• 제목/요약/키워드: Quantiles

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THE STRONG CONSISTENCY OF NONLINEAR REGRESSION QUANTILES ESTIMATORS

  • Choi, Seung-Hoe;Kim, Hae-Kyung
    • Bulletin of the Korean Mathematical Society
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    • v.36 no.3
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    • pp.451-457
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    • 1999
  • This paper provides sufficient conditions which ensure the strong consistency of regression quantiles estimators of nonlinear regression models. The main result is supported by the application of an asymptotic property of the least absolute deviation estimators as a special case of the proposed estimators. some example is given to illustrate the application of the main result.

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ASYMPTOTIC DEPENDENCE BETWEEN RANDOM CENTRAL QUASI-RANGES AND RANDOM EMPIRICAL QUANTILES

  • Nigm, E.M.
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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    • pp.289-302
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    • 2004
  • The asymptotic dependence between the central quasi-ranges and empirical quantiles was studied. The asymptotic dependence are obtained when the sample size is a positive integer valued random variable (r. v.). The dependence conditions and limit forms are obtained under generl conditions such as : the interrelation of the basic variables (the original random sample) and the random sample size is not restricted. In additition the normalizing constants do not depend on the random size.

Quantiles for Shapiro-Francia W' Statistic

  • Rahman, Mezbahur;Ali, Mir Masoom
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.1-10
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    • 1999
  • Table of the empirical quantiles for the well known Shapiro-Francia W' goodness of fit statistic is produced which is more accurate than the existing ones. Prediction equation for the quantiles of W' statistic for sample sizes 30 or more we developed. The process of computing the expected values for the standard normal variate is discussed. This work is intended to make the Shapiro-Francia W' statistic more accessible to the practitioner.

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Bootstrap Confidence Intervals for the Difference of Quantiles of Right Censored Data

  • Na, Jong-Hwa;Park, Hyo-Il;Jang, Young-Mi
    • Communications for Statistical Applications and Methods
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    • v.11 no.3
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    • pp.447-454
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    • 2004
  • In this paper, we consider the bootstrap method to the interval estimation of the difference of quantiles of right censored data. We showed the validity of bootstrap method and compare with others with real data example. In simulation various resampling schemes for right censored data are also considered.

On Quantifies Estimation Using Ranked Samples with Some Applications

  • Samawi, Hani-M.
    • Journal of the Korean Statistical Society
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    • v.30 no.4
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    • pp.667-678
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    • 2001
  • The asymptotic behavior and distribution for quantiles estimators using ranked samples are introduced. Applications of quantiles estimation on finding the normal ranges (2.5% and 97.5% percentiles) and the median of some medical characteristics and on finding the Hodges-Lehmann estimate are discussed. The conclusion of this study is, whenever perfect ranking is possible, the relative efficiency of quantiles estimation using ranked samples relative to SRS is high. This may translates to large savings in cost and time. Also, this conclusion holds even if the ranking is not perfect. Computer simulation results are given and real data from lows 65+ study is used to illustrate the method.

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Nonparametric confidence intervals for quantiles based on a modified ranked set sampling

  • Morabbi, Hakime;Razmkhah, Mostafa;Ahmadi, Jafar
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.119-129
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    • 2016
  • A new sampling method is introduced based on the idea of a ranked set sampling scheme in which taken samples in each set are dependent on previous ones. Some theoretical results are presented and distribution-free confidence intervals are derived for the quantiles of any continuous population. It is shown numerically that the proposed sampling scheme may lead to 95% confidence intervals (especially for extreme quantiles) that cannot be found based on the ordinary ranked set sampling scheme presented by Chen (2000) and Balakrishnan and Li (2006). Optimality aspects of this scheme are investigated for both coverage probability and minimum expected length criteria. A real data set is also used to illustrate the proposed procedure. Conclusions are eventually stated.

Bayesian Hypothesis Testing for the Ratio of Two Quantiles in Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.833-845
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    • 2007
  • When X and Y have independent exponential distributions, we develop a Bayesian testing procedure for the ratio of two quantiles under reference prior. The noninformative prior such as reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we develop a Bayesian testing procedure based on fractional Bayes factor and intrinsic Bayes factor. We show that the posterior density under the reference prior is proper and propose the Bayesian testing procedure for the ratio of two quantiles using fractional Bayes factor and intrinsic Bayes factor. Simulation study and a real data example are provided.

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Implementation of Estimation and Inference on the Web

  • Kang, Heemo;Sim, Songyong
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.913-926
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    • 2000
  • An electronic statistics text on the web is implemented. The introduced text provide interactive instructions on the statistical estimation and inference. As a by-product, we also provide a calculation of quantiles and p-value of t-distribution and standard normal distribution. This program was written in JAVA programming language.

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Regional Frequency Analysis of South Korean Rainfall Data Using FORGEX Method (FORGEX 기법을 이용한 한국 강우자료의 지역빈도해석에 관한 연구)

  • Kim, Jung-Won;Nam, Woo-Sung;Shin, Ju-Young;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.41 no.4
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    • pp.405-412
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    • 2008
  • Rainfall quantiles were estimated by applying the FORGEX method. The circle network and two elliptical ones with the ratios of 1 to 1.5 and 1 to 2.0 were used and compared to find appropriate one for rainfall data. Annual maximum data were collected from 376 sites and standardized by the median. The networks were organized from the subject sites and then pooled and netmax data were collected from each network. Then, the growth curves and quantiles were estimated. When the subject site had small differences of quantiles from index flood method and at-site frequency analysis, those of the estimated quantiles from circle and elliptical networks were small. In contrast, the sites where the quantile differences are big have big differences of quantiles from circle and elliptical networks. The estimated quantiles from the elliptical network are more accurate than those from the circle network, because the ellipse network contains more sites in South Korea. Moreover, the ellipse with ratio of 1 to 2.0 shows closer quantiles to those from index flood method than one with ratio of 1 to 1.5. It is, therefore, found that the FORGEX method with 1 to 2.0 ellipse network is appropriate regional frequency analysis in South Korea.