• Title/Summary/Keyword: statistical confidence

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Logit Confidence Intervals Using Pseudo-Bayes Estimators for the Common Odds Ratio in 2 X 2 X K Contingency Tables

  • Kim, Donguk;Chun, Eunhee
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.479-496
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    • 2003
  • We investigate logit confidence intervals for the odds ratio based on the delta method. These intervals are constructed using pseudo-Bayes estimators. The Gart method and Agresti method smooth the observed counts toward the model of equiprobability and independence, respectively. We obtain better coverage probability by smoothing the observed counts toward the pseudo-Bayes estimators in 2$\times$2 table. We also improve legit confidence intervals in 2$\times$2$\times$K tables by generalizing these ideas. Utilizing pseudo-Bayes estimators, we obtain better coverage probability by smoothing the observed counts toward the conditional independence model, no three-factor interaction model and saturated model in 2$\times$2$\times$K tables.

Development of Matching Priors for P(X < Y) in Exprnential dlstributions

  • Lee, Gunhee
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.421-433
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    • 1998
  • In this paper, matching priors for P(X < Y) are investigated when both distributions are exponential distributions. Two recent approaches for finding noninformative priors are introduced. The first one is the verger and Bernardo's forward and backward reference priors that maximizes the expected Kullback-Liebler Divergence between posterior and prior density. The second one is the matching prior identified by matching the one sided posterior credible interval with the frequentist's desired confidence level. The general forms of the second- order matching prior are presented so that the one sided posterior credible intervals agree with the frequentist's desired confidence levels up to O(n$^{-1}$ ). The frequentist coverage probabilities of confidence sets based on several noninformative priors are compared for small sample sizes via the Monte-Carlo simulation.

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Misleading Confidence Interval for Sum of Variances Calculated by PROC MIXED of SAS (PROC MIXED가 제시하는 분산의 합의 신뢰구간의 문제점)

  • 박동준
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.145-151
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    • 2004
  • PROC MIXED fits a variety of mixed models to data and enables one to use these fitted models to make statistical inferences about the data. However, the simulation study in this article shows that PROC MIXED using REML estimators provides one with a confidence interval, that does not keep the stated confidence coefficients, on sums of two variance components in the simple regression model with unbalanced nested error structure which is a mixed model.

Confidence bevels of Measured Axle Load with a Consideration of Dynamic Loading (동적 부하를 고려한 계측 축중의 신뢰 범위)

  • 조일수;김성욱;이주형;박종연;이동훈;조동일
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.303-303
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    • 2000
  • It is difficult to determine the static axle weight of a vehicle with weigh-in-motion systems which in absence measure instantaneous axle impact forces. The difficulty in determining a static axle weight results from dynamic effects induced by vehicle/road interactions. One method to improve the problem is to quantify a statistical confidence level for measured axle weight. The quarter-car model is used to simulate vehicle motion, Also, the road input to vehicle model can be characterized in statistical terms by PSD (power spectral density) of appropriate amplitude and frequency contents other than an exact spatial distribution. The confidence levels for the measured axle weight can be obtained by the random process analysis using both vehicle model and road input.

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Nonparametric confidence intervals for quantiles based on a modified ranked set sampling

  • Morabbi, Hakime;Razmkhah, Mostafa;Ahmadi, Jafar
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.119-129
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    • 2016
  • A new sampling method is introduced based on the idea of a ranked set sampling scheme in which taken samples in each set are dependent on previous ones. Some theoretical results are presented and distribution-free confidence intervals are derived for the quantiles of any continuous population. It is shown numerically that the proposed sampling scheme may lead to 95% confidence intervals (especially for extreme quantiles) that cannot be found based on the ordinary ranked set sampling scheme presented by Chen (2000) and Balakrishnan and Li (2006). Optimality aspects of this scheme are investigated for both coverage probability and minimum expected length criteria. A real data set is also used to illustrate the proposed procedure. Conclusions are eventually stated.

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
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    • v.32 no.4
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    • pp.229-241
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    • 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.

Why is 90% Confidence Interval Used When Confidence Interval Approach is Used for Testing Equivalence? (동등성 시험을 신뢰구간을 사용하여 검정하는 경우 왜 신뢰도 90%인 신뢰구간을 사용하는가?)

  • Kang, Seung-Ho
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.867-873
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    • 2008
  • It is a convention to use 5% significance level when a statistical test is employed for clinical data. But when a confidence interval is used for testing equivalence, 90% confidence interval has often been used. When $1-{\alpha}$ confidence interval is used for hypothesis testing, its significance level is often ${\alpha}$. So it makes a confusion that the significance level is 10% if 90% confidence interval is employed for testing equivalence. In this paper I will clarify this issue by reviewing relevant papers and conducting simulation studies. I hope that it will be beneficial to statisticians in pharmaceutical companies, CROs, university hospitals.

The Development of Capacity Estimation Methods from Statistical Distribution of Observed Traffic Flow (관측교통량의 통계적 분포에 의한 도로교통용량 산정 기법에 관한 연구 -이상적인 조건하의 고속도로 기본구간 대상-)

  • 김용걸;장명순
    • Journal of Korean Society of Transportation
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    • v.13 no.1
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    • pp.167-183
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    • 1995
  • The objective of study is to evaluate highway capaicty estimation alternative and to develop capacity from statistical distribution of observed traffic flow. Speed-Volume relation is analyzed from vehicle's headway distribution eliminating the long headway by confidence intervals 99%, 95%, 90%. Capacity estimate alternatives were evaluated from 95% , 90%, 85% level of cummulative distribution of observed hourly traffic flow adjusted to confidence intervals. The result of investigation revealed that maximum hourly rate of flow is 2, 130pcu at confidence interval of 995, 2, 233pcu at 95%, 2, 315pcu at 90% respectively. Compared to the capacity of 2, 200pcu per hour per lane used in HCM and KHCM(Korea Highway Capacity Manual), capa챠y appears to correspond to confidence interval of 95%. Using the traffic flow rate at confidence interval of 95% the maximum hourly flow rate is 2, 187pcu at 95% of cummulative volume distribution, 2, 153pcu at 90%, 2, 215pcu at 85%. The study suggests that raional capacity esimation alternative is to take the 95% of cummulative distribution of observed hourly traffic flow at 95% confidence headway interval eliminating 5% long headway.(i.e. 95-95 rule)

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Effects of Balance Training through Visual Control on Balance Ability, Postural Control, and Balance Confidence in Chronic Stroke Patients (시각 통제를 이용한 균형훈련이 만성 뇌졸중 환자의 균형능력과 자세조절, 균형자신감에 미치는 영향)

  • Jeong, Seong-Hwa;Koo, Hyun-Mo
    • PNF and Movement
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    • v.18 no.1
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    • pp.133-141
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    • 2020
  • Purpose: The purpose of this study was to conduct balance training through vision control to improve the balance, postural control, and balance confidence and to decrease the visual and sensory dependence of stroke patients. Methods: Twenty-eight chronic stroke patients volunteered to participate in the study. They were randomly assigned to the eyes-closed and the eyes-open training groups. Three times a week for four weeks each group performed an unstable-support session and a balance training session for thirty minutes per set. Their balance, postural control, and balance confidence were assessed using BIO Rescue (BR), the postural assessment scale for stroke (PASS), and the Korean activity-specific balance confidence scale (K-ABC), respectively. All data were analyzed using SPSS version 22.0. Statistical methods before and after working around the average value of each dataset were independent T-test. The significance level for statistical analyses was set at 0.05. Results: Comparison between the groups showed statistically significant effects on all variables before and after the intervention (p < 0.05). Conclusion: This study reflected that balance-training programs involving vision control improve the balance, postural control, and balance confidence of chronic stroke patients. Thus, stroke patients should undergo training programs that increase the use of their other senses with vision control in clinical practice.

An Integrated Sequential Inference Approach for the Normal Mean

  • Almahmeed, M.A.;Hamdy, H.I.;Alzalzalah, Y.H.;Son, M.S.
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.415-431
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    • 2002
  • A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.