• 제목/요약/키워드: weighted normal model

검색결과 52건 처리시간 0.031초

로버스트 회귀추정에 의한 신뢰구간 구축 (On Confidence Intervals of Robust Regression Estimators)

  • 이동희;박유성;김기환
    • 응용통계연구
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    • 제19권1호
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    • pp.97-110
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    • 2006
  • 대부분의 자료는 여러가지 원인으로 인한 특이치로 오염되어 있으며, 이러한 상황에서 신뢰성 있는 추정량을 얻어내고 이에 대한 통계적 추론을 시행하는 것은 중요한 문제이다. 그러나 이제까지 제안된 로버스트 회귀추정량들은 계산상의 어려움과 정규오차모형에서 최소제곱추정량에 비하여 떨어지는 효율성때문에 통계적 추론의 정확성을 확신할 수 없었다. 최근 제안된 Lee(2004)의 가중자기조율회귀추정량(weighted self-tuning estimator, WSTE)은 다른 로버스트 회귀추정량에 비하여 정확한 계산과정과 그에 따른 추정량의 점근적 정규성 및 고붕괴점을 갖는다. 그러나 통계적 추론을 위하여 이제까지 널리 사용해왔던 로버스트 추정량에 기반한 가중최소제곱추정방법(weighted least squares estimator)은 WSTE에서조차 정규오차모형하에서 최소제곱추정량과 동일한 수준의 효율성을 제공해주지 는 못한다. 본 논문에서는 WSTE에 기반한 또다른 통계적 추론 방법을 제안하고, 이 방법을 사용함으로써 정규오차모형 및 대표본에서 보다 정확한 결과를 얻을 수 있음을 몬테칼로 모의실험을 통해 제시하였다.

A Goodness-of-Fit Test for the Additive Risk Model with a Binary Covariate

  • Kim, Jin-Heum;Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.537-549
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    • 1995
  • In this article, we propose a class of weighted estimators for the excess risk in additive risk model with a binary covariate. The proposed estimator is consistent and asymptotically normal. When the assumed model is inappropriate, however, the estimators with different weights converge to nonidentical constants. This fact enables us to develop a goodness-of-fit test for the excess assumption by comparing estimators with diffrent weights. It is shown that the proposed test converges in distribution to normal with mean zero and is consistent under the model misspecifications. Furthermore, the finite-sample properties of the proposed test procedure are investigated and two examples using real data are presented.

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림프절의 자기공명영상의 특징: 가토에서 T1과 T2 강조영상의 비교 (Magnetic resonance imaging characteristic of lymph nodes: Comparison of T1 and T2 weighted image in normal rabbits)

  • 이기창;최민철;최호정;윤정희;최승홍;문우경;정진욱
    • 대한수의학회지
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    • 제44권2호
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    • pp.311-315
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    • 2004
  • The detection of lymph node metastasis is an important step in tumor staging and is significant for therapy planning. It has been challenged to yield an appropriate image with diagnostic methods such as Magnetic Resonance (MR) and Computed Tomography (CT). Though CT has been used widely and accessed easily to show internal organs, it can hardly provide difference between lymph node and adjacent vessel or fat tissue. It has been well established that MR can reveal the subtle discrepancy within soft tissue. This study investigated the suitability of MR lymph node imaging without contrast enhancement by comparison of T1-weighted image (T1WI) and T2- weighted image (T2WI) in ten normal rabbits. According to the pulse sequence optimized from preliminary study, T1-weighted spin-echo (repetition time/echo time=400/12 ms) and T-2 weighted fast spin-echo (repetition time/echo time=3500/84 ms) images covering the hind limbs and pelvic region were acquired at 1.5 T. Two radiologists scrupulously evaluated the MR images in consensus. And signal intensity of lymph nodes was compared with that of adjacent fat. Statistical analysis showed that T1-weighted coronal image visualized the lymph nodes (iliac, superficial inguinal and popliteal lymph nodes) quickly and consistently rather than T2-weighted one. Conclusively, T1WI for evaluation of lymph nodes is moderately better than T2WI and appears to have potential for quick and sufficient mapping of the lymph nodes. In addition, this normal MR image of lymph nodes could be applied to further study for the evaluation of lymphatic system in abscess and tumor bearing animal model.

Density distributions and Power spectra of outflow-driven turbulence

  • Kim, Jongsoo;Moraghan, Anthony
    • 천문학회보
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    • 제39권1호
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    • pp.57.2-57.2
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    • 2014
  • Protostellar jets and outflows are signatures of star formation and promising mechanisms for driving supersonic turbulence in molecular clouds. We quantify outflow-driven turbulence through three-dimensional numerical simulations using an isothermal version of the total variation diminishing code. We drive turbulence in real space using a simplified spherical outflow model, analyze the data through density probability distribution functions (PDFs), and investigate density and velocity power spectra. The real-space turbulence-driving method produces a negatively skewed density PDF possessing an enhanced tail on the low-density side. It deviates from the log-normal distributions typically obtained from Fourier-space turbulence driving at low densities, but can provide a good fit at high densities, particularly in terms of mass-weighted rather than volume-weighted density PDF. We find shallow density power-spectra of -1.2. It is attributed to spherical shocks of outflows themselves or shocks formed by the interaction of outflows. The total velocity power-spectrum is found to be -2.0, representative of the shock dominated Burger's turbulence model. Our density weighted velocity power spectrum is measured as -1.6, slightly less that the Kolmogorov scaling values found in previous works.

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심근경색 모델에서 자기공명영상에 대한 비교 연구 (Comparative Study of the Magnetic Resonance Imaging in Myocardial Infarction model)

  • 임청환;정홍량;김정구
    • 대한방사선기술학회지:방사선기술과학
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    • 제24권2호
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    • pp.19-22
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    • 2001
  • The purpose of this study is to evaluate time course of signal enhancement on Gadomer-17 enhance MRI, and to correlate the size of enhanced area with that of the infarct area on 2'3'5'-triphenyl tetrazolium chloride(TTC) histochemical examination for the assessment of myocardial viability in reperfused Myocardial Infarction in a cat model. Tan cats(average weight: 3.8 kg) which had undergone 90 minutes of occlusion of the LAD followed by 90 minutes of reperfusion underwent MR T2-weighted imaging, and T1-weighted imaging, enhanced T1-weighted imaging. We used 1.5T Magneton Vision MRI system(Siemens, Erlangen, Germany). Signal intensities were measured in the enhanced and non-enhanced areas of enhanced T1-weighted imaging. and TTC histochemical staining the size of the abnormal signal area on each image was compared with that of the infarct area. Maximum enhancement was detected during a $40{\sim}60$ minute period with an average enhancement of $168{\pm}9.9%$ of normal myocardium. TTC staining revealed that the size of the high signal area on T2-weighted images and of the enhanced area on enhanced T1-weighted images was greater than that of the infarct area($T2=48.1%{\pm}3.7$, enhanced $T1=47.2%{\pm}2.6$, TTC $staining=38.7%{\pm}3.1$ ; p<0.05). In reperfused Myocardial Infarction in a cat model, enhanced MR imaging delineates reversibly and irreversibly damaged myocardium, with a strong enhancement and a broad temporal window. We may therefore expect that enhanced MR image is useful for demonstrating myocardial injury.

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MR Imaging and Histological Findings of Experimental Cerebral Fat Embolism in Cats

  • Park Byung-Rae;Ko Seong-Jin;Kim Hwa-Gon
    • 대한의생명과학회지
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    • 제10권3호
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    • pp.285-291
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    • 2004
  • To determine the magnetic resonance (MR) imaging findings and natural history of cerebral fat embolism in a cat model, and to correlate the MR imaging and histologic fmdings. Intemel carotid artery of 11 cats was injected with 0.1 ml of triolein. T2-weighted, T1-weighted and Gd-enhanced T1-weighted images were obtained serially for 2 hours, 1 days, 4 days, 1 week, 2 weeks and 3 weeks after embolization. Any abnormal signal intensity was evaluated. After MR imaging at 3 weeks, brain tissue was obtained for light microscopic (LM) examination using hematoxylin-eosin (HE) and Luxol fast blue staining, and for electron microscopic examination. The LM examination with HE staining revealed normal histological findings in the greater part of an embolized lesion. Cystic change was observed in the gray matter of 8 cats, while in the gray and white matter of 3 cats. At LM examination, Luxol fast blue, staining demonstrated demyelination around the cystic change occurring in the white matter, and EM examination of the embolized cortex revealed sporadic intracapillary fat vacuoles (n=11) and disruption of the blood-brain barrier (n=4). Most lesions were normal, however, and perivascular interstitial edema and cellular swelling were mild compared with the control side. The greater part of an embolized lesion showed reversible findings at MR and histological examination. Irreversible focal necrosis was, however, observed in gray and white matter at weeks 3.

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Depiction of Acute Stroke Using 3-Tesla Clinical Amide Proton Transfer Imaging: Saturation Time Optimization Using an in vivo Rat Stroke Model, and a Preliminary Study in Human

  • Park, Ji Eun;Kim, Ho Sung;Jung, Seung Chai;Keupp, Jochen;Jeong, Ha-Kyu;Kim, Sang Joon
    • Investigative Magnetic Resonance Imaging
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    • 제21권2호
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    • pp.65-70
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    • 2017
  • Purpose: To optimize the saturation time and maximizing the pH-weighted difference between the normal and ischemic brain regions, on 3-tesla amide proton transfer (APT) imaging using an in vivo rat model. Materials and Methods: Three male Wistar rats underwent middle cerebral artery occlusion, and were examined in a 3-tesla magnetic resonance imaging (MRI) scanner. APT imaging acquisition was performed with 3-dimensional turbo spin-echo imaging, using a 32-channel head coil and 2-channel parallel radiofrequency transmission. An off-resonance radiofrequency pulse was applied with a Sinc-Gauss pulse at a $B_{1,rms}$ amplitude of $1.2{\mu}T$ using a 2-channel parallel transmission. Saturation times of 3, 4, or 5 s were tested. The APT effect was quantified using the magnetization-transfer-ratio asymmetry at 3.5 ppm with respect to the water resonance (APT-weighted signal), and compared with the normal and ischemic regions. The result was then applied to an acute stroke patient to evaluate feasibility. Results: Visual detection of ischemic regions was achieved with the 3-, 4-, and 5-s protocols. Among the different saturation times at $1.2{\mu}T$ power, 4 s showed the maximum difference between the ischemic and normal regions (-0.95%, P = 0.029). The APTw signal difference for 3 and 5 s was -0.9% and -0.7%, respectively. The 4-s saturation time protocol also successfully depicted the pH-weighted differences in an acute stroke patient. Conclusion: For 3-tesla turbo spin-echo APT imaging, the maximal pH-weighted difference achieved when using the $1.2{\mu}T$ power, was with the 4 s saturation time. This protocol will be helpful to depict pH-weighted difference in stroke patients in clinical settings.

역퍼지화 기반의 인스턴스 선택을 이용한 파킨슨병 분류 (Classification of Parkinson's Disease Using Defuzzification-Based Instance Selection)

  • 이상홍
    • 인터넷정보학회논문지
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    • 제15권3호
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    • pp.109-116
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    • 2014
  • 본 논문에서는 분류 성능을 향상하기 위해서 Takagi-Sugeno(T-S) 퍼지 모델 기반의 가중 퍼지소속함수 기반 신경망(Neural Network with Weighted Fuzzy Membership Functions; NEWFM)을 이용한 새로운 인스턴스 선택을 제안하였다. 제안하는 인스턴스 선택은 T-S 퍼지 모델에서의 가중 평균 역퍼지화와 통계학에서 사용하는 정규분포의 신뢰구간과 같은 구간 선택을 이용하여 인스턴스를 선택하였다. 제안하는 인스턴스 선택의 분류 성능을 평가하기 위해서 인스턴스 사용 전/후에 따라서 분류 성능을 비교하였다. 인스턴스 사용 전/후에 따른 분류 성능은 각각 77.33%, 78.19%로 나타났다. 또한 인스턴스 사용 전/후에 따른 분류 성능 간에 차이점을 보여주기 위해서 통계학에서 사용하는 맥니마 검정을 사용하였다. 맥니마 검정의 결과로 유의 확률이 0.05보다 적게 나오므로 인스턴스 선택의 분류 성능이 인스턴스 선택을 하지 않는 경우의 분류 성능보다 우수함을 확인 할 수가 있었다.

Measuring COVID-19 Effects on World and National Stock Market Returns

  • KHANTHAVIT, Anya
    • The Journal of Asian Finance, Economics and Business
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    • 제8권2호
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    • pp.1-13
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    • 2021
  • Previous studies have found the significant adverse effects of coronavirus disease 2019 (COVID-19) on stock returns and volatility. The effects varied with the confirmed cases and deaths. However, the extent of the effects have never been measured exactly. This study proposes a measurement model for the COVID-19 effects. In the proposed model, stock returns in the COVID-19 period are weighted averages of pre-COVID-19 normal returns and COVID-19-induced returns. The effects are measured by the contributing weights of the COVID-19-induced returns. Kalman filtering is used to estimate the model for the world and Chinese markets, in combination with 10 markets - five most affected countries (United States, India, Brazil, Russia, and France) and five best recovering countries (Hong Kong, Australia, Singapore, Thailand, and South Korea). The sample returns are daily, obtained from the closing Morgan Stanley global investable market indexes. The full period is from September 24, 2018, to October 30, 2020, whereas the COVID-19 period is from November 18, 2019, to October 30, 2020. The contributing weights are significant and close to 100% for all markets. The COVID-19-induced returns replace the pre-COVID-19 normal returns; they are negatively auto-correlated and highly volatile. The COVID-19-induced returns are new normal returns in the COVID-19 period.

초급성 뇌경색을 일으킨 개에서 Gd-조영제의 주입이 뇌의 확산에 미치는 영향 (Effect of Gd-DTPA on Diffusion in Canine Brain with Hyperacute Stroke)

  • 김범수;정소령;신경섭
    • Investigative Magnetic Resonance Imaging
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    • 제6권2호
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    • pp.158-165
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    • 2002
  • 목적: 체내에 주입된 Gd-DTPA가 뇌의 확산강조 자기공명영상 신호강도 및 현성확산계수에 미치는 영향을 알아보았다. 대상 및 방법 : 성숙한 잡견 5마리에 대하여 동맥내 도관삽입에 의한 좌측 내경동맥 색전방법을 이용하여 초급성 뇌경색 동물모델을 만들었다. 색전 후 1시간째 확산강조영상을 시행하고, Gd-DTPA를 주입한 다음 다시 90분까지 11회의 추가 확산강조영상을 얻었다. 관심영역을 설정하여 측정한 초급성 뇌경색부위와 반대측 정상부위의 확산강조영상 신호강도 및 현성확산계수를 분석하였다. 결과: 뇌경색은 색전 후 1시간에 시행한 확산강조 자기공명영상에서 잡견 5마리 모두에서 발견되었다. 확산강조영상에서 초급성 뇌경색부위의 신호강도는 Gd-DTPA 주입 여부와 관계없이 시간이 경과함에 따라 증가하였으나, 관류가 유지된 정상부위의 신호강 도는 Gd-DTPA 주입 후 2분에 시행한 첫 검사에서 오히려 저하된 후, 시간경과에 따라 다시 증가하였다. 현성확산계수는 초급성 뇌경색부위에서 Gd-DTPA주입여부에 관계없이 시간 이 경과함에 따라 지속적으로 감소되었으나, 관류가 유지된 반대측 정상부위에서는 변화하지 않았다. 결론: 체내에 주입된 Gd-DTPA는 초급성 뇌경색부위 및 정상부위의 현성확산계수에 영향을 미치지 않으나, 정상부위에서는 조영제 주입 직후 초기의 자화율효과에 의해 확산강조영상의 신호 강도를 저하시켰다. 조영제 주입 후 시행한 확산강조영상 신호 강도의 정량적인 측정이 필요한 연구 혹은 임상 증례에 대하여는 현성확산계수를 측정함으로써 Gd-DTPA의 자화율효과에 의한 영향을 배제하여야 할 것이다.

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