• Title/Summary/Keyword: plug-in estimator

Search Result 7, Processing Time 0.019 seconds

AN APPROXIMATE DISTRIBUTION OF THE SQUARED COEFFICIENT OF VARIATION UNDER GENERAL POPULATION

  • Lee Yong-Ghee
    • Journal of the Korean Statistical Society
    • /
    • v.35 no.3
    • /
    • pp.331-341
    • /
    • 2006
  • An approximate distribution of the plug-in estimator of the squared coefficient of variation ($CV^2$) is derived by using Edgeworth expansions under general population models. Also bias of the estimator is investigated for several important distributions. Under the normal distribution, we proposed the new estimator for $CV^2$ based on median of the sampling distribution of plug-in estimator.

On the Plug-in Estimator and its Asymptotic Distribution Results for Vector-Valued Process Capability Index Cpmk (2차원 벡터 공정능력지수 Cpmk의 추정량과 극한분포 이론에 관한 연구)

  • Cho, Joong-Jae;Park, Byoung-Sun
    • Communications for Statistical Applications and Methods
    • /
    • v.18 no.3
    • /
    • pp.377-389
    • /
    • 2011
  • A higher quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The third generation index $C_{pmk}$ is more powerful than two useful indices $C_p$ and $C_{pk}$ that have been widely used in six sigma industries to assess process performance. In actual manufacturing industries, process capability analysis often entails characterizing or assessing processes or products based on more than one engineering specification or quality characteristic. Since these characteristics are related, it is a risky undertaking to represent the variation of even a univariate characteristic by a single index. Therefore, the desirability of using vector-valued process capability index(PCI) arises quite naturally. In this paper, we consider more powerful vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$ that consider the univariate process capability index $C_{pmk}$. First, we examine the process capability index $C_{pmk}$ and plug-in estimator $\hat{C}_{pmk}$. In addition, we derive its asymptotic distribution and variance-covariance matrix $V_{pmk}$ for the vector valued process capability index $C_{pmk}$. Under the assumption of bivariate normal distribution, we study asymptotic confidence regions of our vector-valued process capability index $C_{pmk}$ = ($C_{pmkx}$, $C_{pmky}$)$^t$.

On the Confidence Region of Vector-valued Process Capability Indices $C_p$& $C_pk$ (2차원 벡터 공정능력지수 $C_p$$C_pk$의 근사 신뢰영역)

  • 박병선;이충훈;조중재
    • Journal of Korean Society for Quality Management
    • /
    • v.30 no.4
    • /
    • pp.44-57
    • /
    • 2002
  • In this paper we study two vector-valued process capability indices $C_{p}$=($C_{px}$, $C_{py}$ ) and $C_{pk}$=( $C_{pkx}$, $C_{pky}$) considering process capability indices $C_{p}$ and $C_{pk}$. First, we derive two asymptotic distributions of plug-in estimators (equation omitted) and (equation omitted) under. some proper. conditions. Second, we examine the performance of asymptotic confidence regions of our process capability indices $C_{p}$=( $C_{px}$ , $C_{py}$ ) and $C_{pk}$=( $C_{pkx}$, $C_{pky}$) under BN($\mu$$_{x}$, $\mu$$_{y}$, $\sigma$$^2$$_{x}$, $\sigma$$^2$$_{y}$,$\rho$)$\rho$)EX>)EX>)EX>)

Nonparametric Estimation of Univariate Binary Regression Function

  • Jung, Shin Ae;Kang, Kee-Hoon
    • International Journal of Advanced Culture Technology
    • /
    • v.10 no.1
    • /
    • pp.236-241
    • /
    • 2022
  • We consider methods of estimating a binary regression function using a nonparametric kernel estimation when there is only one covariate. For this, the Nadaraya-Watson estimation method using single and double bandwidths are used. For choosing a proper smoothing amount, the cross-validation and plug-in methods are compared. In the real data analysis for case study, German credit data and heart disease data are used. We examine whether the nonparametric estimation for binary regression function is successful with the smoothing parameter using the above two approaches, and the performance is compared.

On Practical Efficiency of Locally Parametric Nonparametric Density Estimation Based on Local Likelihood Function

  • Kang, Kee-Hoon;Han, Jung-Hoon
    • Communications for Statistical Applications and Methods
    • /
    • v.10 no.2
    • /
    • pp.607-617
    • /
    • 2003
  • This paper offers a practical comparison of efficiency between local likelihood approach and conventional kernel approach in density estimation. The local likelihood estimation procedure maximizes a kernel smoothed log-likelihood function with respect to a polynomial approximation of the log likelihood function. We use two types of data driven bandwidths for each method and compare the mean integrated squares for several densities. Numerical results reveal that local log-linear approach with simple plug-in bandwidth shows better performance comparing to the standard kernel approach in heavy tailed distribution. For normal mixture density cases, standard kernel estimator with the bandwidth in Sheather and Jones(1991) dominates the others in moderately large sample size.

Better Confidence Limits for Process Capability Index $C_{pmk}$ under the assumption of Normal Process (정규분포 공정 가정하에서의 공정능력지수 $C_{pmk}$ 에 관한 효율적인 신뢰한계)

  • Cho Joong-Jae;Park Byoung-Sun;Park Hyo-il
    • Journal of Korean Society for Quality Management
    • /
    • v.32 no.4
    • /
    • pp.229-241
    • /
    • 2004
  • Process capability index is used to determine whether a production process is capable of producing items within a specified tolerance. The index $C_{pmk}$ is the third generation process capability index. This index is more powerful than two useful indices $C_p$ and $C_{pk}$. Whether a process distribution is clearly normal or nonnormal, there may be some questions as to which any process index is valid or should even be calculated. As far as we know, yet there is no result for statistical inference with process capability index $C_{pmk}$. However, asymptotic method and bootstrap could be studied for good statistical inference. In this paper, we propose various bootstrap confidence limits for our process capability Index $C_{pmk}$. First, we derive bootstrap asymptotic distribution of plug-in estimator $C_{pmk}$ of our capability index $C_{pmk}$. And then we construct various bootstrap confidence limits of our capability index $C_{pmk}$ for more useful process capability analysis.

On Statistical Inference of Stratified Population Mean with Bootstrap (층화모집단 평균에 대한 붓스트랩 추론)

  • Heo, Tae-Young;Lee, Doo-Ri;Cho, Joong-Jae
    • Communications for Statistical Applications and Methods
    • /
    • v.19 no.3
    • /
    • pp.405-414
    • /
    • 2012
  • In a stratified sample, the sampling frame is divided into non-overlapping groups or strata (e.g. geographical areas, age-groups, and genders). A sample is taken from each stratum, if this sample is a simple random sample it is referred to as stratified random sampling. In this paper, we study the bootstrap inference (including confidence interval) and test for a stratified population mean. We also introduce the bootstrap consistency based on limiting distribution related to the plug-in estimator of the population mean. We suggest three bootstrap confidence intervals such as standard bootstrap method, percentile bootstrap method and studentized bootstrap method. We also suggest a bootstrap test method computing the $ASL_{boot}$(Achieved Significance Level). The results of estimation are verified using simulation.