• Title/Summary/Keyword: Data Bias

Search Result 1,766, Processing Time 0.032 seconds

Truncated Point and Reliability in a Right Truncated Rayleigh Distribution

  • Kim, Joong-Dae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.4
    • /
    • pp.1343-1348
    • /
    • 2006
  • Parametric estimation of a truncated point in a right truncated Rayleigh distribution will be considered. The MLE, a bias reduced estimator and the ordinary jackknife estimator of the truncated point in the right truncated Rayleigh distribution will be compared by mean square errors. And proposed estimators of the reliability in the right truncated Rayleigh distribution will be compared by their mean squared errors.

  • PDF

Detecting artefacts in analyses of extreme wind speeds

  • Cook, Nicholas J.
    • Wind and Structures
    • /
    • v.19 no.3
    • /
    • pp.271-294
    • /
    • 2014
  • The impact of artefacts in archived wind observations on the design wind speed obtained by extreme value analysis is demonstrated using case studies. A signpost protocol for detecting candidate artefacts is described and its performance assessed by comparing results against previously validated data. The protocol targets artefacts by exploiting the serial correlation between observations. Additional "sieve" algorithms are proposed to identify types of correctable artefact from their "signature" in the data. In extreme value analysis, artefacts displace valid observations only when they are larger, hence always increase the design wind speed. Care must be taken not identify large valid values as artefacts, since their removal will tend to underestimate the design wind speed.

Estimation for ordered means in normal distributions

  • Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.21 no.5
    • /
    • pp.951-958
    • /
    • 2010
  • In this paper, we obtain the restricted maximum likelihood estimators (RMLE's) for means in normal distributions with the ordered mean constraints. The biases and mean squared errors (MSE's) of these RMLE's are approximated by Mote Carlo methods. In every case a substantial savings in MSE is obtained at the expense of a small loss in bias when using RMLE's instead of the unrestricted MLE's.

A correction of SE from penalized partial likelihood in frailty models

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.5
    • /
    • pp.895-903
    • /
    • 2009
  • The penalized partial likelihood based on restricted maximum likelihood method has been widely used for the inference of frailty models. However, the standard-error estimate for frailty parameter estimator can be downwardly biased. In this paper we show that such underestimation can be corrected by using hierarchical likelihood. In particular, the hierarchical likelihood gives a statistically efficient procedure for various random-effect models including frailty models. The proposed method is illustrated via a numerical example and simulation study. The simulation results demonstrate that the corrected standard-error estimate largely improves such bias.

  • PDF

Estimation of the Mean and Variance for Normal Distributions whose Both Sides are Truncated

  • Hong, Chong-Sun;Choi, Yun-Young
    • Communications for Statistical Applications and Methods
    • /
    • v.9 no.1
    • /
    • pp.249-259
    • /
    • 2002
  • In order to estimate the mean and variance for a Normal distribution which is truncated at both right and left sides, maximum likelihood estimators based on the entire sample from the original distribution are compared with the sample mean and variance of the censored sample which is the data remaining after truncation using simulation. We found that, surprisingly, the mean squared error of the mean based on the censored data Is smaller than that of the full sample estimators.

Jackknife Estimation in an Exponential Model

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.1
    • /
    • pp.193-200
    • /
    • 2004
  • Parametric estimation of truncated point in a truncated exponential distribution will be considered. The MLE, bias reducing estimator and the ordinary jackknife estimator of the truncated parameter will be compared by mean square errors. And the MME and MLE of mean parameter and estimations of the right tail probability in the distribution will be compared by their MSE's.

  • PDF

Boundary Corrected Smoothing Splines

  • Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.9 no.1
    • /
    • pp.77-88
    • /
    • 1998
  • Smoothing spline estimators are modified to remove boundary bias effects using the technique proposed in Eubank and Speckman (1991). An O(n) algorithm is developed for the computation of the resulting estimator as well as associated generalized cross-validation criteria, etc. The asymptotic properties of the estimator are studied for the case of a linear smoothing spline and the upper bound for the average mean squared error of the estimator given in Eubank and Speckman (1991) is shown to be asymptotically sharp in this case.

  • PDF

Mean Residual Life Times (평균잔여수명함수(平均殘餘壽命函數)의 추정(推定))

  • Lee, Sang-Bock;Park, Byung-Gu
    • Journal of the Korean Data and Information Science Society
    • /
    • v.2
    • /
    • pp.11-21
    • /
    • 1991
  • A different approach to the evaluation of mean residual life function under the random censorship model is presented. For small sample sizes, the performances between the proposed estimator and other estimators for men residual life function are compared in terms of bias and mean square error via a Monte Carlo study.

  • PDF

Bias Characteristics Analysis of Himawari-8/AHI Clear Sky Radiance Using KMA NWP Global Model (기상청 전구 수치예보모델을 활용한 Himawari-8/AHI 청천복사휘도 편차 특성 분석)

  • Kim, Boram;Shin, Inchul;Chung, Chu-Yong;Cheong, Seonghoon
    • Korean Journal of Remote Sensing
    • /
    • v.34 no.6_1
    • /
    • pp.1101-1117
    • /
    • 2018
  • The clear sky radiance (CSR) is one of the baseline products of the Himawari-8 which was launched on October, 2014. The CSR contributes to numerical weather prediction (NWP) accuracy through the data assimilation; especially water vapor channel CSR has good impact on the forecast in high level atmosphere. The focus of this study is the quality analysis of the CSR of the Himawari-8 geostationary satellite. We used the operational CSR (or clear sky brightness temperature) products in JMA (Japan Meteorological Agency) as observation data; for a background field, we employed the CSR simulated using the Radiative Transfer for TOVS (RTTOV) with the atmospheric state from the global model of KMA (Korea Meteorological Administration). We investigated data characteristics and analyzed observation minus background statistics of each channel with respect to regional and seasonal variability. Overall results for the analysis period showed that the water vapor channels (6.2, 6.9, and $7.3{\mu}m$) had a positive mean bias where as the window channels(10.4, 11.2, and $12.4{\mu}m$) had a negative mean bias. The magnitude of biases and Uncertainty result varied with the regional and the seasonal conditions, thus these should be taken into account when using CSR data. This study is helpful for the pre-processing of Himawari-8/Advanced Himawari Imager (AHI) CSR data assimilation. Furthermore, this study also can contribute to preparing for the utilization of products from the Geo-Kompsat-2A (GK-2A), which will be launched in 2018 by the National Meteorological Satellite Center (NMSC) of KMA.

Comparison of Model-simulated Atmospheric Carbon Dioxide with GOSAT Retrievals

  • Shim, Chang-Sub;Nassar, Ray;Kim, Jhoon
    • Asian Journal of Atmospheric Environment
    • /
    • v.5 no.4
    • /
    • pp.263-277
    • /
    • 2011
  • Global atmospheric $CO_2$ distributions were simulated with a chemical transport model (GEOS-Chem) and compared with space-borne observations of $CO_2$ column density by GOSAT from April 2009 to January 2010. The GEOS-Chem model simulated 3-D global atmospheric $CO_2$ at $2^{\circ}{\times}2.5^{\circ}$ horizontal resolution using global $CO_2$ surface sources/sinks as well as 3-D emissions from aviation and the atmospheric oxidation of other carbon species. The seasonal cycle and spatial distribution of GEOS-Chem $CO_2$ columns were generally comparable with GOSAT columns over each continent with a systematic positive bias of ~1.0%. Data from the World Data Center for Greenhouse Gases (WDCGG) from twelve ground stations spanning $90^{\circ}S-82^{\circ}N$ were also compared with the modeled data for the period of 2004-2009 inclusive. The ground-based data show high correlations with the GEOS-Chem simulation ($0.66{\leq}R^2{\leq}0.99$) but the model data have a negative bias of ~1.0%, which is primarily due to the model initial conditions. Together these two comparisons can be used to infer that GOSAT $CO_2$ retrievals underestimate $CO_2$ column concentration by ~2.0%, as demonstrated in recent validation work using other methods. We further estimated individual source/sink contributions to the global atmospheric $CO_2$ budget and trends through 7 tagged $CO_2$ tracers (fossil fuels, ocean exchanges, biomass burning, biofuel burning, net terrestrial exchange, shipping, aviation, and CO oxidation) over 2004-2009. The global $CO_2$ trend over this period (2.1 ppmv/year) has been mainly driven by fossil fuel combustion and cement production (3.2 ppmv/year), reinforcing the fact that rigorous $CO_2$ reductions from human activities are necessary in order to stabilize atmospheric $CO_2$ levels.