• Title/Summary/Keyword: 모수 추정법

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Sample Size Determination of Univariate and Bivariate Ordinal Outcomes by Nonparametric Wilcoxon Tests (단변량 및 이변량 순위변수의 비모수적 윌콕슨 검정법에 의한 표본수 결정방법)

  • Park, Hae-Gang;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1249-1263
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    • 2009
  • The power function in sample size determination has to be characterized by an appropriate statistical test for the hypothesis of interest. Nonparametric tests are suitable in the analysis of ordinal data or frequency data with ordered categories which appear frequently in the biomedical research literature. In this paper, we study sample size calculation methods for the Wilcoxon-Mann-Whitney test for one- and two-dimensional ordinal outcomes. While the sample size formula for the univariate outcome which is based on the variances of the test statistic under both null and alternative hypothesis perform well, this formula requires additional information on probability estimates that appear in the variance of the test statistic under alternative hypothesis, and the values of these probabilities are generally unknown. We study the advantages and disadvantages of different sample size formulas with simulations. Sample sizes are calculated for the two-dimensional ordinal outcomes of efficacy and safety, for which bivariate Wilcoxon-Mann-Whitney test is appropriate than the multivariate parametric test.

Estimation of Mean Life and Reliability of Highway Pavement Based on Reliability Theory (신뢰성 개념을 이용한 포장의 평균수명 및 신뢰도 예측)

  • Do, Myung-Sik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.5D
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    • pp.497-504
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    • 2010
  • In this paper, the author presents a reliability estimation technique to analyze the effects of traffic loads on pavement mean life based on the national highway database of Suwon and Uijeongbu region from 1999 to 2008. The estimation of the mean life, its standard deviation and reliability for pavement sections are calculated by using an appropriate distribution, Lognormal distribution, based on reliability theory. Furthermore, the probability paper method and Maximum likelihood estimation are both used to estimate parameters. The author found that mean life of newly constructed sections and over-layed sections is about 6.5 to 7.9 years and 7.3 to 9.1 years, respectively. The author also ascertained that the results of cumulative failure probability for pavement life between the proposed methods and observed data are similar. Such an assessment methodology and measures based on reliability theory can provide useful information for maintenance plans in pavement management systems as long as additional life data on pavement sections are accumulated.

The Comparative Software Reliability Cost Model of Considering Shape Parameter (형상모수를 고려한 소프트웨어 신뢰성 비용 모형에 관한 비교 연구)

  • Kim, Kyung-Soo;Kim, Hee-Cheul
    • Journal of Digital Convergence
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    • v.12 no.3
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    • pp.219-226
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    • 2014
  • In this study, reliability software cost model considering shape parameter based on life distribution from the process of software product testing was studied. The shape parameter using the Erlang and Log-logistic model that is widely used in the field of reliability problems presented. The software failure model was used finite failure non-homogeneous Poisson process model, the parameters estimation using maximum likelihood estimation was conducted. In comparison result of software cost model based on the Erlang distribution and the log-logistic distribution software cost model, because Erlang model is to predict the optimal release time can be software, but the log-logistic model to predict to optimal release time can not be, Erlang distribution than the log-logistic distribution appears to be effective. In this research, software developers to identify software development cost some extent be able to help is considered.

Empirical Bayesian Misclassification Analysis on Categorical Data (범주형 자료에서 경험적 베이지안 오분류 분석)

  • 임한승;홍종선;서문섭
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.39-57
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    • 2001
  • Categorical data has sometimes misclassification errors. If this data will be analyzed, then estimated cell probabilities could be biased and the standard Pearson X2 tests may have inflated true type I error rates. On the other hand, if we regard wellclassified data with misclassified one, then we might spend lots of cost and time on adjustment of misclassification. It is a necessary and important step to ask whether categorical data is misclassified before analyzing data. In this paper, when data is misclassified at one of two variables for two-dimensional contingency table and marginal sums of a well-classified variable are fixed. We explore to partition marginal sums into each cells via the concepts of Bound and Collapse of Sebastiani and Ramoni (1997). The double sampling scheme (Tenenbein 1970) is used to obtain informations of misclassification. We propose test statistics in order to solve misclassification problems and examine behaviors of the statistics by simulation studies.

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The Effect of Private Tutoring Expenditures on Academic Performance: Evidence from Middle School Students in South Korea ('학교교육 수준 및 실태 분석 연구: 중학교' 자료를 이용한 사교육비 지출의 성적 향상효과 분석)

  • Kang, Changhui
    • KDI Journal of Economic Policy
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    • v.34 no.2
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    • pp.139-171
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    • 2012
  • This paper examines the effect of private tutoring expenditures on academic performance of middle school students in South Korea, using data from "Analysis of the Level of School Education and Its Actual condition: Middle School". In the face of endogeneity of private tutoring expenditures, the paper employs an instrumental variable (IV) method and a nonparametric bounding method. Using both methods we show that the true effect of private tutoring on middle school students remains at most modest in Korea. The IV results suggest that a 10 percent increase in tutoring expenditure for Korean, English and math raises a student's test score of the subject at the largest by 1.24, 1.28, and 0.75 percent, respectively. The bounding results also fail to show evidence that an increase in tutoring expenditure leads to economically and statistically significant improvements in test score.

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Nonparametric Detection of a Discontinuity Point in the Variance Function with the Second Moment Function

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.591-601
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    • 2005
  • In this paper we consider detection of a discontinuity point in the variance function. When the mean function is discontinuous at a point, the variance function is usually discontinuous at the point. In this case, we had better estimate the location of the discontinuity point with the mean function rather than the variance function. On the other hand, the variance function only has a discontinuity point. The target function in order to estimate the location can be used the second moment function since the variance function and the second moment function have the same location and jump size of the discontinuity point. We propose a nonparametric detection method of the discontinuity point with the second moment function. We give the asymptotic results of these estimators. Computer simulation demonstrates the improved performance of the method over the existing ones.

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Nonparametric Method for a Non-inferiority Test using Confidence Interval (신뢰구간을 이용한 비열등성 시험에서 비모수적 검정법)

  • Park, Sujung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.833-842
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    • 2014
  • Non-inferiority trials indicate whether the effect of an experimental treatment is not worse than an active control. Chen et al. (2006) and Kang (2010) proposed a test method for non-inferiority trials using confidence intervals. In this paper, we suggest a new nonparametric method using a confidence interval based on Wilcoxon rank-sum test and Hodges-Lehmann estimator of active control. A Monte-Carlo simulation study compares the type I error and the power of the proposed method with previous methods.

An estimation method for stochastic reaction model (확률적 방법에 기반한 화학 반응 모형의 모수 추정 방법)

  • Choi, Boseung
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.4
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    • pp.813-826
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    • 2015
  • This research deals with an estimation method for kinetic reaction model. The kinetic reaction model is a model to explain spread or changing process based on interaction between species on the Biochemical area. This model can be applied to a model for disease spreading as well as a model for system Biology. In the search, we assumed that the spread of species is stochastic and we construct the reaction model based on stochastic movement. We utilized Gillespie algorithm in order to construct likelihood function. We introduced a Bayesian estimation method using Markov chain Monte Carlo methods that produces more stable results. We applied the Bayesian estimation method to the Lotka-Volterra model and gene transcription model and had more stable estimation results.

Estimating Diameter Distribution with the Weibull Distribution -Case of Korea Black pine (Pinus thunbergii) Stands on the Eastern Sea Coast of Korea- (Weibull분포(分布)에 의한 직경분포추정(直徑分布推定)에 관한 연구(硏究) - 동해안일대(東海岸一帶) 해송림(海松林)을 중심(中心)으로 -)

  • Yun, Jong Wha;Cho, Hyun Kook
    • Journal of Korean Society of Forest Science
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    • v.80 no.4
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    • pp.420-426
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    • 1991
  • This study was conducted to provide fundamental information to make rational management planning in eastern seacoast forest, mainly composed of black pine (Pinus Thunbergii), Kangweon Province. Diameter distribution was estimated by the method of Weibull distribution. The results were as fallows ; 1. Average diameter in the eastern seacoast forests of Kangweon Province was 10.3cm, and the average D. B. H, of 16 study sites ranged from 6.9 to 14.6cm. 2. Parameters of the Weibull distribution were estimated in each study sites and the estimated parameters of the all study forests were a=5, b=5.6997 and c=1.4079. 3. Tested by Kolmogorov-Smirnov method for the significant differences between actual and estimated diameter distribution, the result showed that estimated values were well fitted to the actual ones at 5% significance level.

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A Study of Infinite Failure NHPP Software Reliability Growth Model base on Record Value Statistics with Gamma Family of Lifetime Distribution (수명분포가 감마족인 기록값 통계량에 기초한 무한고장 NHPP 소프트웨어 신뢰성장 모형에 관한 비교 연구)

  • Kim, Hee-Cheul;Sin, Hyun-Cheul
    • Convergence Security Journal
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    • v.6 no.3
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    • pp.145-153
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    • 2006
  • Infinite failure NHPP models for a record value satisfies mode proposed in the literature exhibit either monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, propose comparative study of software reliability model using Erlang distribution, Rayleigh and Gumbel distribution. Equations to estimate the parameters using maximum likelihood estimation of infinite failure NHPP model based on failure data collected in the form of interfailure times are developed. For the sake of proposing distribution, we used to the special pattern. Analysis of failure data set using arithmetic and Laplace trend tests, goodness-of-fit test, bias tests is presented.

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