• Communications for Statistical Applications and Methods
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• 제7권2호
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• pp.481-487
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• 2000

When we construct an interval estimate of two independent proportions with rare events, the standard approach based on the normal approximation behaves badly in many cases. The problem becomes more severe when no success observations are observed on both groups. In this paper, we compare two alternative methods of constructing a confidence interval of the difference of two independent proportions by use of simulation. One is based on the profile likelihood and the other is the Bayesian probability interval. It is shown in this paper that the Bayesian interval estimator is easy to be implemented and performs almost identical to the best frequentist's method -the profile likelihood approach.

• Communications for Statistical Applications and Methods
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• 제17권3호
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• pp.309-318
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• 2010

The construction of asymptotic confidence intervals is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The coverage behaviors of several likelihood based confidence intervals and a Bayesian confidence interval are examined. It is shown that a hierarchical Bayesian approach gives a confidence interval with good frequentist properties. Confidence interval based on the Rao score is also shown to have good performance in terms of coverage probability. However, the Wald confidence interval covers true value less often than nominal level.

• Communications for Statistical Applications and Methods
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• 제17권5호
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• pp.679-688
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• 2010

Lee (2010) developed a confidence interval for the difference of binomial proportions in two doubly sampled data subject to false-positive errors. The confidence interval seems to be adequate for a general double sampling model subject to false-positive misclassification. However, in many applications, the false-positive error rates could be the same. On this note, the construction of asymptotic confidence interval is considered when the false-positive error rates are common. The coverage behaviors of nine likelihood based confidence intervals are examined. It is shown that the confidence interval based Rao score with the expected information has good performance in terms of coverage probability and expected width.

• Journal of the Korean Data and Information Science Society
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• 제15권1호
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• pp.251-261
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• 2004

The paper focuses primarily on the standard linear multiple regression model where the parameter of interest is a ratio of two regression coefficients. The general model includes the calibration model, the Fieller-Creasy problem, slope-ratio assays, parallel-line assays, and bioequivalence. We provide an orthogonal transformation (cf. Cox and Reid (1987)) of the original parameter vector. Also, we give some remarks on the difficulties associated with likelihood based confidence interval.

• 응용통계연구
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• 제25권3호
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• pp.513-520
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• 2012

An Agresti-Coull type test is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The performance of the test is compared with the likelihood-based tests. It is shown that the Agresti-Coull test has many desirable properties in that it can approximate the nominal significance level with compatible power performance.

• 한국지반공학회지:지반
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• 제14권3호
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• pp.95-108
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• 1998

지반의 S파 및 P파의 깊이에 따른 변화를 원위치에서 측정하기 위하여 다운흘 시험 (downhole testing)과 SCPT (seismic CPT) 등이 널리 사용되어 왔다. 다운홀 시험과 SCPT는 경제성, 운용의 용이성, 발진원의 단순성 등의 측면에서 효율적이기 때문에, 현재 지반조사에서 그 사용빈도가 더욱 증가하고 있는 추세이다. 특히 최근에는 다운흘과 SCPT의 자료 분석을 자동화하기 위한 노력의 일환으로 interval measurements의 기법이 활용되고 있는데, 현재 이에 대한 적절한 역산해석 (inversion analysis) 기법이 없는 형편이다. 따라서, 본 논문에서는 다운홀이나 SCPT의 interval measurements를 분석하기 위한 새로운 역산해석 기법을 제안하였다. 제안된 역산해석 기법의 정모델링(forward modeling)에서는 탄성파의 전파를 Snell의 법칙에 의거하여 굴절.반사되는 현상을 고려하였곡, 역산해석을 위해서는 최대공산법 (maximum likelihood method)을 적용하였다. 그리고, 본 논문에서 제안한 역산해석 기법의 검증을 위하여, 하나의 S파 주상도를 가정하고 이에 대하여 다운흘 시험을 모사하였다. 이론적으로 수행한 다운홀 시험 결과에 대하여 기존의 비 역산해석 방법과 본 논문에서 제안한 역산해 석 기법에 의해서 S파 주상도를 추정하였는데, 그 결과 본 논문에서 제시한 역산기법이 가장 정확한 결과를 도출하였으며, 다운홀 시험과 SCPT을 자동화하는데 효율적으로 적용이 될 수 있음을 입증하였다.