• 제목/요약/키워드: error distribution

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Effect of Positively Skewed Distribution on the Two sample t-test: Based on Chi-square Distribution

  • Heo, Sunyeong
    • 통합자연과학논문집
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    • 제14권3호
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    • pp.123-129
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    • 2021
  • This research examines the effect of positively skewed population distribution on the two sample t-test through simulation. For simulation work, two independent samples were selected from the same chi-square distributions with 3, 5, 10, 15, 20, 30 degrees of freedom and sample sizes 3, 5, 10, 15, 20, 30, respectively. Chi-square distribution is largely skewed to the right at small degrees of freedom and getting symmetric as the degrees of freedom increase. Simulation results show that the sampled populations are distributed positively skewed like chi-square distribution with small degrees of freedom, the F-test for the equality of variances shows poor performances even at the relatively large degrees of freedom and sample sizes like 30 for both, and so it is recommended to avoid using F-test. When two population variances are equal, the skewness of population distribution does not affect on the t-test in terms of the confidence level. However even though for the highly positively skewed distribution and small sample sizes like three or five the t-test achieved the nominal confidence level, the error limits are very large at small sample size. Therefore, if the sampled population is expected to be highly skewed to the right, it will be recommended to use relatively large sample size, at least 20.

Bayesian and maximum likelihood estimations from exponentiated log-logistic distribution based on progressive type-II censoring under balanced loss functions

  • Chung, Younshik;Oh, Yeongju
    • Communications for Statistical Applications and Methods
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    • 제28권5호
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    • pp.425-445
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    • 2021
  • A generalization of the log-logistic (LL) distribution called exponentiated log-logistic (ELL) distribution on lines of exponentiated Weibull distribution is considered. In this paper, based on progressive type-II censored samples, we have derived the maximum likelihood estimators and Bayes estimators for three parameters, the survival function and hazard function of the ELL distribution. Then, under the balanced squared error loss (BSEL) and the balanced linex loss (BLEL) functions, their corresponding Bayes estimators are obtained using Lindley's approximation (see Jung and Chung, 2018; Lindley, 1980), Tierney-Kadane approximation (see Tierney and Kadane, 1986) and Markov Chain Monte Carlo methods (see Hastings, 1970; Gelfand and Smith, 1990). Here, to check the convergence of MCMC chains, the Gelman and Rubin diagnostic (see Gelman and Rubin, 1992; Brooks and Gelman, 1997) was used. On the basis of their risks, the performances of their Bayes estimators are compared with maximum likelihood estimators in the simulation studies. In this paper, research supports the conclusion that ELL distribution is an efficient distribution to modeling data in the analysis of survival data. On top of that, Bayes estimators under various loss functions are useful for many estimation problems.

상대오차예측을 이용한 자동차 보험의 손해액 예측: 패널자료를 이용한 연구 (Predicting claim size in the auto insurance with relative error: a panel data approach)

  • 박흥선
    • 응용통계연구
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    • 제34권5호
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    • pp.697-710
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    • 2021
  • 상대오차를 이용한 예측법은 상대오차(혹은 퍼센트오차)가 중요시되는 분야, 특히 계량경제학이나 소프트웨어 엔지니어링, 또는 정부기관 공식통계 부분에서 기존 예측방법 외에 선호되는 예측방법이다. 그 동안 상대오차를 이용한 예측법은 선형 혹은 비선형 회귀분석 뿐 아니라, 커널회귀를 이용한 비모수 회귀모형, 그리고 정상시계열분석에 이르기까지 그 범위가 확장되어 왔다. 그러나, 지금까지의 분석은 고정효과(fixed effect)만을 고려한 것이어서 임의효과(random effect)에 관한 상대오차 예측법에 대한 확장이 필요하였다. 본 논문의 목적은 상대오차예측법을 일반화선형혼합모형(GLMM)에 속한 감마회귀(gamma regression), 로그정규회귀(lognormal regression), 그리고 역가우스회귀(inverse gaussian regression)의 패널자료(panel data)에 적용시키는데 있다. 이를 위해 실제 자동차 보험회사의 손해액 자료를 사용하였고, 최량예측량과 최량상대오차예측량을 각각 적용-비교해 보았다.

육안등급으로 구분된 낙엽송 제재목의 휨성능 분포 특성 (Distribution Characteristics of Bending Properties for Visual Graded Lumber of Japanese Larch)

  • 이전제;김광철;김광모;오정권
    • Journal of the Korean Wood Science and Technology
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    • 제31권5호
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    • pp.72-79
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    • 2003
  • 신뢰성 설계에서 재료강도의 분포 특성은 기본적인 입력 변수로 사용된다. 따라서 강도특성의 분포형태 및 그에 따른 인자들을 정확하게 결정하는 것은 신뢰성 설계를 위한 필수적인 작업이다. 지금까지 강도성능 평가는 주로 무결점 소시편에 대한 실험결과가 사용되어 왔다. 그러나 이러한 방법은 부재가 실재 사용되는 조건을 제대로 반영하지 못함에 따른 오차를 포함하게 된다. 본 연구에서는 구조재로 많이 사용되는 2×6부재(38 mm×140 mm, 길이 3.0 m) 498본에 대하여 육안검사를 통해 등급을 구분하고, 휨시험을 실시하였다. 신뢰성 설계로 전환을 위해 각 등급의 강도특성에 대한 분포형태 및 인자를 결정하였다. 분포형태의 결정을 위해 정규분포, 대수정규분포, 웨이블분포의 세가지 분포형태에 대한 square error를 비교하고, KS test를 통하여 결정된 분포형태의 적합성을 확인하였다. 모든 등급에서 휨강도(MOR)의 가장 적합한 분포형태는 웨이블분포로 나타났으며, 휨탄성계수의 경우는 정규분포가 가장 적합한 것으로 나타났다.

HEAR 분석방법을 이용한 철도사고의 인적오류 원인분석 연구 (A Study on the Cause Analysis of Human Error for of Railway Accidents using HEAR Analysis Methods)

  • 이용만;박민규;신택현
    • 대한안전경영과학회지
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    • 제15권4호
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    • pp.73-80
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    • 2013
  • Because the damages of corrosion resulting from the chloride ion are very serious, many research studies have been performed to measure the penetration depth of the chloride ion. However, there is a problem with data selection obtained from collection during experiments. In this study, it appears that the collected data are not conformed to a normal distribution. The result of this study will play a very important role, as a first step for the development and construction of a forecasting system to help determine a reliable service lifetime of marine structures.

형상 분석에 의한 안경렌즈의 비구면 계수 추출 방법 (A method to extract the aspherical surface equation from the unknown ophthalmic lens)

  • 이호철;이남영;김건희;송창규
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2004년도 추계학술대회 논문집
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    • pp.430-433
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    • 2004
  • The ophthalmic lens manufacturing processes need to extract the aspherical surface equation from the unknown surface since its real profile can be adjusted by the process variables to make the ideal curve without the optical aberration. This paper presents a procedure to get the aspherical surface equation of an aspherical ophthalmic lens. Aspherical form generally consists of the Schulz formula to describe its profile. Therefore, the base curvature, conic constant, and high-order polynomial coefficient should be set to the original design equation. To find an estimated aspherical profile, firstly lens profile is measured by a contact profiler, which has a sub-micrometer measurement resolution. A mathematical tool is based on the minimization of the error function to get the estimated aspherical surface equation from the scanned aspherical profile. Error minimization step uses the Nelder-Mead simplex (direct search) method. The result of the refractive power measurement is compared with the curvature distribution on the estimated aspherical surface equation

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일축압축강도에 의한 선행압밀응력 예측 및 분석 (Prediction and Analysis of Pre-Consolidation by Unconfined Compressive Strength)

  • 송창섭;김명환
    • 한국농공학회논문집
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    • 제58권6호
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    • pp.71-77
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    • 2016
  • This study was to evaluate the feasibility of pre-consolidation pressure distribution characteristic of western and southern coastal region, using correlation of unconfined compressive strength and preceding research equation. Pre-consolidation of western and southern region showed similar trends undrained shear strength and pre-consolidation pressure in proportion to unconfined compressive strength. Predicted results of U.S. NAVY. (1982) equation revealed a small error western 9.7 % and southern 0.4 %. Prediction correlation results of pre-consolidation using unconfined compressive strength revealed an error western 16.8 % and southern 0.7 %. It was reported that less than 20 percent of pre-consolidation pressure prediction result of Casagrande forecasting error. Estimates of pre-consolidation pressure are possible, before the standard consolidation test, because it was reported that less than 20 % of the forecasting errors of Casagrande.

가중치가 부가된 현들을 이용한 원형부품 중심위치의 강건한 추정 (A robust center estimation of the circular parts based on the weighted circle chords)

  • 성효경;최흥문
    • 전자공학회논문지C
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    • 제34C권10호
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    • pp.51-58
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    • 1997
  • In this paper, a technique ot estimate center positions of the circular parts under noisy condition is presented. The circle chords are segmented from the circle with successively varying angle and weighted to reduce the center estimation errors effected by the orientations of the circle chords. The weighting factors for variable length chords are adaptively detemined according to the error contribution of each chord in center estimation. Robust estimation of the center positions of the circular parts are possible even though the edge informations are partially contaminated by the non-uniform lighting or the background textures. Computer simulations for several images which are obtained for same object under real environment y camera, show that the proposed techniqeu yields 1.85 and 2.77 of estimated error-distribution for center position and radius in mean square error, that the proposed has more robust estimation than those of the conventional methods.

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Impovement of Image Reconstruction from Kinoform using Error-Diffusion Method

  • Fujita, Yuta;Tanaka, Ken-Ichi
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 2009년도 IWAIT
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    • pp.638-643
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    • 2009
  • A computer-generated hologram(CGH) is made for three-dimensional image reconstruction of a virtual object which is a difficult to irradiate the laser light directly. One of the adverse effect factors is quantization of wave front computed by program when a computer-generated hologram is made. Amplitude element is not considered in Kinoform, it needs processing to reduce noise or false image. So several investigation was reported that the improvement of reconstructed image of Kinoform. Means to calculate the most suitable complex amplitude distribution are iterative algorithm, simulated annealing algorithm and genetic Algorithm. Error diffusion method reconstructed to separate the object as for the noise that originated in the quantization error. So it is efficient method to obtain high quality image with not many processing.

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지수형과 로그형 위험함수 학습효과에 근거한 NHPP 소프트웨어 신뢰성장모형에 관한 비교연구 (The Comparative Study of NHPP Software Reliability Model Exponential and Log Shaped Type Hazard Function from the Perspective of Learning Effects)

  • 김희철
    • 디지털산업정보학회논문지
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    • 제8권2호
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    • pp.1-10
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    • 2012
  • In this study, software products developed in the course of testing, software managers in the process of testing software test and test tools for effective learning effects perspective has been studied using the NHPP software. The finite failure nonhomogeneous Poisson process models presented and the life distribution applied exponential and log shaped type hazard function. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than autonomous errors-detected factor that is generally efficient model could be confirmed. This paper, a failure data analysis of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error and coefficient of determination.