• Title/Summary/Keyword: 절단량

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양쪽 절단된 정규분포의 평균과 분산의 추정

  • Choe, Yun-Yeong;Hong, Jong-Seon
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.127-132
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    • 2002
  • 절단된 정규분포의 평균과 분산을 추정하기 위하여 전체 표본에 기초한 최대가능도 추정량을 사용한 방법과 절단된 후에 남아있는 표본만을 고려한 절단된 표본의 표본평균과 표본분산을 시뮬레이션을 통해 비교 연구하였다. 평균을 추정하는 경우에는 놀랍게도 절단된 자료에 기초한 추정량이 전체 표본에 기초한 추정량보다 평균제곱오차가 더 작다는 것을 발견하였다.

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A comparison study of inverse censoring probability weighting in censored regression (중도절단 회귀모형에서 역절단확률가중 방법 간의 비교연구)

  • Shin, Jungmin;Kim, Hyungwoo;Shin, Seung Jun
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.957-968
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    • 2021
  • Inverse censoring probability weighting (ICPW) is a popular technique in survival data analysis. In applications of the ICPW technique such as the censored regression, it is crucial to accurately estimate the censoring probability. A simulation study is undertaken in this article to see how censoring probability estimate influences model performance in censored regression using the ICPW scheme. We compare three censoring probability estimators, including Kaplan-Meier (KM) estimator, Cox proportional hazard model estimator, and local KM estimator. For the local KM estimator, we propose to reduce the predictor dimension to avoid the curse of dimensionality and consider two popular dimension reduction tools: principal component analysis and sliced inverse regression. Finally, we found that the Cox proportional hazard model estimator shows the best performance as a censoring probability estimator in both mean and median censored regressions.

Goodness of Fit Tests for the Exponential Distribution based on Multiply Progressive Censored Data (다중 점진적 중도절단에서 지수분포의 적합도 검정)

  • Yun, Hyejeong;Lee, Kyeongjun
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2813-2827
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    • 2018
  • Progressive censoring schemes have become quite popular in reliability study. Under progressive censored data, however, some units can be failed between two points of observation with exact times of failure of these units unobserved. For example, loss may arise in life-testing experiments when the failure times of some units were not observed due to mechanical or experimental difficulties. Therefore, multiply progressive censoring scheme was introduced. So, we derives a maximum likelihood estimator of the parameter of exponential distribution. And we introduced the goodness-of-fit test statistics using order statistic and Lorenz curve. We carried out Monte Carlo simulation to compare the proposed test statistics. In addition, real data set have been analysed. In Weibull and chi-squared distributions, the test statistics using Lorenz curve are more powerful than test statistics using order statistics.

중도절단된 생존함수의 신뢰구간 비교연구

  • Lee, Gyeong-Hwa;Lee, Jae-Won
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.251-255
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    • 2005
  • 중도절단된 자료와 표본수가 적은 자료를 가지는 생존분석에서 생존율을 추정하거나 두 집단의 생존율을 비교할 때 정규분포 근사를 가정한 신뢰구간을 이용하는 데는 많은 어려움이 생긴다. 생존함수의 신뢰구간에 대한 중도절단을, 표본의 크기에 따른 다양한 상황의 모의실험을 통하여 Kaplan-Meier, Nelson, 적률 추정량 그리고 cox model의 ${\beta}$을 가지고 붓스트랩을 이용한 신뢰구간과 비모수 신뢰구간, 우도비 신뢰구간의 실제 포함 확률을 비교해보고자 한다.

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A Modification of the Shapiro-Wilk Test for Exponentiality Based on Censored Data (중도절단자료에 대한 수정된 SHAPIRO-WILK 지수 검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.265-273
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    • 2008
  • Kim (2001a) presented a modification of the Shapiro and Wilk (1972) test for exponentiality based on the ratio of two asymptotically efficient estimates of scale. In this paper we modify this test statistic when the sample is censored. We use the normalized spacings based on the sample data, which was used in Samanta and Schwarz (1988) to modify the Shapiro and Wilk (1972) statistic to the censored data. As a result the modified statistics have the same null distribution as the uncensored case with a corresponding reduction in sample size. Through a simulation study it is found that the proposed statistic has higher power than Samanta and Schwarz (1988) statistic especially for the alternatives with the coefficient of variation greater than or equal to 1.

A concordance test for bivariate interval censored data using a leverage bootstrap (지렛대 붓스트랩을 이용한 이변량 구간 중도 절단 자료의 일치성 검정)

  • Kim, Yang-Jin
    • The Korean Journal of Applied Statistics
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    • v.32 no.5
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    • pp.753-761
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    • 2019
  • A test procedure based on a Kendall's τ statistic is proposed for the association of bivariate interval censored data. In particular, a leverage bootstrap technique is applied to replace unknown failure times and a classical adjustment method is applied for treating tied observations. The suggested method shows desirable results in simulation studies. An AIDS dataset is analyzed with the suggested method.

Improved Estimation for Expected Sliding Distance of Caisson Breakwaters by Employment of a Doubly-Truncated Normal Distribution (이중절단정규분포의 적용을 통한 케이슨 방파제 기대활동량 평가의 향상)

  • Kim Tae-Min;Hwang Kyu-Nam;Takayama Tomotsuka
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.17 no.4
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    • pp.221-231
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    • 2005
  • The present study is deeply concerned with the reliability design method(Level III) for caisson breakwaters using expected sliding distance, and the objectives of this study are to propose the employment of a doubly-truncated normal distribution and to present the validity for it. In this study, therefore, the explanations are made for consideration of effects of uncertain factors, and a clear basis that the doubly-truncated normal distribution should be employed in the computation process of expected sliding distance by Monte-Carlo simulation is presented with introduction of the employment method. Even though only caisson breakwaters are treated in this paper, the employment of doubly-truncated normal distribution can be applied to various coastal structures as well as other engineering fields, and therefore it is expected that the present study will be extended in various fields.

Effect of Aerial Part Cutting on Growth and Root Yield of Achyranthes japonica (地上部 切斷이 쇠무릎의 生育 및 뿌리 收量에 미치는 影響)

  • Jang, Kye-Hyun;Lee, Young-Ho
    • Korean Journal of Plant Resources
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    • v.10 no.1
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    • pp.45-49
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    • 1997
  • This experiment was carried out to know the effects of aerial part cutting on the growth and root yield of Achyranthes japonica. The various cutting treatments were tested. Cutting treaments were 20cm and 30cm cutting from the apical part of plant, when plant height was 30cm and 50cm, respectively. The seed amount was the largest at non-cutting, indication that cutting treatment inhibits fruiting. The most effective treatment for the root growth was 30cm cutting just before flowering time. Cutting just before flowering time increased root diameter, length and root weight comparing with non-cutting.

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Testing Log Normality for Randomly Censored Data (임의중도절단자료에 대한 로그정규성 검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.883-891
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    • 2011
  • For survival data we sometimes want to test a log normality hypothesis that can be changed into normality by transforming the survival data. Hence the Shapiro-Wilk type statistic for normality is generalized to randomly censored data based on the Kaplan-Meier product limit estimate of the distribution function. Koziol and Green (1976) derived Cram$\acute{e}$r-von Mises statistic's randomly censored version under the simpl hypothesis. These two test statistics are compared through a simulation study. As for the distribution of censoring variables, we consider Koziol and Green (1976)'s model and other similar models. Through the simulation results, we can see that the power of the proposed statistic is higher than that of Koziol-Green statistic and that the proportion of the censored observations (rather than the distribution of censoring variables) has a strong influence on the power of the proposed statistic.