• Title/Summary/Keyword: Marginal distribution

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Cumulative Sums of Residuals in GLMM and Its Implementation

  • Choi, DoYeon;Jeong, KwangMo
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.423-433
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    • 2014
  • Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

Geostatistics for Bayesian interpretation of geophysical data

  • Oh Seokhoon;Lee Duk Kee;Yang Junmo;Youn Yong-Hoon
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.340-343
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    • 2003
  • This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

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A Study on the Fine Structure of the Marine Diatoms of Korean Coastal Waters - Genus Thalassiosira 3

  • Lee, Jin-Hwan;Park, Joon-Sang
    • ALGAE
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    • v.23 no.3
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    • pp.187-199
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    • 2008
  • A study on the fine structure of the marine diatom Thalassiosira has been carried out during the periods from January 2007 to March 2008 in Korean coastal waters. As the third series of the Thalassiosira species, a fine structure, description, distribution and taxonomic remarks of the six Thalassiosira species were observed by means of light microscope and scanning electron microscope. The critical features of Thalassiosira species were a shape of external tubes of marginal strutted processes and labiate process. Six species showed each different shape of external tubes, marginal strutted processes and labiate process. The shape of external tube was divided into five types: T shape of Thalassiosira curviseriata, small-rounded shape of T. lundiana, double-layer form and flame shape of T. nordenskioeldii, tulip shape of T. punctigera and tooth-shape of T. tenera. This external character may be able to key character for positive identification of the Thalassiosira species. Of these Thalassiosira lundiana, T. minuscula and T. tenera were new records for Korean coastal waters.

Asymptotic distribution of estimator in INAR(1) process with negative binomial marginal (주변분포가 음이항 분포를 따르는 INAR(1)모형에서 추정량의 점근분포)

  • 김희영;박유성
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.111-124
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    • 1996
  • In this paper, we consider the first-order integer valued autoregressive(INAR(1)) model where correlation structure is similar to that of the continuous valued AR(1) process. Several methods for estimating the parameters of the INAR(1) process with negative binomial marginal are discussed. We derive asymptotic distributions of these estimators. The results of a simulation study for these estimators methods show that the estimator which we present in this paper is better than the estimator which Klimko and Nelson(1978) presented. As an application we considered the estimator of M/M/1 queue length.

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A Note on Performance of Conditional Akaike Information Criteria in Linear Mixed Models

  • Lee, Yonghee
    • Communications for Statistical Applications and Methods
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    • v.22 no.5
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    • pp.507-518
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    • 2015
  • It is not easy to select a linear mixed model since the main interest for model building could be different and the number of parameters in the model could not be clearly defined. In this paper, performance of conditional Akaike Information Criteria and its bias-corrected version are compared with marginal Bayesian and Akaike Information Criteria through a simulation study. The results from the simulation study indicate that bias-corrected conditional Akaike Information Criteria shows promising performance when candidate models exclude large models containing the true model, but bias-corrected one prefers over-parametrized models more intensively when a set of candidate models increases. Marginal Bayesian and Akaike Information Criteria also have some difficulty to select the true model when the design for random effects is nested.

Optimal Force Distribution for Quadruped Walking Robots with a Failed Leg (고장 난 다리가 있는 사족 보행 로봇을 위한 최적 힘 배분)

  • Yang, Jung-Min
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.3
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    • pp.614-620
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    • 2009
  • The force distribution in multi-legged robots is a constrained, optimization problem. The solution to the problem is the set points of the leg contact forces for a particular system task. In this paper, an efficient and general formulation of the force distribution problem is developed using linear programming. The considered walking robot is a quadruped robot with a locked-joint failure, i.e., a joint of the failed leg is locked at a known place. For overcoming the drawback of marginal stability in fault-tolerant gaits, we define safety margin on friction constraints as the objective function to be maximized. Dynamic features of locked-joint failure are represented by equality and inequality constraints of linear programming. Unlike the former study, our result can be applied to various forms of walking such as crab and turning gaits. Simulation results show the validity of the proposed scheme.

An importance sampling for a function of a multivariate random variable

  • Jae-Yeol Park;Hee-Geon Kang;Sunggon Kim
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.65-85
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    • 2024
  • The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

Development and Application of an Experimental Program for Mapping Temperature and Salinity Distribution around the Korean Marginal Seas Using Ocean Data View (ODV를 이용한 한반도 주변 해역의 수온 염분 분포도 작성에 관한 실험 프로그램의 개발과)

  • Chang, You-Soon
    • Journal of the Korean earth science society
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    • v.36 no.4
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    • pp.367-389
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    • 2015
  • This study developed an experimental program for mapping temperature and salinity distribution around the Korean marginal seas using Ocean Data View (ODV) software. Serial ocean observational data have been analyzed after being converted to the ODV compatible format using a separated program newly developed for this study. When this new experimental program was applied to 65 pre-service teachers, it was found that the quality of assignment completion with a new program improved compared with that of the same group who used the existing program. A questionnaires was employed to delve into participants' satisfaction of the new program. Findings depicted that accurate and quick drawing of isoline drew the highest responses of satisfaction, and confirmed positive responses to the understanding and application of this new experimental program.

Success rate and marginal bone loss of Osstem USII plus implants; Short term clinical study (Osstem USII plus 임플란트의 단기간 성공률 및 변연골 흡수량 평가)

  • Kim, Sun-Keun;Kim, Jee-Hwan;Lee, Keun-Woo;Cho, Kyoo-Sung;Han, Dong-Hoo
    • The Journal of Korean Academy of Prosthodontics
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    • v.49 no.3
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    • pp.206-213
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    • 2011
  • Purpose: The aim of this study was to evaluate the clinical value of Osstem$^{(R)}$ USII plus system implants. Clinical and radiographic data were analyzed for 88 implants placed and functionally loaded for a 12 month period at the Yonsei University Dental Hospital. Materials and Method: Based on the patient's medical records, clinical factors and their effects on implant marginal bone resorption, distribution and survival rate were analyzed. The marginal bone loss was evaluated at implant placement and during a 6 to 12 months functional loading period. The independent sample t-test was used to evaluate the interrelationship between the factors (${\alpha}$=0.05), and one way repeated measures ANOVA was used to compare the amount of marginal bone resorption. Results: The cumulative survival rate for 88 implants was 100%. The marginal bone resorption from implant placement to prosthetic delivery was 0.24 mm and the average marginal bone resorption from prosthetic delivery to 12 months of functional loading was 0.19 mm. The total average bone resorption from implant placement to 12 months of functional loading was 0.43 mm. There were no statistically differences in the amount of marginal bone resorption when implants were placed in the maxilla or the mandible (P>.05), however, implants placed in the posterior areas showed significantly more marginal bone loss than those placed in the anterior areas (P<.05). Conclusion: Based on these results, the short term clinical success rate of RBM surface treated external connection domestic implants showed satisfactory results and the marginal bone loss was in accord with the success criteria of dental implants.

Tutorial: Dimension reduction in regression with a notion of sufficiency

  • Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.93-103
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    • 2016
  • In the paper, we discuss dimension reduction of predictors ${\mathbf{X}}{\in}{{\mathbb{R}}^p}$ in a regression of $Y{\mid}{\mathbf{X}}$ with a notion of sufficiency that is called sufficient dimension reduction. In sufficient dimension reduction, the original predictors ${\mathbf{X}}$ are replaced by its lower-dimensional linear projection without loss of information on selected aspects of the conditional distribution. Depending on the aspects, the central subspace, the central mean subspace and the central $k^{th}$-moment subspace are defined and investigated as primary interests. Then the relationships among the three subspaces and the changes in the three subspaces for non-singular transformation of ${\mathbf{X}}$ are studied. We discuss the two conditions to guarantee the existence of the three subspaces that constrain the marginal distribution of ${\mathbf{X}}$ and the conditional distribution of $Y{\mid}{\mathbf{X}}$. A general approach to estimate them is also introduced along with an explanation for conditions commonly assumed in most sufficient dimension reduction methodologies.