• 제목/요약/키워드: Confidence Estimation

검색결과 452건 처리시간 0.022초

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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    • 제4권2호
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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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    • 제18권3호
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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.

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

  • 최민정;이종학;김원경
    • 한국수학교육학회지시리즈A:수학교육
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    • 제55권3호
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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.

PROC MIXED를 활용한 혼합모형의 신뢰구간추정 (Interval Estimation in Mixed Model by Use of PROC MIXED)

  • 박동준
    • 응용통계연구
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    • 제19권2호
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    • pp.349-360
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    • 2006
  • SAS의 PROC MIXED를 사용하면 일반적인 ANOVA 추정량뿐만 아니라 더 많은 장점을 갖는 제한최대우도추정법 또는 최대우도추정법으로 모수들을 추론할 수 있다. 혼합모형에 속하는 불균형중첩오차구조를 갖는 선형회귀모형에서 랜덤효과와 관련된 그룹간 분산의 신뢰 구간과 고정효과에 해당되는 회귀 계수들에 대 한 신뢰구간을 구하기 위하여 세 가지 크기를 갖는 표본에 대하여 PROC MIXED를 사용하였다. 모의실험을 실행한 결과, 대표본인 경우에는 모수들의 신뢰 구간을 구하기 위하여 PROC MIXED를 활용할 수 있지만, 소표본인 경우에는 PROC MIXED를 사용할 경우, 그룹간 분산의 신뢰 구간과 회귀계수 가운데 절편항의 신뢰구간은 주어진 신뢰계수를 지키지 못하는 것을 보인다.

Sequential Estimation of variable width confidence interval for the mean

  • Kim, Sung Lai
    • 충청수학회지
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    • 제14권2호
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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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    • 제19권4호
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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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모의실험에 의한 온실가스 인벤토리 불확도 산정을 위한 지수분포 신뢰구간 추정방법 (Estimation of confidence interval in exponential distribution for the greenhouse gas inventory uncertainty by the simulation study)

  • 이영섭;김희경;손덕규;이종식
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.825-833
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    • 2013
  • 온실가스 인벤토리 불확도 산정을 위해서는 인벤토리의 신뢰구간 추정이 필수적이다. 일반적으로 모수에 대한 신뢰구간 추정시에는 모집단이 정규분포를 따른다고 가정한다. 그러나 자료의 구조가 복잡해짐에 따라 정규분포가 아닌 비대칭형 자료, 즉 양의 왜도를 갖는 자료의 경우 기존의 정규분포를 가정한 신뢰구간 추정 방식은 적합하지 않다. 본 연구에서는 비대칭형 분포인 지수분포의 신뢰구간추정 방법으로 모수적인 방법과 비모수적인 방법에 대해 각각 비교분석하였다. 모의실험을 통한 신뢰구간 추정 결과를 바탕으로 범위확률, 신뢰구간 길이, 상대적 편의를 비교한 결과 모수적 방법 중에서 예상했던 대로 정확한 방법인 카이제곱방법이 신뢰계수와 유사한 범위확률을 보이고 상대적 편의도 작아 모수적 방법 중에서 신뢰구간 추정에 가장 적합한 것으로 나타났다. 마찬가지로 비모수적 방법 중에서는 표준화된 t-붓스트랩 방법이 가장 적합한 것으로 나타났다.

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

  • 박재광;김선옥;손광훈;민동보
    • 한국멀티미디어학회논문지
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    • 제19권9호
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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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    • 제18권1호
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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.

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

  • 황익순
    • 한국전자통신학회논문지
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    • 제5권5호
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    • pp.435-443
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    • 2010
  • 확률적 특성을 가지는 시스템의 시험을 위해서는 시험 입력을 일정 횟수만큼 반복하여 제공하고 관찰된 데이터를 기반으로 판정이 내려져야 한다. 구간 추정 기법을 이용하여 관찰된 데이터로부터 확률 값이 올바른지 여부를 판단할 수 있으며, 이 때 적절한 신뢰구간의 선택은 시험의 품질을 결정하는 중요한 요인이 된다. 본 논문에서는 다양한 크기의 표본에 대해 대표적인 구간 추정 기법인 Wald 신뢰구간과 Agresti-Coull 신뢰구간을 비교 분석한다. 각 신뢰구간이 확률 값 시험에 사용되었을 경우 올바른 구현 제품이 시험을 통과할 확률과 잘못된 구현제품이 시험을 통과하지 못할 확률을 기반으로 비교 분석을 수행하며, 확률 값이 올바른지를 판단하기 위한 양측검정뿐만 아니라 확률 값이 기준 확률 이상인지 여부를 판단하기 위한 단측검정을 사용하는 경우에 대해서도 비교 분석을 수행한다. 비교 분석 결과 양측검정의 경우 Agresti-Coull 신뢰구간을 사용할 것을 추천하며, 단측검정의 경우 큰 크기의 표본에 대해서는 Agresti-Coull 신뢰구간을, 적은 크기의 표본에 대해서는 Wald 신뢰구간 또는 Agresti-Coull 신뢰구간을 선택적으로 사용할 것을 추천한다.