• Title/Summary/Keyword: Interval estimation

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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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    • v.16 no.2
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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.

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.

Bayesian Interval Estimation of Tobit Regression Model (토빗회귀모형에서 베이지안 구간추정)

  • Lee, Seung-Chun;Choi, Byung Su
    • The Korean Journal of Applied Statistics
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    • v.26 no.5
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    • pp.737-746
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    • 2013
  • The Bayesian method can be applied successfully to the estimation of the censored regression model introduced by Tobin (1958). The Bayes estimates show improvements over the maximum likelihood estimate; however, the performance of the Bayesian interval estimation is questionable. In Bayesian paradigm, the prior distribution usually reflects personal beliefs about the parameters. Such subjective priors will typically yield interval estimators with poor frequentist properties; however, an objective noninformative often yields a Bayesian procedure with good frequentist properties. We examine the performance of frequentist properties of noninformative priors for the Tobit regression model.

SEQUENTIAL INTERVAL ESTIMATION FOR THE EXPONENTIAL HAZARD RATE WHEN THE LOSS FUNCTION IS STRICTLY CONVEX

  • Jang, Yu Seon
    • Korean Journal of Mathematics
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    • v.21 no.4
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    • pp.429-437
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    • 2013
  • Let $X_1$, $X_2$, ${\cdots}$, $X_n$ be independent and identically distributed random variables having common exponential density with unknown mean ${\mu}$. In the sequential confidence interval estimation for the exponential hazard rate ${\theta}=1/{\mu}$, when the loss function is strictly convex, the following stopping rule is proposed with the half length d of prescribed confidence interval $I_n$ for the parameter ${\theta}$; ${\tau}$ = smallest integer n such that $n{\geq}z^2_{{\alpha}/2}\hat{\theta}^2/d^2+2$, where $\hat{\theta}=(n-1)\bar{X}{_n}^{-1}/n$ is the minimum risk estimator for ${\theta}$ and $z_{{\alpha}/2}$ is defined by $P({\mid}Z{\mid}{\leq}{\alpha}/2)=1-{\alpha}({\alpha}{\in}(0,1))$ Z ~ N(0, 1). For the confidence intervals $I_n$ which is required to satisfy $P({\theta}{\in}I_n){\geq}1-{\alpha}$. These estimated intervals $I_{\tau}$ have the asymptotic consistency of the sequential procedure; $$\lim_{d{\rightarrow}0}P({\theta}{\in}I_{\tau})=1-{\alpha}$$, where ${\alpha}{\in}(0,1)$ is given.

A Testing Method for Evaluating the Call Success Rate of a Mobile Communication System using Interval Estimation (구간 추정 기법을 이용한 이동통신 시스템의 통화 성공률 시험 방법)

  • Hwang, Ik-Soon;Park, Jae-Sung
    • Journal of KIISE:Information Networking
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    • v.37 no.6
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    • pp.494-498
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    • 2010
  • Performance requirements of a system are usually closely related to the quality of service provided by the system. The call success rate of a mobile communication system is, for example, directly linked with the quality of call service. Therefore, meeting the performance requirements is one of the critical issues during the operation of services as well as in system development. In this paper, we present a testing method for evaluating the call success rate of a mobile communication system by using interval estimation. Also we analyze the criterion used in the evaluation of the quality of 3G mobile communication services which was recently performed by Korea Communications Commission and then discuss the problems.

Updated confidence intervals for the COVID-19 antibody retention rate in the Korean population

  • Kamruzzaman, Md.;Apio, Catherine;Park, Taesung
    • Genomics & Informatics
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    • v.18 no.4
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    • pp.45.1-45.5
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    • 2020
  • With the ongoing rise of coronavirus disease 2019 (COVID-19) pandemic across the globe, interests in COVID-19 antibody testing, also known as a serology test has grown, as a way to measure how far the infection has spread in the population and to identify individuals who may be immune. Recently, many countries reported their population based antibody titer study results. South Korea recently reported their third antibody formation rate, where it divided the study between the general population and the young male youths in their early twenties. As previously stated, these simple point estimates may be misinterpreted without proper estimation of standard error and confidence intervals. In this article, we provide an updated 95% confidence intervals for COVID-19 antibody formation rate for the Korean population using asymptotic, exact and Bayesian statistical estimation methods. As before, 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 November 23, 2020, at least 69,524 people were infected but not confirmed. It also shows that more positive cases were found among the young male in their twenties (0.22%), three times that of the general public (0.051%). This thereby calls for the quarantine authorities' need to strengthen quarantine managements for the early twenties in order to find the hidden infected people in the population.

A Study on Uncertainty Quantification and Performance Confidence Interval Estimation for Application to Digital Twin of Oscillating Water Column Type Wave Power Generator System (진동수주형 파력발전 시스템의 디지털 트윈 적용을 위한 불확실성 정량화 및 성능 신뢰구간 추정 연구)

  • Tae-Kyun Kim;Su-Gil Cho;Jae-Won Oh;Tae-Hee Lee
    • Journal of the Korean Society of Industry Convergence
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    • v.26 no.3
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    • pp.401-409
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    • 2023
  • Oscillating water column (OWC) type wave power generator system is a power generation system that uses wave energy, a sustainable and renewable energy source. Irregular cycles and wave heights act as factors that make it difficult to secure generation efficiency of the wave power generator system. Recently, research for improving power generation efficiency is being conducted by applying digital twin technology to OWC type wave energy converter system. However, digital twin using sensor data can predict erroneous performance due to uncertainty in the sensor data. Therefore, this study proposes an uncertainty analysis method for sensor data which is used in digital twin to secure the reliability of digital twin prediction results. Uncertainty quantification considering sensor data characteristics and future uncertainty information according to uncertainty propagation were derived mathematically, and confidence interval estimation was performed based on the proposed method.

Estimation of Voltage Swell Frequency Caused by Asymmetrical Faults

  • Park, Chang-Hyun
    • Journal of Electrical Engineering and Technology
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    • v.12 no.4
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    • pp.1376-1385
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    • 2017
  • This paper proposes a method for estimating the expected frequency of voltage swells caused by asymmetrical faults in a power system. Although voltage swell is less common than voltage sag, repeated swells can have severe destructive impact on sensitive equipment. It is essential to understand system performance related to voltage swells for finding optimal countermeasures. An expected swell frequency at a sensitive load terminal can be estimated based on the concept of an area of vulnerability (AOV) and long-term system fault data. This paper describes an effective method for calculating an AOV to voltage swells. Interval estimation for an expected swell frequency is also presented for effective understanding of system performance. The proposed method provides long-term performance evaluation of the frequency and degree of voltage swell occurrences.

A Study on method development of parameter estimation for real-time QRS detection (실시간 QRS 검출을 위한 파라미터 estimation 기법에 관한 연구)

  • Kim, Eung-Suk;Lee, Jeong-Whan;Yoon, Ji-Young;Lee, Myoung-Ho
    • Proceedings of the KOSOMBE Conference
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    • v.1995 no.11
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    • pp.193-196
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    • 1995
  • An algorithm using topological mapping has been developed for a real-time detection of the QRS complexes of ECG signals. As a measurement of QRS complex energy, we used topological mapping from one dimensional sampled ECG signals to two dimensional vectors. These vectors are reconstructed with the sampled ECG signals and the delayed ones. In this method, the detection rates of CRS complex vary with the parameters such as R-R interval average and peak detection threshold coefficient. We use mean, median, and iterative method to determint R-R interval average and peak estimation. We experiment on various value of search back coefficient and peak detection threshold coefficient to find optimal rule.

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Multistage Point and Confidence Interval Estimation of the Shape Parameter of Pareto Distribution

  • Hamdy, H.I.;Son, M.S.;Gharraph, M.K.;Rashad, A.M.
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.1069-1086
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    • 2003
  • This article presents the asymptotic theory of triple sampling procedure as pertain to estimating the shape parameter of Pareto distribution. Both point and confidence interval estimation are considered within the same inference unified framework. We show that this group sampling technique possesses the efficiency of Anscome (1953), Chow and Robbins (1965) purely sequential procedure as well as reduce the number of sampling operations by utilizing Stein (1945) two stages procedure. The analysis reveals that the technique performs excellent as far as the accuracy is concerned. The present problem differs from those considered by many authors, in multistage sampling, in that the final stage sample size and the parameter's estimate become highly correlated and therefore we adopted different approach.