• Title/Summary/Keyword: Ancillary Statistics

Search Result 15, Processing Time 0.023 seconds

Two Properties of Ancillary Statistics

  • Lee, Yong-Goo
    • Journal of the Korean Statistical Society
    • /
    • v.17 no.2
    • /
    • pp.93-100
    • /
    • 1988
  • Two properties of ancillary statistics are considered. One is to find a role of ancillary statistics in the statistical inference by showing that the ancillary statistic can recover the lost information and to give a criteria for comparing the conditional inference with unconditional inference. The other is to find an ancillary statistic of translation model and its relationship with observed Fisher information.

  • PDF

On the Distribution of the Scaled Residuals under Multivariate Normal Distributions

  • Cheolyong Park
    • Communications for Statistical Applications and Methods
    • /
    • v.5 no.3
    • /
    • pp.591-597
    • /
    • 1998
  • We prove (at least empirically) that some forms of the scaled residuals calculated from i.i.d. multivariate normal random vectors are ancillary. We further show that, if the scaled residuals are ancillary, then they have the same distribution whatever form of rotation is rosed to remove sample correlations.

  • PDF

Conditional Confidence Interval for Parameters in Accelerated Life Testing

  • Park, Byung-Gu;Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
    • /
    • v.7 no.1
    • /
    • pp.21-35
    • /
    • 1996
  • In this paper, estimation and prediction procedures are discussed for grneral situation in which the failure time follows the independent density $f_{i}({\varepsilon}_{i})$ for the accelerated life testing under Type II censoring. In the context of accelerated life test experiment, procedures are given for estimating the parameters in the Eyring model, and for estimating mean life at a given future stress level. The procedures given are conditional confidence interval procedures, obtained by conditioning on ancillary statistics. A comparison is made of these procedures and procedures based on asymptotic properties of the maximum, likelihood estimates.

  • PDF

A Note on the Chi-Square Test for Multivariate Normality Based on the Sample Mahalanobis Distances

  • Park, Cheolyong
    • Journal of the Korean Statistical Society
    • /
    • v.28 no.4
    • /
    • pp.479-488
    • /
    • 1999
  • Moore and Stubblebine(1981) suggested a chi-square test for multivariate normality based on cell counts calculated from the sample Mahalanobis distances. They derived the limiting distribution of the test statistic only when equiprobable cells are employed. Using conditional limit theorems, we derive the limiting distribution of the statistic as well as the asymptotic normality of the cell counts. These distributions are valid even when equiprobable cells are not employed. We finally apply this method to a real data set.

  • PDF

Factorization Models and Other Representation of Independence

  • Lee, Yong-Goo
    • Journal of the Korean Statistical Society
    • /
    • v.19 no.1
    • /
    • pp.45-53
    • /
    • 1990
  • Factorization models are a generalization of hierarchical loglinear models which apply equally to discrete and continuous distributions. In regular (strictly positive) cases the intersection of two factorization models is another factorization model whose representation is obtained by a simple algorithm. Failure of this result in an irregular case is related to a theorem of Basu on ancillary statistics.

  • PDF

Likelihood based inference for the shape parameter of Pareto Distribution

  • Lee, Jae-Un;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.4
    • /
    • pp.1173-1181
    • /
    • 2008
  • In this paper, when the parameter of interest is the shape parameter in Pareto distribution, we develop likelihood based inference for this parameter. Specially, we develop signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for the shape parameter. It is well-known that as sample size grows, the modified signed log-likelihood ratio statistic converges to standard normal distribution faster than the signed log-likelihood ratio statistic. But the computation of the modified signed log-likelihood statistic is hard or even impossible when the sufficient statistics and the ancillary statistics are not clear. In this case, one can consider an approximation to the modified signed log-likelihood statistic. Specially, when the parameter of interest is informationally orthogonal to the nuisance parameters, we propose the approximate modified signed log-likelihood statistic. Through simulation, we investigate the performances of the proposed statistics with the signed log-likelihood statistic.

  • PDF

Conditional Confidence Intervals for Accelerated Life Testing in Modified Arrhenius Model (수정 아레니우스 모형에서 가족수명시험에 대한 조건부 신뢰구간)

  • 박병구
    • Journal of Korean Society for Quality Management
    • /
    • v.25 no.3
    • /
    • pp.1-10
    • /
    • 1997
  • In the context of accelerated life tests, procedures are given for estimating the parameters in the modified Arrhenius model and for estimating mean life at a given future stress level. The conditional confidence intervals are obtained by conditioning on ancillary statistics and pivotal quantity. Using the data of Tobias and Trindada(1986), we illustrate conditional confidence interval for parameters under use condition in the modified Arrhenius model.

  • PDF

Conditional Bootstrap Methods for Censored Survival Data

  • Kim, Ji-Hyun
    • Journal of the Korean Statistical Society
    • /
    • v.24 no.1
    • /
    • pp.197-218
    • /
    • 1995
  • We first consider the random censorship model of survival analysis. Efron (1981) introduced two equivalent bootstrap methods for censored data. We propose a new bootstrap scheme, called Method 3, that acts conditionally on the censoring pattern when making inference about aspects of the unknown life-time distribution F. This article contains (a) a motivation for this refined bootstrap scheme ; (b) a proof that the bootstrapped Kaplan-Meier estimatro fo F formed by Method 3 has the same limiting distribution as the one by Efron's approach ; (c) description of and report on simulation studies assessing the small-sample performance of the Method 3 ; (d) an illustration on some Danish data. We also consider the model in which the survival times are censered by death times due to other caused and also by known fixed constants, and propose an appropriate bootstrap method for that model. This bootstrap method is a readily modified version of the Method 3.

  • PDF

Improving Satellite Derived Soil Moisture Data Using Data Assimilation Methods (자료동화 기법을 이용한 위성영상 추출 토양수분 자료 개선)

  • Hwang, Soonho;Ryu, Jeong Hoon;Kang, Moon Seong
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2018.05a
    • /
    • pp.152-152
    • /
    • 2018
  • Soil moisture is a important factor in hydrologic analysis. So, if we have spatially distributed soil moisture data, it can help to study much research in a various field. Recently, there are a lot of satellite derived soil moisture data, and it can be served through web freely. Especially, NASA (National Aeronautics and Space Administration) launched the Soil Moisture Aperture Passive (SMAP) satellite for mapping global soil moisture on 31 January 2015. SMAP data have many advantages for study, for example, SMAP data has higher spatial resolution than other satellited derived data. However, becuase many satellited derived soil moisture data have a limitation to data accuracy, if we have ancillary materials for improving data accuracy, it can be used. So, in this study, after applying the alogorithm, which is data assimilation methods, applicability of satellite derived soil moisture data was analyzed. Among the various data assimilation methods, in this study, Model Output Statistics (MOS) technique was used for improving satellite derived soil moisture data. Model Output Statistics (MOS) is a type of statistical post-processing, a class of techniques used to improve numerical weather models' ability to forecast by relating model outputs to observational or additional model data.

  • PDF

The Polymerase Chain Reaction in Diagnosis of Small B-Cell Non-Hodgkin Lymphomas

  • Antoro, Ester Lianawati;Dwianingsih, Ery Kus;Indrawati, Indrawati;Triningsih, FX Ediati;Harijadi, Harijadi
    • Asian Pacific Journal of Cancer Prevention
    • /
    • v.17 no.2
    • /
    • pp.491-495
    • /
    • 2016
  • Background: Small B-cell non-Hodgkins lymphoma (NHL) is difficult to be distinguished from non-neoplastic reactive processes using conventional haematoxylin-eosin (HE) staining due to different interpretations among pathologists with diagnosis based on morphologic features. Ancillary examinations such as immunohistochemical (IHC) staining are essential. However, negative or doubtful results are still sometimes obtained due to unsatisfactory tissue processing or IHC technique. The polymerase chain reaction (PCR) as a molecular diagnostic technique is very sensitive and specific. Clonality detection of heavy chain immunoglobulin (IgH) gene rearrangement has been widely used to establish diagnosis of B-cell NHL. Aims: To elaborate interobserver variation in small B-cell NHL diagnosis based on morphologic features only and to confirm sensitivity and specificity of the PCR technique as an ancillary method. Materials and Methods: A toptal of 28 samples of small B cell NHL and suspicious lymphoma were interpreted by 3 pathologists in Sardjito General Hospital based on their morphology only. The reliability of assessment and the coefficient of interobserver agreement were calculated by Fleiss kappa statistics. Interpretation results were confirmed with IHC staining (CD20, CD3, Bcl2). PCR was performed to analyze the clonality of IgH gene rearrangement. Results: Interobserver agreement in morphologic evalution of small B cell NHL and chronic lymphadenitis revealed kappa coefficient 0.69 included in the substantial agreement category. The cases were divided into 3 groups based on morphology and IHC results; lymphoma, reactive process and undetermined group. PCR analysis showed 90% sensitivity and 60% specificity. Conclusions: The present study revealed a substantial agreement among pathologists in small B-cell NHL diagnosis. For difficult cases, PCR is useful as complementary method to morphologic and IHC examinations to establish definitive diagnosis.