• Title/Summary/Keyword: 붓스트랩 신뢰구간

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Estimation of confidence interval in exponential distribution for the greenhouse gas inventory uncertainty by the simulation study (모의실험에 의한 온실가스 인벤토리 불확도 산정을 위한 지수분포 신뢰구간 추정방법)

  • Lee, Yung-Seop;Kim, Hee-Kyung;Son, Duck Kyu;Lee, Jong-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.825-833
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    • 2013
  • An estimation of confidence intervals is essential to calculate uncertainty for greenhouse gases inventory. It is generally assumed that the population has a normal distribution for the confidence interval of parameters. However, in case data distribution is asymmetric, like nonnormal distribution or positively skewness distribution, the traditional estimation method of confidence intervals is not adequate. This study compares two estimation methods of confidence interval; parametric and non-parametric method for exponential distribution as an asymmetric distribution. In simulation study, coverage probability, confidence interval length, and relative bias for the evaluation of the computed confidence intervals. As a result, the chi-square method and the standardized t-bootstrap method are better methods in parametric methods and non-parametric methods respectively.

Applications of Bootstrap Methods for Canonical Correspondence Analysis (정준대응분석에서 붓스트랩 방법 활용)

  • Ko, Hyeon-Seok;Jhun, Myoungshic;Jeong, Hyeong Chul
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.485-494
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    • 2015
  • Canonical correspondence analysis is an ordination method used to visualize the relationships among sites, species and environmental variables. However, projection results are fluctuations if the samples slightly change and consistent interpretation on ecological similarity among species tends to be difficult. We use the bootstrap methods for canonical correspondence analysis to solve this problem. The bootstrap method results show that the variations of coordinate points are inversely proportional to the number of observations and coverage rates with bootstrap confidence interval approximates to nominal probabilities.

The Application of Bootstrap Methods for Correspondence Analysis (대응분석에 있어서 붓스트랩 방법의 활용에 대한 고찰)

  • 강창완;김대학;전명식
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.401-413
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    • 2001
  • 이차원 분할자료에 대해서 행과 열의 관계를 저차원상에 시각적으로 표현하는 탐색적대응분석에 대하여 붓스트랩방법의 사용가능성을 살펴보았다. 기존의 탐색적 면만이 강조되어 왔던 대응분석에서 좌표점의 변이와 좌표점간의 거리에 대한 통계적 추론을 붓스트랩방법으로 해결할 수 있음을 보이고 또한 좌표축의 설명력에 대하여 붓스트랩신뢰구간의 포함확률의 일치성을 모의실험을 통해 제시하였다.

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Nonparametric kernel calibration and interval estimation (비모수적 커널교정과 구간추정)

  • 이재창;전명식;김대학
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.227-235
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    • 1993
  • Calibration relates the estimation of independent variable which rquires more effort or expense than dependent variable does. It would be provided with high accuracy because a little change of the result of independent variable cn cause a serious effect to the human being. Usual statistical analysis assumes the normality of error distribution or linearity of data. It is desirable to analyze the data without those assumptions for the accuracy of the calibration. In this paper, we calibrated the data nonparametrically without those assumptions and derived confidence interval estimate for the independent variable. As a method, we used kernel method which is popular in modern statistical branch. We derived bootstrap confidence interval estimate from the bootstrap confidence band.

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위험률의 변화점모형에 대한 추론

  • 정광모;한미혜
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.477-489
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    • 1998
  • 위험률 변화점모형에 대해 변화점의 최우추정을 고려하였다. 추정량의 점근분포 및 붓스트랩 분포의 성질을 알아보고 변화점의 신뢰구간을 제안한다. 변화점의 위치 및 변화점을 전후하여 위험률의 값에 따라 모의실험을 수행하고 포함확률을 조사하였다. 추정량의 점근분포가 매우 복잡하기 때문에 이를 직접 이용한 변화점의 통계적 추론이 매우 어려운 점을 감안할 때 제안된 방법은 바람직한 대안이 될 수 있다.

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Estimating variation in the microbiological quality of seasoned soybean sprouts using probability model (확률 모형을 이용한 콩나물 무침의 미생물적 품질 변화 예측)

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.909-916
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    • 2010
  • This study aims to establish storage stability conditions for cook-chilled korean ethenic foods. In order to achieve this aims, we establish a probability model of microbial counts of cook-chilled korean side dishes product-seasoned soybean sprouts. And seasoned soybean sprouts were stored during 1 to 5 days under constant temperature conditions at 0, 5, 10 and $15^{\circ}C$. Next we find confidence intervals for variation in the microbiological quality of seasoned soybean sprouts.

Bootstrap estimation of the standard error of treatment effect with double propensity score adjustment (이중 성향점수 보정 방법을 이용한 처리효과 추정치의 표준오차 추정: 붓스트랩의 적용)

  • Lim, So Jung;Jung, Inkyung
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.453-462
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    • 2017
  • Double propensity score adjustment is an analytic solution to address bias due to incomplete matching. However, it is difficult to estimate the standard error of the estimated treatment effect when using double propensity score adjustment. In this study, we propose two bootstrap methods to estimate the standard error. The first is a simple bootstrap method that involves drawing bootstrap samples from the matched sample using the propensity score as well as estimating the standard error from the bootstrapped samples. The second is a complex bootstrap method that draws bootstrap samples first from the original sample and then applies the propensity score matching to each bootstrapped sample. We examined the performances of the two methods using simulations under various scenarios. The estimates of standard error using the complex bootstrap were closer to the empirical standard error than those using the simple bootstrap. The simple bootstrap methods tended to underestimate. In addition, the coverage rates of a 95% confidence interval using the complex bootstrap were closer to the advertised rate of 0.95. We applied the two methods to a real data example and found also that the estimate of the standard error using the simple bootstrap was smaller than that using the complex bootstrap.

Bootstrap Confidence Intervals of Ridge Estimators in Mixture Experiments (혼합물실험에서 능형추정량에 대한 붓스트랩 신뢰구간)

  • Jang, Dae-Heung
    • Journal of Korean Society for Quality Management
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    • v.34 no.3
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    • pp.62-65
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    • 2006
  • We can use the ridge regression as a means for stabilizing the coefficient estimators in the fitted model when performing experiments in highly constrained regions causes collinearity problems in mixture experiments. But there is no theory available on which to base statistical inference of ridge estimators. The bootstrap could be used to seek the confidence intervals of ridge estimators.

Bootstrap Confidence Intervals of the Process Capability Index Based on the EDF Expected Loss (EDF 기대손실에 기초한 공정능력지수의 붓스트랩 신뢰구간)

  • 임태진;송현석
    • Journal of Korean Society for Quality Management
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    • v.31 no.4
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    • pp.164-175
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    • 2003
  • This paper investigates bootstrap confidence intervals of the process capability index(PCI) based on the expected loss derived from the empirical distribution function(EDF). The PCI based on the expected loss is too complex to derive its confidence interval analytically, so the bootstrap method is a good alternative. We propose three types of the bootstrap confidence interval; the standard bootstrap(SB), the percentile bootstrap(PB), and the acceleration biased­corrected percentile bootstrap(ABC). We also perform a comprehensive simulation study under various process distributions, in order to compare the accuracy of the coverage probability of the bootstrap confidence intervals. In most cases, the coverage probabilities of the bootstrap confidence intervals from the EDF PCI turned out to be more accurate than those from the PCI based on the normal distribution. It is expected that the bootstrap confidence intervals from the EDF PCI can be utilized in real processes where the true distribution family may not be known.

Bootstrap Confidence Intervals of Precision-to-Tolerance Ratio (PTR의 붓스트랩 신뢰구간)

  • Chang, Mu-Seong;Kim, Sang-Boo
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.30 no.2
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    • pp.37-43
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    • 2007
  • ANOVA is widely used for measurement system analysis. It assumes that the measurement error is normally distributed, which may not be seen in certain industrial cases. In this study, the exact and bootstrap confidence intervals for precision-to-tolerance ratio (PTR) are obtained for the cases where the measurement errors are normally and non-normally distributed and the reproducibility variation can be ignored. Lognormal and gamma distributions are considered for non-normal measurement errors. It is assumed that the quality characteristics have the same distributions of the measurement errors. Three different bootstrap methods of SB (Standard Bootstrap), PB (Percentile Bootstrap), and BCPB (Biased-Corrected Percentile Bootstrap) are used to obtain bootstrap confidence intervals for PTR. Based on a coverage proportion of PTR, a comparative study of exact and bootstrap methods is performed. Simulation results show that, for non-normal measurement error cases, the bootstrap methods of SB and BCPB are superior to the exact one.