• 제목/요약/키워드: Confidence Interval

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A Confidence Interval for Median Survival Time in the Additive Risk Model

  • Kim, Jinheum
    • Journal of the Korean Statistical Society
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    • 제27권3호
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    • pp.359-368
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    • 1998
  • Let ξ$_{p}$(z$_{0}$) be the pth quantile of the distribution of the survival time of an individual with time-invariant covariate vector z$_{0}$ in the additive risk model. We propose an estimator of (ξ$_{p}$(z$_{0}$) and derive its asymptotic distribution, and then construct an approximate confidence interval of ξ$_{p}$(z$_{0}$) . Simulation studies are carried out to investigate performance of the proposed estimator far practical sample sizes in terms of empirical coverage probabilities. Also, the estimator is illustrated on small cell lung cancer data taken from Ying, Jung, and Wei (1995) .d Wei (1995) .

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품질개선 프로세스에서 통계적 차이와 실제적 동등성 모형의 유도 및 적용방안 (Derivation and Implementation of Statistical Difference and Practical Equivalence Models in the Quality Improvement Processes)

  • 최성운
    • 대한안전경영과학회지
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    • 제12권2호
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    • pp.217-223
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    • 2010
  • The research proposes the complementary methodology using integrated hypothesis testing and confidence interval models that can be identified the statistical difference and practical equivalence. The models developed in this study can be used in the quality improvement processes such as QC story 15 steps. For the expressions of CI4LSD(Confidence Interval for Least Significant Difference) and CI4TOST(Confidence Interval for Two One-Sided Tests) are simple, quality practioners can efficiently handle them. CI4TOST models as a complement can be applied when CI4LSD models are influenced by sample size and precision.

개선된 다중 구간 샘플링 배경제거 알고리즘 (An Improved Multiple Interval Pixel Sampling based Background Subtraction Algorithm)

  • 무하마드 타릭 마흐무드;최영규
    • 반도체디스플레이기술학회지
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    • 제18권3호
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    • pp.1-6
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    • 2019
  • Foreground/background segmentation in video sequences is often one of the first tasks in machine vision applications, making it a critical part of the system. In this paper, we present an improved sample-based technique that provides robust background image as well as segmentation mask. The conventional multiple interval sampling (MIS) algorithm have suffer from the unbalance of computation time per frame and the rapid change of confidence factor of background pixel. To balance the computation amount, a random-based pixel update scheme is proposed and a spatial and temporal smoothing technique is adopted to increase reliability of the confidence factor. The proposed method allows the sampling queue to have more dispersed data in time and space, and provides more continuous and reliable confidence factor. Experimental results revealed that our method works well to estimate stable background image and the foreground mask.

비모수적 커널교정과 구간추정 (Nonparametric kernel calibration and interval estimation)

  • 이재창;전명식;김대학
    • 응용통계연구
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    • 제6권2호
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    • pp.227-235
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    • 1993
  • 순서쌍으로 주어진 자료 $(x_i, y_i), i=1,2,\cdots,n$ 들에 대한 독립변수와 관련된 추정은 회귀분석과는 달리 교정(calibration)이라고 불리워진다. 본 논문에서는 정규상 등과 같은 가정을 하지않고 비모수적인 커널방법을 이용하여 교정함수를 추정하고 추정된 교정함수의 붓스트랩 신뢰대를 이용한 독립변수의 구간추정을 제안하고자 한다. 교정과 커널방법에 대해 설명하였으며 독립변수의 추정에 대한 문헌적 고찰과 함께 붓스트랩 신뢰대에 대하여 첨언하였고 실제 자료를 통하여 다른방법과 비교, 분석하였다.

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Fixed-accuracy confidence interval estimation of P(X > c) for a two-parameter gamma population

  • Zhuang, Yan;Hu, Jun;Zou, Yixuan
    • Communications for Statistical Applications and Methods
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    • 제27권6호
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    • pp.625-639
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    • 2020
  • The gamma distribution is a flexible right-skewed distribution widely used in many areas, and it is of great interest to estimate the probability of a random variable exceeding a specified value in survival and reliability analysis. Therefore, the study develops a fixed-accuracy confidence interval for P(X > c) when X follows a gamma distribution, Γ(α, β), and c is a preassigned positive constant through: 1) a purely sequential procedure with known shape parameter α and unknown rate parameter β; and 2) a nonparametric purely sequential procedure with both shape and rate parameters unknown. Both procedures enjoy appealing asymptotic first-order efficiency and asymptotic consistency properties. Extensive simulations validate the theoretical findings. Three real-life data examples from health studies and steel manufacturing study are discussed to illustrate the practical applicability of both procedures.

A Comparison Study for the Confidence Intervals of the Common Odds Ratio in the Stratified 2 X 2 Tables Using the Average Coverage Probability

  • Kwak, Min Jung;Jeong, Hyeong Chul
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.779-793
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    • 2003
  • In this paper, various methods for finding confidence intervals for common odds ratio $\psi$ of the K 2${\times}$2 tables are reviewed. Also we propose two jackknife confidence intervals and bootstrap confidence intervals for $\psi$. These confidence intervals are compared with the other existing confidence intervals by using Monte Carlo simulation with respect to the average coverage probability.

40세 이상 성인의 수면시간과 스트레스가 잔존 치아 수에 미치는 영향 (Influence of the number of remaining teeth of on sleep time and stress of adults older than 40 years)

  • 조민정;김해경;오나래
    • 디지털융복합연구
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    • 제14권7호
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    • pp.225-232
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    • 2016
  • 본 연구의 목적은 수면시간이나 스트레스가 잔존 치아 수에 어떠한 영향을 미치는가를 조사하고자 하였다. 제 6기 국민건강영양조사 자료를 이용하여 40세 이상 성인 3,261명을 최종대상자로 하였다. 모든 자료는 SPSS를 이용하여 빈도 분석과 chi-square test, t-test, logistic regression 통계기법을 이용하여 분석하였다. Logistic regression으로 수면시간이나 스트레스와 잔존 치아 수와의 관련성을 분석하였고, 95% 신뢰구간으로 정하였다. 수면시간이 9시간 이상인 대상자의 잔존 치아 수가 20개미만으로 적을 위험비가 1.52배 (95% confidence interval: 1.074-2.135) 높은 것으로 나타났고, 스트레스 인지정도가 많은 대상자의 경우 잔존 치아수가 적을 위험비가 2.39배 (95% confidence interval: 1.855-3.090) 높은 것으로 나타났으나, 나이, 성별 그리고 기타 변수를 보정한 결과 통계적으로 유의한 차이는 없었다.

Applying Novel Mean Residual Life Confidence Intervals

  • Guess, F.M.;Steele, J.C.;Young, T.M.;Leon, R.V.
    • International Journal of Reliability and Applications
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    • 제7권2호
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    • pp.177-186
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    • 2006
  • Typical confidence intervals for a mean or mean residual life (MRL) are centered about the mean or mean residual life. We discuss novel confidence intervals that produce statements like "we are 95% confident that the MRL function, e(t), is greater than a prespecified $\mu_o$ for all t in the interval [0, $\hat{\theta})$)" where $\hat{\theta}$ is determined from the sample data, confidence level, and $\mu_o$. Also, we can have statements like 'we are 95% confident that the MRL of population 1, namely $e_1$(t), is greater than the MRL of population 2, $e_2$(t), for all t in the interval [0, $\hat{\theta}$)" where $\hat{\theta}$ is determined from the sample data and confidence level. We illustrate these one and two sample confidence intervals on internal bonds (tensile strengths) for an important modem engineered wood product, called medium density fiberboard (MDF), used internationally.

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A Comparison of Some Approximate Confidence Intervals for he Poisson Parameter

  • Kim, Daehak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.899-911
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    • 2000
  • In this paper, we reviewed thirteen methods for finding confidence intervals for he mean of poisson distribution. Bootstrap confidence intervals are also introduced. Two bootstrap confidence intervals are compared with the other existing eleven confidence intervals by using Monte Carlo simulation with respect to the average coverage probability of Woodroofe and Jhun (1989).

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신뢰구간을 이용한 비열등성 시험에서 비모수적 검정법 (Nonparametric Method for a Non-inferiority Test using Confidence Interval)

  • 박수정;김동재
    • 응용통계연구
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    • 제27권5호
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    • pp.833-842
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    • 2014
  • 비열등성 시험이란 시험군이 활성대조군보다 열등하지 않음을 증명하는 임상시험이다. 이러한 비열등성 시험에서 신뢰구간을 이용한 검정 방법에는 Chen 등 (2006)과 Kang (2010)이 제안한 방법이 있다. 본 논문에서는 Wilcoxon 순위합 검정에 기초한 두 모평균 차이의 신뢰구간과 활성대조군의 Hodges-Lehmann 추정량을 이용하여 비모수적 방법을 제안하였다. 또한 몬테카를로 모의실험(Monte-Carlo simulation)을 통하여 기존의 방법과 제안한 방법의 제1종 오류와 검정력을 비교하였다.