• Title/Summary/Keyword: Percentile Estimation

Search Result 62, Processing Time 0.027 seconds

Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation

  • Lee, Juhee;Kim, Young Min
    • Communications for Statistical Applications and Methods
    • /
    • v.28 no.6
    • /
    • pp.627-641
    • /
    • 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.

Control Variates for Percentile Estimation of Project Completion Time in PERT Network (통제변수를 이용한 PERT 네트워크에서 프로젝트 완료확률의 추정)

  • 권치명
    • Journal of the Korea Society for Simulation
    • /
    • v.9 no.4
    • /
    • pp.67-75
    • /
    • 2000
  • Often system analysts are interested in the estimation of percentile for system performance. For instance, in PERT network system, the percentile that the project. Typically the control variate method is used to reduce the variability of mean response using the correlation between the response and the control variates with a little additional cost during the course of simulation. In the same spirit, we apply this method to estimate the percentile of project completion time in PERT system, and evaluate the efficiency of the controlled estimator for its percentile.1 Simulation results indicate that the controlled estimators are more effective in reducing the variances of estimators than the simple estimators, however those tend to a little underestimate the percentiles for some critical values. We need more simulation experiments to examine such a kind of bias problem. We expect this research presents a step forward in the area of variance reduction techniques of stochastic simulation.

  • PDF

Application of Percentile Speed for Appraisal of Road Section with Recurring Congestion (상습 지체구간 선정을 위한 Percentile 속도의 활용)

  • Kim, Hyung Gon;Lee, Ki Young;Lee, Soong Bong;Chang, Myungsoon
    • International Journal of Highway Engineering
    • /
    • v.16 no.5
    • /
    • pp.165-171
    • /
    • 2014
  • PURPOSES : The objective of this study is to find Percentile Speed($V_p$) for Appraisal of Road Section with Recurring Congestion. METHODS : Percentile Speed($V_p$) is determined by correlation analysis of CSI that proposed existing literature. and CSI(Consistency Service Index) is a index that subtract service fail frequency from 100 points, and service fail is defined as traffic situation is driving less than 80kph speed. In this study, We analyzed the highest correlation percentile speed associated with CSI. This speed is chosen as a delay decision speed. In order to verifying reliability, it performed a comparison with the previous method. RESULTS : As a result, 30 percentile speed($V_{30}$) was decided as index speed for judgement of recurring congestion section, and through comparison with existing methods, we demonstrated that 30 percentile speed can be useful for judgement of recurring congestion section. CONCLUSIONS : This method to Determine recurring congestion section using the percentile speed($V_{30}$) was proposed for the first time in this paper. This method can be applicated more quickly and easily than existing method for determining of recurring delay section.

Application of Percentile Rainfall Event for Analysis of Infiltration Facilities used by Prior Consultation for LID (Low Impact Development)

  • Kwon, Kyung-Ho;Song, Hye-Jin
    • KIEAE Journal
    • /
    • v.15 no.5
    • /
    • pp.5-12
    • /
    • 2015
  • Purpose: Retention and infiltration of small and frequently-occurring rainfall by LID facilities account for a large proportion of the annual precipitation volume. Based on 4 standard facilities such as Porous Pavement, Infiltration Trench, Cylindrical Infiltration Well, Rectangular Infiltration Well by Seoul Metropolitan Handbook of the Prior Consultation for LID. The total retention volume of each facility was calculated according to the type and size. The Purpose of this study is to find out the quantitative relationship between Percentile Rainfall Event and Design Volume of Infiltration Facilities. Methode: For the estimation of Percentile Rainfall Event, Daily Precipitation of Seoul from 2005 to 2014 was sorted ascending and the distribution of percentile was estimated by PERCENTILE spreadsheet function. The managed Rainfall Depth and Percentile of each facility was calculated at the several sizes. In response to the rainwater charge volume of 5.5mm/hr by the Category "Private large site", the 3 types of facilities were planned for example. The calculated Rainfall Depth and Percentile were 54.4mm and 90% by the use of developed Calculation-Module based on the Spreadsheet program. Result: With this Module the existing Designed Infiltration volume which was introduced from Japan was simply converted to the Percentile-Rainfall-Event used in USA.

Estimation of Contamination Level of Listeria monocytogenes in meat and meat products Using Probability Approaches (확률적 접근방법을 이용한 식육에서의 Listeria monocytogenes 오염수준 산출)

  • Park, Gyung-Jin;Kim, Sung-Jo;Shim, Woo-Chang;Chun, Seok-Jo;Choi, Eun-Young;Choi, Weon-Sang;Hong, Chong-Hae
    • Journal of Food Hygiene and Safety
    • /
    • v.18 no.3
    • /
    • pp.107-112
    • /
    • 2003
  • Probabilistic exposure assessment has been recognized as an important tool in microbial risk assessment, because of obtained the desired results to characterize of variability and uncertainty associated with the microbial hazards. In addition, it will be provided much more actuality information than the point-estimate approaches. In this study, we present methodology using mathematical probability distribution in exposure assessment and estimating of contamination level of Listeria monocytogenes in meat and meat products as a case study. The result of estimation contaminatin level was mean ($50^{th}$ percentile) -4.08 Log CFU/g minimum ($5^{th}$ percentile) -4.88 Log CFU/g, maximum ($95^{th}$ percentile) -3.56 Log CFU/g.

A Study on the Correlation Analysis of Anthropometric Data and Estimation of the Anthropometric Extremes of Korean (인체부위의 상관분석 및 극단값 추정에 관한 연구)

  • Kim, Jin-Ho;Jang, Myeong-Hyeon;Kim, Cheol-Jung
    • Journal of the Ergonomics Society of Korea
    • /
    • v.7 no.1
    • /
    • pp.5-12
    • /
    • 1988
  • Most designers of equipment, or of a workplace layout, frequently choose 5 percentile female and 95 percentile male dimensions as design limits. If the design is not an one-dimensional problem, it is difficult to choose '5 percentile female' or '95 percentile male'. Hence it is important to consider the interactions or relationships between body dimensions. This paper deals with correlation analysis, factor analysis and partial correlation analysis using data above age 20 from the national anthropometric survey in Korea, 1986. Besides, a model which represent the extremes of body size of Korean has been developed in this paper.

  • PDF

On the Performance of Iterated Wild Bootstrap Interval Estimation of the Mean Response

  • Kim, Woo-Chul;Ko, Duk-Hyun
    • Journal of the Korean Statistical Society
    • /
    • v.24 no.2
    • /
    • pp.551-562
    • /
    • 1995
  • We consider the iterated bootstrap method in regression model with heterogeneous error variances. The iterated wild bootstrap confidence intervla of the mean response is considered. It is shown that the iterated wild bootstrap confidence interval has coverage error of order $n^{-1}$ wheresa percentile method interval has an error of order $n^{-1/2}$. The simulation results reveal that the iterated bootstrap method calibrates the coverage error of percentile method interval successfully even for the small sample size.

  • PDF

Sequential Percentile Estimation for Sequential Steady-State Simulation (순차적 시뮬레이션을 위한 순차적인 Percentile 추정에 관한 연구)

  • Lee, Jong-Suk;Jeong, Hae-Duck
    • The KIPS Transactions:PartD
    • /
    • v.10D no.6
    • /
    • pp.1025-1032
    • /
    • 2003
  • Percentiles are convenient measures of the entire range of values of simulation outputs. However, unlike means and standard deviations, the observations have to be stored since calculation of percentiles requires several passes through the data. Thus, percentile (PE) requires a large amount of computer storage and computation time. The best possible computation time to sort n observations is (O($nlog_{2}n$)), and memory proportional to n is required to store sorted values in order to find a given order statistic. Several approaches for extimating percentiles in RS(regenerative simulation) and non-RS, which can avoid difficulties of PE, have been proposed in [11, 12, 21]. In this paper, we implemented these three approaches known as : leanear PE, batching PE, spectral $P^2$ PE in the context of sequential steady-state simulation. Numerical results of coverage analysis of these PE approachs are present.

More Comments on Non-Normal Process Capability Indices : $C_{Np}$(U, V, W) (비정규 공정의 공정능력지수에 관한 고찰 : $C_{Np}$(U, V, W))

  • 김진수;김홍준
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.25 no.6
    • /
    • pp.17-22
    • /
    • 2002
  • In this paper, We consider some generalization of these five basic indices to cover non-normal distribution. The proposed generalizations are compared with the five basic indices. The results show that the proposed generalizations are more accurate than those basic indices and other generalization in measuring process capability. We compared an estimation methods by Clements with based on sample percentiles WVM to calculate the proposed generalization as an example The results indicated that Clements method is more accurate than percentile method, WVM in measuring process capability But the calculations of percentile method are easy to understand, straightforward to apply, and show be valuable used for applications.

Empirical analysis of equating methods for elective subjects of College Scholastic Ability Test

  • Hyunchul Kim
    • Communications for Statistical Applications and Methods
    • /
    • v.6 no.3
    • /
    • pp.977-994
    • /
    • 1999
  • Five equating methos for elective subjects of College Scholastic Ability Test were analyzed under a common-items nonequivalent groups design using a real data set of 110 thousand examinees. Five methods were (a)two-stage linear equating (b) two-stage equi-percentile equating (c) Tucker equating (d) Frequency estimation equating and (e)Braun-Holland equating. The results indicated that Frequency estimation equating fits well and two-stage linear equating produces most different equating results from the Frequency estimation equating.

  • PDF