• Communications for Statistical Applications and Methods
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• v.13 no.3
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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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• v.20 no.2
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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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• v.27 no.5
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• pp.1155-1168
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• 2016

This paper considers a probability density estimation problem of climate values. In particular, we focus on estimating probability densities of summer extreme temperature over South Korea. It is known that the probability density of climate values at one location is similar to those at near by locations and one doesn't follow well known parametric distributions. To accommodate these properties, we use a mixture of conditional autoregressive species sampling model, which is a nonparametric Bayesian model with a spatial dependency. We apply the model to a dataset consisting of summer maximum temperature and minimum temperature over South Korea. The dataset is obtained from University of East Anglia.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2014.05a
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• pp.76-78
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• 2014

Naive Bayes (NB, for shortly) learning is more popular, faster and effective supervised learning method to handle the labeled datasets especially in which have some noises, NB learning also has well performance. However, the conditional independent assumption of NB learning imposes some restriction on the property of handling data of real world. Some researchers proposed lots of methods to relax NB assumption, those methods also include attribute weighting, kernel density estimating. In this paper, we propose a novel approach called NB Based on Attribute Weighting in Kernel Density Estimation (NBAWKDE) to improve the NB learning classification ability via combining kernel density estimation and attribute weighting.

• East Asian Economic Review
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• v.27 no.1
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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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• v.32 no.1
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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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• v.41 no.6
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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.

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.3
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• pp.311-316
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• 2009

This paper presents the motion estimation algorithm on real-time for mobile surveillance robot using particle filter. the particle filter that based on the monte carlo's sampling method, use bayesian conditional probability model which having prior distribution probability and posterior distribution probability. However, the initial probability density was set to define randomly in the most of particle filter. In this paper, we find first the initial probability density using Sum of Absolute Difference(SAD). and we applied it in the partical filter. In result, more robust real-time estimation and tracking system on the randomly moving object was realized in the mobile surveillance robot environments.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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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.

• Atmosphere
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• v.25 no.2
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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.