• Title/Summary/Keyword: parametric function

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Empirical Bayesian Multiple Comparisons with the Best

  • Kim, Woo-Chul;Hwang, Hyung-Tae
    • Journal of the Korean Statistical Society
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    • v.20 no.2
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    • pp.108-117
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    • 1991
  • A parametric empirical Bayes procedure is proposed and studied to compare treatments simultaneously with the best. Minimum Bayes risk lower bounds are derived for an additive loss function, and their relationship with Bayesian simultaneous confidence lower bounds is given. For the proposed empirical Bayes procedure, the nominal confidence level both in Bayesian sense and in frequentist's sense is shown to be controlled asymptotically. For practical implementation, a measure of significance similar to f-value is suggested with an illustrative example.

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A Note on Asymptotic Relative Efficiency of the Nonparametric Reliability Estimation for the Proportional Hazards Model

  • Cha, Young-Joon;Lee, Jae-Man;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.173-177
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    • 1998
  • This paper presents the asymptotic relative efficiency of the nonparametric estimator relative to the parametric maximum likelihood estimator of the reliability function under the proportional hazards model of random censorship. Also we examine the efficiency loss due to censoring proportions and misson times.

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COUNING g-ESSENTIAL MAPS ON SURFACES WITH SMALL GENERA

  • Hao, Rongxia;Cai, Junliang;Liu, Yanpel
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.621-633
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    • 2002
  • This paper provides some functional equations and parametric expressions of f-essential maps on the projective plane, on the torus and on the Klein bottle with the size as a parameter and gives their explicit formulae for exact enumeration further.

Admissibility of Some Stepwise Bayes Estimators

  • Kim, Byung-Hwee
    • Journal of the Korean Statistical Society
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    • v.16 no.2
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    • pp.102-112
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    • 1987
  • This paper treats the problem of estimating an arbitrary parametric function in the case when the parameter and sample spaces are countable and the decision space is arbitrary. Using the notions of a stepwise Bayesian procedure and finite admissibility, a theorem is proved. It shows that under some assumptions, every finitely admissible estimator is unique stepwise Bayes with respect to a finite or countable sequence of mutually orthogonal priors with finite supports. Under an additional assumption, it is shown that the converse is true as well. The first can be also extended to the case when the parameter and sample space are arbitrary, i.e., not necessarily countable, and the underlying probability distributions are discrete.

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Permutation tests for the multivariate data

  • Park, Hyo-Il;Kim, Ju-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.1145-1155
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    • 2007
  • In this paper, we consider the permutation tests for the multivariate data under the two-sample problem setting. We review some testing procedures, which are parametric and nonparametric and compare them with the permutation ones. Then we consider to try to apply the permutation tests to the multivariate data having the continuous and discrete components together by choosing some suitable combining function through the partial testing. Finally we discuss more aspects for the permutation tests as concluding remarks.

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VARIANCE ESTIMATION OF ERROR IN THE REGRESSION MODEL AT A POINT

  • Oh, Jong-Chul
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.501-508
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    • 2003
  • Although the estimate of regression function is important, some have focused the variance estimation of error term in regression model. Different variance estimators perform well under different conditions. In many practical situations, it is rather hard to assess which conditions are approximately satisfied so as to identify the best variance estimator for the given data. In this article, we suggest SHM estimator compared to LS estimator, which is common estimator using in parametric multiple regression analysis. Moreover, a combined estimator of variance, VEM, is suggested. In the simulation study it is shown that VEM performs well in practice.

A new pattern classification algorithm for two-dimensional objects

  • You, Bum-Jae;Bien, Zeungnam
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10b
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    • pp.917-922
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    • 1990
  • Pattern classification is an essential step in automatic robotic assembly which joins together finite number of seperated industrial parts. In this paper, a fast and systematic algorithm for classifying occlusion-free objects is proposed, using the notion of incremental circle transform which describes the boundary contour of an object as a parametric vector function of incremental elements. With similarity transform and line integral, normalized determinant curve of an object classifies each object, independent of position, orientation, scaling of an object and cyclic shift of the stating point for the boundary description.

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Design of an Adaptive Fuzzy Backstepping Controller for a Brush DC Motor Turning a Robotic Load (로봇부하 구동용 브러시 DC 모터의 적응 퍼지 백 스테핑 제어기 설계)

  • Kim, Young-Tae
    • Journal of the Korean Society for Precision Engineering
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    • v.23 no.9 s.186
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    • pp.92-101
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    • 2006
  • In this paper a adaptive backstepping control scheme is proposed for control of a do motor driving a one-link manipulator. Fuzzy logic systems are used to approximate the unknown nonlinear function including the parametric uncertainty and disturbance throughout the entire electromechanical system. A compensation controller is also proposed to estimate the bound of approximation error. Thus the asymptotic stability of the closed-loop control system can be obtained. Numerical simulations are included to show the effectiveness of the proposed controller.

Improving $L_1$ Information Bound in the Presence of a Nuisance Parameter for Median-unbiased Estimators

  • Sung, Nae-Kyung
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.1-12
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    • 1993
  • An approach to make the information bound sharper in median-unbiased estimation, based on an analogue of the Cramer-Rao inequality developed by Sung et al. (1990), is introduced for continuous densities with a nuisance parameter by considering information quantities contained both in the parametric function of interest and in the nuisance parameter in a linear fashion. This approach is comparable to that of improving the information bound in mean-unbiased estimation for the case of two unknown parameters. Computation of an optimal weight corresponding to the nuisance parameter is also considered.

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A View on Extension of Utility-Based on Links with Information Measures

  • Hoseinzadeh, A.R.;Borzadaran, G.R.Mohtashami;Yari, G.H.
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.813-820
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    • 2009
  • In this paper, we review the utility-based generalization of the Shannon entropy and Kullback-Leibler information measure as the U-entropy and the U-relative entropy that was introduced by Friedman et al. (2007). Then, we derive some relations between the U-relative entropy and other information measures based on a parametric family of utility functions.