• Title/Summary/Keyword: Fisher 분포

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Combining Independent Permutation p-Values Associated with Multi-Sample Location Test Data

  • Um, Yonghwan
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.7
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    • pp.175-182
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    • 2020
  • Fisher's classical method for combining independent p-values from continuous distributions is widely used but it is known to be inadequate for combining p-values from discrete probability distributions. Instead, the discrete analog of Fisher's classical method is used as an alternative for combining p-values from discrete distributions. In this paper, firstly we obtain p-values from discrete probability distributions associated with multi-sample location test data (Fisher-Pitman test and Kruskall-Wallis test data) by permutation method, and secondly combine the permutaion p-values by the discrete analog of Fisher's classical method. And we finally compare the combined p-values from both the discrete analog of Fisher's classical method and Fisher's classical method.

A Study on the Accuracy of the Maximum Likelihood Estimator of the Generalized Logistic Distribution According to Information Matrix (Information Matrix에 따른 Generalized Logistic 분포의 최우도 추정량 정확도에 관한 연구)

  • Shin, Hong-Joon;Jung, Young-Hun;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.42 no.4
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    • pp.331-341
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    • 2009
  • In this study, we compared the observed information matrix with the Fisher information matrix to estimate the uncertainty of maximum likelihood estimators of the generalized logistic (GL) distribution. The previous literatures recommended the use of the observed information matrix because this is convenient since this matrix is determined as the part of the parameter estimation procedure and there is little difference in accuracy between the observed information matrix and the Fisher information matrix for large sample size. The observed information matrix has been applied for the generalized logistic distribution based on the previous study without verification. For this purpose, a simulation experiment was performed to verify which matrix gave the better accuracy for the GL model. The simulation results showed that the variance-covariance of the ML parameters for the GL distribution came up with similar results to those of previous literature, but it is preferable to use of the Fisher information matrix to estimate the uncertainty of quantile of ML estimators.

Derivation of the Fisher information matrix for 3-parameters Weibull distribution using mathematica (매스매티카를 이용하여 3-모수를 갖는 와이블분포에 대한 피셔 정보행렬의 유도)

  • Yang, Ji-Eun;Baek, Hoh-Yoo
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.39-48
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    • 2009
  • Fisher information matrix plays an important role in statistical inference of unknown parameters. Especially, it is used in objective Bayesian inference which derives to the posterior distribution using a noninformative prior distribution and is an example of metric functions in geometry. The more parameters for estimating in a distribution are, the more complicate derivation of the Fisher information matrix for the distribution is. In this paper, we derive to the Fisher information matrix for 3-parameters Weibull distribution which is used in reliability theory using Mathematica programs.

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A Study of Statistical Analysis of Rock Joint Directional Data (암반 절리 방향성 자료의 통계적 분석 기법에 관한 연구)

  • 류동우;김영민;이희근
    • Tunnel and Underground Space
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    • v.12 no.1
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    • pp.19-30
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    • 2002
  • Rock joint orientation is one of important geometric attributes that have an influence on the stability of rock structures such as rock slopes and tunnels. Especially, statistical models of the geometric attributes of rock joints can provide a probabilistic approach of rock engineering problems. The result from probabilistic modeling relies on the choice of statistical model. Therefore, it is critical to define a representative statistical model for joint orientation data as well as joint size and intensity and build up a series of modeling procedure including analytical validation. In this paper, we have examined a theoretical methodology for the statistical estimate and hypothesis analysis based upon Fisher distribution and bivariate normal distribution. In addition, we have proposed the algorithms of random number generator which is applied to the simulation of rock joint networks and risk analysis.

Computation of Noncentral T Probabilities using Neural Network Theory (신경망이론에 의한 비중심T분포 확률계산)

  • Gu, Son-Hee
    • The Transactions of the Korea Information Processing Society
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    • v.4 no.1
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    • pp.177-183
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    • 1997
  • The cumulative function of the noncentral t distribution calculate power in testing equality of means of two normal populations and confidence intervals for the ratio of population mean to standard deviation. In this paper, the evaluation of the cumulative function of noncentral t distribution is applied to the neural network consists of the multi-layer perception structure and learning process has the algorithm of the backpropagation. Numerical comparisons are made between the Fisher's values and the results obtained by neural network theory.

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A Comparative Study on Tests of Correlation (상관계수에 대한 검정법 비교)

  • Cho, Hyun-Joo;Song, Myung-Unn;Jeong, Dong-Myung;Song, Jae-Kee
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.235-245
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    • 1996
  • In this paper, we studied about several methods of testing hypothesis of correlation, specially Approximate method, Empirical method and Bootstrap method. The Approximate method is based on the Fisher's Z-transformation and the Empirical and Bootstrap methods approximate the distribution of the sample correlation coefficient by Monte Carlo simulation and Bootstrap technique, respectively. In order to compare how good these tests are, we computed powers under various alternatives. Consequently, we see that the Approximate test performs very well even if in small sample and all tests have almost the same power in large sample.

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Alternative Method of Parametric Inference for Correlation Coefficient (상관계수에 대한 모수적 추론 : 대안적 방법)

  • 허명희;김미경
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.553-561
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    • 1999
  • 이변량 정규분포의 상관계수 $\rho$에 대한 검정 및 신뢰구간을 구하는 모수적 방법으로서 Fisher의 z 변환과 해당하는 점근적 분포가 널리 쓰이고 있다. 본 연구에서는 이에 대한 대안으로서 직교변환과 F 분포를 활용하는 방법을 제시한다. 후자의 방법이 전자와 비교하여 사실상 대등하면서도 설명은 오히려 쉬우므로 통계학 교육에 더 적합하다고 생각한다. 또한, 시험적으로, $H_0$:$\rho$=$\rho_0$에 대한 모수적 임의화 검정법을 제안한다.

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The Modified LVQ method for Performance Improvement of Pattern Classification (패턴 분류 성능을 개선하기 위한 수정된 LVQ 방식)

  • Eom Ki-Hwan;Jung Kyung-Kwon;Chung Sung-Boo
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.43 no.2 s.308
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    • pp.33-39
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    • 2006
  • This paper presents the modified LVQ method for performance improvement of pattern classification. The proposed method uses the skewness of probability distribution between the input vectors and the reference vectors. During training, the reference vectors are closest to the input vectors using the probabilistic distribution of the input vectors, and they are positioned to approximate the decision surfaces of the theoretical Bayes classifier. In order to verify the effectiveness of the proposed method, we performed experiments on the Gaussian distribution data set, and the Fisher's IRIS data set. The experimental results show that the proposed method considerably improves on the performance of the LVQ1, LVQ2, and GLVQ.

Independence tests using coin package in R (coin 패키지를 이용한 독립성 검정)

  • Kim, Jinheum;Lee, Jung-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.5
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    • pp.1039-1055
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    • 2014
  • The distribution of a test statistic under a null hypothesis depends on the unknown distribution of the data and thus is unknown as well. Conditional tests replace the unknown null distribution by the conditional null distribution, that is, the distribution of the test statistic given the observed data. This approach is known as permutation tests and was developed by Fisher (Fisher, 1935). Theoretical framework for permutation tests was given by Strasser and Weber(1999). The coin package developed by Hothon et al. (2006, 2008) implements a unified approach for conditional inference via the generic independence test. Because convenient functions for the most prominent problems are available, users will not have to use the extremely flexible procedure. In this article we briefly review the underlying theory from Strasser and Weber (1999) and explain how to transform the data to perform the generic function independence test. Finally it was illustrated with a few real data sets.

A Distributed Characteristics of Water in Mineral Oil by Convection (대류로 의한 변압기 오일의 수분 분포 특성)

  • Joeng, Jin-Hye;Han, Sang-Ok;Lee, Sei-Hyun
    • Proceedings of the KIEE Conference
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    • 2007.04b
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    • pp.43-45
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    • 2007
  • 최근 국내에는 변압기의 사용이 급속도로 증가하고 있지만 신뢰도가 높은 진단이 어려워 26년의 기준수명보다 오래 사용하지 못하고 폐기하는 상황이다. 본 논문에서는 변압기사고 및 수명단축의 가장 큰 원인인 수분의 분포특성을 확인해 보았다. 현재 수분을 측정하는 방법에는 Dew-Point법, Karl- Fisher법, RVM등 여러 가지가 있는데 Karl-Fisher법과 RVM를 사용하여 샘플채취 위치에 대한 특성을 실험하였다.

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