• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.503-512
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• 2006

In this paper, the Inverse Weibull distribution parameters have been estimated using a new estimation technique based on the non-parametric kernel density function that introduced as an alternative and reliable technique for estimation in life testing models. This technique will require bootstrapping from a set of sample observations for constructing the density functions of pivotal quantities and thus the confidence intervals for the distribution parameters. The performances of this technique have been studied comparing to the conditional inference on the basis of the mean lengths and the covering percentage of the confidence intervals, via Monte Carlo simulations. The simulation results indicated the robustness of the proposed method that yield reasonably accurate inferences even with fewer bootstrap replications and it is easy to be used than the conditional approach. Finally, a numerical example is given to illustrate the densities and the inferential methods developed in this paper.

• Genomics & Informatics
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• 제20권2호
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• pp.17.1-17.11
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• 2022

Genetic associations have been quantified using a number of statistical measures. Entropy-based mutual information may be one of the more direct ways of estimating the association, in the sense that it does not depend on the parametrization. For this purpose, both the entropy and conditional entropy of the phenotype distribution should be obtained. Quantitative traits, however, do not usually allow an exact evaluation of entropy. The estimation of entropy needs a probability density function, which can be approximated by kernel density estimation. We have investigated the proper sequence of procedures for combining the kernel density estimation and entropy estimation with a probability density function in order to calculate mutual information. Genotypes and their interactions were constructed to set the conditions for conditional entropy. Extensive simulation data created using three types of generating functions were analyzed using two different kernels as well as two types of multifactor dimensionality reduction and another probability density approximation method called m-spacing. The statistical power in terms of correct detection rates was compared. Using kernels was found to be most useful when the trait distributions were more complex than simple normal or gamma distributions. A full-scale genomic dataset was explored to identify associations using the 2-h oral glucose tolerance test results and γ-glutamyl transpeptidase levels as phenotypes. Clearly distinguishable single-nucleotide polymorphisms (SNPs) and interacting SNP pairs associated with these phenotypes were found and listed with empirical p-values.

• Journal of the Korean Data and Information Science Society
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• 제27권5호
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• pp.1155-1168
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• 2016

기상 자료의 경우 한 지역의 기후가 인접지역의 기후와 비슷한 양상을 띄고 각 지역의 확률 밀도 함수 (probability density function)가 잘 알려진 확률 모형을 따르지 않는다는 것이 알려져 있다. 본 논문에서는 이러한 특성을 고려하여 이상 기후 현상이 뚜렷히 나타나는 여름철 평균 극한 기온(extreme temperature)의 확률 밀도 함수를 추정하고자 한다. 이를 위하여 공간적 상관관계 (spatial correlation)를 고려하는 비모수 베이지안 (nonparametric Bayesian) 모형인 조건부 자기회귀 종추출 혼합모형 (mixtures of conditional autoregression species sampling model)을 이용하였다. 자료는 이스트앵글리아 대학교 (University of East Anglia)에서 제공하는 전 지구의 최대 기온과 최소 기온자료 중 우리나라에 해당하는 지역의 자료를 사용하였다.

• 한국정보통신학회:학술대회논문집
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• 한국정보통신학회 2014년도 춘계학술대회
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• pp.76-78
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• 2014

나이브 베이스 학습은 유명하면서도, 빠르면서도 효과적인 지도 학습 방법으로, 다소 잡음을 가진 라벨이 있는 데이터집합을 다루는 데 좋은 성능을 보인다. 그러나, 나이브 베이스의 조건적 독립성 가정은 실세계 데이터를 다루는 데 필요한 특성에 다소 제약사항을 가지게 한다. 지금까지 연구자들이 이 조건적 독립성 가정을 완화시키는 방법들을 제안해 왔다. 이러한 방법들은 어트리뷰트 가중치, 커널 밀도 측정 등이 있다. 본 논문에서, 우리는 커널 밀도 측정과 어트리뷰트 가증치를 이용하여 나이브 베이스의 학습 효과를 개선하기 위한 NB Based on Attribute Weighting in Kernel Density Estimation (NBAWKDE) 이라는 새로운 접근 방법을 제안한다.

• East Asian Economic Review
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• 제27권1호
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• pp.33-60
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• 2023

This paper analyzes the entire distribution of stock market returns/volatility in five emerging markets (ASEAN5) and figures out the conditional distribution of the CHI_EPU index. The aim is to examine the impact of CHI_EPU on the stock returns/volatility density of ASEAN5 markets. It also examined whether changes in CHI_EPU explain returns at higher or lower points (abnormal returns). This paper models the behaviour of stock returns from March 2011 to June 2018 using a non-parametric conditional density estimation approach. The results indicate that CHI_EPU diminishes stock returns and augments volatility in ASEAN5 markets, except for Malaysia, where it affects stock returns positively. The possible reason for this positive impact is that EPU is not the leading factor reducing Malaysian stock returns; but, other forces, such as dependency on other countries' stock markets and global factors, may have a positive impact on stock returns (Bachmann and Bayer, 2013). Thus, the risk of simultaneous investment in Chinese and ASEAN5 stock markets, except Malaysia, is high. Further, the degree of this influence intensifies at extreme high/low intervals (positive/negative tails). The findings of this study have significant implications for investors, policymakers, market agents, and analysts of ASEAN5.

• Structural Engineering and Mechanics
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• 제32권1호
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• pp.55-69
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• 2009

A quasi ideal importance sampling simulation method combined in the conditional expectation is proposed for the structural reliability estimation. The quasi ideal importance sampling joint probability density function (p.d.f.) is so composed on the basis of the ideal importance sampling concept as to be proportional to the conditional failure probability multiplied by the p.d.f. of the sampling variables. The respective marginal p.d.f.s of the ideal importance sampling joint p.d.f. are determined numerically by the simulations and partly by the piecewise integrations. The quasi ideal importance sampling simulations combined in the conditional expectation are executed to estimate the failure probabilities of structures with multiple failure surfaces and it is shown that the proposed method gives accurate estimations efficiently.

• Journal of applied mathematics & informatics
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• 제41권6호
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• pp.1341-1364
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• 2023

This article introduces a method for estimating the conditional hazard function of a real-valued response variable based on a functional variable. The method uses local linear estimation of the conditional density and cumulative distribution function and is applied to a functional stationary ergodic process where the explanatory variable is in a semi-metric space and the response is a scalar value. We also examine the uniform almost complete convergence of this estimation technique.

• 한국지능시스템학회논문지
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• 제19권3호
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• pp.311-316
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• 2009

본 논문에서는 파티클 필터(Particle Filter)를 사용한 모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘을 제안한다. 파티클 필터는 몬테카를로(Monte Carlo) 샘플링 방법을 기반으로 사전분포확률(Prior distribution probability)와 사후분포확률(Posterior distribution probability)을 가지는 베이지안 조건 확률 모델(Bayesian conditional probabilities model)을 사용하는 방법이다. 그러나 대부분의 파티클 필터에서는 초기 확률밀도(Prior probability density)를 임의로 정의하여 사용하지만, 본 논문에서는 Sum of Absolute Difference (SAD)를 이용하여 초기 확률밀도를 구하고, 이를 파티클 필터에 적용하여 모바일 감시 로봇 환경에서 임의로 움직이는 물체를 강인하게 실시간으로 추정하고 추적하는 시스템을 구현하였다.

• 응용통계연구
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• 제25권1호
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• pp.197-203
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• 2012

In fitting a regression model, we often encounter data sets which do not follow Gaussian distribution and/or do not have equal variance. In this case estimation of the conditional density of a response variable at a given design point is hardly solved by a standard least squares method. To solve this problem, we propose a simple method to estimate the distribution of the fitted vales under heteroscedasticity using the idea of quantile regression and the histogram techniques. Application of this method to a real data sets is given.

• 대기
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• 제25권2호
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• pp.283-294
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• 2015

For urban flash flood simulation, we need the higher resolution radar rainfall than radar rainfall of KMA, which has 10 min time and 1km spatial resolution, because the area of subbasins is almost below $1km^2$. Moreover, we have to secure the high quantitative accuracy for considering the urban hydrological model that is sensitive to rainfall input. In this study, we developed the quantitative precipitation estimation (QPE), which has 250 m spatial resolution and high accuracy using KMA AWS and SK Planet stations with Mt. Gwangdeok radar data in Seoul area. As the results, the rainfall field using KMA AWS (QPE1) is showed high smoothing effect and the rainfall field using Mt. Gwangdeok radar is lower estimated than other rainfall fields. The rainfall field using KMA AWS and SK Planet (QPE2) and conditional merged rainfall field (QPE4) has high quantitative accuracy. In addition, they have small smoothed area and well displayed the spatial variation of rainfall distribution. In particular, the quantitative accuracy of QPE4 is slightly less than QPE2, but it has been simulated well the non-homogeneity of the spatial distribution of rainfall.