• 제목/요약/키워드: Confidence Interval Estimation

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Efficient Anomaly Detection Through Confidence Interval Estimation Based on Time Series Analysis

  • Kim, Yeong-Ju;Jeong, Min-A
    • International journal of advanced smart convergence
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    • 제4권2호
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    • pp.46-53
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    • 2015
  • This paper suggests a method of real time confidence interval estimation to detect abnormal states of sensor data. For real time confidence interval estimation, the mean square errors of the exponential smoothing method and moving average method, two of the time series analysis method, were compared, and the moving average method with less errors was applied. When the sensor data passes the bounds of the confidence interval estimation, the administrator is notified through alarms. As the suggested method is for real time anomaly detection in a ship, an Android terminal was adopted for better communication between the wireless sensor network and users. For safe navigation, an administrator can make decisions promptly and accurately upon emergency situation in a ship by referring to the anomaly detection information through real time confidence interval estimation.

On the Efficient Teaching Method of Confidence Interval in College Education

  • Kim, Yeung-Hoon;Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1281-1288
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    • 2008
  • The purpose of this study is to consider the efficient methods for introducing the confidence interval. We explain various concepts and approaches about the confidence interval estimation. Computing methods for calculating the efficient confidence interval are suggested.

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Sequential Estimation of variable width confidence interval for the mean

  • Kim, Sung Lai
    • Journal of the Chungcheong Mathematical Society
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    • 제14권2호
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    • pp.47-54
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    • 2001
  • Let {Xn, n = 1,2,${\cdots}$} be i.i.d. random variables with the only unknown parameters mean ${\mu}$ and variance a ${\sigma}^2$. We consider a sequential confidence interval C1 for the mean with coverage probability 1-${\alpha}$ and expected length of confidence interval $E_{\theta}$(Length of CI)/${\mid}{\mu}{\mid}{\leq}k$ (k : constant) and give some asymptotic properties of the stopping time in various limiting situations.

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Comparison of confidence intervals for testing probabilities of a system (시스템의 확률 값 시험을 위한 신뢰구간 비교 분석)

  • Hwang, Ik-Soon
    • The Journal of the Korea institute of electronic communication sciences
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    • 제5권5호
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    • pp.435-443
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    • 2010
  • When testing systems that incorporate probabilistic behavior, it is necessary to apply test inputs a number of times in order to give a test verdict. Interval estimation can be used to assert the correctness of probabilities where the selection of confidence interval is one of the important issues for quality of testing. The Wald interval has been widely accepted for interval estimation. In this paper, we compare the Wald interval and the Agresti-Coull interval for various sizes of samples. The comparison is carried out based on the test pass probability of correct implementations and the test fail probability of incorrect implementations when these confidence intervals are used for probability testing. We consider two-sided confidence intervals to check if the probability is close to a given value. Also one-sided confidence intervals are considered in the comparison in order to check if the probability is not less than a given value. When testing probabilities using two-sided confidence intervals, we recommend the Agresti-Coull interval. For one-sided confidence intervals, the Agresti-Coull interval is recommended when the size of samples is large while either one of two confidence intervals can be used for small size samples.

An analysis of Mathematical Knowledge for Teaching of statistical estimation (통계적 추정을 가르치기 위한 수학적 지식(MKT)의 분석)

  • Choi, Min Jeong;Lee, Jong Hak;Kim, Won Kyung
    • The Mathematical Education
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    • 제55권3호
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    • pp.317-334
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    • 2016
  • Knowledge and data interpretation on statistical estimation was important to have statistical literacy that current curriculum was said not to satisfy. The author investigated mathematics teachers' MKT on statistical estimation concerning interpretation of confidence interval by using questionnaire and interview. SMK of teachers' confidence was limited to the area of textbooks to be difficult to interpret data of real life context. Most of teachers wrongly understood SMK of interpretation of confidence interval to have influence upon PCK making correction of students' wrong concept. SMK of samples and sampling distribution that were basic concept of reliability and confidence interval cognized representation of samples rather exactly not to understand importance and value of not only variability but also size of the sample exactly, and not to cognize appropriateness and needs of each stage from sampling to confidence interval estimation to have great difficulty at proper teaching of statistical estimation. PCK that had teaching method had problem of a lot of misconception. MKT of sample and sampling distribution that interpreted confidence interval had almost no relation with teachers' experience to require opportunity for development of teacher professionalism. Therefore, teachers were asked to estimate statistic and to get confidence interval and to understand concept of the sample and think much of not only relationship of each concept but also validity of estimated values, and to have knowledge enough to interpret data of real life contexts, and to think and discuss students' concepts. So, textbooks should introduce actual concepts at real life context to make use of exact orthography and to let teachers be reeducated for development of professionalism.

Confidence intervals for the COVID-19 neutralizing antibody retention rate in the Korean population

  • Apio, Catherine;Kamruzzaman, Md.;Park, Taesung
    • Genomics & Informatics
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    • 제18권3호
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    • pp.31.1-31.8
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    • 2020
  • The coronavirus disease 2019 (COVID-19), caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), has become a global pandemic. No specific therapeutic agents or vaccines for COVID-19 are available, though several antiviral drugs, are under investigation as treatment agents for COVID-19. The use of convalescent plasma transfusion that contain neutralizing antibodies for COVID-19 has become the major focus. This requires mass screening of populations for these antibodies. While several countries started reporting population based antibody rate, its simple point estimate may be misinterpreted without proper estimation of standard error and confidence intervals. In this paper, we review the importance of antibody studies and present the 95% confidence intervals COVID-19 antibody rate for the Korean population using two recently performed antibody tests in Korea. Due to the sparsity of data, the estimation of confidence interval is a big challenge. Thus, we consider several confidence intervals using Asymptotic, Exact and Bayesian estimation methods. In this article, we found that the Wald method gives the narrowest interval among all Asymptotic methods whereas mid p-value gives the narrowest among all Exact methods and Jeffrey's method gives the narrowest from Bayesian method. The most conservative 95% confidence interval estimation shows that as of 00:00 on September 15, 2020, at least 32,602 people were infected but not confirmed in Korea.

Balanced Accuracy and Confidence Probability of Interval Estimates

  • Liu, Yi-Hsin;Stan Lipovetsky;Betty L. Hickman
    • International Journal of Reliability and Applications
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    • 제3권1호
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    • pp.37-50
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    • 2002
  • Simultaneous estimation of accuracy and probability corresponding to a prediction interval is considered in this study. Traditional application of confidence interval forecasting consists in evaluation of interval limits for a given significance level. The wider is this interval, the higher is probability and the lower is the forecast precision. In this paper a measure of stochastic forecast accuracy is introduced, and a procedure for balanced estimation of both the predicting accuracy and confidence probability is elaborated. Solution can be obtained in an optimizing approach. Suggested method is applied to constructing confidence intervals for parameters estimated by normal and t distributions

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Confidence Intervals for a Proportion in Finite Population Sampling

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.501-509
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    • 2009
  • Recently the interval estimation of binomial proportions is revisited in various literatures. This is mainly due to the erratic behavior of the coverage probability of the well-known Wald confidence interval. Various alternatives have been proposed. Among them, the Agresti-Coull confidence interval, the Wilson confidence interval and the Bayes confidence interval resulting from the noninformative Jefferys prior were recommended by Brown et al. (2001). However, unlike the binomial distribution case, little is known about the properties of the confidence intervals in finite population sampling. In this note, the property of confidence intervals is investigated in anile population sampling.

Choosing between the Exact and the Approximate Confidence Intervals: For the Difference of Two Independent Binomial Proportions

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.363-372
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    • 2009
  • The difference of two independent binomial proportions is frequently of interest in biomedical research. The interval estimation may be an important tool for the inferential problem. Many confidence intervals have been proposed. They can be classified into the class of exact confidence intervals or the class of approximate confidence intervals. Ore may prefer exact confidence interval s in that they guarantee the minimum coverage probability greater than the nominal confidence level. However, someone, for example Agresti and Coull (1998) claims that "approximation is better than exact." It seems that when sample size is large, the approximate interval is more preferable to the exact interval. However, the choice is not clear when sample, size is small. In this note, an exact confidence and an approximate confidence interval, which were recommended by Santner et al. (2007) and Lee (2006b), respectively, are compared in terms of the coverage probability and the expected length.

Estimation of confidence interval in exponential distribution for the greenhouse gas inventory uncertainty by the simulation study (모의실험에 의한 온실가스 인벤토리 불확도 산정을 위한 지수분포 신뢰구간 추정방법)

  • Lee, Yung-Seop;Kim, Hee-Kyung;Son, Duck Kyu;Lee, Jong-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.825-833
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    • 2013
  • An estimation of confidence intervals is essential to calculate uncertainty for greenhouse gases inventory. It is generally assumed that the population has a normal distribution for the confidence interval of parameters. However, in case data distribution is asymmetric, like nonnormal distribution or positively skewness distribution, the traditional estimation method of confidence intervals is not adequate. This study compares two estimation methods of confidence interval; parametric and non-parametric method for exponential distribution as an asymmetric distribution. In simulation study, coverage probability, confidence interval length, and relative bias for the evaluation of the computed confidence intervals. As a result, the chi-square method and the standardized t-bootstrap method are better methods in parametric methods and non-parametric methods respectively.