• Title/Summary/Keyword: Bootstrap Simulation

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On Statistical Inference of Stratified Population Mean with Bootstrap (층화모집단 평균에 대한 붓스트랩 추론)

  • Heo, Tae-Young;Lee, Doo-Ri;Cho, Joong-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.405-414
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    • 2012
  • In a stratified sample, the sampling frame is divided into non-overlapping groups or strata (e.g. geographical areas, age-groups, and genders). A sample is taken from each stratum, if this sample is a simple random sample it is referred to as stratified random sampling. In this paper, we study the bootstrap inference (including confidence interval) and test for a stratified population mean. We also introduce the bootstrap consistency based on limiting distribution related to the plug-in estimator of the population mean. We suggest three bootstrap confidence intervals such as standard bootstrap method, percentile bootstrap method and studentized bootstrap method. We also suggest a bootstrap test method computing the $ASL_{boot}$(Achieved Significance Level). The results of estimation are verified using simulation.

Bootstrap confidence interval for survival function in the Koziol-Green model (KOZIOL-GREEN 모형에서 생존함수에 대한 붓스트랩 구간추정)

  • 조길호;정성화;최달우;최현숙
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.151-161
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    • 1998
  • We study the bootstrap interval estimation for survival function in the Koziol-Green model. We construct the approximate bootstrap confidence intervals for survival function and prove the strong consistency for the bootstrap estimator of survival function. Finally we show that the approximate bootstrap confidence intervals are better in terms of coverage probability than confidence intervals based on asymptotic normal distribution and transformations of survival function via Monte Carlo simulation study.

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Design of Combined Shewhart-CUSUM Control Chart using Bootstrap Method (Bootstrap 방법을 이용한 결합 Shewhart-CUSUM 관리도의 설계)

  • 송서일;조영찬;박현규
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.25 no.4
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    • pp.1-7
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    • 2002
  • Statistical process control is used widely as an effective tool to solve the quality problems in practice fields. All the control charts used in statistical process control are parametric methods, suppose that the process distributes normal and observations are independent. But these assumptions, practically, are often violated if the test of normality of the observations is rejected and/or the serial correlation is existed within observed data. Thus, in this study, to screening process, the Combined Shewhart - CUSUM quality control chart is described and evaluated that used bootstrap method. In this scheme the CUSUM chart will quickly detect small shifts form the goal while the addition of Shewhart limits increases the speed of detecting large shifts. Therefor, the CSC control chart is detected both small and large shifts in process, and the simulation results for its performance are exhibited. The bootstrap CSC control chart proposed in this paper is superior to the standard method for both normal and skewed distribution, and brings in terms of ARL to the same result.

Prediction Intervals for Nonlinear Time Series Models Using the Bootstrap Method (붓스트랩을 이용한 비선형 시계열 모형의 예측구간)

  • 이성덕;김주성
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.219-228
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    • 2004
  • In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.

Comparison and Evaluation of Performance for Standard Control Limits and Bootstrap Percentile Control Limits in $\bar{x}$ Control Chart ($\bar{x}$ 관리도의 표준관리한계와 부트스트랩 백분률 관리한계의 수행도 비교평가)

  • 송서일;이만웅
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.52
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    • pp.347-354
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    • 1999
  • Statistical Process Control(SPC) which uses control charts is widely used to inspect and improve manufacturing process as a effective method. A parametric method is the most common in statistical process control. Shewhart chart was made under the assumption that measurements are independent and normal distribution. In practice, this assumption is often excluded, for example, in case of (equation omitted) chart, when the subgroup sample is small or correlation, it happens that measured data have bias or rejection of the normality test. A bootstrap method can be used in such a situation, which is calculated by resampling procedure without pre-distribution assumption. In this study, applying bootstrap percentile method to (equation omitted) chart, it is compared and evaluated standard process control limit with bootstrap percentile control limit. Also, under the normal and non-normal distributions, where parameter is 0.5, using computer simulation, it is compared standard parametric with bootstrap method which is used to decide process control limits in process quality.

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Study on Synchronization Using Bootstrap Signals for ATSC 3.0 Systems (ATSC 3.0 시스템을 위한 부트스트랩 신호를 이용한 동기 방식 연구)

  • Kim, Jeongchang;Kim, Hyeongseok;Park, Sung Ik;Kim, Heung Mook
    • Journal of Broadcast Engineering
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    • v.21 no.6
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    • pp.899-912
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    • 2016
  • In ATSC 3.0 systems, a bootstrap signal is located at the start of each frame. In this paper, we propose an initial synchronization scheme for ATSC 3.0 systems using the bootstrap signal. The bootstrap signal of ATSC 3.0 has several repetition patterns in the time domain. By utilizing the repetition patterns within the bootstrap, the proposed scheme can obtain an initial synchronization at the receiver. Also, simulation results show that the proposed scheme can obtain an initial synchronization at very low signal-to-noise ratios.

BOOTSTRAP TESTS FOR THE EQUALITY OF DISTRIBUTIONS

  • Ping, Jing
    • Journal of applied mathematics & informatics
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    • v.7 no.2
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    • pp.467-482
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    • 2000
  • Testing equality of two and k distributions has long been an interesting issue in statistical inference. To overcome the sparseness of data points in high-dimensional space and deal with the general cases, we suggest several projection pursuit type statistics. Some results on the limiting distributions of the statistics are obtained, some properties of Bootstrap approximation are investigated. Furthermore, for computational reasons an approximation for the statistics the based on Number theoretic method is applied. Several simulation experiments are performed.

Bootstrap Confidence Bounds for P(X>Y)

  • Lee, In Suk;Cho, Jang Sik
    • Journal of Korean Society for Quality Management
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    • v.23 no.4
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    • pp.64-73
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    • 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.

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Bootstrap Confidence Bounds for P(X>Y) in 1-Way Random Effect Model with Equal Variances

  • Kim, Dal Ho;Cho, Jang Sik
    • Journal of Korean Society for Quality Management
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    • v.24 no.1
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    • pp.87-95
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    • 1996
  • We construct bootstrap confidence bounds for reliability, R=P(X>Y), where X and Y are independent normal random variables. 1-way random effect models with equal variances are assumed for the populations of X and Y. We compare the accuracy of the proposed bootstrap confidence bounds and classical confidence bound for small samples via Monte Carlo simulation.

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The binary bootstrap for single simulation output analysis

  • 김윤배
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1992.04b
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    • pp.105-116
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    • 1992
  • 이 논문에서는 discrete-event모의실험을 사용해서 대기행렬모형에서 대기시간이 길어지는 확률을 추정하는 문제를 연구했습니다. 단 한번의 모의실험에서 확률의 신뢰구간을 구할 수 있는 방법인, binary bootstrap을 개발했습니다. Bernoulli trial과 first-order Markov processes에 적용하여 본 결과 이론치에 별 차이없이 추정하였습니다. 또한 M/M/1 대기행렬모형에서 대기시간이 길 확률을 추정했을 때 batch means방법보다 binary bootstrap이 월등히 우수한 결과를 보였습니다.

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