• 제목/요약/키워드: random procedure

검색결과 493건 처리시간 0.023초

Interval prediction on the sum of binary random variables indexed by a graph

  • Park, Seongoh;Hahn, Kyu S.;Lim, Johan;Son, Won
    • Communications for Statistical Applications and Methods
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    • 제26권3호
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    • pp.261-272
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    • 2019
  • In this paper, we propose a procedure to build a prediction interval of the sum of dependent binary random variables over a graph to account for the dependence among binary variables. Our main interest is to find a prediction interval of the weighted sum of dependent binary random variables indexed by a graph. This problem is motivated by the prediction problem of various elections including Korean National Assembly and US presidential election. Traditional and popular approaches to construct the prediction interval of the seats won by major parties are normal approximation by the CLT and Monte Carlo method by generating many independent Bernoulli random variables assuming that those binary random variables are independent and the success probabilities are known constants. However, in practice, the survey results (also the exit polls) on the election are random and hardly independent to each other. They are more often spatially correlated random variables. To take this into account, we suggest a spatial auto-regressive (AR) model for the surveyed success probabilities, and propose a residual based bootstrap procedure to construct the prediction interval of the sum of the binary outcomes. Finally, we apply the procedure to building the prediction intervals of the number of legislative seats won by each party from the exit poll data in the $19^{th}$ and $20^{th}$ Korea National Assembly elections.

Estimation of Random Coefficient AR(1) Model for Panel Data

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.529-544
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    • 1996
  • This paper deals with the problem of estimating the autoregressive random coefficient of a first-order random coefficient autoregressive time series model applied to panel data of time series. The autoregressive random coefficients across individual units are assumed to be a random sample from a truncated normal distribution with the space (-1, 1) for stationarity. The estimates of random coefficients are obtained by an empirical Bayes procedure using the estimates of model parameters. Also, a Monte Carlo study is conducted to support the estimation procedure proposed in this paper. Finally, we apply our results to the economic panel data in Liu and Tiao(1980).

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Variable Selection in Linear Random Effects Models for Normal Data

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제27권4호
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    • pp.407-420
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    • 1998
  • This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

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SEQUENTIAL MINIMAL OPTIMIZATION WITH RANDOM FOREST ALGORITHM (SMORF) USING TWITTER CLASSIFICATION TECHNIQUES

  • J.Uma;K.Prabha
    • International Journal of Computer Science & Network Security
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    • 제23권4호
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    • pp.116-122
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    • 2023
  • Sentiment categorization technique be commonly isolated interested in threes significant classifications name Machine Learning Procedure (ML), Lexicon Based Method (LB) also finally, the Hybrid Method. In Machine Learning Methods (ML) utilizes phonetic highlights with apply notable ML algorithm. In this paper, in classification and identification be complete base under in optimizations technique called sequential minimal optimization with Random Forest algorithm (SMORF) for expanding the exhibition and proficiency of sentiment classification framework. The three existing classification algorithms are compared with proposed SMORF algorithm. Imitation result within experiential structure is Precisions (P), recalls (R), F-measures (F) and accuracy metric. The proposed sequential minimal optimization with Random Forest (SMORF) provides the great accuracy.

Identification of Chaos Phenomenon using the Classical Nonparametric Tests

  • Park, Young-Sun;Choi, Hang-Suk;Choi, Eun-Sun;Park, Moon-Il;Oh, Jae-Eung;Cha, Kyung-Joon
    • Journal of the Korean Data and Information Science Society
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    • 제17권1호
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    • pp.95-113
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    • 2006
  • The data resulting from a deterministic dynamic system may often appear to be random. However, it is important to distinguish a deterministic and a random processes for statistical analysis. In this paper, we propose a nonparametric test procedure to distinguish a noisy chaos from i.i.d. random process. The proposed procedure can be easily implemented by computer. We notice that the test is very effective to identify a low dimensional chaos process in some cases.

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불규칙 가진을 받는 탄성진자의 응답 해석 (Response of an Elastic Pendulum under Random Excitations)

  • 이신영
    • 한국공작기계학회논문집
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    • 제18권2호
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    • pp.187-193
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    • 2009
  • Dynamic response of an elastic pendulum system under random excitations was studied by using the Lagrangian equations of motion which uses the kinetic and potential energy of a target system. The responses of random excitations were calculated by using Monte Carl simulation which uses the series of random numbers. The procedure of Monte Carlo simulation is generation of random numbers, system model, system output, and statistical management of output. When the levels of random excitations were changed, the expected responses of the pendulum system showed various responses.

Joint Optimization of User Set Selection and Transmit Power Allocation for Orthogonal Random Beamforming in Multiuser MIMO Systems

  • Kang, Tae-Sung;Seo, Bangwon
    • ETRI Journal
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    • 제34권6호
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    • pp.879-884
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    • 2012
  • When the number of users is finite, the performance improvement of the orthogonal random beamforming (ORBF) scheme is limited in high signal-to-noise ratio regions. In this paper, to improve the performance of the ORBF scheme, the user set and transmit power allocation are jointly determined to maximize sum rate under the total transmit power constraint. First, the transmit power allocation problem is expressed as a function of a given user set. Based on this expression, the optimal user set with the maximum sum rate is determined. The suboptimal procedure is also presented to reduce the computational complexity, which separates the user set selection procedure and transmit power allocation procedure.

The Generation of Poisson Random Variates

  • Park, Chae-Ha
    • 대한산업공학회지
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    • 제1권1호
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    • pp.87-92
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    • 1975
  • Three approximation methods for generating outcomes on Poisson random variables are discussed. A comparison is made to determine which method requires the least computer execution time and to determine which is the most robust approximation. Results of the comparison study suggest the method to choose for the generating procedure depends on the mean value of Poisson random variable which is being generated.

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A Cumulative Logit Mixed Model for Ordered Response Data

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • 제17권1호
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    • pp.123-130
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    • 2006
  • This paper discusses about how to build up a mixed-effects model using cumulative logits when some factors are fixed and others are random. Location effects are considered as random effects by choosing them randomly from a population of locations. Estimation procedure for the unknown parameters in a suggested model is also discussed by an illustrated example.

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Mixed Linear Models with Censored Data

  • Ha, Il-do;Lee, Youngjo-;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.211-223
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    • 1999
  • We propose a simple estimation procedure in the mixed linear models with censored normal data, using both Buckly and James(1979) type pseudo random variables and Lee and Nelder's(1996) estimation procedure. The proposed method is illustrated with the matched pairs data in Pettitt(1986).

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