• Title/Summary/Keyword: Confidence Estimation

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Estimation of slope , βusing the Sequential Slope in Simple Linear Regression Model

  • Choi, Yong;Kim, Dongjae
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.257-266
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    • 2003
  • Distribution-free estimation methods are proposed for slope, $\beta$ in the simple linear regression model. In this paper, we suggest the point estimators using the sequential slope based on sign test and Wilcoxon signed rank test. Also confidence intervals are presented for each estimation methods. Monte Carlo simulation study is carried out to compare the efficiency of these methods with least square method and Theil´s method. Some properties for the proposed methods are discussed.

A Short Consideration of Binomial Confidence Interval (이항신뢰구간에 대한 소고)

  • Ryu, Jea-Bok
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.731-743
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    • 2009
  • The interval estimation for binomial proportion has been treated practically as well as theoretically for a long time. In this paper we compared the properties of major confidence intervals and summarized current issues for coverage probability and interval length which are the criteria of evaluation for confidence interval. Additionally, we examined the three topics which were considered in using the binomial confidence interval in the field. And finally we discussed the future studies for a low binomial proportion.

Estimating the Nature of Relationship of Entrepreneurship and Business Confidence on Youth Unemployment in the Philippines

  • CAMBA, Aileen L.
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.8
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    • pp.533-542
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    • 2020
  • This study estimates the nature of the relationship of entrepreneurship and business confidence on youth unemployment in the Philippines over the 2001-2017 period. The paper employed a range of cointegrating regression models, namely, autoregressive distributed lag (ARDL) bounds testing approach, Johansen-Juselius (JJ) and Engle-Granger (EG) cointegration models, dynamic OLS, fully modified OLS, and canonical cointegrating regression (CCR) estimation techniques. The Granger causality based on error correction model (ECM) was also performed to determine the causal link of entrepreneurship and business confidence on youth unemployment. The ARDL bounds testing approach, Johansen-Juselius (JJ) and Engle-Granger (EG) cointegration models confirmed the existence of long-run equilibrium relationship of entrepreneurship and business confidence on youth unemployment. The long-run coefficients from JJ and dynamic OLS show significant long-run and positive relationship of entrepreneurship and business confidence on youth unemployment. While results of the long-run coefficients from fully modified OLS and canonical cointegrating regression (CCR) found that only entrepreneurship has significant and positive relationship with youth unemployment in the long-run. The Granger causality based on error correction model (ECM) estimates show evidence of long-run causal relationship of entrepreneurship and business confidence on youth unemployment. In the short-run, increases in entrepreneurship and business confidence causes youth unemployment to decrease.

Implementation of Estimation and Inference on the Web

  • Kang, Heemo;Sim, Songyong
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.913-926
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    • 2000
  • An electronic statistics text on the web is implemented. The introduced text provide interactive instructions on the statistical estimation and inference. As a by-product, we also provide a calculation of quantiles and p-value of t-distribution and standard normal distribution. This program was written in JAVA programming language.

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Theoretical Considerations for the Agresti-Coull Type Confidence Interval in Misclassified Binary Data (오분류된 이진자료에서 Agresti-Coull유형의 신뢰구간에 대한 이론적 고찰)

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.18 no.4
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    • pp.445-455
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    • 2011
  • Although misclassified binary data occur frequently in practice, the statistical methodology available for the data is rather limited. In particular, the interval estimation of population proportion has relied on the classical Wald method. Recently, Lee and Choi (2009) developed a new confidence interval by applying the Agresti-Coull's approach and showed the efficiency of their proposed confidence interval numerically, but a theoretical justification has not been explored yet. Therefore, a Bayesian model for the misclassified binary data is developed to consider the Agresti-Coull confidence interval from a theoretical point of view. It is shown that the Agresti-Coull confidence interval is essentially a Bayesian confidence interval.

The Weighted Polya Posterior Confidence Interval For the Difference Between Two Independent Proportions (독립표본에서 두 모비율의 차이에 대한 가중 POLYA 사후분포 신뢰구간)

  • Lee Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.171-181
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    • 2006
  • The Wald confidence interval has been considered as a standard method for the difference of proportions. However, the erratic behavior of the coverage probability of the Wald confidence interval is recognized in various literatures. Various alternatives have been proposed. Among them, Agresti-Caffo confidence interval has gained the reputation because of its simplicity and fairly good performance in terms of coverage probability. It is known however, that the Agresti-Caffo confidence interval is conservative. In this note, a confidence interval is developed using the weighted Polya posterior which was employed to obtain a confidence interval for the binomial proportion in Lee(2005). The resulting confidence interval is simple and effective in various respects such as the closeness of the average coverage probability to the nominal confidence level, the average expected length and the mean absolute error of the coverage probability. Practically it can be used for the interval estimation of the difference of proportions for any sample sizes and parameter values.

Development of a Target Tracker using Phase Correlation (Phase Correlation을 이용한 표적 추적기 개발)

  • Jin, Sang-Hun;Suk, Jung-Youp
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.165-168
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    • 2004
  • This paper propose a target tracker using phase correlation. The tracker consist of a pre-processing module, a translation estimation module based on phase correlation, a fine motion estimation module applied when confidence rate could not fulfill a threshold value and a reference image update module. The fine motion estimation module measure the shift, rotation and scale of input image compared to reference using Fourier-Mellin transform. Proposed tracker was tested its accuracy and robustness using some real indoor and outdoor image sequences.

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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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Speaker Identification Using Score-based Confidence in Noisy Environments (스코어 기반 관측신뢰도를 이용한 잡음환경하 화자식별)

  • Min, So-Hee;Song, Min-Gyu;Na, Seung-You;Choi, Seung-Ho;Kim, Jin-Young
    • Speech Sciences
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    • v.14 no.4
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    • pp.145-156
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    • 2007
  • The performance of speaker identification is severely degraded in noisy environments. Recently probability weighting method based on observation membership was proposed for overcoming the noise problem[1]. In the paper[1] the observation confidence was calculated from SNR with sigmoid function. However, estimating SNR needs additive calculation amount and estimated SNR is corrupted in dynamic noisy environments. In this paper we propose estimation methods of the observation confidence based on score-based reliabilities (SBR) of entropy and dispersion measures. Generally SBRs are obtained from speaker models' probabilities. The proposed methods are evaluated with ETRI speaker recognition DB. We compared the performances of the proposed methods with those in [1][8]. The experimental results show that the proposed methods can be successfully applied for the case where SNR is not available.

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