• Title/Summary/Keyword: 표본 포함확률

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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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Bootstrap Calibrated Confidence Bound for Variance Components Model (분산 성분 모형에 대한 붓스트랩 보정 신뢰구간)

  • Lee, Yong-Hee
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.535-544
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    • 2006
  • We consider use of Bootstrap calibration in the problem of setting a confidence interval for a linear combination of variance components. Based on the the modified large sample(MLS) method by Graybill and Wang(1980), Bootstrap Calibration is applied to improve the coverage probability of the MLS confidence bound when the experiment is balanced and coefficients of a linear combination are positive. Performance of the proposed confidence bound in small sample is investigated by simulation studies.

A RSS-Based Localization Method Utilizing Robust Statistics for Wireless Sensor Networks under Non-Gaussian Noise (비 가우시안 잡음이 존재하는 무선 센서 네트워크에서 Robust Statistics를 활용하는 수신신호세기기반의 위치 추정 기법)

  • Ahn, Tae-Joon;Koo, In-Soo
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.11 no.3
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    • pp.23-30
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    • 2011
  • In the wireless sensor network(WSN), the detection of precise location of sensor nodes is essential for efficiently utilizing the sensing data acquired from sensor nodes. Among various location methods, the received signal strength (RSS) based localization scheme is mostly preferable in many applications since it can be easily implemented without any additional hardware cost. Since the RSS localization method is mainly effected by radio channel between two nodes, outlier data can be included in the received signal strength measurement specially when some obstacles move around the link between nodes. The outlier data can have bad effect on estimating the distance between two nodes such that it can cause location errors. In this paper, we propose a RSS-based localization method using Robust Statistic and Gaussian filter algorithm for enhancing the accuracy of RSS-based localization. In the proposed algorithm, the outlier data can be eliminated from samples by using the Robust Statistics as well as the Gaussian filter such that the accuracy of localization can be achieved. Through simulation, it is shown that the proposed algorithm can increase the accuracy of localization and is more robust to non gaussian noise channels.

The Weighted Polya Posterior Confidence Interval For the Difference Between Two Independent Proportions (독립표본에서 두 모비율의 차이에 대한 가중 POLYA 사후분포 신뢰구간)

  • Lee Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.171-181
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    • 2006
  • The Wald confidence interval has been considered as a standard method for the difference of proportions. However, the erratic behavior of the coverage probability of the Wald confidence interval is recognized in various literatures. Various alternatives have been proposed. Among them, Agresti-Caffo confidence interval has gained the reputation because of its simplicity and fairly good performance in terms of coverage probability. It is known however, that the Agresti-Caffo confidence interval is conservative. In this note, a confidence interval is developed using the weighted Polya posterior which was employed to obtain a confidence interval for the binomial proportion in Lee(2005). The resulting confidence interval is simple and effective in various respects such as the closeness of the average coverage probability to the nominal confidence level, the average expected length and the mean absolute error of the coverage probability. Practically it can be used for the interval estimation of the difference of proportions for any sample sizes and parameter values.

Confidence Intervals for a tow Binomial Proportion (낮은 이항 비율에 대한 신뢰구간)

  • Ryu Jae-Bok;Lee Seung-Joo
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.217-230
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    • 2006
  • e discuss proper confidence intervals for interval estimation of a low binomial proportion. A large sample surveys are practically executed to find rates of rare diseases, specified industrial disaster, and parasitic infection. Under the conditions of 0 < p ${\leq}$ 0.1 and large n, we compared 6 confidence intervals with mean coverage probability, root mean square error and mean expected widths to search a good one for interval estimation of population proportion p. As a result of comparisons, Mid-p confidence interval is best and AC, score and Jeffreys confidence intervals are next.

Reproducibility of Hypothesis Testing and Confidence Interval (가설검정과 신뢰구간의 재현성)

  • Huh, Myung-Hoe
    • The Korean Journal of Applied Statistics
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    • v.27 no.4
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    • pp.645-653
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    • 2014
  • P-value is the probability of observing a current sample and possibly other samples departing equally or more extremely from the null hypothesis toward postulated alternative hypothesis. When p-value is less than a certain level called ${\alpha}$(= 0:05), researchers claim that the alternative hypothesis is supported empirically. Unfortunately, some findings discovered in that way are not reproducible, partly because the p-value itself is a statistic vulnerable to random variation. Boos and Stefanski (2011) suggests calculating the upper limit of p-value in hypothesis testing, using a bootstrap predictive distribution. To determine the sample size of a replication study, this study proposes thought experiments by simulating boosted bootstrap samples of different sizes from given observations. The method is illustrated for the cases of two-group comparison and multiple linear regression. This study also addresses the reproducibility of the points in the given 95% confidence interval. Numerical examples show that the center point is covered by 95% confidence intervals generated from bootstrap resamples. However, end points are covered with a 50% chance. Hence this study draws the graph of the reproducibility rate for each parameter in the confidence interval.

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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A study on the determination of substrata using the information of exponential response rate by simulation studies (모의실험을 기반으로 지수형 응답률 보정을 위한 세부 층 결정에 관한 연구)

  • Min, Joo-Won;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.31 no.5
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    • pp.621-636
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    • 2018
  • Research on the application of informative sampling technique has been conducted in order to reduce the influence of non-response. Chung and Shin (Korean Journal of Applied Statistics, 30, 993-1004, 2017) showed that the estimation accuracy improved when using exponential response rate information for the parameter estimation if the distribution of errors included in the super population model follows normal distribution. However this method divides the stratum into equally spaced substrata to obtain the sample weight of the informative sampling technique and shows that the accuracy of the estimation improves as the number of substrata increases. In this study, with the given number of total sample size, the optimal substratum boundary points are calculated using equal space, quantile, and LH algorithm; consequently, the results using those methods are compared through simulation. We also studied the criteria to determine the number of substrata and substratum boundaries that can be used in practice with various types of auxiliary variable distributions.

Estimation using informative sampling technique when response rate follows exponential function of variable of interest (응답률이 관심변수의 지수함수를 따를 경우 정보적 표본설계 기법을 이용한 모수추정)

  • Chung, Hee Young;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.993-1004
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    • 2017
  • A stratified sampling method is generally used with a sample selected using the same sample weight in each stratum in order to improve the accuracy of the sampling survey estimation. However, the weight should be adjusted to reflect the response rate if the response rate is affected by the value of the variable of interest. It may be also more effective to adjust the weights by subdividing the stratum rather than using the same weight if the variable of interest has a linear relationship with the continuous auxiliary variables. In this study, we propose a method to increase the accuracy of estimation using an informative sampling design technique when the response rate is an exponential function of the variable of interest and the variable of interest has a linear relationship with the auxiliary variable. Simulation results show the superiority of the proposed method.

Bias adjusted estimation in a sample survey with linear response rate (응답률이 선형인 표본조사에서 편향 보정 추정)

  • Chung, Hee Young;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.32 no.4
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    • pp.631-642
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    • 2019
  • Many methods have been developed to solve problems found in sample surveys involving a large number of item non-responses that cause inaccuracies in estimation. However, the non-response adjustment method used under the assumption of random non-response generates a bias in cases where the response rate is affected by the variable of interest. Chung and Shin (2017) and Min and Shin (2018) proposed a method to improve the accuracy of estimation by appropriately adjusting a bias generated when the response rate is a function of the variables of interest. In this study, we studied a case where the response rate function is linear and the error of the super population model follows normal distribution. We also examined the effect of the number of stratum population on bias adjustment. The performance of the proposed estimator was examined through simulation studies and confirmed through actual data analysis.