• Title/Summary/Keyword: Binomial data

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Comparison of Three Binomial-related Models in the Estimation of Correlations

  • Moon, Myung-Sang
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.585-594
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    • 2003
  • It has been generally recognized that conventional binomial or Poisson model provides poor fits to the actual correlated binary data due to the extra-binomial variation. A number of generalized statistical models have been proposed to account for this additional variation. Among them, beta-binomial, correlated-binomial, and modified-binomial models are binomial-related models which are frequently used in modeling the sum of n correlated binary data. In many situations, it is reasonable to assume that n correlated binary data are exchangeable, which is a special case of correlated binary data. The sum of n exchangeable correlated binary data is modeled relatively well when the above three binomial-related models are applied. But the estimation results of correlation coefficient turn to be quite different. Hence, it is important to identify which model provides better estimates of model parameters(success probability, correlation coefficient). For this purpose, a small-scale simulation study is performed to compare the behavior of above three models.

Penalized Likelihood Regression with Negative Binomial Data with Unknown Shape Parameter

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.23-32
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    • 2007
  • We consider penalized likelihood regression with data from the negative binomial distribution with unknown shape parameter. Smoothing parameter selection and asymptotically efficient low dimensional approximations are employed for negative binomial data along with shape parameter estimation through several different algorithms.

A maximum likelihood estimation method for a mixture of shifted binomial distributions

  • Oh, Changhyuck
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.255-261
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    • 2014
  • Many studies have estimated a mixture of binomial distributions. This paper considers an extension, a mixture of shifted binomial distributions, and the estimation of the distribution. The range of each component binomial distribution is rst evaluated and then for each possible value of shifted parameters, the EM algorithm is employed to estimate those parameters. From a set of possible value of shifted parameters and corresponding estimated parameters of the distribution, the likelihood of given data is determined. The simulation results verify the performance of the proposed method.

The UMVUE and MLE of the Tail Probability in Discrete Model

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1405-1412
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    • 2006
  • We shall derive the UMVUE of the tail probability in Poisson, Binomial, and negative Binomial distributions, and compare means squared errors of the UMVUE and the MLE of the tail probability in each case.

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Sensory Difference Testing: The Problem of Overdispersion and the Use of Beta Binomial Statistical Analysis

  • Lee, Hye-Seong;O'Mahony, Michael
    • Food Science and Biotechnology
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    • v.15 no.4
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    • pp.494-498
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    • 2006
  • An increase in variance (overdispersion) can occur when a binomial statistical analysis is applied to sensory difference test data in which replicate sensory evaluations (tastings) and multiple evaluators (judges) are combined to increase the sample size. Such a practice can cause extensive Type I errors, leading to serious misinterpretations of the data, especially when traditional simple binomial analysis is applied. Alternatively, the use of beta binomial analysis will circumvent the problem of overdispersion. This brief review discusses the uses and computation methodology of beta binomial analysis and in practice evidence for the occurrence of overdispersion.

Negative Binomial Varying Coefficient Partially Linear Models

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.809-817
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    • 2012
  • We propose a semiparametric inference for a generalized varying coefficient partially linear model(VCPLM) for negative binomial data. The VCPLM is useful to model real data in that varying coefficients are a special type of interaction between explanatory variables and partially linear models fit both parametric and nonparametric terms. The negative binomial distribution often arise in modelling count data which usually are overdispersed. The varying coefficient function estimators and regression parameters in generalized VCPLM are obtained by formulating a penalized likelihood through smoothing splines for negative binomial data when the shape parameter is known. The performance of the proposed method is then evaluated by simulations.

Estimating reliability in discrete distributions

  • Moon, Yeung-Gil;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.4
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    • pp.811-817
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    • 2011
  • We shall introduce a general probability mass function which includes several discrete probability mass functions. Especially, when the random variable X is Poisson, binomial, and negative binomial random variables as some special cases of the introduced distribution, the maximum likelihood estimator (MLE) and the uniformly minimum variance unbiased estimator (UMVUE) of the probability P(X ${\leq}$ t) are considered. And the efficiencies of the MLE and the UMVUE of the reliability ar compared each other.

A study for Generalized Binomial Distributions (일반화 이항분포에 관한 연구)

  • 이병수;김희철
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.21 no.46
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    • pp.127-136
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    • 1998
  • In many cases where the binomial distribution fails to apply to real world data it is because of more variability in the data than can be explained by that distribution. Several authers have proposed models that are useful in explaining extra-binomial variation. In this paper we point out a characterization of sequences of exchangeable Bernoulli variables which can be used to develop models which show more variability than the binomial. We give sufficient conditions which will yield such models and show how existing models can be continued to generate further models. A numerical example and simulation given.

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Tilted beta regression and beta-binomial regression models: Mean and variance modeling

  • Edilberto Cepeda-Cuervo
    • Communications for Statistical Applications and Methods
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    • v.31 no.3
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    • pp.263-277
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    • 2024
  • This paper proposes new parameterizations of the tilted beta binomial distribution, obtained from the combination of the binomial distribution and the tilted beta distribution, where the beta component of the mixture is parameterized as a function of their mean and variance. These new parameterized distributions include as particular cases the beta rectangular binomial and the beta binomial distributions. After that, we propose new linear regression models to deal with overdispersed binomial datasets. These new models are defined from the proposed new parameterization of the tilted beta binomial distribution, and assume regression structures for the mean and variance parameters. These new linear regression models are fitted by applying Bayesian methods and using the OpenBUGS software. The proposed regression models are fitted to a school absenteeism dataset and to the seeds germination rate according to the type seed and root.

Markov Chain Approach to Forecast in the Binomial Autoregressive Models

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.441-450
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    • 2010
  • In this paper we consider the problem of forecasting binomial time series, modelled by the binomial autoregressive model. This paper considers proposed by McKenzie (1985) and is extended to a higher order by $Wei{\ss}$(2009). Since the binomial autoregressive model is a Markov chain, we can apply the earlier work of Bu and McCabe (2008) for integer valued autoregressive(INAR) model to the binomial autoregressive model. We will discuss how to compute the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$ when T periods are used in fitting. Then we obtain the maximum likelihood estimator of binomial autoregressive model and use it to derive the maximum likelihood estimator of the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$. The methodology is illustrated by applying it to a data set previously analyzed by $Wei{\ss}$(2009).