• Title/Summary/Keyword: Bootstrap Interval

Search Result 110, Processing Time 0.027 seconds

Construction of a Design Curve for Fatigue Model Using Bootstrap Method (붓스트랩방법을 이용한 피로모형의 설계곡선 설정)

  • 서순근;조유희
    • Journal of Korean Society for Quality Management
    • /
    • v.30 no.4
    • /
    • pp.106-119
    • /
    • 2002
  • The fatigue curve with estimated parameters represents the estimate of the median or mean life at a given applied stress But, in order to assist a designer in making decisions regarding the fatigue failure mode, it is common practice to construct a design curve on the lower or safe side of data. In this study, to overcome the limitations(i.e., no runout, equal variance, and quality of the approximation, etc) of Shen, Wirsching, and Cashman's method which suggested the approximate design curve for nonlinear models using tolerance interval constructed by Owen's method, an algorithm to find design curves under the fatigue model using a parametric bootstrap method, is proposed and illustrated with multiple fatigue data sets.

Bootstrap confidence intervals for classification error rate in circular models when a block of observations is missing

  • Chung, Hie-Choon;Han, Chien-Pai
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.4
    • /
    • pp.757-764
    • /
    • 2009
  • In discriminant analysis, we consider a special pattern which contains a block of missing observations. We assume that the two populations are equally likely and the costs of misclassification are equal. In this situation, we consider the bootstrap confidence intervals of the error rate in the circular models when the covariance matrices are equal and not equal.

  • PDF

Bootstrap Confidence Bounds for P(X>Y)

  • Lee, In Suk;Cho, Jang Sik
    • Journal of Korean Society for Quality Management
    • /
    • v.23 no.4
    • /
    • pp.64-73
    • /
    • 1995
  • In this paper, the stress strength model is assumed for the populations of X and Y, where distributions of X and Y are independent normal with unknown parameters. We construct bootstrap confidence intervals for reliability, R=P(X>Y) and compare the accuracy of the proposed bootstrap confidence intervals and classical confidence interval through Monte Carlo simulation.

  • PDF

Bootstrap Confidence Intervals of Classification Error Rate for a Block of Missing Observations

  • Chung, Hie-Choon
    • Communications for Statistical Applications and Methods
    • /
    • v.16 no.4
    • /
    • pp.675-686
    • /
    • 2009
  • In this paper, it will be assumed that there are two distinct populations which are multivariate normal with equal covariance matrix. We also assume that the two populations are equally likely and the costs of misclassification are equal. The classification rule depends on the situation when the training samples include missing values or not. We consider the bootstrap confidence intervals for classification error rate when a block of observation is missing.

Bootstrap Confidence Intervals for Reliability in 1-way ANOVA Random Model

  • Dal Ho Kim;Jang Sik Cho
    • Communications for Statistical Applications and Methods
    • /
    • v.3 no.1
    • /
    • pp.87-99
    • /
    • 1996
  • We construct bootstrap confidence intervals for reliability, R= P{X>Y}, where X and Y are independent normal random variables. One way ANOVA random effect models are assumed for the populations of X and Y, where standard deviations $\sigma_{x}$ and $\sigma_{y}$ are unequal. We investigate the accuracy of the proposed bootstrap confidence intervals and classical confidence intervals work better than classical confidence interval for small sample and/or large value of R.

  • PDF

A Comparison of Some Approximate Confidence Intervals for he Poisson Parameter

  • Kim, Daehak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.3
    • /
    • pp.899-911
    • /
    • 2000
  • In this paper, we reviewed thirteen methods for finding confidence intervals for he mean of poisson distribution. Bootstrap confidence intervals are also introduced. Two bootstrap confidence intervals are compared with the other existing eleven confidence intervals by using Monte Carlo simulation with respect to the average coverage probability of Woodroofe and Jhun (1989).

  • PDF

Semi-parametric Bootstrap Confidence Intervals for High-Quantiles of Heavy-Tailed Distributions (꼬리가 두꺼운 분포의 고분위수에 대한 준모수적 붓스트랩 신뢰구간)

  • Kim, Ji-Hyun
    • Communications for Statistical Applications and Methods
    • /
    • v.18 no.6
    • /
    • pp.717-732
    • /
    • 2011
  • We consider bootstrap confidence intervals for high quantiles of heavy-tailed distribution. A semi-parametric method is compared with the non-parametric and the parametric method through simulation study.

Bootstrap Analysis of ILSTS035 Microsatellite Locus in Hanwoo Chromosome 6

  • Lee, Jea-Young;Lee, Yong-Won;Kim, Mun-Jung
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.1
    • /
    • pp.75-81
    • /
    • 2004
  • We selected, in previous research, a major DNA Marker 235bp of ILSTS035 microsatellite locus in progeny test Hanwoo chromosome 6. We apply a major DNA Marker 235bp to perormance valuation Hanwoo chomosome 6. We use bootstrap BCa method and calculate confidence interval. A major DNA Marker 235bp is verified that it does not have environmental effect but affects primely economic trait factor.

  • PDF

Bootstrap Confidence Intervals for the INAR(p) Process

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.2
    • /
    • pp.343-358
    • /
    • 2006
  • The distributional properties of forecasts in an integer-valued time series model have not been discovered yet mainly because of the complexity arising from the binomial thinning operator. We propose two bootstrap methods to obtain nonparametric prediction intervals for an integer-valued autoregressive model : one accommodates the variation of estimating parameters and the other does not. Contrary to the results of the continuous ARMA model, we show that the latter is better than the former in forecasting the future values of the integer-valued autoregressive model.

Bootstrap Confidence Intervals for Regression Coefficients under Censored Data

  • Cho, Kil-Ho;Jeong, Seong-Hwa
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.2
    • /
    • pp.355-363
    • /
    • 2002
  • Using the Buckley-James method, we construct bootstrap confidence intervals for the regression coefficients under the censored data. And we compare these confidence intervals in terms of the coverage probabilities and the expected confidence interval lengths through Monte Carlo simulation.

  • PDF