• Title/Summary/Keyword: exact interval

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Choosing between the Exact and the Approximate Confidence Intervals: For the Difference of Two Independent Binomial Proportions

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.363-372
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    • 2009
  • The difference of two independent binomial proportions is frequently of interest in biomedical research. The interval estimation may be an important tool for the inferential problem. Many confidence intervals have been proposed. They can be classified into the class of exact confidence intervals or the class of approximate confidence intervals. Ore may prefer exact confidence interval s in that they guarantee the minimum coverage probability greater than the nominal confidence level. However, someone, for example Agresti and Coull (1998) claims that "approximation is better than exact." It seems that when sample size is large, the approximate interval is more preferable to the exact interval. However, the choice is not clear when sample, size is small. In this note, an exact confidence and an approximate confidence interval, which were recommended by Santner et al. (2007) and Lee (2006b), respectively, are compared in terms of the coverage probability and the expected length.

Interval finite element method based on the element for eigenvalue analysis of structures with interval parameters

  • Yang, Xiaowei;Chen, Suhuan;Lian, Huadong
    • Structural Engineering and Mechanics
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    • v.12 no.6
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    • pp.669-684
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    • 2001
  • A new method for solving the uncertain eigenvalue problems of the structures with interval parameters, interval finite element method based on the element, is presented in this paper. The calculations are done on the element basis, hence, the efforts are greatly reduced. In order to illustrate the accuracy of the method, a continuous beam system is given, the results obtained by it are compared with those obtained by Chen and Qiu (1994); in order to demonstrate that the proposed method provides safe bounds for the eigenfrequencies, an undamping spring-mass system, in which the exact interval bounds are known, is given, the results obtained by it are compared with those obtained by Qiu et al. (1999), where the exact interval bounds are given. The numerical results show that the proposed method is effective for estimating the eigenvalue bounds of structures with interval parameters.

Improved Exact Inference in Logistic Regression Model

  • Kim, Donguk;Kim, Sooyeon
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.277-289
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    • 2003
  • We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

On the actual coverage probability of hypergeometric parameter (초기하분포의 모수에 대한 신뢰구간추정)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1109-1115
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    • 2010
  • In this paper, exact confidence interval of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the performance of exact confidence interval estimates of hypergeometric parameter in terms of actual coverage probability by small sample Monte Carlo simulation.

Estimation and Application of Binomial Confidence Interval for Nonconforming Proportions (부적합품률의 이항 신뢰구간 추정 및 응용)

  • Choi, Sung-Woon;Lee, Chang-Ho
    • Journal of the Korea Safety Management & Science
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    • v.9 no.4
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    • pp.143-147
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    • 2007
  • This paper presents various interval estimation methods of binomial proportion for small n in multi-product small volume production and extremely small ^P like PPM or PPB fraction of defectives. This study classifies interval estimation of binomial proportion into three categories such as exact, approximate, Bayesian methods. These confidence intervals proposed in this paper can be applied to attribute process capability and attribute acceptance sampling plan for PPM or PPB.

Confidence intervals on variance components in multiple regression model with one-fold nested error strucutre (중첩오차를 갖는 중회귀모형에서 분산의 신뢰구간)

  • 박동준
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.495-498
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    • 1996
  • Regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is based on Ting et al. (1990) method. Computer simulation is provided to show that the approximate confidence interval maintains the stated confidence coefficient.

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Confidence Intervals on Variance Components in Two Stage Regression Model

  • Park, Dong-Joon
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.29-36
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    • 1996
  • In regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is vased on Ting et al. (1990) method. Computer simulation is procided to show that the approximate confidence interval maintains the stated confidence coeffient.

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A simulation study for the approximate confidence intervals of hypergeometric parameter by using actual coverage probability (실제포함확률을 이용한 초기하분포 모수의 근사신뢰구간 추정에 관한 모의실험 연구)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1175-1182
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    • 2011
  • In this paper, properties of exact confidence interval and some approximate confidence intervals of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the approximation of hypergeometirc distribution to the binomial and normal distribution respectively. Approximate confidence intervals based on these approximation are also adequately discussed. The performance of exact confidence interval estimates and approximate confidence intervals of hypergeometric parameter is compared in terms of actual coverage probability by small sample Monte Carlo simulation.

A Comparison of Confidence Intervals for the Difference of Proportions (모비율 차이의 신뢰구간들에 대한 비교연구)

  • 정형철;전명식;김대학
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.377-393
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    • 2003
  • Several confidence interval estimates for the difference of two binomial proportions were introduced. Bootstrap confidence interval is also suggested. We examined the over estimation property of approximate intervals and under estimation trend of exact intervals for the difference of proportions. We compared these confidence intervals based on the average coverage probability, expected width and skewness measure. Particularly actual coverage probability were calculated by using the prior distribution of parameters. Monte Carlo simulation for small sample size is conducted. Some interesting contour plots of average coverage probability and marginal plots for several interval estimates are presented.

A study on the solutions of the 2nd order linear ordinary differential equations using fourier series (Fourier급수를 응용한 이계 선형 상미분방정식의 해석에 관한 연구)

  • 왕지석;김기준;이영호
    • Journal of Advanced Marine Engineering and Technology
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    • v.8 no.1
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    • pp.100-111
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    • 1984
  • The methods solving the 2nd order linear ordinary differential equations of the form y"+H(x)y'+G(x)y=P(x) using Fourier series are presented in this paper. These methods are applied to the differential equations of which the exact solutions are known, and the solutions by Fourier series are compared with the exact solutions. The main results obtained in these studies are summarized as follows; 1) The product and the quotient of two functions expressed in Fourier series can be expressed also in Fourier series and the relations between the Fourier coefficients of the series are obtained by multiplying term by term. 2) If the solution of the 2nd order lindar ordinary differential equation exists in a certain interval, the solution can be obtained using Fourier series and can be expressed in Fourier series. 3) The absolute errors of Fourier series solutions are generally less in the center of the interval than in the end of the interval. 4) The more terms are considered in Fourier series solutions, the less the absolute errors.rors.

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