• Title/Summary/Keyword: estimating function

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A Class of Multi-Factor Designs for Estimating the Slope of Response Surfaces

  • Park, Sung H.
    • Journal of Korean Society for Quality Management
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    • v.14 no.1
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    • pp.26-32
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    • 1986
  • A class of multi-factor designs for estimating the slope of second order response surfaces is presented. For multi-factor designs the variance of the estimated slope at a point is a function of the direction of measurement of the slope and the design. If we average the variance over all possible directions, the averaged variance is only a function of the point and the design. By choice of design, it is possible to make this variance constant for all points equidistant from the design origin. This property is called "slope-rotatability over all directions", and the necessary and sufficient conditions for a design to have this property are given and proved. The class of design with this property is mainly discussed.

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Use of Pseudo-Likelihood Estimation in Taylor's Power Law with Correlated Responses

  • Park, Bum-Hee;Park, Heung-Sun
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.993-1002
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    • 2008
  • Correlated responses have been widely analyzed since Liang and Zeger (1986) introduced the famous Generalized Estimating Equations(GEE). However, their variance functions were restricted to known quantifies multiplied by scale parameter. In so many industries and academic/research fields, power-of-the-mean variance function is one of the common variance function. We suggest GEE-type pseudolikelihood estimation based on the power-of-the-mean variance using existing software and investigate it's efficiency for different working correlation matrices.

Estimating the Biological Growth Function of Korean Anchovy: A Maximum Entropy Approach (한국 연근해 멸치자원량 추정 - Maximum Entropy기법의 응용 -)

  • Kim, Gi Cheol;Kwon, Oh Sang
    • Environmental and Resource Economics Review
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    • v.9 no.2
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    • pp.285-309
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    • 2000
  • One of the main issues in natural resource economics is estimating the amount of stock and the biological growth functions of renewable natural resources. Since the stock level is not directly observed the usual econometric approaches cannot be employed for this purpose. The maximum entropy approach has been suggested as a useful alternative to estimate the dynamic model of natural resource use. This study estimates the stock and the growth function of Korean anchovy using the data for yield and yield efforts. The results show that the current level of anchovy yield exceeds its maximum sustainable yield, which implies that the stock will decrease substantially over time.

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Concrete Strength Estimating at Early Ages by the Equivalent Age

  • Kim, Moo-Han;Nam, Jae-Hyun;Khil, Bae-Su
    • KCI Concrete Journal
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    • v.14 no.2
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    • pp.81-85
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    • 2002
  • The strength development of concrete is influenced by temperature and cement type which greatly affect hydration degree of cement. There is not pertinent concrete strength management method in korea. There are several methods for estimating the in-place strength of concrete. One such method is the maturity concept. The maturity concept is based on the fact that concrete gains strength gradually as a result of chemical reactions between cement and water; and for a specific concrete mixture, strength at any age and at normal conditions is related to the degree of hydration. The rate of hydration and, therefore, strength development of a given concrete will be a function of its temperature. Thus, strength of concrete depends on its time-temperature history. The goals of the present study are to investigate a relationship between strength of high-strength concrete and maturity that is expressed as a function of an integral of the curing period and temperature and predict strength of concrete.

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An estimator of the mean of the squared functions for a nonparametric regression

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.577-585
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    • 2009
  • So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

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On the Cramer-Rao Bound for Estimating Parameters of Exponentially Decaying Function under Poisson Noise (Poisson 잡음 하에서의 지수 감소 함수 인자 추정시의 Cramer-Rao bound)

  • Seok, Ji-Yeong;Kim, Jeong-Tae
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.1
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    • pp.101-104
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    • 2013
  • We computed Cramer-Rao bound for estimating amplitude and decay parameters of exponentially decaying function under Poisson noise. Since Cramer-Rao bound is the lowest variance bound for any unbiased estimator, the computed Cramer-Rao bound can be used for evaluating the performance of estimators under Poisson noise. In addition, we show that the performance of maximum-likelihood estimator is close to the Cramer-Rao bound by simulations.

Slope-rotatable Designs for Estimating the Slope of Response Surfaces in Experiments with Mixtures

  • Park, Sung H.;Kim, Jung I.
    • Journal of the Korean Statistical Society
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    • v.17 no.2
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    • pp.121-133
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    • 1988
  • In this paper a class of mixture designs for estimating the slope of second order Scheffe polynomial response surfaces for mixture experiments with q components is presented. The variance of the estimated directional slope at a point is a function of the direction of the slope and the design. If the variance is averaged over all possible directions in the (q-1)-dimensional simplex, the averaged variance is only a function of the point and the design. By choice of design, it is possible to make this variance constant for all points equidistant from the centroid point. This property is called "slope-rotatability over al directions in the simplex", and the necessary and sufficient conditions for mixture design to have this property are given and proved. The class of designs with this property is compared with other mixture designs and discussed.discussed.

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Nonparametric Estimation of the Bivariate Survival Function under Koziol-Green Model I

  • Ahn, Choon-Mo;Park, Sang-Gue
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.975-982
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    • 2003
  • In this paper we considered the problem of estimating the bivariate survival distribution of the random vector (X, Y) when Y may be subject to random censoring but X is always uncensored. Adapting conditional Koziol-Green model, simplified estimator for bivariate survival function is proposed. We perform simulation to compare the proposed estimator with popular estimators and discussed the performance of it.

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Empirical Bayes Estimate for Mixed Model with Time Effect

  • Kim, Yong-Chul
    • Communications for Statistical Applications and Methods
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    • v.9 no.2
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    • pp.515-520
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    • 2002
  • In general, we use the hierarchical Poisson-gamma model for the Poisson data in generalized linear model. Time effect will be emphasized for the analysis of the observed data to be collected annually for the time period. An extended model with time effect for estimating the effect is proposed. In particularly, we discuss the Quasi likelihood function which is used to numerical approximation for the likelihood function of the parameter.

Kernel Machine for Poisson Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.767-772
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    • 2007
  • A kernel machine is proposed as an estimating procedure for the linear and nonlinear Poisson regression, which is based on the penalized negative log-likelihood. The proposed kernel machine provides the estimate of the mean function of the response variable, where the canonical parameter is related to the input vector in a nonlinear form. The generalized cross validation(GCV) function of MSE-type is introduced to determine hyperparameters which affect the performance of the machine. Experimental results are then presented which indicate the performance of the proposed machine.

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