• 제목/요약/키워드: Variance estimation

검색결과 733건 처리시간 0.021초

EFFICIENT ESTIMATION OF POPULATION MEAN IN STRATIFIED SAMPLING USING REGRESSION TYPE ESTIMATOR

  • Grover Lovleen Kumar
    • Journal of the Korean Statistical Society
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    • 제35권4호
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    • pp.441-452
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    • 2006
  • Here an efficient regression type estimator for a stratified population mean is proposed under the two-phase sampling scheme. While constructing the proposed estimator, it is assumed that the first auxiliary variable x is directly and highly correlated with the study variable y, and the second auxiliary variable z is directly and highly correlated with the first auxiliary variable x. However the variable z is not directly correlated with the variable y, but they are just correlated with each other only due to their direct and high correlation with the variable x. The proposed regression type estimator is found to be always more efficient than the existing estimators defined under the same situation.

객체의 색상 항등성을 위한 조명 모델 응용에 관한 연구 (A Study on Application of Illumination Models for Color Constancy of Objects)

  • 박창민
    • 디지털산업정보학회논문지
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    • 제13권1호
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    • pp.125-133
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    • 2017
  • Color in an image is determined by illuminant and surface reflectance. So, to recover unique color of object, estimation of exact illuminant is needed. In this study, the illumination models suggested to get the object color constancy with the physical illumination model based on physical phenomena. Their characteristics and application limits are presented and the necessity of an extended illumination model is suggested to get more appropriate object colors recovered. The extended illumination model should contain an additional term for the ambient light in order to account for spatial variance of illumination in object images. Its necessity is verified through an experiment under simple lighting environment in this study. Finally, a reconstruction method for recovering input images under standard white light illumination is experimented and an useful method for computing object color reflectivity is suggested and experimented which can be induced from combination of the existing illumination models.

열화가 감마과정을 따르는 경우 가속열화시험의 최적 계획 (Planning Accelerated Degradation Tests: the Case of Gamma Degradation Process)

  • 임헌상;임대은
    • 품질경영학회지
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    • 제43권2호
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    • pp.169-184
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    • 2015
  • Purpose: This paper is concerned with optimally designing accelerated degradation test (ADT) plans based on a gamma process for the degradation model. Methods: By minimizing the asymptotic variance of the MLE of the q-th quantile of the lifetime distribution at the use condition, the test stress levels and the proportion of test units allocated to each stress level are optimally determined. Results: The optimal plans of ADT are developed for various combination of parameters. In addition, a method for determining the sample size is developed, and sensitivity analysis procedures are illustrated with an example. Conclusion: It is important to optimally design ADT based on a gamma process under the condition that a degradation process should be always nonnegative and strictly increasing over time.

Extended Quasi-likelihood Estimation in Overdispersed Models

  • Kim, Choong-Rak;Lee, Kee-Won;Chung, Youn-Shik;Park, Kook-Lyeol
    • Journal of the Korean Statistical Society
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    • 제21권2호
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    • pp.187-200
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    • 1992
  • Samples are often found to be too heterogeneous to be explained by a one-parameter family of models in the sense that the implicit mean-variance relationship in such a family is violated by the data. This phenomenon is often called over-dispersion. The most frequently used method in dealing with over-dispersion is to mix a one-parameter family creating a two parameter marginal mixture family for the data. In this paper, we investigate performance of estimators such as maximum likelihood estimator, method of moment estimator, and maximum quasi-likelihood estimator in negative binomial and beta-binomial distribution. Simulations are done for various mean parameter and dispersion parameter in both distributions, and we conclude that the moment estimators are very superior in the sense of bias and asymptotic relative efficiency.

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조건부 포아송 및 음이항 분포를 이용한 영-과잉 INGARCH 자료 분석 (Zero-Inflated INGARCH Using Conditional Poisson and Negative Binomial: Data Application)

  • 윤재은;황선영
    • 응용통계연구
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    • 제28권3호
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    • pp.583-592
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    • 2015
  • 영-과잉(zero-inflation) 현상은 최근 계수(count) 시계열 분석의 주요토픽으로 다루어지고 있다. 본 논문에서는 영-과잉 계수 시계열의 변동성을 연구하고 있다. 기존의 정수형 모형인 INGARCH(integer valued GRACH) 모형에 조건부 포아송 및 조건부 음이항 분포를 사용하여 변동성에 영-과잉 현상을 추가하였다. 모수 추정 방법으로 EM알고리즘을 사용하였으며 국내 콜레라 발생건수에 적용시켜 보았다.

A Projected Exponential Family for Modeling Semicircular Data

  • Kim, Hyoung-Moon
    • 응용통계연구
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    • 제23권6호
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    • pp.1125-1145
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    • 2010
  • For modeling(skewed) semicircular data, we derive a new exponential family of distributions. We extend it to the l-axial exponential family of distributions by a projection for modeling any arc of arbitrary length. It is straightforward to generate samples from the l-axial exponential family of distributions. Asymptotic result reveals that the linear exponential family of distributions can be used to approximate the l-axial exponential family of distributions. Some trigonometric moments are also derived in closed forms. The maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for a goodness of t test of the l-axial exponential family of distributions. Samples of orientations are used to demonstrate the proposed model.

상관관계를 가진 센서 요동에 의한 표적거리평가 (Range estimation with receiving hydrophones Subject to spatially correlated random motion)

  • 이효근
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 1984년도 추계학술발표회 논문집
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    • pp.107-112
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    • 1984
  • 수동 Wave-front curvature ranging 방법의 통계적성능에 대한 일반적 결과가 유도된다. 센서들의 비선형 및 부동간격 센서들의 운동효과로 인한 표적거리의 편의(bias) 및 편차9variance)가 센서간의 운동이 상관관계를 가지고 있을 때 유도된다. 이 논문은 센서운동이 정규분포(normal distribution)를 가지며 평균이 0, 같은 편차 및 투시할 수 있는 higher moment를 가지고 있다고 가정한다. 유도된 일반적 결과를 이용하여 거리편의 및 편차는 표적거리, 방위, 센서운동의 상관계수 및 방향각(heading)표준편차 변화에 대해 그림으로 나타나 있다. 표적거리가 센서간격보다 아주 큰 경우 센서간격이 감소할수록, 표적거리가 증가할수록, 거리편의 및 편차는 증가한다. 상관계수가 증가할수록 거리편의는 직선적으로 감소하며, 거리편차는 센서 방향각 오차가 클 때 최소가 되는 상관계수가 존재하며 이는 표적거리, 방위 및 센서간격의 복합함수이다.

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Inspecting Driving Forces of Business Cycles in Korea

  • Jung, Yongseung
    • East Asian Economic Review
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    • 제23권4호
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    • pp.409-427
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    • 2019
  • This paper sets up a new Keynesian model with external habit to explore the role of each shock over business cycles in Korea. The estimated model via maximum likelihood shows that the productivity shock plays a pivotal role in explaining the output variations before and after the financial crisis since mid-1970s. It also shows that the model with external habit is more successful in explaining the business cycles in Korea after the Asian financial crisis than the model without habit. The monetary policy shock which dominates by accounting for more than 70 percent of the unconditional variance of the inflation rate before the financial crisis is less important in the inflation rate fluctuations after the financial crisis. This partly reflects the regime change of the monetary policy to the inflation targeting rule after the financial crisis.

손톱의 질소함량과 영양상태 (Nutritional Differences in Nitrogen Content of Fingernails)

  • 전영이;홍영숙;성낙응
    • Journal of Nutrition and Health
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    • 제12권4호
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    • pp.25-27
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    • 1979
  • The analysis of nail nitrogen content reflected recent nutritional status. Therefore, estimation of nail nitrogen content has been previously reported in a small group of neonates ana school children. Nail samples were obtained from 52 economically middle and 21 low classes. The contents of nitrogen in their fingernails were determinded by micro-Kjeldahl method. Mean nail nitrogen content was $133.1{\pm}8mg/g$ in the middle class which is significantly higher than that of the low class $122.1{\pm}8mg/g$. The nitrogen contents of nails obtained in summer were found by analysis of variance and student's t-test to he lower than those obtained in winter.

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