• Title/Summary/Keyword: naive estimator

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Selection of Detection Measures for Malicious Codes using Naive Estimator (단순 추정량을 이용한 악성코드의 탐지척도 선정)

  • Mun, Gil-Jong;Kim, Yong-Min
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.18 no.2
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    • pp.97-105
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    • 2008
  • The various mutations of the malicious codes are fast generated on the network. Also the behaviors of them become intelligent and the damage becomes larger step by step. In this paper, we suggest the method to select the useful measures for the detection of the codes. The method has the advantage of shortening the detection time by using header data without payloads and uses connection data that are composed of TCP/IP packets, and much information of each connection makes use of the measures. A naive estimator is applied to the probability distribution that are calculated by the histogram estimator to select the specific measures among 80 measures for the useful detection. The useful measures are then selected by using relative entropy. This method solves the problem that is to misclassify the measure values. We present the usefulness of the proposed method through the result of the detection experiment using the detection patterns based on the selected measures.

A study to improve the accuracy of the naive propensity score adjusted estimator using double post-stratification method (나이브 성향점수보정 추정량의 정확성 향상을 위한 이중 사후층화 방법 연구)

  • Leesu Yeo;Key-Il Shin
    • The Korean Journal of Applied Statistics
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    • v.36 no.6
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    • pp.547-559
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    • 2023
  • Proper handling of nonresponse in sample survey improves the accuracy of the parameter estimation. Various studies have been conducted to properly handle MAR (missing at random) nonresponse or MCAR (missing completely at random) nonresponse. When nonresponse occurs, the PSA (propensity score adjusted) estimator is commonly used as a mean estimator. The PSA estimator is known to be unbiased when known sample weights and properly estimated response probabilities are used. However, for MNAR (missing not at random) nonresponse, which is affected by the value of the study variable, since it is very difficult to obtain accurate response probabilities, bias may occur in the PSA estimator. Chung and Shin (2017, 2022) proposed a post-stratification method to improve the accuracy of mean estimation when MNAR nonresponse occurs under a non-informative sample design. In this study, we propose a double post-stratification method to improve the accuracy of the naive PSA estimator for MNAR nonresponse under an informative sample design. In addition, we perform simulation studies to confirm the superiority of the proposed method.

Parametric Empirical Bayes Estimators with Item-Censored Data

  • Choi, Dal-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.261-270
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    • 1997
  • This paper is proposed the parametric empirical Bayes(EB) confidence intervals which corrects the deficiencies in the naive EB confidence intervals of the scale parameter in the Weibull distribution under item-censoring scheme. In this case, the bootstrap EB confidence intervals are obtained by the parametric bootstrap introduced by Laird and Louis(1987). The comparisons among the bootstrap and the naive EB confidence intervals through Monte Carlo study are also presented.

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Imputation Methods for Nonresponse and Their Effect (무응답 대체 방법과 대체 효과)

  • 김규성
    • Proceedings of the Korean Association for Survey Research Conference
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    • 2000.06a
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    • pp.1-14
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    • 2000
  • We consider statistical methods for nonresponse problem in social and economic sample surveys. To create a complete data set, which does not include item nonresponse data, imputation methods are generally used. In this paper, we introduce some imputation methods and compare them with one another. Also, we consider some problems, which occur when an imputed data set is treated as a response data set. Due to the imputed values, the true variance of the estimator after imputation is increased by the imputation variance. However, since usual naive variance estimator constructed from the imputed data set does not estimate the imputation variance, the true variance of the estimator after imputation tends to be underestimated. Theoretical reason is investigated and serious results are explained through a simulation study. Finally, some adjusted variance estimation methods to compensate for underestimation are presented and discussed.

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Imputation Methods for Nonresponse and Their Effect (무응답 대체 방법과 대체 효과)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.1 no.2
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    • pp.1-14
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    • 2000
  • We consider statistical methods for nonresponse problem in social and economic sample surveys. To create a complete data set, which does not include item nonresponse data, imputation methods are generally used. In this paper, we introduce some imputation methods and compare them with one another. Also, we consider some problems, which occur when an imputed data set is treated as a response data set. Due to the imputed values, the true variance of the estimator after imputation is increased by the imputation variance. However, since usual naive variance estimator constructed from the imputed data set does not estimate the imputation variance, the true variance of the estimator after imputation tends to be underestimated. Theoretical reason is investigated and serious results are explained through a simulation study. Finally, some adjusted variance estimation methods to compensate for underestimation are presented and discussed.

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Efficient Score Estimation and Adaptive Rank and M-estimators from Left-Truncated and Right-Censored Data

  • Chul-Ki Kim
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.113-123
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    • 1996
  • Data-dependent (adaptive) choice of asymptotically efficient score functions for rank estimators and M-estimators of regression parameters in a linear regression model with left-truncated and right-censored data are developed herein. The locally adaptive smoothing techniques of Muller and Wang (1990) and Uzunogullari and Wang (1992) provide good estimates of the hazard function h and its derivative h' from left-truncated and right-censored data. However, since we need to estimate h'/h for the asymptotically optimal choice of score functions, the naive estimator, which is just a ratio of estimated h' and h, turns out to have a few drawbacks. An altermative method to overcome these shortcomings and also to speed up the algorithms is developed. In particular, we use a subroutine of the PPR (Projection Pursuit Regression) method coded by Friedman and Stuetzle (1981) to find the nonparametric derivative of log(h) for the problem of estimating h'/h.

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