• Title/Summary/Keyword: Confidence Estimation

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Efficient Anomaly Detection Through Confidence Interval Estimation Based on Time Series Analysis

  • Kim, Yeong-Ju;Jeong, Min-A
    • International journal of advanced smart convergence
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    • v.4 no.2
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    • pp.46-53
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    • 2015
  • This paper suggests a method of real time confidence interval estimation to detect abnormal states of sensor data. For real time confidence interval estimation, the mean square errors of the exponential smoothing method and moving average method, two of the time series analysis method, were compared, and the moving average method with less errors was applied. When the sensor data passes the bounds of the confidence interval estimation, the administrator is notified through alarms. As the suggested method is for real time anomaly detection in a ship, an Android terminal was adopted for better communication between the wireless sensor network and users. For safe navigation, an administrator can make decisions promptly and accurately upon emergency situation in a ship by referring to the anomaly detection information through real time confidence interval estimation.

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.

An analysis of Mathematical Knowledge for Teaching of statistical estimation (통계적 추정을 가르치기 위한 수학적 지식(MKT)의 분석)

  • Choi, Min Jeong;Lee, Jong Hak;Kim, Won Kyung
    • The Mathematical Education
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    • v.55 no.3
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    • pp.317-334
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    • 2016
  • Knowledge and data interpretation on statistical estimation was important to have statistical literacy that current curriculum was said not to satisfy. The author investigated mathematics teachers' MKT on statistical estimation concerning interpretation of confidence interval by using questionnaire and interview. SMK of teachers' confidence was limited to the area of textbooks to be difficult to interpret data of real life context. Most of teachers wrongly understood SMK of interpretation of confidence interval to have influence upon PCK making correction of students' wrong concept. SMK of samples and sampling distribution that were basic concept of reliability and confidence interval cognized representation of samples rather exactly not to understand importance and value of not only variability but also size of the sample exactly, and not to cognize appropriateness and needs of each stage from sampling to confidence interval estimation to have great difficulty at proper teaching of statistical estimation. PCK that had teaching method had problem of a lot of misconception. MKT of sample and sampling distribution that interpreted confidence interval had almost no relation with teachers' experience to require opportunity for development of teacher professionalism. Therefore, teachers were asked to estimate statistic and to get confidence interval and to understand concept of the sample and think much of not only relationship of each concept but also validity of estimated values, and to have knowledge enough to interpret data of real life contexts, and to think and discuss students' concepts. So, textbooks should introduce actual concepts at real life context to make use of exact orthography and to let teachers be reeducated for development of professionalism.

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.

Sequential Estimation of variable width confidence interval for the mean

  • Kim, Sung Lai
    • Journal of the Chungcheong Mathematical Society
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    • v.14 no.2
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    • pp.47-54
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    • 2001
  • Let {Xn, n = 1,2,${\cdots}$} be i.i.d. random variables with the only unknown parameters mean ${\mu}$ and variance a ${\sigma}^2$. We consider a sequential confidence interval C1 for the mean with coverage probability 1-${\alpha}$ and expected length of confidence interval $E_{\theta}$(Length of CI)/${\mid}{\mu}{\mid}{\leq}k$ (k : constant) and give some asymptotic properties of the stopping time in various limiting situations.

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On the Efficient Teaching Method of Confidence Interval in College Education

  • Kim, Yeung-Hoon;Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1281-1288
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    • 2008
  • The purpose of this study is to consider the efficient methods for introducing the confidence interval. We explain various concepts and approaches about the confidence interval estimation. Computing methods for calculating the efficient confidence interval are suggested.

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Estimation of confidence interval in exponential distribution for the greenhouse gas inventory uncertainty by the simulation study (모의실험에 의한 온실가스 인벤토리 불확도 산정을 위한 지수분포 신뢰구간 추정방법)

  • Lee, Yung-Seop;Kim, Hee-Kyung;Son, Duck Kyu;Lee, Jong-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.825-833
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    • 2013
  • An estimation of confidence intervals is essential to calculate uncertainty for greenhouse gases inventory. It is generally assumed that the population has a normal distribution for the confidence interval of parameters. However, in case data distribution is asymmetric, like nonnormal distribution or positively skewness distribution, the traditional estimation method of confidence intervals is not adequate. This study compares two estimation methods of confidence interval; parametric and non-parametric method for exponential distribution as an asymmetric distribution. In simulation study, coverage probability, confidence interval length, and relative bias for the evaluation of the computed confidence intervals. As a result, the chi-square method and the standardized t-bootstrap method are better methods in parametric methods and non-parametric methods respectively.

Confidence Measure of Depth Map for Outdoor RGB+D Database (야외 RGB+D 데이터베이스 구축을 위한 깊이 영상 신뢰도 측정 기법)

  • Park, Jaekwang;Kim, Sunok;Sohn, Kwanghoon;Min, Dongbo
    • Journal of Korea Multimedia Society
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    • v.19 no.9
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    • pp.1647-1658
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    • 2016
  • RGB+D database has been widely used in object recognition, object tracking, robot control, to name a few. While rapid advance of active depth sensing technologies allows for the widespread of indoor RGB+D databases, there are only few outdoor RGB+D databases largely due to an inherent limitation of active depth cameras. In this paper, we propose a novel method used to build outdoor RGB+D databases. Instead of using active depth cameras such as Kinect or LIDAR, we acquire a pair of stereo image using high-resolution stereo camera and then obtain a depth map by applying stereo matching algorithm. To deal with estimation errors that inevitably exist in the depth map obtained from stereo matching methods, we develop an approach that estimates confidence of depth maps based on unsupervised learning. Unlike existing confidence estimation approaches, we explicitly consider a spatial correlation that may exist in the confidence map. Specifically, we focus on refining confidence feature with the assumption that the confidence feature and resultant confidence map are smoothly-varying in spatial domain and are highly correlated to each other. Experimental result shows that the proposed method outperforms existing confidence measure based approaches in various benchmark dataset.

Confidence Intervals and Joint Confidence Regions for the Two-Parameter Exponential Distribution based on Records

  • Asgharzadeh, A.;Abdi, M.
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.103-110
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    • 2011
  • Exponential distribution is widely adopted as a lifetime model. Many authors have considered the interval estimation of the parameters of two-parameter exponential distribution based on complete and censored samples. In this paper, we consider the interval estimation of the location and scale parameters and the joint confidence region of the parameters of two-parameter exponential distribution based on upper records. A simulation study is done for the performance of all proposed confidence intervals and regions. We also propose the predictive intervals of the future records. Finally, a numerical example is given to illustrate the proposed methods.

Comparison of confidence intervals for testing probabilities of a system (시스템의 확률 값 시험을 위한 신뢰구간 비교 분석)

  • Hwang, Ik-Soon
    • The Journal of the Korea institute of electronic communication sciences
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    • v.5 no.5
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    • pp.435-443
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    • 2010
  • When testing systems that incorporate probabilistic behavior, it is necessary to apply test inputs a number of times in order to give a test verdict. Interval estimation can be used to assert the correctness of probabilities where the selection of confidence interval is one of the important issues for quality of testing. The Wald interval has been widely accepted for interval estimation. In this paper, we compare the Wald interval and the Agresti-Coull interval for various sizes of samples. The comparison is carried out based on the test pass probability of correct implementations and the test fail probability of incorrect implementations when these confidence intervals are used for probability testing. We consider two-sided confidence intervals to check if the probability is close to a given value. Also one-sided confidence intervals are considered in the comparison in order to check if the probability is not less than a given value. When testing probabilities using two-sided confidence intervals, we recommend the Agresti-Coull interval. For one-sided confidence intervals, the Agresti-Coull interval is recommended when the size of samples is large while either one of two confidence intervals can be used for small size samples.