• 제목/요약/키워드: Confidence Estimation

검색결과 452건 처리시간 0.026초

Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation

  • Lee, Juhee;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • 제28권6호
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    • pp.627-641
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    • 2021
  • An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

통계적 신뢰구간 개념을 도입한 검지기 성능평가 (Detector Evaluation Scheme Including the Concept of Confidence Interval in Statistics)

  • 장진환;김병화
    • 한국ITS학회 논문지
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    • 제10권1호
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    • pp.67-75
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    • 2011
  • 본 논문은 기존의 단일값(점추정)으로 제시하던 검지기 성능평가 결과를 통계적 신뢰구간(구간추정)으로 제시하기 위한 검지기 성능평가 방안을 제시했다. 일반적으로 구간추정은 점추정에 비해 표본 통계의 더 많은 정보를 제공하기 때문에 기존 단일값으로 제시해 오던 검지기 성능평가 결과의 신뢰성을 향상시킬 수 있다. 방법론은 크게 표본 추출, 평가척도 분석, 평가결과 제시의 세 부분으로 나누어진다. 표본추출 방법에는 다양한 통계적 표본 추출 방법이 있지만 교통, 조도, 기상조건에 따라 변화하는 차량검지기 성능의 특성상 층화추출법이 통계적 신뢰구간 제시를 위한 가장 적합한 방법론으로 간주되었다. 또한 기존에 널리 사용된 검지기 성능평가 척도들의 특징을 면밀히 분석하여 평가자로 하여금 해당 검지자료에 적합한 평가척도를 선택할 수 있는 프로세스를 정립하였다. 마지막으로 평가기간 전체(예. 30분)와 개별분석 단위(예. 1분) 평가결과의 통계적 신뢰구간을 반영하기 위한 방법론을 제시했다. 본 연구는 기존 검지기 성능평가 결과의 단일값 제시로 인해 불가능 했던 신뢰구간 제시를 가능하게 함에 따라 검지기 성능평가 결과의 신뢰성을 향상시킬 수 있을 것으로 판단된다.

Choosing between the Exact and the Approximate Confidence Intervals: For the Difference of Two Independent Binomial Proportions

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.363-372
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    • 2009
  • The difference of two independent binomial proportions is frequently of interest in biomedical research. The interval estimation may be an important tool for the inferential problem. Many confidence intervals have been proposed. They can be classified into the class of exact confidence intervals or the class of approximate confidence intervals. Ore may prefer exact confidence interval s in that they guarantee the minimum coverage probability greater than the nominal confidence level. However, someone, for example Agresti and Coull (1998) claims that "approximation is better than exact." It seems that when sample size is large, the approximate interval is more preferable to the exact interval. However, the choice is not clear when sample, size is small. In this note, an exact confidence and an approximate confidence interval, which were recommended by Santner et al. (2007) and Lee (2006b), respectively, are compared in terms of the coverage probability and the expected length.

통계적 추정에 관한 예비 수학교사들과 고등학생들의 오개념 비교 분석 (A Comparative Study on Misconception about Statistical Estimation that Future Math Teachers and High School Students have)

  • 한가희;전영주
    • 한국학교수학회논문집
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    • 제21권3호
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    • pp.247-266
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    • 2018
  • 본 연구에서는 선행연구를 바탕으로 통계적 추정에서 반드시 알아야 할 개념으로 '신뢰구간 및 신뢰도의 의미, 표본평균의 분포와 모평균 추정의 연결, 신뢰구간을 구성하는 요소간의 관계' 3개를 추출하였다. 이를 바탕으로 예비 수학교사들과 고등학생들의 통계적 추정에 대한 태도는 어떠한지, 예비 수학 교사들과 고등학생들의 통계적 추정에 관한 오개념의 인식에 차이가 있는지에 대한 연구문제를 설정하였다. 그 결과 첫째, 통계적 추정 단원에서는 신뢰구간 등을 계산하는 방법 뿐 아니라 그 결과의 의미를 문맥 안에서 해석하는 것 또한 강조되어야 한다. 둘째, 모평균의 추정 단원에서는 주변에서 흔히 볼 수 있는 뉴스나 신문 자료에 나타난 모평균 추정 결과를 해석하는 방법 또한 지도되어야 한다. 셋째, 통계적 추정 단원에서 학생들이 흔히 갖는 오개념에 관한 지식, 통계적 추정의 개념을 효과적으로 지도할 수 있는 방안 등에 대한 현직교사나 예비교사를 대상으로 한 전문성 신장 프로그램이 요구된다는 결론과 시사점을 얻었다.

Change-Point Estimation and Bootstrap Confidence Regions in Weibull Distribution

  • Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • 제28권3호
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    • pp.359-370
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    • 1999
  • We considered a change-point hazard rate model generalizing constant hazard rate model. This type of model is very popular in the sense that the Weibull and exponential distributions formulating survival time data are the special cases of it. Maximum likelihood estimation and the asymptotic properties such as the consistency and its limiting distribution of the change-point estimator were discussed. A parametric bootstrap method for finding confidence intervals of the unknown change-point was also suggested and the proposed method is explained through a practical example.

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Sample Size Determination and Evaluation of Form Errors

  • Chang, Sung Ho;Kim, Sunn Ho
    • 품질경영학회지
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    • 제22권3호
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    • pp.85-98
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    • 1994
  • In current coordinate measuring machine practice, there are no commonly accepted sample sizes for estimating form errors which have a statistical confidence. Practically, sample size planning is important for the geometrical tolerance inspection using a coordinate measuring machine. We determine and validate appropriate sample sizes for form error estimation. Also, we develop form error estimation methods with certain confidence levels based on the obtained sample sizes in various form errors: straightness, flatness, circularity, and cylindericity.

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Bispectrum을 이용한 EP 신호 복원에서의 Wiener process 응용 (Estimation of the Evoked Potential using Bispectrum with Confidence Thresholding)

  • 박정일;안창범
    • 대한의용생체공학회:학술대회논문집
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    • 대한의용생체공학회 1995년도 추계학술대회
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    • pp.265-268
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    • 1995
  • Signal averaging technique to improve signal-to-noise ratio has widely been used in various fields, especially in electrophysiology. Estimation of the EP(evoked potential) signal using the conventional averaging method fails to correctly reconstruct the original signal under EEG(electroencephalogram) noise especial]y when the latency times of the evoked potential are not identical. Therefore, a technique based on the bispectrum averaging was proposed for recovering signal waveform from a set o noisy signals with variable signal dalay. In this paper an improved bispectrum estimation technique of the RP signal is proposed using a confidence thresholding of the EP signal in frequency domain in which energy distribution of the EP signal is usually not uniform. The suggested technique is coupled with the conventional bispectrum estimation technique such as least square method and recursive method. Some results with simulated data and real EP signal are shown.

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An Integrated Sequential Inference Approach for the Normal Mean

  • Almahmeed, M.A.;Hamdy, H.I.;Alzalzalah, Y.H.;Son, M.S.
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.415-431
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    • 2002
  • A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.

부적합품률의 이항 신뢰구간 추정 및 응용 (Estimation and Application of Binomial Confidence Interval for Nonconforming Proportions)

  • 최성운;이창호
    • 대한안전경영과학회지
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    • 제9권4호
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    • pp.143-147
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    • 2007
  • This paper presents various interval estimation methods of binomial proportion for small n in multi-product small volume production and extremely small ^P like PPM or PPB fraction of defectives. This study classifies interval estimation of binomial proportion into three categories such as exact, approximate, Bayesian methods. These confidence intervals proposed in this paper can be applied to attribute process capability and attribute acceptance sampling plan for PPM or PPB.

BLE기반 비콘을 이용한 실내 환경에서의 사용자 위치추정 (Estimation of Human Location in Indoor Environment using BLE-based Beacon)

  • 임수종;성민관;윤상석
    • 대한임베디드공학회논문지
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    • 제16권5호
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    • pp.195-200
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    • 2021
  • In this paper, we propose a method for a mobile robot to estimate a specific location of a service provision target using a beacon-tag for the purpose of providing location-based services (LBS) to users in an indoor environment. To estimate the location, the irregular characteristics and error factors of the received signal strength indicator (RSSI) generated from the beacon are analyzed, and the distance conversion function is derived from the RSSI data extracted by applying a Gaussian filter. Then, the distance data converted from the plurality of beacons estimates an indoor location through a triangulation technique. After that, the improvement in the location estimation is analyzed by applying the temporal confidence reasoning technique. The possibility of providing a LBS of a mobile robot was confirmed through a location estimation experiment for a plurality of designated locations in an indoor environment.