• Title/Summary/Keyword: quantiles

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Bayesian Hypothesis Testing for the Difference of Quantiles in Exponential Models

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1379-1390
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    • 2008
  • This article deals with the problem of testing the difference of quantiles in exponential distributions. We propose Bayesian hypothesis testing procedures for the difference of two quantiles under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the matching prior. Simulation study and a real data example are provided.

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Ranked-Set Sample Wilcoxon Signed Rank Test For Quantiles Under Equal Allocation

  • Kim, Dong Hee;Kim, Hyun Gee
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.535-543
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    • 2003
  • A ranked set sample version of the sign test is proposed for testing hypotheses concerning the quantiles of a population characteristic by Kaur, et. al(2002). In this paper, we proposed the ranked set sample Wilcoxon signed rank test for quantiles under equal allocation. We obtain the asymptotic property and the asymptotic relative efficiencies of the proposed test statistic with respect to Wilcoxon signed rank test of simple random sample for quantiles under equal allocation. We calculate the ARE of test statistics, the proposed test statistic is more efficient than simple random sampling for all quantiles. The relative advantage of ranked set sampling is greatest at the median and tapers off in the tails.

On the Stationarity of Rainfall Quantiles: 1. Application and Evaluation of Conventional Methodologies (확률강우량의 정상성 판단: 1. 기존 방법의 적용 및 평가)

  • Jung, Sung-In;Yoo, Chul-Sang;Yoon, Yong-Nam
    • Journal of the Korean Society of Hazard Mitigation
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    • v.7 no.5
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    • pp.79-88
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    • 2007
  • This study evaluated the statistical stationarity of rainfall quantiles as well as the rainfall itself. The conventional methodologies like the Cox-Stuart test for trend and Dickey-Fuller test for a unit root used for testing the stationarity of a time series were applied and evaluated their application to the rainfall quantiles. As results, first, no obvious increasing or decreasing trend was found for the rainfall in Seoul, which was also found to be a stationary time series based on the Dickey-Fuller test. However, the Cox-Stuart test for the rainfall quantiles show some trends but not in consistent ways of increasing or decreasing. Also, the Dickey-Fuller test for a unit root shows that the rainfall quantiles are non-stationary. This result is mainly due to the difference between the rainfall data and rainfall quantiles. That is, the rainfall is a random variable without any trend or non-stationarity. On the other hand, the rainfall quantiles are estimated by considering all the data to result in high correlation between their consecutive estimates. That is, as the rainfall quantiles are estimated by adding a stationary rainfall data continuously, it becomes possible for their consecutive estimates to become highly correlated. Thus, it is natural for the rainfall quantiles to be decided non-stationary if considering the methodology used in this study.

Predictors of Self-care Behaviors among Elderly with Hypertension using Quantile Regression Method (분위회귀분석법을 이용한 노인 고혈압 환자의 자가간호에 따른 분위별 영향 요인)

  • Lee, Eun Ju;Park, Euna
    • Korean Journal of Adult Nursing
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    • v.27 no.3
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    • pp.273-282
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    • 2015
  • Purpose: The objective of this study was to identify the predictors of self-care behaviors among elderly patients with hypertension using quantile regression method. Methods: A total of 253 elderly patients diagnosed with hypertension was recruited via 3 different medical clinics for the study. The quantile regression and a liner regression was conducted using Stata 12.0 program by analyzing predictors of self-care behaviors. Results: In the ordinary least square, self-efficacy, period of disease, and education level explained 42% of the variance in self-care activities. In the quantile regression, affecting predictors of self-care behaviors were self-efficacy for all quantiles, the period of disease for from 60% quantile to 90% quantile, education level for 20%, 30%, and 50% quantiles, economic status for 10%, 50%, and 60% quantiles, age for 10%, 70% quantiles, fatigue for 10% quantile, knowledge about hypertension for 10% and 20% quantiles, and depression for 30% and 40% quantiles. Conclusion: The affecting predictors of self-care behaviors among elderly with hypertension were different from the level of self-care behaviors. These results indicated the significance in assessing predictors according to the level of self-care behaviors when clinical nurses examine the patients' health behaviors and plan any intervention strategies. Specially, education level and knowledge about hypertension were the significant predictors of self-care activities for low quantiles. Clinical nurses may promote self-care activities of the given population though health education programs.

On the Stationarity of Rainfall Quantiles: 2. Proposal of New Methodologies (확률강우량의 정상성 판단: 2. 새로운 방법의 제안)

  • Yoo, Chul-Sang;Jung, Sung-In;Yoon, Yong-Nam
    • Journal of the Korean Society of Hazard Mitigation
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    • v.7 no.5
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    • pp.89-97
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    • 2007
  • This study proposed new simple methodologies for testing the stationarity of rainfall quantiles, and applied to the rainfall data at Seoul. The methodologies in this study are based on the analysis of frequency change of rainfall quantiles, different from previous studies like Ahn et al. (2001) who analyzed the change of rainfall quantiles themselves. The different types of methodologies are proposed in this study; one is to evaluate the occurrence frequency of rainfall with its return period more than the data length, and the other is to evaluate the effect of new observation on the highest rainfall data recorded. The application of these methodologies shows that the rainfall quantiles at Seoul have no significant proof leading their non-stationarity.

Plotting positions and approximating first two moments of order statistics for Gumbel distribution: estimating quantiles of wind speed

  • Hong, H.P.;Li, S.H.
    • Wind and Structures
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    • v.19 no.4
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    • pp.371-387
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    • 2014
  • Probability plotting positions are popular and used as the basis for distribution fitting and for inspecting the quality of the fit because of its simplicity. The plotting positions that lead to excellent approximation to the mean of the order statistics should be used if the objective of the fitting is to estimate quantiles. Since the mean depends on the sample size and is not amenable for simple to use closed form solution, many plotting positions have been presented in the literature, including a new plotting position that is derived based on the weighted least-squares method. In this study, the accuracy of using the new plotting position to fit the Gumbel distribution for estimating quantiles is assessed. Also, plotting positions derived by fitting the mean of the order statistics for all ranks is proposed, and an approximation to the covariance of the order statistics for the Gumbel (and Weibull) variate is given. Relative bias and root-mean-square-error of the estimated quantiles by using the proposed plotting position are shown. The use of the proposed plotting position to estimate the quantiles of annual maximum wind speed is illustrated.

The Strong Consistency of Regression Quantiles Estimators in Nonlinear Censored Regression Models

  • Choi, Seung-Hoe
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.1
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    • pp.157-164
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    • 2002
  • In this paper, we consider the strong consistency of the regression quantiles estimators for the nonlinear regression models when dependent variables are subject to censoring, and provide the sufficient conditions which ensure the strong consistency of proposed estimators of the censored regression models. one example is given to illustrate the application of the main result.

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Test of the Hypothesis based on Nonlinear Regression Quantiles Estimators

  • Choi, Seung-Hoe
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.153-165
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    • 2003
  • This paper considers the likelihood ratio test statistic based on nonlinear regression quantiles estimators in order to test of hypothesis about the regression parameter $\theta_o$ and derives asymptotic distribution of proposed test statistic under the null hypothesis and a sequence of local alternative hypothesis. The paper also investigates asymptotic relative efficiency of the proposed test to the test based on the least squares estimators or the least absolute deviation estimators and gives some examples to illustrate the application of the main result.

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Regression Quantiles Under Censoring and Truncation

  • Park, Jin-Ho;Kim, Jin-Mi
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.807-818
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    • 2005
  • In this paper we propose an estimation method for regression quantiles with left-truncated and right-censored data. The estimation procedure is based on the weight determined by the Kaplan-Meier estimate of the distribution of the response. We show how the proposed regression quantile estimators perform through analyses of Stanford heart transplant data and AIDS incubation data. We also investigate the effect of censoring on regression quantiles through simulation study.

Rate of Convergence of Empirical Distributions and Quantiles in Linear Processes with Applications to Trimmed Mean

  • Lee, Sangyeol
    • Journal of the Korean Statistical Society
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    • v.28 no.4
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    • pp.435-441
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    • 1999
  • A 'convergence in probability' rate of the empirical distributions and quantiles of linear processes is obtained. As an application of the limit theorems, a trimmed mean for the location of the linear process is considered. It is shown that the trimmed mean is asymptotically normal. A consistent estimator for the asymptotic variance of the trimmed mean is provided.

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