute (KASI) were used for the estimation of the receiver DCB before (Trimble 4000 SSi) and after (Trimble NetRS) the receiver replacement, using the singular value decomposition method. The results showed that the estimated mean value of the receiver DCB varied from 0.11 ns (nanosecond) to 7.54 ns before the receiver replacement, but the receiver DCBs shoed large values than 20 ns except some stations after the replacement. The receiver DCB showed a relatively large difference by types of the receivers, and, as a result, it had a great effect on the estimation the ionosphere TEC using GPS.

Minimum Hellinger Distance Estimation and Minimum Density Power Divergence Estimation in Estimating Mixture Proportions

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
    • /
    • 제16권4호
    • /
    • pp.1159-1165
    • /
    • 2005
  • Basu et al. (1998) proposed a new density-based estimator, called the minimum density power divergence estimator (MDPDE), which avoid the use of nonparametric density estimation and associated complication such as bandwidth selection. Woodward et al. (1995) examined the minimum Hellinger distance estimator (MHDE), proposed by Beran (1977), in the case of estimation of the mixture proportion in the mixture of two normals. In this article, we introduce the MDPDE for a mixture proportion, and show that both the MDPDE and the MHDE have the same asymptotic distribution at a model. Simulation study identifies some cases where the MHDE is consistently better than the MDPDE in terms of bias.

  • PDF

Estimation of Denominators- a New Approach for Calculating of Various Rates in Cancer Registries

  • Haroon, A.S.;Gupta, S.M.;Tyagi, B.B.;Farhat, J.
    • Asian Pacific Journal of Cancer Prevention
    • /
    • 제13권7호
    • /
    • pp.3229-3232
    • /
    • 2012
  • In this study, cancer incidence data were assessed to provide various rates of five year age groups for a given year, lying between two census years. The individual exponential growth rate method is most useful in both population-based and non-population cased cancer registries in India to estimate the population by five yearly age groups and also find the rates of crude rates, age standard rates and cumulative rates. This method has been shown to endure from bias and often results sacrificing the overall growth rate and correction factor must be needful in five year age group population to maintain it. A second method, the difference distribution method is also able to maintain the overall growth rate and overcome the bias in estimation of five yearly age group populations. From this point of view these methods serving a new technique for population estimation by five yearly age groups for inter census years.

A response probability estimation for non-ignorable non-response

  • Chung, Hee Young;Shin, Key-Il
    • Communications for Statistical Applications and Methods
    • /
    • 제29권2호
    • /
    • pp.263-275
    • /
    • 2022
  • Use of appropriate technique for non-response occurring in sample survey improves the accuracy of the estimation. Many studies have been conducted for handling non-ignorable non-response and commonly the response probability is estimated using the propensity score method. Recently, post-stratification method to obtain the response probability proposed by Chung and Shin (2017) reduces the effect of bias and gives a good performance in terms of the MSE. In this study, we propose a new response probability estimation method by combining the propensity score adjustment method using the logistic regression model with post-stratification method used in Chung and Shin (2017). The superiority of the proposed method is confirmed through simulation.

전수층 무응답 편향보정 추정법에 관한 연구 (A study on non-response bias adjusted estimation for take-all stratum)

  • 정희영;신기일
    • 응용통계연구
    • /
    • 제33권4호
    • /
    • pp.409-420
    • /
    • 2020
  • 사업체조사에서는 흔히 수정절사법이 사용되며 이 방법을 사용함으로써 표본의 수를 줄이면서도 추정의 정확성을 향상 시킬 수 있다. 그러나 전수층의 무응답률은 크게 높아지고 있으며 예비표본을 이용한 표본대체가 불가능하기 때문에 전수층에서 발생한 무응답은 추정의 정확성을 크게 떨어뜨리고 있다. 특히 무응답이 관심변수에 영향을 받는 경우에는 편향이 발생할 가능성이 매우 높기 때문에 이를 적절히 처리하는 것은 매우 중요하다. 본 연구에서는 전수층에서 발생한 무응답을 적절히 처리하는 방법의 하나로 편향보정 추정법을 제안하였다. 특히 Chung과 Shin(2020)에서 제안한 편향보정 추정량을 전수층 편향보정에 적용하였으며 전수층이라는 특수한 경우에 맞는 새로운 추정 방법을 제안하였다. 또한 모의실험을 통해 제안된 방법의 우수성을 살펴보았으며 실제 자료 분석을 실시하여 본 논문에서 제안한 방법의 우수성을 확인하였다.

Satellite-based Rainfall for Water Resources Application

  • Supattra, Visessri;Piyatida, Ruangrassamee;Teerawat, Ramindra
    • 한국수자원학회:학술대회논문집
    • /
    • 한국수자원학회 2017년도 학술발표회
    • /
    • pp.188-188
    • /
    • 2017
  • Rainfall is an important input to hydrological models. The accuracy of hydrological studies for water resources and floods management depend primarily on the estimation of rainfall. Thailand is among the countries that have regularly affected by floods. Flood forecasting and warning are necessary to prevent or mitigate loss and damage. Merging near real time satellite-based precipitation estimation with relatively high spatial and temporal resolutions to ground gauged precipitation data could contribute to reducing uncertainty and increasing efficiency for flood forecasting application. This study tested the applicability of satellite-based rainfall for water resources management and flood forecasting. The objectives of the study are to assess uncertainty associated with satellite-based rainfall estimation, to perform bias correction for satellite-based rainfall products, and to evaluate the performance of the bias-corrected rainfall data for the prediction of flood events. This study was conducted using a case study of Thai catchments including the Chao Phraya, northeastern (Chi and Mun catchments), and the eastern catchments for the period of 2006-2015. Data used in the study included daily rainfall from ground gauges, telegauges, and near real time satellite-based rainfall products from TRMM, GSMaP and PERSIANN CCS. Uncertainty in satellite-based precipitation estimation was assessed using a set of indicators describing the capability to detect rainfall event and efficiency to capture rainfall pattern and amount. The results suggested that TRMM, GSMaP and PERSIANN CCS are potentially able to improve flood forecast especially after the process of bias correction. Recommendations for further study include extending the scope of the study from regional to national level, testing the model at finer spatial and temporal resolutions and assessing other bias correction methods.

  • PDF