• 제목/요약/키워드: 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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    • 제16권2호
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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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    • 제12권6호
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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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    • 제10권2호
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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.

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

  • 김대학
    • Journal of the Korean Data and Information Science Society
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    • 제21권6호
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    • pp.1109-1115
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    • 2010
  • 본 연구는 질병자료나 사망자수 등과 관련된 자료의 분석에서 가장 많이 사용되는 초기하분포의 모수, 즉 성공의 확률에 대한 신뢰구간추정에 대하여 설펴보았다. 초기하분포의 성공의 확률에 대한 신뢰구간은 일반적으로 잘 알려져 있지 않으나 그 응용성과 활용성의 측면에서 신뢰구간의 추정은 상당히 중요하다. 본 논문에서는 초기하분포의 성공의 확률에 대한 정확신뢰구간을 소개하고 여러 가지 모집단의 크기와 표본수에 대하여, 그리고 몇가지 실현값에 대한 신뢰구간을 유도하고 소표본의 경우에 모의실험을 통하여 실제 포함확률의 측면에서 살펴보았다.

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

  • 최성운;이창호
    • 대한안전경영과학회지
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    • 제9권4호
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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.

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

  • 박동준
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
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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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    • 제3권2호
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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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실제포함확률을 이용한 초기하분포 모수의 근사신뢰구간 추정에 관한 모의실험 연구 (A simulation study for the approximate confidence intervals of hypergeometric parameter by using actual coverage probability)

  • 김대학
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1175-1182
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    • 2011
  • 본 연구는 초기하분포의 모수, 즉 성공의 확률에 대한 신뢰구간추정에 대하여 설펴보았다. 초기하분포의 성공의 확률에 대한 신뢰구간은 일반적으로 잘 알려져 있지 않으나 그 응용성과 활용성의 측면에서 신뢰구간의 추정은 상당히 중요하다. 본 논문에서는 초기하분포의 성공의 확률에 대한 정확신뢰구간과 이항분포와 정규분포에 의한 근사신뢰구간을 소개하고 여러 가지 모집단의 크기와 표본 수에 대하여, 그리고 몇 가지 관찰값에 대한 정확신뢰구간과 근사신뢰구간을 계산하고 소 표본의 경우에 모의실험을 통하여 실제포함확률의 측면에서 살펴보았다.

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

  • 정형철;전명식;김대학
    • 응용통계연구
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    • 제16권2호
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    • pp.377-393
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    • 2003
  • 본 논문에서는 두 모비율의 차에 대한 기존의 신뢰구간들을 소개하고 붓스트랩 신뢰구간도 제안하였다 또한 모비율의 차에 대한 신뢰구간이 가지는 성질로서 근사신뢰구간의 하향추정의 문제와 정확신뢰구간의 상향추정의 문제점들을 확인하였고 평균포함 확률, 구간기대폭 그리고 왜도성 측면에서 종합적인 비교를 하였다. 특히 모수에 대한 사전분포를 가정하여 여러 신뢰구간들이 지니는 특징도 살펴보았다 기존의 신뢰구간들과 제안된 붓스트랩 신뢰구간은 소표본의 모의실험을 통하여 실제 포함확률의 평균을 기준으로 비교되었고 이항분포에서와 같이 정확신뢰구간이 지니는 보수성을 확인할 수 있었다. 신뢰구간의 평균포함확률의 등고선 그림도 소개하였다.

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

  • 왕지석;김기준;이영호
    • Journal of Advanced Marine Engineering and Technology
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    • 제8권1호
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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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