• Title/Summary/Keyword: BOOTSTRAP

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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.

Median Control Chart using the Bootstrap Method

  • Lim, Soo-Duck;Park, Hyo-Il;Cho, Joong-Jae
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.365-376
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    • 2007
  • This research considers to propose the control charts using median for the location parameter. In order to decide the control limits, we apply several bootstrap methods through the approach obtaining the confidence interval except the standard bootstrap method. Then we illustrate our procedure using an example and compare the performance among the various bootstrap methods by obtaining the length between control limits through the simulation study. The standard bootstrap may be apt to yield shortest length while the bootstrap-t method, the longest one. Finally we comment briefly about some specific features as concluding remarks.

Bootstrap Inference on the Poisson Rates for Grouped Data

  • Lee, Kee-Won;Kim, Woo-Chul
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.1-20
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    • 2001
  • We present how bootstrap methods can be used to conduct inference on the rates of Poisson distributions when only the grouped data are available. A theoretical justification for the validity of bootstrap is given with an illustration of proposed method using a data set obtained fro ma pathology laboratory test. Traditional asymptotic methods are compared with bootstrap methods in computing the estimated standard errors and achieved significance levels for one sample and two sample tests. Bootstrap methods are shown to possess a nice property that he small sample distribution of the relevant statistics can be readily obtained from the bootstrap copies.

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Conditional Bootstrap Methods for Censored Survival Data

  • Kim, Ji-Hyun
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.197-218
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    • 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.

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An Experimental Study on the Effect of Temperature and Humidity on the Pressure Change of the Bootstrap type Reservoir in the Aircraft (자체여압 형 항공기용 저장조의 온도 및 습도에 따른 내부압력 변화에 관한 실험적 연구)

  • Kim, Jung-Sik;Yu, Han-Sik;Park, Dong-Ki
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.12 no.5
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    • pp.170-175
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    • 2013
  • For this study, the domestically developed bootstrap reservoir of the aircraft is set up in accordance with the temperature and humidity conditions depicted on the qualification test, and the variation in the internal pressure of the bootstrap reservoir of the aircraft is examined. The study shows that the bootstrap reservoir has less variation in the internal pressure at room temperature than at low temperature($-40^{\circ}C$). As a result, the internal pressure can be maintained stably when the temperature of working fluid in the bootstrap reservoir and the atmosphere environment is over room temperature($25^{\circ}C$). Therefore the keeping of temperature above room temperature is very important to operate the bootstrap reservoir of the aircraft properly.

Uncertainty Analysis for Parameter Estimation of Probability Distribution in Rainfall Frequency Analysis Using Bootstrap (강우빈도해석에서 Bootstrap을 이용한 확률분포의 매개변수 추정에 대한 불확실성 해석)

  • Seo, Young-Min;Park, Ki-Bum
    • Journal of Environmental Science International
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    • v.20 no.3
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    • pp.321-327
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    • 2011
  • Bootstrap methods is the computer-based resampling method that estimates the standard errors and confidence intervals of summary statistics using the plug-in principle for assessing the accuracy or uncertainty of statistical estimates, and the BCa method among the Bootstrap methods is known much superior to other Bootstrap methods in respect of the standards of statistical validation. Therefore this study suggests the method of the representation and treatment of uncertainty in flood risk assessment and water resources planning from the construction and application of rainfall frequency analysis model considersing the uncertainty based on the nonparametric BCa method among the Bootstrap methods for the assessement of the estimation of probability rainfall and the effect of uncertainty considering the uncertainty of the parameter estimation of probability in the rainfall frequency analysis that is the most fundamental in flood risk assessement and water resources planning.

Bootstrap simulation for quantification of uncertainty in risk assessment

  • Chang, Ki-Yoon;Hong, Ki-Ok;Pak, Son-Il
    • Korean Journal of Veterinary Research
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    • v.47 no.2
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    • pp.259-263
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    • 2007
  • The choice of input distribution in quantitative risk assessments modeling is of great importance to get unbiased overall estimates, although it is difficult to characterize them in situations where data available are too sparse or small. The present study is particularly concerned with accommodation of uncertainties commonly encountered in the practice of modeling. The authors applied parametric and non-parametric bootstrap simulation methods which consist of re-sampling with replacement, in together with the classical Student-t statistics based on the normal distribution. The implications of these methods were demonstrated through an empirical analysis of trade volume from the amount of chicken and pork meat imported to Korea during the period of 1998-2005. The results of bootstrap method were comparable to the classical techniques, indicating that bootstrap can be an alternative approach in a specific context of trade volume. We also illustrated on what extent the bias corrected and accelerated non-parametric bootstrap method produces different estimate of interest, as compared by non-parametric bootstrap method.

Uncertainty Analysis for Parameter Estimation in Rainfall Frequency Analysis using Bootstrap (Bootstrap을 이용한 강우빈도해석에서의 매개변수 추정에 대한 불확실성 해석)

  • Seo, Young-Min;Jee, Hong-Kee;Lee, Soon-Tak
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1406-1411
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    • 2009
  • Bootstrap 기법은 통계학적 추정치의 정확도 또는 불확실성을 평가하기 위한 컴퓨터 기반 리샘플링 기법으로서 플러그인 원칙을 이용하여 요약통계치의 표준오차 및 신뢰구간을 추정하며, Bootstrap 기법 중 BCa 기법은 다른 Bootstrap 기법들에 비해 적합도 기준면에서 훨씬 우수한 결과를 나타내는 것으로 알려져 있다. 본 논문에서는 강우빈도해석에서 확률분포의 매개변수 추정에 대한 불확실성 고려한 확률강우량의 산정 및 불확실성의 영향을 평가하기 위하여 Bootstrap 기법 중 비매개변수적 BCa 기법에 기반한 불확실성을 고려한 강우빈도해석모델 구축 및 적용을 통해 홍수위험평가 및 수자원 계획 등에 있어서 불확실성 표현 및 처리기법을 제시하였다.

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WEAK CONVERGENCE FOR STATIONARY BOOTSTRAP EMPIRICAL PROCESSES OF ASSOCIATED SEQUENCES

  • Hwang, Eunju
    • Journal of the Korean Mathematical Society
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    • v.58 no.1
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    • pp.237-264
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    • 2021
  • In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.

Prediction Intervals for LS-SVM Regression using the Bootstrap

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.337-343
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    • 2003
  • In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

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