• The Korean Journal of Applied Statistics
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• v.30 no.3
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• pp.453-462
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• 2017

Double propensity score adjustment is an analytic solution to address bias due to incomplete matching. However, it is difficult to estimate the standard error of the estimated treatment effect when using double propensity score adjustment. In this study, we propose two bootstrap methods to estimate the standard error. The first is a simple bootstrap method that involves drawing bootstrap samples from the matched sample using the propensity score as well as estimating the standard error from the bootstrapped samples. The second is a complex bootstrap method that draws bootstrap samples first from the original sample and then applies the propensity score matching to each bootstrapped sample. We examined the performances of the two methods using simulations under various scenarios. The estimates of standard error using the complex bootstrap were closer to the empirical standard error than those using the simple bootstrap. The simple bootstrap methods tended to underestimate. In addition, the coverage rates of a 95% confidence interval using the complex bootstrap were closer to the advertised rate of 0.95. We applied the two methods to a real data example and found also that the estimate of the standard error using the simple bootstrap was smaller than that using the complex bootstrap.

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.665-682
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• 2005

The sample reuse bootstrap technique has been successful to attract both applied and theoretical statisticians since its origination. In recent years a good deal of attention has been focused on the applications of bootstrap methods in regression analysis. It is easier but more accurate computation methods heavily depend on high-speed computers and warrant tough mathematical justification for their validity. It is now evident that the presence of multiple unusual observations could make a great deal of damage to the inferential procedure. We suspect that bootstrap methods may not be free from this problem. We at first present few examples in favour of our suspicion and propose a new method diagnostic-before-bootstrap method for regression purpose. The usefulness of our newly proposed method is investigated through few well-known examples and a Monte Carlo simulation under a variety of error and leverage structures.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.26 no.3
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• pp.39-49
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• 2003

Statistical process cintrol is intended to assist operators of a stable system in monitoring whether a change has occurred in the process, and it uses several control charts as main tools. In design and use of control chart, it is rational that probability of false alarm is minimized in stable process and probability of detecting shifts is maximized in out-of-control. In this study, we establish bootstrap control limits for robust M-estimator chart by applying the bootstrap method, called resampling, which could not demand assumptions about pre-distribution when the process is skewed and/or the normality assumption is doubt. The results obtained in this study are summarized as follows : bootstrap M-estimator control chart is developed for applying bootstrap method to M-estimator chart, which is more robust to keep ARL when process contain contaminate quality characteristic.

• Journal of Broadcast Engineering
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• v.21 no.6
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• pp.899-912
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• 2016

In ATSC 3.0 systems, a bootstrap signal is located at the start of each frame. In this paper, we propose an initial synchronization scheme for ATSC 3.0 systems using the bootstrap signal. The bootstrap signal of ATSC 3.0 has several repetition patterns in the time domain. By utilizing the repetition patterns within the bootstrap, the proposed scheme can obtain an initial synchronization at the receiver. Also, simulation results show that the proposed scheme can obtain an initial synchronization at very low signal-to-noise ratios.

• Journal of Multimedia Information System
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• v.2 no.3
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• pp.255-262
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• 2015

The modern manufacturing systems and technologies produce products that are more accurate day by day. This can be reached mainly by improvement the manufacturing process with at the same time restricting more and more the quality specifications and reducing the uncertainty in part. The main objective an industry becomes to lower the part's variability, since the less variability - the better is product. One of the part of this task is measuring the object's uncertainty. The main purpose of this study is to understand the application of bootstrap method for uncertainty evaluation. Bootstrap method is a collection of sample re-use techniques designed to estimate standard errors and confidence intervals. In the case study a surface of an automobile engine block - (Top view side) is measured by Coordinate Measuring Machine (CMM) and analyzed for uncertainty using Geometric Least Squares in complex with bootstrap method. The designed experiment is composed by three similar measurements (the same features in unique reference system), but with different points (5, 10, 20) concentration at each level. Then each cloud of points was independently analyzed by means of non-linear Least Squares, after estimated results have been reported. A MatLAB software tool used to generate new samples using bootstrap function. The results of the designed experiment are summarized and show that the bootstrap method provides the possibility to evaluate the uncertainty without repeating the Coordinate Measuring Machine (CMM) measurements many times, i.e. potentially can reduce the measuring time.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.361-368
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• 1993

In recent years, kernel type estimates are abundant. In this paper, we propose a bandwidth selection method for kernel regression of fixed design based on bootstrap procedure. Mathematical properties of proposed bootstrap-based bandwidth selection method are discussed. Performance of the proposed method for small sample case is compared with that of cross-validation method via a simulation study.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.159-169
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• 1993

In this article, we consider two sample problem with randomly right censored data. We propse two-sample confidence intervals for the difference in medians or any quantiles, based on bootstrap. The bootstrap version of two-sample confidence intervals proposed in this article is simple to apply and do not need the assumption of the shift model, so that for the non-shift model, the density estimation is not necessary, which is an attractive feature in small to moderate sized sample case.

• Proceedings of the Korean Society for Quality Management Conference
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• 1998.11a
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• pp.174-179
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• 1998

This research explores the application of the bootstrap methods to the construction of control limits for the x charts and the EWMA charts based on single observations with stationary autoregressive processes. The subsample means-based control chars in the presence autocorrelation are also considered. We use a technique for inferring confidence intervals using bootstrap, the percentile method. Simulation studies are conducted to compare the performance of the bootstrap method and that of standard method for constructing control charts under several conditions.

• Communications for Statistical Applications and Methods
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• v.15 no.5
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• pp.643-653
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• 2008

Application of the bootstrap to problems in multistage inference procedures are discussed in normal and other related models. After a general introduction to these procedures, here we explore in multistage fixed precision inference in models. We present numerical comparisons of these procedures based on bootstrap critical points for small and moderate sample sizes obtained via extensive sets of simulated experiments. It is expected that the procedure based on bootstrap leads to better results.

• Journal of the Korean Data and Information Science Society
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• v.8 no.2
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• pp.261-270
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• 1997

This paper is proposed the parametric empirical Bayes(EB) confidence intervals which corrects the deficiencies in the naive EB confidence intervals of the scale parameter in the Weibull distribution under item-censoring scheme. In this case, the bootstrap EB confidence intervals are obtained by the parametric bootstrap introduced by Laird and Louis(1987). The comparisons among the bootstrap and the naive EB confidence intervals through Monte Carlo study are also presented.