• Title/Summary/Keyword: 표본평균

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Note on the estimation of informative predictor subspace and projective-resampling informative predictor subspace (다변량회귀에서 정보적 설명 변수 공간의 추정과 투영-재표본 정보적 설명 변수 공간 추정의 고찰)

  • Yoo, Jae Keun
    • The Korean Journal of Applied Statistics
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    • v.35 no.5
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    • pp.657-666
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    • 2022
  • An informative predictor subspace is useful to estimate the central subspace, when conditions required in usual suffcient dimension reduction methods fail. Recently, for multivariate regression, Ko and Yoo (2022) newly defined a projective-resampling informative predictor subspace, instead of the informative predictor subspace, by the adopting projective-resampling method (Li et al. 2008). The new space is contained in the informative predictor subspace but contains the central subspace. In this paper, a method directly to estimate the informative predictor subspace is proposed, and it is compapred with the method by Ko and Yoo (2022) through theoretical aspects and numerical studies. The numerical studies confirm that the Ko-Yoo method is better in the estimation of the central subspace than the proposed method and is more efficient in sense that the former has less variation in the estimation.

A study to improve the accuracy of the naive propensity score adjusted estimator using double post-stratification method (나이브 성향점수보정 추정량의 정확성 향상을 위한 이중 사후층화 방법 연구)

  • Leesu Yeo;Key-Il Shin
    • The Korean Journal of Applied Statistics
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    • v.36 no.6
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    • pp.547-559
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    • 2023
  • Proper handling of nonresponse in sample survey improves the accuracy of the parameter estimation. Various studies have been conducted to properly handle MAR (missing at random) nonresponse or MCAR (missing completely at random) nonresponse. When nonresponse occurs, the PSA (propensity score adjusted) estimator is commonly used as a mean estimator. The PSA estimator is known to be unbiased when known sample weights and properly estimated response probabilities are used. However, for MNAR (missing not at random) nonresponse, which is affected by the value of the study variable, since it is very difficult to obtain accurate response probabilities, bias may occur in the PSA estimator. Chung and Shin (2017, 2022) proposed a post-stratification method to improve the accuracy of mean estimation when MNAR nonresponse occurs under a non-informative sample design. In this study, we propose a double post-stratification method to improve the accuracy of the naive PSA estimator for MNAR nonresponse under an informative sample design. In addition, we perform simulation studies to confirm the superiority of the proposed method.

On Statistical Inference of Stratified Population Mean with Bootstrap (층화모집단 평균에 대한 붓스트랩 추론)

  • Heo, Tae-Young;Lee, Doo-Ri;Cho, Joong-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.405-414
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    • 2012
  • In a stratified sample, the sampling frame is divided into non-overlapping groups or strata (e.g. geographical areas, age-groups, and genders). A sample is taken from each stratum, if this sample is a simple random sample it is referred to as stratified random sampling. In this paper, we study the bootstrap inference (including confidence interval) and test for a stratified population mean. We also introduce the bootstrap consistency based on limiting distribution related to the plug-in estimator of the population mean. We suggest three bootstrap confidence intervals such as standard bootstrap method, percentile bootstrap method and studentized bootstrap method. We also suggest a bootstrap test method computing the $ASL_{boot}$(Achieved Significance Level). The results of estimation are verified using simulation.

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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The effect of parameter estimation on $\bar{X}$ charts based on the median run length ($\bar{X}$ 관리도에서 런길이의 중위수에 기초한 모수 추정의 영향)

  • Lee, Yoojin;Lee, Jaeheon
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1487-1498
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    • 2016
  • In monitoring a process, in-control process parameters must be estimated from the Phase I data. When we design the control chart based on the estimated process parameters, the control limits are usually chosen to satisfy a specific in-control average run length (ARL). However, as the run length distribution is skewed when the process is either in-control or out-of-control, the median run length (MRL) can be used as alternative measure instead of the ARL. In this paper, we evaluate the performance of Shewhart $\bar{X}$ chart with estimated parameters in terms of the average of median run length (AMRL) and the standard deviation of MRL (SDMRL) metrics. In simualtion study, the grand sample mean is used as a process mean estimator, and several competing process standard deviation estimators are used to evaluate the in-control performance for various amounts of Phase I data.

A Case Study on the Construction of the Sampling Frame and Sampling Design for 2008 Seoul Survey (2008 서울서베이 표본추출틀 구축 및 표본추출 사례 연구)

  • Kang, Hyun-Cheol;Park, Seung-Yeol;Kim, Jee-Youn;Kim, In-Soo;Lee, Dong-Su;Hwang, Ja-Eil;Park, Min-Gue
    • Survey Research
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    • v.10 no.3
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    • pp.157-172
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    • 2009
  • For a survey research in which the characteristics of the population of interest are investigated from a sample, representativeness of the sampling frame is one of the most important part to be considered. If the sampling frame fails to represent the population properly, statistical procedures based on the even efficient sampling design result in significant nonsampling biases and thus the statistical validities of the results could be damaged. But the construction of the reliable sampling frame that covers the population properly costs money and time and thus the sampling frame based on a census or a large scale survey is often used in practice. For example, the sampling frame based on the population households census is used for many household surveys in Korea. But due to the time difference between the census and a survey of interest, the sampling frame constructed from the census is expected to fail to cover the population of interest. Especially, one could expect a large amount of population and household movement in a large city like Seoul. Thus in our research, we considered the construction of new sampling frame and the procedure of sample selection for 2008 Seoul survey. We analyzed the sampling frame based on 2005 population households census and found that it does not represent the population properly. Thus, we proposed a new sampling frame based on resident registration DB for 2008 Seoul survey. We also proposed the sampling weights and estimator of the population mean based on the sample selected from the newly constructed sampling frame.

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On the algorithm of constructing the model-based optimal sample (모형에 기초한 표본추출방법의 알고리듬)

  • 강명욱;김영일
    • The Korean Journal of Applied Statistics
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    • v.10 no.2
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    • pp.253-260
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    • 1997
  • Various algorithms are investigated with respect to finding the best model-based samples according to criteria such as D-optimality and minimum mean square error. These two criteria are slightly different, but related to each other. Therefore, it is not surprising that these two are producing the almost identical samples. Some simple examples follow and critiques are provided along with directions for further research.

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On Realizing the Predictor for the Waveform Coding of Speech Signals by using the Dual First Order Autocorrelation (쌍 1차 자기상관관계를 이용한 음성 파형부호화용 예측기의 구현 -쌍 1차 차분값과 시그마-델타 기법을 적용 -)

  • 이미숙;배명진;이주헌
    • The Journal of the Acoustical Society of Korea
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    • v.11 no.1E
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    • pp.23-29
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    • 1992
  • 음성파형은 인근 표본값들 사이에 높은 상관관계를 나타낸다. 음성신호의 상관관계를 증가시키 기 위한 한 방법으로는 부호화하기 전에 입력신호를 단순히 적분시키는 방법이다. 이 적분된 rqkt들은 수신기에서 일반 미분기에 의해 제거될 수 있다. 이렇게 하면 음성신호의 저역주파수가 강조되고 인근 표본값의 자기 상관관계가 증가된다. 이런 과정을 시그마-델타 기법이라 한다. 이 논문에서는 그러한 시 그마-델타의 특성을 사용하는 예측기를 새로이 제안한다. 즉, 부호화하기 전에 입력신호를 적분하고 인 근한 과거 및 미래의 두 표본을 사용하여 적분된 현재표본을 예측한다. 제안된 예측기는 CCITT-권고 형 ADPCM의 평균 예측이득보다 8.65db 높게 얻어졌다.

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Bayesian Hierachical Model using Gibbs Sampler Method: Field Mice Example (깁스 표본 기법을 이용한 베이지안 계층적 모형: 야생쥐의 예)

  • Song, Jae-Kee;Lee, Gun-Hee;Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.247-256
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    • 1996
  • In this paper, we applied bayesian hierarchical model to analyze the field mice example introduced by Demster et al.(1981). For this example, we use Gibbs sampler method to provide the posterior mean and compared it with LSE(Least Square Estimator) and MLR(Maximum Likelihood estimator with Random effect) via the EM algorithm.

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Multivariate Shewhart control charts with variable sampling intervals (가변추출간격을 갖는 다변량 슈하르트 관리도)

  • Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.999-1008
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    • 2010
  • The objective of this paper is to develop variable sampling interval multivariate control charts that can offer significant performance improvements compared to standard fixed sampling rate multivariate control charts. Most research on multivariate control charts has concentrated on the problem of monitoring the process mean, but here we consider the problem of simultaneously monitoring both the mean and variability of the process.