• Journal of the Korean Data and Information Science Society
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• v.21 no.4
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• pp.737-745
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• 2010

In this paper, various methods for finding confidence intervals for the p of binomial parameter are reviewed. We compare the performance of several confidence interval estimates in terms of actual coverage probability by small sample Monte Carlo simulation.

• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.1109-1115
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• 2010

In this paper, exact confidence interval of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the performance of exact confidence interval estimates of hypergeometric parameter in terms of actual coverage probability by small sample Monte Carlo simulation.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1175-1182
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• 2011

In this paper, properties of exact confidence interval and some approximate confidence intervals of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the approximation of hypergeometirc distribution to the binomial and normal distribution respectively. Approximate confidence intervals based on these approximation are also adequately discussed. The performance of exact confidence interval estimates and approximate confidence intervals of hypergeometric parameter is compared in terms of actual coverage probability by small sample Monte Carlo simulation.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.377-393
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• 2003

Several confidence interval estimates for the difference of two binomial proportions were introduced. Bootstrap confidence interval is also suggested. We examined the over estimation property of approximate intervals and under estimation trend of exact intervals for the difference of proportions. We compared these confidence intervals based on the average coverage probability, expected width and skewness measure. Particularly actual coverage probability were calculated by using the prior distribution of parameters. Monte Carlo simulation for small sample size is conducted. Some interesting contour plots of average coverage probability and marginal plots for several interval estimates are presented.

• Communications for Statistical Applications and Methods
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• v.5 no.3
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• pp.905-926
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• 1998

We propose a modified mid P-value method to reduce the conservativeness for the inference of conditional associations in three-way contingency tables. This improves the ordinary mfd P-value method. For $2{\times} 2${\times} K$ tables, we propose confidence intervals for an assumed common odds ratio based on inverting two separate one-sided tests using the modified mid P-value. Also, an alternative and usually even better ways of constructing intervals, based on Inverting a two-sided test, are presented. The actual probability of coverage of a 100($1-\alpha$)% confidence interval is centered about the nominal level, but the modified mid P-value approach gives actual coverage probability even closer to the nominal level than the ordinary mid P-value approach.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.461-473
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• 2014

We consider condence intervals for high quantiles of heavy-tailed distribution. The asymptotic condence intervals based on the limiting distribution of estimators are considered together with bootstrap condence intervals. We can also apply a non-parametric, parametric and semi-parametric approach to each of these two kinds of condence intervals. We considered 11 condence intervals and compared their performance in actual coverage probability and the length of condence intervals. Simulation study shows that two condence intervals (the semi-parametric asymptotic condence interval and the semi-parametric bootstrap condence interval using pivotal quantity) are relatively more stable under the criterion of actual coverage probability.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.14 no.8
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• pp.3366-3383
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• 2020

The Poisson point process (PPP) is widely used in wireless network modeling and performance analysis because it can provide tractable results for heterogeneous cellular networks (HetNets) analysis. However, it cannot accurately reflect the spatial distribution characteristics of the actual base stations (BSs). Considering the fact that the distribution of macro base stations (MBSs) is exclusive, the deployment of MBSs is modeled by the Matérn hard-core point process (MHCPP), and the deployment of pico base stations (PBSs) is modeled by PPP. This paper studies the performance of multiantenna HetNets and improves the energy efficiency (EE) of HetNets by optimizing the transmit power of PBSs. We use a simple approximate method to study the signal-to-interference ratio (SIR) distribution in two-tier MHCPP-PPP HetNets and derive the coverage probability, average data rate and EE of HetNets. Then, an optimization algorithm is proposed to improve the EE of HetNets. Finally, three transmission technologies are simulated and analyzed. The results show that multiantenna transmission has better system performance than single antenna transmission and that selecting the appropriate transmit power for a PBS can effectively improve the EE of the system. In addition, two-tier MHCPP-PPP HetNets have higher EE than two-tier PPP-PPP HetNets.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.38 no.7
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• pp.647-656
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• 2014

To supplement the ISO-GUM method for the evaluation of measurement uncertainty, a simulation program using the Monte Carlo method (MCM) was developed, and the MCM and GUM methods were compared. The results are as follows: (1) Even under a non-normal probability distribution of the measurand, MCM provides an accurate coverage interval; (2) Even if a probability distribution that emerged from combining a few non-normal distributions looks as normal, there are cases in which the actual distribution is not normal and the non-normality can be determined by the probability distribution of the combined variance; and (3) If type-A standard uncertainties are involved in the evaluation of measurement uncertainty, GUM generally offers an under-valued coverage interval. However, this problem can be solved by the Bayesian evaluation of type-A standard uncertainty. In this case, the effective degree of freedom for the combined variance is not required in the evaluation of expanded uncertainty, and the appropriate coverage factor for 95% level of confidence was determined to be 1.96.

• Communications for Statistical Applications and Methods
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• v.21 no.2
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• pp.193-200
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• 2014

It was recognized by some researchers that the disturbance variance in a censored regression model is frequently underestimated by the maximum likelihood method. This underestimation has implications for the estimation of marginal effects and asymptotic standard errors. For instance, the actual coverage probability of the confidence interval based on a maximum likelihood estimate can be significantly smaller than the nominal confidence level; consequently, a Bayesian estimation is considered to overcome this difficulty. The behaviors of the maximum likelihood and Bayesian estimators of disturbance variance are examined in a fixed effects panel regression model with a limited dependent variable, which is known to have the incidental parameter problem. Behavior under random effect assumption is also investigated.

• Journal of Communications and Networks
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• v.13 no.6
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• pp.664-677
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• 2011

In order to control interference and improve spectrum efficiency in the femtocell and macrocell overlaid system (FMOS), we propose a joint frequency bandwidth dynamic division, clustering and power control algorithm (JFCPA) for orthogonal-frequency-division-multiple access-based downlink FMOS. The overall system bandwidth is divided into three bands, and the macro-cellular coverage is divided into two areas according to the intensity of the interference from the macro base station to the femtocells, which are dynamically determined by using the JFCPA. A cluster is taken as the unit for frequency reuse among femtocells. We map the problem of clustering to the MAX k-CUT problem with the aim of eliminating the inter-femtocell collision interference, which is solved by a graph-based heuristic algorithm. Frequency bandwidth sharing or splitting between the femtocell tier and the macrocell tier is determined by a step-migration-algorithm-based power control. Simulations conducted to demonstrate the effectiveness of our proposed algorithm showed the frequency-reuse probability of the FMOS reuse band above 97.6% and at least 70% of the frequency bandwidth available for the macrocell tier, which means that the co-tier and the cross-tier interference were effectively controlled. Thus, high spectrum efficiency was achieved. The simulation results also clarified that the planning of frequency resource allocation in FMOS should take into account both the spatial density of femtocells and the interference suffered by them. Statistical results from our simulations also provide guidelines for actual FMOS planning.