• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.435-449
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• 1998

In this paper, we consider the problem of constructing the lower cofidence intervals for the reliability P(X < Y z,w), where the stress X and the strength Y are the random variables with explanatory variables z and w, respectively. As an estimator of the reliability, a Mann-Whitney type statistic is considered. It is shown that under regularity conditions, the proposed estimator is asymptotically normal. Based on the result, the distribution free lower confidence intervals are constructed.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.159-164
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• 1998

The two-factor nested variance component model with equal numbers in the cells are given by $y_{ijk}\;=\;{\mu}\;+\;A_i\;+\;B_{ij}\;+\;C_{ijk}$ and the confidence intervals for the ratio of variance components, ${\sigma}^{2}_{A}/{\sigma}^{2}_{B}$ are obtained in various forms by many authors. This article shows the probability ranges of these confidence intervals on ${\sigma}^{2}_{A}/{\sigma}^{2}_{B}$ proved by the mathematical computation.

• Journal of the Korean Statistical Society
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• 제21권2호
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• pp.139-151
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• 1992

Simultaneous confidence intervals for the parameters in the logistic regression models with random regressors are considered. A method based on the bootstrap and its stochastic approximation will be developed. A key idea in using the bootstrap method to construct simultaneous confidence intervals is the concept of prepivoting which uses the transformation of a root by its estimated cumulative distribution function. Repeated use of prepivoting makes the overall coverage probability asymptotically correct and the coverage probabilities of the individual confidence statement asymptotically equal. This method is compared with ordinary asymptotic methods based on Scheffe's and Bonferroni's through Monte Carlo simulation.

• Communications for Statistical Applications and Methods
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• 제7권3호
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• pp.859-869
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• 2000

In this paper, various methods for finding confidence intervals for p of binomial parameter are reviewed. Also we introduce tow bootstrap confidence intervals for p. We compare the performance of bootstrap methods with other methods in terms of average coverage probability by Monte Carlo simulation. Advantages of these bootstrap methods are discussed.

• Journal of the Korean Data and Information Science Society
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• 제15권3호
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• pp.625-632
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• 2004

We consider the empirical Bayes confidence intervals that attain a specified level of EB coverage for the scale parameter in the Burr distribution under type II censoring data. Also, we compare the coverage probabilities and the expected confidence interval lengths for these confidence intervals through simulation study.

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.275-284
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• 2007

Confidence intervals for the population proportion in a double sampling scheme subject to false-positive misclassification are considered. The confidence intervals are obtained by applying Agresti and Coull's approach, so-called "adding two-failures and two successes". They are compared in terms of coverage probabilities and expected widths with the Wald interval and the confidence interval given by Boese et al. (2006). The latter one is a test-based confidence interval and is known to have good properties. It is shown that the Agresti and Coull's approach provides a relatively simple but effective confidence interval.

• 응용통계연구
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• 제6권2호
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• pp.435-442
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• 1993

일반화 감마분포 모형에서 지표모수(k)가 알려진 경우에는 백분위 수에 대한 정확한 추론이 가능하다. 이 방법은 정확한 결과를 제공하지만 복잡한식의 수치적 계산이 요구된다. 본 논문에서는 이러한 계산상의 어려움을 극복함과 동시에 거의 대등한 정확도를 유지하는 근사신뢰구간을 구하였다. 또한, 로그정규모형에 대해서도 그 결과를 적용시켜 보았다.

• 응용통계연구
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• 제25권6호
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• pp.1027-1036
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• 2012

Among various biometrics recognition systems, statistical fingerprint recognition matching methods are considered using minutiae on fingerprints. We define similarity distance measures based on the coordinate and angle of the minutiae, and suggest a fingerprint recognition model following statistical distributions. We could obtain confidence intervals of similarity distance for the same and different persons, and optimal thresholds to minimize two kinds of error rates for distance distributions. It is found that the two confidence intervals of the same and different persons are not overlapped and that the optimal threshold locates between two confidence intervals. Hence an alternative statistical matching method can be suggested by using nonoverlapped confidence intervals and optimal thresholds obtained from the distributions of similarity distances.

• Journal of applied mathematics & informatics
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• 제14권1_2호
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• pp.377-386
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• 2004

A technique that provides prediction intervals based on a model called an empirical linear model is discussed. The technique, high-dimensional empirical linear prediction (HELP), involves principal component analysis, factor analysis and model selection. HELP can be viewed as a technique that provides prediction (and confidence) intervals based on a factor analysis models do not typically have justifiable theory due to nonidentifiability, we show that the intervals are justifiable asymptotically.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.501-509
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• 2009

Recently the interval estimation of binomial proportions is revisited in various literatures. This is mainly due to the erratic behavior of the coverage probability of the well-known Wald confidence interval. Various alternatives have been proposed. Among them, the Agresti-Coull confidence interval, the Wilson confidence interval and the Bayes confidence interval resulting from the noninformative Jefferys prior were recommended by Brown et al. (2001). However, unlike the binomial distribution case, little is known about the properties of the confidence intervals in finite population sampling. In this note, the property of confidence intervals is investigated in anile population sampling.