• 제목/요약/키워드: Classical Statistical Method

검색결과 109건 처리시간 0.021초

Preference Map using Weighted Regression

  • S.Y. Hwang;Jung, Su-Jin;Kim, Young-Won
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.651-659
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    • 2001
  • Preference map is a widely used graphical method for the preference data set which is frequently encountered in the field of marketing research. This provides joint configuration usually in two dimensional space between "products" and their "attributes". Whereas the classical preference map adopts the ordinary least squares method in deriving map, the present article suggests the weighted least squares approach providing the better graphical display and interpretation compared to the classical one. Internet search engine data in Korea are analysed for illustration.

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불명확한 공정정보 처리를 위한 퍼지-통계적 관리도의 개발 (Development of Fuzzy-Statistical Control Chart for Processing Uncertain Process Information)

  • 김경환;하성도
    • 한국정밀공학회지
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    • 제15권2호
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    • pp.75-80
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    • 1998
  • Process information is known to have the continuous distribution in many manufacturing processes. Generalized p-chart has been developed for controlling processes by classifying the information characteristics into several groups. But it is improper to describe continuous processes with the classified process informal ion, which is based on the classical set concept. Fuzzy control chart, has been developed for the control of linguistic data, but it is also based on the dichotomous notion of classical set theory. In this paper, fuzzy sampling method is studied in order to process the uncertain data properly. The method is incorporated with the fuzzy control chart. Statistical characteristics of the fuzzy representative value are utilized to device the fuzzy-statistical control chart. The fuzzy-statistical control chart is compared with the generalized p-chart and both the sensitivity to the process information distribution change pared robustiness against the noise on the process information of the fuzzy-statistical control chart are shown to be superior.

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New Bootstrap Method for Autoregressive Models

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • 제20권1호
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    • pp.85-96
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    • 2013
  • A new bootstrap method combined with the stationary bootstrap of Politis and Romano (1994) and the classical residual-based bootstrap is applied to stationary autoregressive (AR) time series models. A stationary bootstrap procedure is implemented for the ordinary least squares estimator (OLSE), along with classical bootstrap residuals for estimated errors, and its large sample validity is proved. A finite sample study numerically compares the proposed bootstrap estimator with the estimator based on the classical residual-based bootstrapping. The study shows that the proposed bootstrapping is more effective in estimating the AR coefficients than the residual-based bootstrapping.

A Bayesian Test Criterion for the Multivariate Behrens-Fisher Problem

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제28권1호
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    • pp.107-124
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    • 1999
  • An approximate Bayes criterion for multivariate Behrens-Fisher problem is proposed and examined. Development of the criterion involves derivation of approximate Bayes factor using the imaginary training sample approach introduced by Speigelhalter and Smith (1982). The criterion is designed to develop a Bayesian test, so that it provides an alternative test to other tests based upon asymptotic sampling theory (such as the tests suggested by Bennett(1951), James(1954) and Yao(1965). For the derived criterion, numerical studies demonstrate routine application and give comparisons with the classical tests.

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How to Improve Classical Estimators via Linear Bayes Method?

  • Wang, Lichun
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.531-542
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    • 2015
  • In this survey, we use the normal linear model to demonstrate the use of the linear Bayes method. The superiorities of linear Bayes estimator (LBE) over the classical UMVUE and MLE are established in terms of the mean squared error matrix (MSEM) criterion. Compared with the usual Bayes estimator (obtained by the MCMC method) the proposed LBE is simple and easy to use with numerical results presented to illustrate its performance. We also examine the applications of linear Bayes method to some other distributions including two-parameter exponential family, uniform distribution and inverse Gaussian distribution, and finally make some remarks.

Predictive analysis in insurance: An application of generalized linear mixed models

  • Rosy Oh;Nayoung Woo;Jae Keun Yoo;Jae Youn Ahn
    • Communications for Statistical Applications and Methods
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    • 제30권5호
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    • pp.437-451
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    • 2023
  • Generalized linear models and generalized linear mixed models (GLMMs) are fundamental tools for predictive analyses. In insurance, GLMMs are particularly important, because they provide not only a tool for prediction but also a theoretical justification for setting premiums. Although thousands of resources are available for introducing GLMMs as a classical and fundamental tool in statistical analysis, few resources seem to be available for the insurance industry. This study targets insurance professionals already familiar with basic actuarial mathematics and explains GLMMs and their linkage with classical actuarial pricing tools, such as the Buhlmann premium method. Focus of the study is mainly on the modeling aspect of GLMMs and their application to pricing, while avoiding technical issues related to statistical estimation, which can be automatically handled by most statistical software.

100 PPM 관리체제하의 실시간 공정관리 방안 (Real Time Process Control System under 100 PPM Management System)

  • 조남호;신숙현
    • 품질경영학회지
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    • 제25권1호
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    • pp.116-134
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    • 1997
  • The present automated manufacturing environment is very different when the classical statistical process control method based on batch processing were used. Therefore these must be replaced by automated statistical process control method. In this point of view, this paper intends to develop the automated statistical process control method which can be implemented in the present automated manufacturing environment. Specially this study developed the rules to identify the special causes of the manufacturing process in the aspect of the 100 PPM management, and a numerical example is demonstrated to verify the usefulness of these rules.

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STATISTICAL A-SUMMABILITY OF DOUBLE SEQUENCES AND A KOROVKIN TYPE APPROXIMATION THEOREM

  • Belen, Cemal;Mursaleen, Mohammad;Yildirim, Mustafa
    • 대한수학회보
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    • 제49권4호
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    • pp.851-861
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    • 2012
  • In this paper, we define the notion of statistical A-summability for double sequences and find its relation with A-statistical convergence. We apply our new method of summability to prove a Korovkin-type approximation theorem for a function of two variables. Furthermore, through an example, it is shown that our theorem is stronger than classical and statistical cases.

Thai Classical Music Matching Using t-Distribution on Instantaneous Robust Algorithm for Pitch Tracking Framework

  • Boonmatham, Pheerasut;Pongpinigpinyo, Sunee;Soonklang, Tasanawan
    • Journal of Information Processing Systems
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    • 제13권5호
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    • pp.1213-1228
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    • 2017
  • The pitch tracking of music has been researched for several decades. Several possible improvements are available for creating a good t-distribution, using the instantaneous robust algorithm for pitch tracking framework to perfectly detect pitch. This article shows how to detect the pitch of music utilizing an improved detection method which applies a statistical method; this approach uses a pitch track, or a sequence of frequency bin numbers. This sequence is used to create an index that offers useful features for comparing similar songs. The pitch frequency spectrum is extracted using a modified instantaneous robust algorithm for pitch tracking (IRAPT) as a base combined with the statistical method. The pitch detection algorithm was implemented, and the percentage of performance matching in Thai classical music was assessed in order to test the accuracy of the algorithm. We used the longest common subsequence to compare the similarities in pitch sequence alignments in the music. The experimental results of this research show that the accuracy of retrieval of Thai classical music using the t-distribution of instantaneous robust algorithm for pitch tracking (t-IRAPT) is 99.01%, and is in the top five ranking, with the shortest query sample being five seconds long.

A Goodness-Of-Fit Test for Adaptive Fourier Model in Time Series Data

  • Lee, Hoonja
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.955-969
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    • 2003
  • The classical Fourier analysis, which is the typical frequency domain approach, is used to detect periodic trends that are of the sinusoidal shape in time series data. In this article, using a sequence of periodic step functions, describes an adaptive Fourier series where the patterns may take general periodic shapes that include sinusoidal as a special case. The results, which extend both Fourier analysis and Walsh-Fourier analysis, are applies to investigate the shape of the periodic component. Through the real data, compare the goodness-of-fit of the model using two methods, the adaptive Fourier method which is proposed method in this paper and classical Fourier method.