• 제목/요약/키워드: Bootstrap confidence interval

검색결과 90건 처리시간 0.025초

Conditional bootstrap confidence intervals for classification error rate when a block of observations is missing

  • Chung, Hie-Choon;Han, Chien-Pai
    • Journal of the Korean Data and Information Science Society
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    • 제24권1호
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    • pp.189-200
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    • 2013
  • In this paper, it will be assumed that there are two distinct populations which are multivariate normal with equal covariance matrix. We also assume that the two populations are equally likely and the costs of misclassification are equal. The classification rule depends on the situation whether the training samples include missing values or not. We consider the conditional bootstrap confidence intervals for classification error rate when a block of observation is missing.

Bootstrap Analysis of ILSTS035 Microsatellite Locus in Hanwoo Chromosome 6

  • Lee, Jea-Young;Lee, Yong-Won;Kim, Mun-Jung
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.75-81
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    • 2004
  • We selected, in previous research, a major DNA Marker 235bp of ILSTS035 microsatellite locus in progeny test Hanwoo chromosome 6. We apply a major DNA Marker 235bp to perormance valuation Hanwoo chomosome 6. We use bootstrap BCa method and calculate confidence interval. A major DNA Marker 235bp is verified that it does not have environmental effect but affects primely economic trait factor.

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Bootstrap Confidence Intervals for the INAR(p) Process

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.343-358
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    • 2006
  • The distributional properties of forecasts in an integer-valued time series model have not been discovered yet mainly because of the complexity arising from the binomial thinning operator. We propose two bootstrap methods to obtain nonparametric prediction intervals for an integer-valued autoregressive model : one accommodates the variation of estimating parameters and the other does not. Contrary to the results of the continuous ARMA model, we show that the latter is better than the former in forecasting the future values of the integer-valued autoregressive model.

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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    • 제14권2호
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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.

부트스트랩을 이용한 소나무의 목재기본밀도 추정 및 평가 (Use of a Bootstrap Method for Estimating Basic Wood Density for Pinus densiflora in Korea)

  • 표정기;손영모;김영환;김래현;이경학;이영진
    • 한국산림과학회지
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    • 제100권3호
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    • pp.392-396
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    • 2011
  • 본 연구의 목적은 부트스트랩 시뮬레이션(Bootstrap simulation)을 이용하여 소나무의 목재기본밀도를 평가하고자 하였다. 소나무의 목재기본밀도는 생태형에 따라 강원지방소나무와 중부지방소나무의 자료로 구분하여 분석하였다. 비모수통계 방법의 하나인 부트스트랩 시뮬레이션 기법을 이용하여 추정된 목재기본밀도는 강원지방소나무에서 0.418($g/cm^3$), 중부지방소나무에서 0.464($g/cm^3$)으로 나타났다. 부트스트랩 시뮬레이션에서 100, 500, 1,000, 5,000번 반복 시행한 결과에 의하면, 모수 추정치의 95%신뢰구간은 일정한 수치로 나타난 반면에, 표본오차는 감소하는 경향으로 나타났다. 본 연구 결과로 제시된 목재기본밀도 추정치는 기존의 계수에 대한 단점을 보완하고, 신뢰성 높은 목재기본밀도 추정치로 적용이 가능할 것으로 사료된다.

유역의 수문학적 상사성을 이용한 Nash 모형의 불확실성 평가 (Assessment of Uncertainty for Applying Nash's Model Using the Hydrologic Similarity of Basins)

  • 성기원
    • 한국수자원학회논문집
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    • 제36권3호
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    • pp.399-411
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    • 2003
  • Nash의 관측평균순간단위도의 신뢰구간을 결정하는 기법을 개발하였다. 이 방법은 두 매개변수를 Box-Cox 변환과 유역의 상사성관계식을 이용하여 이변수정규분포의 확률변수화하고 이들의 선형 상관관계를 이용한 통계적 추정과정과 더불어 parametric bootstrap 방법을 이용한 단위도의 신뢰구간 산정 등으로 구성된다. 또한 이 방법은 미계측유역에 대한 단위도 추정에도 이용이 가능한 특징을 갖고 있다. 위천유역에 대하여 제안된 방법을 적용한 결과 제시된 방법론은 단위도의 불확실성을 평가하고 그리고 미계측 유역에 대한 매개변수 추정에 있어서 적절한 대안임을 확인할 수 있었다.

부트스트랩과 베이지안 방법으로 추정한 수산자원관리에서의 생물학적 기준점의 신뢰구간 (Application of Bootstrap and Bayesian Methods for Estimating Confidence Intervals on Biological Reference Points in Fisheries Management)

  • 정석근;최일수;장대수
    • 한국수산과학회지
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    • 제41권2호
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    • pp.107-112
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    • 2008
  • To evaluate uncertainty and risk in biological reference points, we applied a bootstrapping method and a Bayesian procedure to estimate the related confidence intervals. Here we provide an example of the maximum sustainable yield (MSY) of turban shell, Batillus cornutus, estimated by the Schaefer and Fox models. Fitting the time series of catch and effort from 1968 to 2006 showed that the Fox model performs better than the Schaefer model. The estimated MSY and its bootstrap percentile confidence interval (CI) at ${\alpha}=0.05$ were 1,680 (1,420-1,950) tons for the Fox model and 2,170 (1,860-2,500) tons for the Schaefer model. The CIs estimated by the Bayesian approach gave similar ranges: 1,710 (1,450-2,000) tons for the Fox model and 2,230 (1,760-2,930) tons for the Schaefer model. Because uncertainty in effort and catch data is believed to be greater for earlier years, we evaluated the influence of sequentially excluding old data points by varying the first year of the time series from 1968 to 1992 to run 'backward' bootstrap resampling. The results showed that the means and upper 2.5% confidence limit (CL) of MSY varied greatly depending on the first year chosen whereas the lower 2.5% CL was robust against the arbitrary selection of data, especially for the Schaefer model. We demonstrated that the bootstrap and Bayesian approach could be useful in precautionary fisheries management, and we advise that the lower 2.5% CL derived by the Fox model is robust and a better biological reference point for the turban shells of Jeju Island.

Comparison of Parametric and Bootstrap Method in Bioequivalence Test

  • Ahn, Byung-Jin;Yim, Dong-Seok
    • The Korean Journal of Physiology and Pharmacology
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    • 제13권5호
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    • pp.367-371
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    • 2009
  • The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled data sets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption.

Multinomial Group Testing with Small-Sized Pools and Application to California HIV Data: Bayesian and Bootstrap Approaches

  • 김종민;허태영;안형진
    • 한국조사연구학회:학술대회논문집
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    • 한국조사연구학회 2006년도 춘계학술대회 발표논문집
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    • pp.131-159
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    • 2006
  • This paper consider multinomial group testing which is concerned with classification each of N given units into one of k disjoint categories. In this paper, we propose exact Bayesian, approximate Bayesian, bootstrap methods for estimating individual category proportions using the multinomial group testing model proposed by Bar-Lev et al (2005). By the comparison of Mcan Squre Error (MSE), it is shown that the exact Bayesian method has a bettor efficiency and consistency than maximum likelihood method. We suggest an approximate Bayesian approach using Markov Chain Monte Carlo (MCMC) for posterior computation. We derive exact credible intervals based on the exact Bayesian estimators and present confidence intervals using the bootstrap and MCMC. These intervals arc shown to often have better coverage properties and similar mean lengths to maximum likelihood method already available. Furthermore the proposed models are illustrated using data from a HIV blooding test study throughout California, 2000.

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