• Title/Summary/Keyword: 커널밀도추정량

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On Teaching of Computer-Software Field Using Smoothing Methodology (평활 방법론이 적용될 수 있는 컴퓨터-소프트웨어 교육분야 제안)

  • Lee Seung-Woo
    • Journal for History of Mathematics
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    • v.19 no.3
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    • pp.113-122
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    • 2006
  • We investigate the mathematical background, statistical methodology, and the teaching of computer-software field using smoothing methodology in this paper. Also we investigate conception and methodology of histogram, kernel density estimator, adaptive kernel estimator, bandwidth selection based on mathematics and statistics.

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The Bending Constant in Huber’s Function in Terms of a Bandwidth in Density Estimator (HUBER의 M-추정함수의 조율상수와 커널추정함수의 평활계수의 관계)

  • 박노진
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.357-367
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    • 2001
  • Huber의 M-추정함수의 형태는 조율상수가 주어질 때 비로소 그 형태가 결정된다. 조율상수를 커널밀도함수추정량의 평활계수를 이용하여 구하여 보았고, 모의실험을 통해 기존에 상요되는 조율상수들과 그 성능을 비교하여 보았다. 그 결과 새로운 방법에 의해 구해진 조율상수가 기존의 조율상수를 사용하는 경우 보다 모의실험을 통해 얻은 추정치의 분산이 작게되는 경우가 있음을 알았다.

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Application of Bootstrap Method for Change Point Test based on Kernel Density Estimator

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.107-117
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    • 2004
  • Change point testing problem is considered. Kernel density estimators are used for constructing proposed change point test statistics. The proposed method can be used to the hypothesis testing of not only parameter change but also distributional change. Bootstrap method is applied to get the sampling distribution of proposed test statistic. Small sample Monte Carlo Simulation were also conducted in order to show the performance of proposed method.

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Power Comparison between Methods of Empirical Process and a Kernel Density Estimator for the Test of Distribution Change (분포변화 검정에서 경험확률과정과 커널밀도함수추정량의 검정력 비교)

  • Na, Seong-Ryong;Park, Hyeon-Ah
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.245-255
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    • 2011
  • There are two nonparametric methods that use empirical distribution functions and probability density estimators for the test of the distribution change of data. In this paper we investigate the two methods precisely and summarize the results of previous research. We assume several probability models to make a simulation study of the change point analysis and to examine the finite sample behavior of the two methods. Empirical powers are compared to verify which is better for each model.