• 제목/요약/키워드: Binomial

검색결과 727건 처리시간 0.025초

부적합품률의 이항 신뢰구간 추정 및 응용 (Estimation and Application of Binomial Confidence Interval for Nonconforming Proportions)

  • 최성운;이창호
    • 대한안전경영과학회지
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    • 제9권4호
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    • pp.143-147
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    • 2007
  • This paper presents various interval estimation methods of binomial proportion for small n in multi-product small volume production and extremely small ^P like PPM or PPB fraction of defectives. This study classifies interval estimation of binomial proportion into three categories such as exact, approximate, Bayesian methods. These confidence intervals proposed in this paper can be applied to attribute process capability and attribute acceptance sampling plan for PPM or PPB.

Krawtchouk Polynomial Approximation for Binomial Convolutions

  • Ha, Hyung-Tae
    • Kyungpook Mathematical Journal
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    • 제57권3호
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    • pp.493-502
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    • 2017
  • We propose an accurate approximation method via discrete Krawtchouk orthogonal polynomials to the distribution of a sum of independent but non-identically distributed binomial random variables. This approximation is a weighted binomial distribution with no need for continuity correction unlike commonly used density approximation methods such as saddlepoint, Gram-Charlier A type(GC), and Gaussian approximation methods. The accuracy obtained from the proposed approximation is compared with saddlepoint approximations applied by Eisinga et al. [4], which are the most accurate method among higher order asymptotic approximation methods. The numerical results show that the proposed approximation in general provide more accurate estimates over the entire range for the target probability mass function including the right-tail probabilities. In addition, the method is mathematically tractable and computationally easy to program.

Improved Algorithms for the Identification of Yeast Proteins and Significant Transcription Factor and Motif Analysis

  • Lee Seung-Won;Hong Seong-Eui;Lee Kyoo-Yeol;Choi Do-Il;Chung Hae-Young;Hur Cheol-Goo
    • Genomics & Informatics
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    • 제4권2호
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    • pp.87-93
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    • 2006
  • With the rapid development of MS technologiesy, the demands for a more sophisticated MS interpretation algorithm haves grown as well. We have developed a new protein fingerprinting method using a binomial distribution, (fBIND). With the fBIND, we improved the performance accuracy of protein fingerprinting up to the maximum 49% (more than MOWSE) and 2% than(at a previous binomial distribution approach studied by of Wool et al.) as compared to the established algorithms. Moreover, we also suggest a the statistical approach to define the significance of transcription factors and motifs in the identified proteins based on the Gene Ontology (GO). Abbreviations: fBIND, fingerprinting using binomial distribution; GO, Gene Ontology; MS, Mass Spectrometry; PMF, peptide mass fingerprinting; nr, nonredundant; SGD, Saccharomyces Genome Database

이항트리에서 2-에지번호매김 방법에 대한 연구 (The Research of the 2-Edge Labeling Methods on Binomial Trees)

  • 김용석
    • 정보처리학회논문지:컴퓨터 및 통신 시스템
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    • 제4권2호
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    • pp.37-40
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    • 2015
  • 본 논문에서는 이항트리의 2-에지번호매김에서 선형적 에지번호매김 방법, 변형된 에지번호매김 방법 그리고 혼합형 에지번호매김 방법들을 제안한다. 이러한 연구결과는 최대 연결도를 갖는 신뢰성이 높은 상호연결망의 일종인 원형군 그래프(circulant graph)의 점프열(jump sequence)로 에지번호들을 사용하면 이항트리를 스패닝 트리로 갖고 최적방송이 가능한 다양한 위상들을 설계할 수 있다.

Effects of Overdispersion on Testing for Serial Dependence in the Time Series of Counts Data

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • 제17권6호
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    • pp.829-843
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    • 2010
  • To test for the serial dependence in time series of counts data, Jung and Tremayne (2003) evaluated the size and power of several tests under the class of INARMA models based on binomial thinning operations for Poisson marginal distributions. The overdispersion phenomenon(i.e., a variance greater than the expectation) is common in the real world. Overdispersed count data can be modeled by using alternative thinning operations such as random coefficient thinning, iterated thinning, and quasi-binomial thinning. Such thinning operations can lead to time series models of counts with negative binomial or generalized Poisson marginal distributions. This paper examines whether the test statistics used by Jung and Tremayne (2003) on serial dependence in time series of counts data are affected by overdispersion.

OPTIMAL PORTFOLIO CHOICE IN A BINOMIAL-TREE AND ITS CONVERGENCE

  • Jeong, Seungwon;Ahn, Sang Jin;Koo, Hyeng Keun;Ahn, Seryoong
    • East Asian mathematical journal
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    • 제38권3호
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    • pp.277-292
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    • 2022
  • This study investigates the convergence of the optimal consumption and investment policies in a binomial-tree model to those in the continuous-time model of Merton (1969). We provide the convergence in explicit form and show that the convergence rate is of order ∆t, which is the length of time between consecutive time points. We also show by numerical solutions with realistic parameter values that the optimal policies in the binomial-tree model do not differ significantly from those in the continuous-time model for long-term portfolio management with a horizon over 30 years if rebalancing is done every 6 months.

Sarmanov형 이변량 일반화이항모형의 적합 (Fitting Bivariate Generalized Binomial Models of the Sarmanov Type)

  • 이주용;김기영
    • 응용통계연구
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    • 제22권2호
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    • pp.271-280
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    • 2009
  • 급내/급간상관이 동시에 존재하는 이변량 이항자료에 대한 모형으로 Danaher과 Hardie (2005)는 베타이항분포를 제안한바 있다. 그러나 이 모형은 베타분포에 따르는 성공확률을 통해 급내 상관을 묘사하므로 그 적용범위가 양의 급내상관을 가지는 자료에 제한된다. 이 연구에서는 보다 더 넓은 범위의 급내 상관에 대해 유용성을 가지는 일반화가법/승법이항모형과 확장베타이항모형 등에 Sarmanov형식의 이변량 확장을 고려하고 이들을 기존 모형과 적합도의 측면에서 비교한다. 실제자료인 주식자료와 소비자패널자료에 이변량 일반화이항모형들을 적용한 결과, B-mB와 B-ebB의 성능이 우수한 것으로 나타나며, 그 중 상대적으로 넓은 허용범위의 급내상관을 가지는 B-mB가 선호된다고 할 수 있다.

고속도로 인터체인지 연결로에서의 교통사고 예측모형 개발 (Development of Accident Prediction Models for Freeway Interchange Ramps)

  • 박효신;손봉수;김형진
    • 대한교통학회지
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    • 제25권3호
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    • pp.123-135
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    • 2007
  • 본 연구에서는 고속도로 트럼펫 인터체인지상에서 연결로 형식별로 일어나는 교통사고와 도로 기하구조 및 교통량등의 교통사고 요인들과의 관계를 분석하기 위해 교통사고의 분포의 특성을 분석하여 적합도 검증을 통해 모형추정시 가장 적절한 분포를 찾은 결과 음이항분포(Negative binomial distribution)가 선택되었다. 선택된 분포에 기반하여 트럼펫 인터체인지 연결로 전체, 연결로 형식별(직결, 준직결, 루프연결로) 각각의 음이항회귀모형 (Negative binomial regression model)을 개발하였다. 총 4개의 모형을 개발하고 그것의 적합도를 판단하는 여러 가지 통계값과 모형에서 예측한 값과 실제 관측값과의 차이를 분석한 결과 예측모형이 적합하게 구축되었음을 보였다. 추정된 모형의 통계적으로 유의한 변수들을 분석하여 교통사고를 설명하는데 유의한 변수들을 판단하고 이러한 변수들을 도로의 설계자가 도로 설계 및 운영에 적용하거나 교통안전계획 수립시 해당도로의 교통특성을 반영한 교통사고 절감 대책 등에 이용할 수 있을 것이다.

Development of an Overseas Real Estate Valuation Model Considering Changes in Population Structure

  • Gu, Seung-Hwan;Kim, Doo-Suk;Ping, Wang;Jang, Seong-Yong
    • 유통과학연구
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    • 제12권3호
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    • pp.65-73
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    • 2014
  • Purpose - Aging and fewer economically active people have challenged the assumption of continuous population increases. A new real estate valuation methodology reflecting changes in population structure is thus needed. Research design, data, and methodology - The relationship between demographic change and changes in real estate prices is analyzed using ordinary least squares (OLS) to estimate the parameters, and a population structure change (PSC)-Binomial Option Model is developed to assess the volatility of the estimated parameters. Results based on Seoul and Shanghai data are compared. Results - Results of the DCF method indicate that investing in Seoul is better than investing in Shanghai, but the binomial option indicates the opposite. The PSC-binomial option model, reflecting changes in population structure, yields higher values (24.6 million won in Seoul and 43.3 million won in Shanghai) than those given by the binomial option model. Conclusions - This study indicates that applying changes in population structure to existing research, such as in the binomial option model, represents a more accurate real estate valuation method. Results demonstrate that the new model is more accurate than existing models such as the DCF or binomial option.