• 제목/요약/키워드: Asymptotic Relative Efficiency

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A Moment Inequality on New Renewal Better Than Used in Expectation Class of Life Distributions with Hypothesis Testing Application

  • Abu-Youssef, S.E.
    • International Journal of Reliability and Applications
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    • 제4권4호
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    • pp.191-199
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    • 2003
  • In the present work, a moment inequality is derived for new renewal better (worse) than used in expectation(NRBUE) (NRWUE) distributions. This inequality demonstrates that if the mean life is finite then all higher order moments exist. A new test statistics for testing exponentiality against NRBUE (NRWUE) is introduced based on this inequality. It is shown that the proposed test is simple and has high relative efficiency for some commonly used alternatives. Critical values are tabulated for sample sizes n = 5(1)30. A set of real data is used as an example to elucidate the use of the proposed test statistics for practical reliability analysis.

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Biological Effectiveness of Methionine Hydroxy-analogue Calcium Salt in Relation to DL-Methionine in Broiler Chickens

  • Elwert, C.;de Fernandes, E. Abreu;Lemme, A.
    • Asian-Australasian Journal of Animal Sciences
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    • 제21권10호
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    • pp.1506-1515
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    • 2008
  • Two feeding trials were conducted to assess the relative bioavailability (RBV) of methionine hydroxy analogue calcium salt (MHA-Ca) in comparison to DL-methionine (DL-Met). Male Ross 308 (1-38 days) and Cobb 500 chickens (1-42 days) were used in studies 1 and 2, respectively. Experimental diets based on wheat and soybean meal or sorghum and soybean meal were fed during three phases. In both experiments graded levels of DL-Met and MHA-Ca were supplemented to Met+Cys deficient basal diets. Additionally, in experiment 1, increasing levels of a DL-Met preparation diluted with corn starch to 65% purity (DL-Met65) were supplemented. Birds were kept in floor pens and feed and water were available ad libitum. Body weights and feed consumption were recorded at the beginning and end of the experimental periods and weight gain and feed efficacy were computed subsequently. At the end of the experiments, a number of birds were slaughtered for carcass evaluation (dressing percentage, breast meat yield). Dose response data were analysed by both ANOVA and nonlinear common plateau asymptotic regression. In both experiments birds responded significantly to increasing levels of either methionine source. However, RBV of MHA-Ca compared to DL-Met was markedly (in many cases significantly) below 84%, the value which would have been expected from MHA-Ca's chemical characteristics. Excluding some extremely low RBV figures of trial 2, RBV of MHA-Ca averaged to about 63% in relation to DL-Met. In addition, supplementation of DL-Met65 allowed confirmation of nonlinear common plateau asymptotic regression to be suitable to determine RBV.

Extended Quasi-likelihood Estimation in Overdispersed Models

  • Kim, Choong-Rak;Lee, Kee-Won;Chung, Youn-Shik;Park, Kook-Lyeol
    • Journal of the Korean Statistical Society
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    • 제21권2호
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    • pp.187-200
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    • 1992
  • Samples are often found to be too heterogeneous to be explained by a one-parameter family of models in the sense that the implicit mean-variance relationship in such a family is violated by the data. This phenomenon is often called over-dispersion. The most frequently used method in dealing with over-dispersion is to mix a one-parameter family creating a two parameter marginal mixture family for the data. In this paper, we investigate performance of estimators such as maximum likelihood estimator, method of moment estimator, and maximum quasi-likelihood estimator in negative binomial and beta-binomial distribution. Simulations are done for various mean parameter and dispersion parameter in both distributions, and we conclude that the moment estimators are very superior in the sense of bias and asymptotic relative efficiency.

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라틴-하이퍼큐브 실험게획 간의 거리 계산과 비교

  • 박정수;황현식
    • 응용통계연구
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    • 제13권2호
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    • pp.477-488
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    • 2000
  • 전산실험계획으로 유용하게 쓰이는 라틴-하이퍼큐브 계획간의 거리를 정의하고 그 기대값을 계산하였다. 이 계산을 위해서 차원이 증가함에 따라 수리 통계학적 방법, 수치 해석적 방법(다차원 수치 적분법), 몬테카를로 적분 방법, 극한 정규분포이론을 이용하여 거리의 기대값을 구했다. 또한 같은 구조를 가지면서 랜덤성에 차이가 있는 두 라틴-하이퍼큐브 계획 간에 반응함수의 평균에서의 차이 및 정보량의 차이를 다루었다. 본 논문에서 제시한 두 Lhd들간의 비교 기법은 두 개의 일반 실험계획의 비교에도 유용하리라 여겨진다.

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On Testing Exponentiality Against NBURFR Class Of Life Distributions

  • Mahmoud, M.A.W.;Abdul Alim, N.A.
    • International Journal of Reliability and Applications
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    • 제4권2호
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    • pp.57-69
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    • 2003
  • A non-parametric test based on U-statistic for testing exponentiality against the new better than used renewal failure rate (NBURFR) alternatives is introduced and the percentiles of this test statistic are tabulated for sample size 5(1)50. Its properties are also discussed including the Pitman asymptotic efficiency relative to the tests of the new better than used and new better than used failure rate (Ahmed (1994) and Hendi (2000)). The powers of this test are also calculated for some used life distributions. An example from blood cancer patients demonstrates a practical application of our test in the medical sciences is presented. Finally the problem when right-censored data is available is handled.

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Two tests using more assumptions but lower power

  • Sang Kyu Lee;Hyoung-Moon Kim
    • Communications for Statistical Applications and Methods
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    • 제30권1호
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    • pp.109-117
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    • 2023
  • Intuitively, a test with more assumptions has greater power than a test with fewer assumptions. This kind of examples are abundant in the nonparametric tests vs corresponding parametric ones. In general, the nonparametric tests are less efficient in terms of asymptotic relative efficiency (ARE) compared to corresponding parametric tests (Daniel, 1990). However, this is not always true. To test equal means under independent normal samples, the usual test involves using the t-distribution with the pooled estimator of the common variance. Adding the assumption of equal sample size, we may derive another test. In this case, two tests using more assumptions were performed for univariate (multivariate) cases. For these examples, it was found that the power function of a test with more assumptions is less than or equal to that of a test with fewer assumptions. This finding can be used as an expository example in master's mathematical statistics courses.

정규-지수분포에 대한 최소밀도함수승간격 추정법 (Minimum Density Power Divergence Estimation for Normal-Exponential Distribution)

  • 박노진
    • 응용통계연구
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    • 제27권3호
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    • pp.397-406
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    • 2014
  • 최소밀도함수승간격 추정법은 Baus 등 (1998)에 의해 처음 소개된 이후 많은 관심의 대상이 되었다. 최소밀도함수승간격 추정량은 우수한 로버스트 성질을 갖고 효율성도 최우추정량에 필적한 것으로 알려져 있다. 본 논문에서는 생물정보학에서 사용되는 노말-지수 분포에 근거한 추정량을 최소밀도함수승간격 추정법을 사용하여 구하는 방법을 다루고자 한다. 그런데 그 과정에서 간격을 적분을 통해 구하는 것이 매우 어려움으로 인해 직접적인 적분 대신 라플라스 근사를 시도할 것을 제안한다. 그 결과 추정량이 다소 효율성이 줄어들지만 로버스트 성질을 갖고 있음을 수학적 방법과 모의실험을 통하여 보였다.

Stochastic Properties of Life Distribution with Increasing Tail Failure Rate and Nonparametric Testing Procedure

  • Lim, Jae-Hak;Park, Dong Ho
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제18권3호
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    • pp.220-228
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    • 2018
  • Purpose: The purpose of this study is to investigate the tail behavior of the life distribution which exhibits an increasing failure rate or other positive aging effects after a certain time point. Methods: We characterize the tail behavior of the life distribution with regard to certain reliability measures such as failure rate, mean residual life and reliability function and derive several stochastic properties regarding such life distributions. Also, utilizing an L-statistic and its asymptotic normality, we propose new nonparametric testing procedures which verify if the life distribution has an increasing tail failure rate. Results: We propose the IFR-Tail (Increasing Failure Rate in Tail), DMRL-Tail (Decreasing Mean Residual Life in Tail) and NBU-Tail (New Better than Used in Tail) classes, all of which represent the tail behavior of the life distribution. And we discuss some stochastic properties of these proposed classes. Also, we develop a new nonparametric test procedure for detecting the IFR-Tail class and discuss its relative efficiency to explore the power of the test. Conclusion: The results of our research could be utilized in the study of wide range of applications including the maintenance and warranty policy of the second-hand system.

종속 잡음 환경에서 확률 신호 검파 방식 (A Detection Scheme for Random Signals under Dependent Noise Environment)

  • 김광순;원대한;송익호;윤형식;이주미;김선용
    • 대한전자공학회논문지SP
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    • 제37권1호
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    • pp.69-75
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    • 2000
  • 이 논문에서는, 약의존성을 보이는 덧셈 잡음에서 이산 시간 확률 신호를 검파하는 문제를 생각한다 약의존성 잡음 모형에서 상관이 있는 확률 신호를 검파하는 국소 최적 검파기의 검정 통계량을 얻는다 이렇게 얻은 국소 최적 검파기의 성능 특성을 분석하고, 접근 상대 효율을 써서 제곱 검차기와 성능을 견주어 본다.

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약의존성 잡음모형에서 순위를 바탕으로 한 신호검파기 (A Rank-Based Signal Detector in a Weakly Dependent Noise Model)

  • 김광순;윤석호;박소령;이주식;송익호;김선용
    • 대한전자공학회논문지SP
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    • 제37권1호
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    • pp.76-82
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    • 2000
  • 이 논문에서는 먼저 약의존성을 나타내는 덧셈꼴 잡음환경을 잘 나타낼 수 있는 모형을 생각하였다 그 다음에 이 모형에서 순위 통계량을 바탕으로 하여 알려진 신호와 확률 신호의 비모수 검파를 생각하였다 약의존성 잡음모형에서 알려진 신호와 확률신호를 검파하는 국소최적순위검파기의 검정통계량을 얻었으며, 점근상대효율을 써서 이들 검파기의 성능을 분석하였다.

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