• Title/Summary/Keyword: Confidence

Search Result 8,572, Processing Time 0.045 seconds

Bootstrap and Delete-d Jackknife Confidence Intervals for Parameters of an Exponential Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
    • /
    • v.8 no.1
    • /
    • pp.59-70
    • /
    • 1997
  • We introduce several estimators of the location and the scale parameters of the two-parameter exponential distribution, and then compare these estimators by the mean square error (MSE). Using the parametric bootstrap estimators and the delete-d jackknife, we obtain the bootstrap and the delete-d jackknife confidence intervals for the location and the scale parameters and compare the bootstrap confidence intervals with the delete-d jackknife confidence intervals by length and coverage probability through Monte Carlo method.

  • PDF

ESTIMATING THE SIMULTANEOUS CONFIDENCE LEVELS FOR THE DIFFERENCE OF PROPORTIONS FROM MULTIVARIATE BINOMIAL DISTRIBUTIONS

  • Jeong, Hyeong-Chul;Jhun, Myoung-Shic;Lee, Jae-Won
    • Journal of the Korean Statistical Society
    • /
    • v.36 no.3
    • /
    • pp.397-410
    • /
    • 2007
  • For the two groups data from multivariate binomial distribution, we consider a bootstrap approach to inferring the simultaneous confidence level and its standard error of a collection of the dependent confidence intervals for the difference of proportions with an experimentwise error rate at the a level are presented. The bootstrap method is used to estimate the simultaneous confidence probability for the difference of proportions.

Bootstrap Confidence Intervals for Reliability in 1-way ANOVA Random Model

  • Dal Ho Kim;Jang Sik Cho
    • Communications for Statistical Applications and Methods
    • /
    • v.3 no.1
    • /
    • pp.87-99
    • /
    • 1996
  • We construct bootstrap confidence intervals for reliability, R= P{X>Y}, where X and Y are independent normal random variables. One way ANOVA random effect models are assumed for the populations of X and Y, where standard deviations $\sigma_{x}$ and $\sigma_{y}$ are unequal. We investigate the accuracy of the proposed bootstrap confidence intervals and classical confidence intervals work better than classical confidence interval for small sample and/or large value of R.

  • PDF

A Study on the Confidence Region of the Stationary Point in a second Order Response Surface

  • Jorn, Hong S.
    • Journal of the Korean Statistical Society
    • /
    • v.7 no.2
    • /
    • pp.109-119
    • /
    • 1978
  • When a response surface by a seconde order polynomial regression model, the stationary point is obtained by solving simultaneous linear equations. But the point is a function of random variables. We can find a confidence region for this point as Box and Hunter provided. However, the confidence region is often too large to be useful for the experiments, and it is necessary to augment additional design points in order to obtain a satisfactory confidence region for the stationary point. In this note, the author suggests a method how to augment design points "eficiently", and shows the change of the confidence region of the estimated stationary point in a response surface.e surface.

  • PDF

Bootstrap Confidence Intervals for Regression Coefficients under Censored Data

  • Cho, Kil-Ho;Jeong, Seong-Hwa
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.2
    • /
    • pp.355-363
    • /
    • 2002
  • Using the Buckley-James method, we construct bootstrap confidence intervals for the regression coefficients under the censored data. And we compare these confidence intervals in terms of the coverage probabilities and the expected confidence interval lengths through Monte Carlo simulation.

  • PDF

Comparison of Confidence Subsets for Umbrella Orderings

  • Dong Hee Kim;Young Cheol Kim
    • Communications for Statistical Applications and Methods
    • /
    • v.4 no.2
    • /
    • pp.421-426
    • /
    • 1997
  • This paper proposes a distribution-free procedure that obtain confidence subset for umbrella orderings. We compare the proposed confidence procedure with Pan's(1996) confidence procedure.

  • PDF

Confidence Interval for Capability Process Indices by the Resampling Method (재표집방법에 의한 공정관리지수의 신뢰구간)

  • 남경현
    • Journal of Applied Reliability
    • /
    • v.1 no.1
    • /
    • pp.55-63
    • /
    • 2001
  • In this paper, we utilize the asymptotic variance of $C_{pk}$ to propose a two-sided confidence interval based on percentile-t bootstrap method. This confidence interval is compared with the ones based on the standard and percentile bootstrap methods. Simulation results show that percentile-t bootstrap method is preferred to other methods for constructing the confidence interval.l.

  • PDF

CONFIDENCE CURVES FOR A FUNCTION OF PARAMETERS IN NONLINEAR REGRESSION

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
    • /
    • v.32 no.1
    • /
    • pp.1-10
    • /
    • 2003
  • We consider obtaining graphical summaries of uncertainty in estimates of parameters in nonlinear models. A nonlinear constrained optimization algorithm is developed for likelihood based confidence intervals for the functions of parameters in the model The results are applied to the problem of finding significance levels in nonlinear models.

The proposition of compared and attributably pure confidence in association rule mining (연관 규칙 마이닝에서 비교 기여 순수 신뢰도의 제안)

  • Park, Hee Chang
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.3
    • /
    • pp.523-532
    • /
    • 2013
  • Generally, data mining is the process of analyzing big data from different perspectives and summarizing it into useful information. The most widely used data mining technique is to generate association rules, and it finds the relevance between two items in a huge database. This technique has been used to find the relationship between each set of items based on the interestingness measures such as support, confidence, lift, etc. Among many interestingness measures, confidence is the most frequently used, but it has the drawback that it can not determine the direction of the association. The attributably pure confidence and compared confidence are able to determine the direction of the association, but their ranges are not [-1, +1]. So we can not interpret the degree of association operationally by their values. This paper propose a compared and attributably pure confidence to compensate for this drawback, and then describe some properties for a proposed measure. The comparative studies with confidence, compared confidence, attributably pure confidence, and a proposed measure are shown by numerical example. The results show that the a compared and attributably pure confidence is better than any other confidences.

The Influence of Consumer Self-Confidence on Clothing Satisfaction (소비자 자신감이 의복만족도에 미치는 영향)

  • Jeon, Kyung-Sook
    • Journal of the Korean Home Economics Association
    • /
    • v.44 no.9
    • /
    • pp.51-59
    • /
    • 2006
  • The role of consumer self-confidence is important in consumer's purchase decision. Nevertheless, the use of self-esteem measures might cause misinformation in the specific situation of the marketing-related point of view. In this study, consumer self-confidence was measured by marketing oriented tools to clarify the dimensions of consumer self-confidence while the influence of consumer self-confidence on clothing satisfaction was also investigated. A total of 325 questionnaires were collected by surveying university students in Seoul and the surrounding metropolitan area using convenient sampling. The data were analysed by factor analysis, ANOVA, t-test, and regression by using SPSSWIN program. The findings of the study were as fellows. First, the consumer self-confidence was composed of 6 sub-scales: information acquisition, personal outcomes decision making, social outcomes decision making, consideration-set formation, persuasion knowledge, and marketplace interfaces. Second, female subjects rated higher on consumer self-confidence than male subjects did in social outcomes decision making and consideration-set formation. Third, higher income was correlated with higher social outcomes decision making and consideration-set formation. Finally, clothing satisfaction was influenced by personal outcomes decision making and information acquisition.