• 제목/요약/키워드: Empirical likelihood

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Tests of equality of several variances with the likelihood ratio principle

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제25권4호
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    • pp.329-339
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    • 2018
  • In this study, we propose tests for equality of several variances with the normality assumption. First of all, we propose the likelihood ratio test by applying the permutation principle. Then by using the p-values for the pairwise tests between variances and combination functions, we propose combination tests. We apply the permutation principle to obtain the overall p-values. Also we review the well- known test statistics for the completion of our discussion and modify a statistic with the p-values. Then we illustrate proposed tests by numerical and simulated data and compare their efficiency with the reviewed ones through a simulation study by obtaining empirical p-values. Finally, we discuss some interesting features related to the resampling methods and tests for equality among several variances.

의복불평행동모형구성과 관련변수에 관한 연구 (A Study on a Model of Clothing complaining Behavior and relevant Variables)

  • 홍금희
    • 한국의류학회지
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    • 제23권2호
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    • pp.262-271
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    • 1999
  • This paper presents a conceptual mode of the clothing complaining behavior process following dissatisfaction in a retail environment and influence of relevant variables. The data were collected 250 male and 358 female consumers by questionnaire employing critical incident technique. Given dissatisfaction with clothing the complaining behavior undertaken will be largely dependent on product importance the likelihood of success one's attitude toward complaining and demorgraphic variables. Through empirical research the clothing complaining behavior was dependent on the likelihood of success sex, dimension of complaining cost and product importance, Brand satisfaction was affected by only perceived justice. And repurchasing behavior was dependent upon brand satisfaction education product importance and income.

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On Concession

  • Kim, Yong-Beom
    • 한국언어정보학회지:언어와정보
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    • 제6권1호
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    • pp.71-89
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    • 2002
  • This paper proposes that concession should be analysed in terms of inferences based on the likelihood of event occurrence and that an alternative set of events should be presupposed in such inferences. In order to give an empirical content to this proposal this paper discusses the pragmatic aspects of the English word even and the Korean morpheme -lafo and claims that the notion of likelihood is the basis of the pragmatic inference of concession and the quasi-universal quantification erect. It is also claimed that unexpectedness, which is conceptually tied to concession, on the other hand, pertains to the same kind of pragmatic inference but presupposes the existence of an alternative set of individuals instead of an alternative set of situations.

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An Empiricla Bayes Estimation of Multivariate nNormal Mean Vector

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제15권2호
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    • pp.97-106
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    • 1986
  • Assume that $X_1, X_2, \cdots, X_N$ are iid p-dimensional normal random vectors ($p \geq 3$) with unknown covariance matrix. The problem of estimating multivariate normal mean vector in an empirical Bayes situation is considered. Empirical Bayes estimators, obtained by Bayes treatmetn of the covariance matrix, are presented. It is shown that the estimators are minimax, each of which domainates teh maximum likelihood estimator (MLE), when the loss is nonsingular quadratic loss. We also derive approximate credibility region for the mean vector that takes advantage of the fact that the MLE is not the best estimator.

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Selecting a Transformation to Reduce Skewness

  • Yeo, In-Kwon
    • Journal of the Korean Statistical Society
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    • 제30권4호
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    • pp.563-571
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    • 2001
  • In this paper, we study selecting a transformation so that the transformed variable is nearly symmetrically distributed. The large sample properties of an M-estimator of transformation parameter that is obtained by minimizing the integrated square of the imaginary part of the empirical characteristic function are investigated when a random sample is selected from some unspecified distribution. According to influence function calculations and Monte Carlo simulations, these estimates are less sensitive, than the normal model maximum likelihood estimates, to a few outliers.

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Estimation of Leaf Wetness Duration Using An Empirical Model

  • Kim, Kwang-Soo;S.Elwynn Taylor;Mark L.Gleason;Kenneth J.Koehler
    • 한국농림기상학회:학술대회논문집
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    • 한국농림기상학회 2001년도 춘계 학술발표논문집
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    • pp.93-96
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    • 2001
  • Estimation of leaf wetness duration (LWD) facilitates assessment of the likelihood of outbreaks of many crop diseases. Models that estimate LWD may be more convenient and grower-friendly than measuring it with wetness sensors. Empirical models utilizing statistical procedures such as CART (Classification and Regression Tree; Gleason et al., 1994) have estimated LWD with accuracy comparable to that of electronic sensors.(omitted)

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윷의 확률 추정에 대하여 (On estimation of the probability of Yut)

  • 박진경;박승선
    • 응용통계연구
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    • 제9권2호
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    • pp.83-94
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    • 1996
  • 윷의 확률에 대한 기하학적 접근의 선행연구가 있었고, 이 논문은 그 선행연구를 보완, 발전시키는데 목적을 두고 있다. 특히, 윷의 확률이 '논리적'으로 계산되기 어려운 상황과 그 이유를 설명하고, 통계학적인 추정방법들을 제시하고 있다. 시중에 판매되고 있는 여러가지 종류의 윷을 사용함으로써 실질적인 회귀선을 유도하였고, 이와 같이 추정된 확률을 통하여 도, 개, 걸, 윷, 모의 출현빈도순서 및 예상확률을 구할 수 있게 되었다. 이러한 통계학적인 접근의 결과는 기초확률시간이나 기초통계학 시간에 활용될 수 있을 것이다.

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Some Nonparametric Tests for Change-points with Epidemic Alternatives

  • Kim, Kyung-Moo
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.427-434
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    • 1997
  • The purpose of this paper is to discuss distribution-free tests of hypothesis that the random samples are identically distributed against the epidemic alternative. But most tests that have been considered are depended only on specific null distribution. Two nonparametric tests are considered and compared with a likelihood ratio test by the empirical powers.

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앙상블 경험적 모드분해법을 활용한 비정상성 확률분포형의 매개변수 추세 분석에 관한 연구 (A study on a tendency of parameters for nonstationary distribution using ensemble empirical mode decomposition method)

  • 김한빈;김태림;신홍준;허준행
    • 한국수자원학회논문집
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    • 제50권4호
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    • pp.253-261
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    • 2017
  • 최근 수문자료에서 비정상성 현상들이 관측됨에 따라 비정상성 빈도해석에 관한 연구들이 활발하게 진행되고 있다. 시간에 따라 변화하는 통계적 특성을 고려하기 위하여 다양한 형태의 비정상성 확률분포형이 제시되고 있으며, 비정상성 매개변수를 추정할 수 있는 다양한 방법들이 연구되고 있는 추세이다. 본 연구에서는 앙상블 경험적 모드분해법을 이용한 비정상성 Gumbel 분포형의 매개변수 추정방법을 제시하고 기존에 비정상성 매개변수 추정방법으로 주로 사용되어온 최우도법과 비교해보고자 하였다. 국내 자료의 적용을 위하여 기상청 지점의 다양한 지속기간에 대해 경향성이 나타나는 연 최대치 강우자료를 사용하였다. 적용 결과 선형적 경향성을 나타내는 자료에 대해서는 두 가지 방법 모두 적절한 모형을 선정하였으나, 2차 곡선 형태의 경향성이 존재하는 자료에 대해서는 앙상블 경험적 모드분해법의 경우에만 이러한 경향성을 반영하는 비정상성 Gumbel 모형을 선정하였다.

Proposal of Parameter Range that Offered Optimal Performance in the Coastal Morphodynamic Model (XBeach) Through GLUE

  • Bae, Hyunwoo;Do, Kideok;Kim, Inho;Chang, Sungyeol
    • 한국해양공학회지
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    • 제36권4호
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    • pp.251-269
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    • 2022
  • The process-based XBeach model has numerous empirical parameters because of insufficient understanding of hydrodynamics and sediment transport on the nearshore; hence, it is necessary to calibrate parameters to apply to various study areas and wave conditions. Therefore, the calibration process of parameters is essential for the improvement of model performance. Generally, the trial-and-error method is widely used; however, this method is passive and limited to various and comprehensive parameter ranges. In this study, the Generalized Likelihood Uncertainty Estimation (GLUE) method was used to estimate the optimal range of three parameters (gamma, facua, and gamma2) using morphological field data collected in Maengbang beach during the four typhoons that struck from September to October 2019. The model performance and optimal range of empirical parameters were evaluated using Brier Skill Score (BSS) along with the baseline profiles, sensitivity, and likelihood density analysis of BSS in the GLUE tools. Accordingly, the optimal parameter combinations were derived when facua was less than 0.15 and simulated well the shifting shape, from crescentic sand bar to alongshore uniform sand bars in the surf zone of Maengbang beach after storm impact. However, the erosion and accretion patterns nearby in the surf zone and shoreline remain challenges in the XBeach model.