• Title/Summary/Keyword: 평균제곱오차법

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Confidence Interval for Sensitive Binomial Attribute : Direct Question Method and Indirect Question Method (민감한 이항특성에 대한 신뢰구간 : 직접질문법과 간접질문법)

  • Ryu, Jea-Bok
    • The Korean Journal of Applied Statistics
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    • v.28 no.1
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    • pp.75-82
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    • 2015
  • We discuss confidence intervals for sensitive binomial attributes obtained by a direct question method and indirect question method. The Randomized Response Technique(RRT) by Warner (1965) is an indirect question method that uses a randomization device to reduce the response burden of respondents. We used the mean coverage probability (MCP), root mean squared error (RMSE), and mean expected width (MEW) to compare the confidence intervals by the two methods. The numerical comparisons indicated found that the MEW of RRT is too large and the RRT is so conservative that the MCP exceeds a nominal level(${\alpha}$); therefore, it is necessary to complement these problem in order to increase the utility of the indirect question method.

A Comparative Study of Small Area Estimation Methods (소지역 추정법에 관한 비교연구)

  • Park, Jong-Tae;Lee, Sang-Eun
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.2
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    • pp.47-55
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    • 2001
  • Usually estimating the means is used for statistical inference. However depending the purpose of survey, sometimes totals will give the better and more meaningful in statistical inference than the means. Here in this study, we dealt with the unemployment population of small areas with using 4 different small area estimation methods: Direct, Synthetic, Composite, Bayes estimation. For all the estimates considered in this study, the average of absolute bias and men square error were obtained in the Monte Carlo Study which was simulated using data from 1998 Economic Active Population Survey in Korea.

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The Lambert W Function in the Design of Minimum Mean Square-Error Quantizers for a Laplacian Source (램버트 W 함수를 사용한 라플라스 신호의 최소 평균제곱오차 양자화)

  • 송현정;나상신
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.6A
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    • pp.524-532
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    • 2002
  • This paper reports that the Lambert W function applies to a non-iterative design of minimum mean square-error scalar quantizers for a Laplacian source. Specifically, it considers a non-iterative design algorithm for optimum quantizers for a Laplacian source; it finds that the solution of the recursive nonlinear equation in the non-iterative design is elegantly expressed in term of the principal branch of the Lambert W function in a closed form; and it proves that the non-iterative algorithm applies only to exponential or Laplacian sources. The contribution of the paper is in the reduction of the time needed for the design and the increased accuracy in resulting quantization points and thresholds, because the algorithm is non-iterative and the Lambert W function can be evaluated as accurately as desired. Also, numerical results show how optimal quantization distortion converges monotonically to the Panter-Dite constant and help derive an approximation formula for the key parameters of optimum quantizers.

On the Interpolation Using Neural Network (신경회로망을 이용한 내삽법에 관하여)

  • 문용호;김유신;손경식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.18 no.7
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    • pp.907-912
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    • 1993
  • In this Paper we have proposed a new method to implement the interpolation of the functions, using a neural network. The architecture of neural network is a three-layer perceptron and the training algorithm is a modified error back propagation algorithm adding neurons to hidden layer. The interpolated functions are sin(7 X), 3rd order polynomial 0.5$\times$3_2$\times$2+X+2.5 and rectangular pulse 0.99 U (X-0.2) -0.99 U(X-0.8) +0.01, where U(X) is the unit step. The root mean squred errors of the interpolated functions are 0.00258, 0.00164 and 0.00116 respectively.

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Estimation for the generalized exponential distribution under progressive type I interval censoring (일반화 지수분포를 따르는 제 1종 구간 중도절단표본에서 모수 추정)

  • Cho, Youngseukm;Lee, Changsoo;Shin, Hyejung
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1309-1317
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    • 2013
  • There are various parameter estimation methods for the generalized exponential distribution under progressive type I interval censoring. Chen and Lio (2010) studied the parameter estimation method by the maximum likelihood estimation method, mid-point approximation method, expectation maximization algorithm and methods of moments. Among those, mid-point approximation method has the smallest mean square error in the generalized exponential distribution under progressive type I interval censoring. However, this method is difficult to derive closed form of solution for the parameter estimation using by maximum likelihood estimation method. In this paper, we propose two type of approximate maximum likelihood estimate to solve that problem. The simulation results show the obtained estimators have good performance in the sense of the mean square error. And proposed method derive closed form of solution for the parameter estimation from the generalized exponential distribution under progressive type I interval censoring.

Autocorrelation in Statistical Analyses of Fisheries Time Series Data (수산 관련 시계열 자료를 이용한 통계학적 분석에서의 자기상관에 대한 고찰)

  • Park Young Cheol;Hiyama Yoshiaki
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.35 no.3
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    • pp.216-222
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    • 2002
  • Autocorrelation in time series data can affect statistical inference in correlation or regression analyses. To improve a regression model from which the residuals are autocorrelated, Yule-Walker method, nonlinear least squares estimation, maximum likelihood method and 'prewhitening' method have been used to estimate the parameters in a regression equation. This study reviewed on the estimation methods of preventing spurious correlation in the presence of autocorrelation and applied the former three methods, Yule-Walker, nonlinear least squares and maximum likelihood method, to a 20-year real data set. Monte carlo simulation was used to compare the three parameter estimation methods. However, the simulation results showed that the mean squared error distributions from the three methods simulated do not differ significantly.

회귀나무에서 변수선택 편의에 관한 연구

  • Kim, Min-Ho;Kim, Jin-Heum
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.263-268
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    • 2003
  • Breiman, Friedman, Olshen and Stone(1984)의 전체탐색법에 의한 회귀나무는 상대적으로 많은 분리가 가능한 변수로 분리기준이 정해지는 편의 현상을 갖고 있다. 본 연구에서는 이런 문제점을 해결할 수 있는 알고리즘을 제안하여 변수선택편의가 없는 회귀나무를 만들고자 한다. 제안하는 알고리즘은 노드의 분리변수를 선택하는 단계와 그 선택된 변수에 의해 이진분리를 위한 분리점을 찾는 단계로 구성되어 있다. 예측변수 중에서 목표변수와 가장 밀접하게 연관된 예측변수는 예측변수의 자료의 종류에 따라 스피어만의 순위상관계수에 의한 검정 혹은 크루스칼-왈리스의 통계량에 의한 검정을 수행하여 가장 통계적으로 유의한 변수로 선택하였고, 선택된 변수에만 Breiman et al.(1984)의 전체선택법을 적용하여 분리점을 결정하였다. 모의실험을 통해 변수선택편의, 변수선택력 , 그리고 평균제곱오차 측면에서 Breiman et al. (1984)의 CART(Classification and Regression Trees)와 제안한 알고리즘을 서로 비교하였다. 또한, 두 알고리즘을 실제 자료에 적용하여 효율을 서로 비교하였다.

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Nonparametric test procedure for the bivariate changepoint (이변량 변화시점모형에 대한 비모수적인 검정법)

  • 김경무
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.35-46
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    • 1994
  • We propose the nonparametric rank-like test for the location parameter in the bivariate changepoint model. Empirical powers between the parametric test and nonparametric test are compared. These results show that rank-like test is better than parametric method except bivariate normal null distribution. The point estimators for the changepoint are also compared by the empirical mean squared errors.

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Generalization of modified systematic sampling and regression estimation for population with a linear trend (선형추세를 갖는 모집단에 대한 변형계통표집의 일반화와 회귀추정법)

  • Kim, Hyuk-Joo;Kim, Jeong-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1103-1118
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    • 2009
  • When we wish to estimate the mean or total of a finite population, the numbering of the population units is of importance. In this paper, we have proposed two methods for estimating the mean or total of a population having a linear trend, for the case when the reciprocal of the sampling fraction is an even number and the sample size is an odd number. The first method involves drawing a sample by using a method which is a generalization of Singh et al's (1968) modified systematic sampling, and using interpolation in determining the estimator. The second method involves selecting a sample by modified systematic sampling, and estimating the population parameters by the regression estimation method. Under the criterion of the expected mean square error based on Cochran's (1946) infinite superpopulation model, the proposed methods have been compared with existing methods. We have also made a comparison between the two proposed methods.

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A Comparison of PPS and Simple Cluster Sampling in Large Scale Sampling -Based on Economically Active Population Survey Sample Design (대규모 표본설계에서 확률비례 및 단순집락추출법 비교 -경제활동인구 표본조사 사례를 중심으로-)

  • 윤연옥;이상은
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.1-11
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    • 2001
  • In PPS sampling, measure of size(MOS) is used to determine the probability of selection of sampling unit. However, some large scale surveys conducted in NSO(National Statistical Office) showed that the sampling units have the similar MOS. In such case, simple cluster sampling method instead of PPS sampling is recommended to give the interviewers a similar work load. In this paper, MSE and CV of the above two sampling methods applied to the 1997 Economically Active Population Survey sample design are compared.

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