• 제목/요약/키워드: Fisher distribution

검색결과 113건 처리시간 0.024초

Combining Independent Permutation p Values Associated with Mann-Whitney Test Data

  • Um, Yonghwan
    • 한국컴퓨터정보학회논문지
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    • 제23권7호
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    • pp.99-104
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    • 2018
  • In this paper, we compare Fisher's continuous method with an exact discrete analog of Fisher's continuous method from permutation tests for combining p values. The discrete analog of Fisher's continuous method is known to be adequate for combining independent p values from discrete probability distributions. Also permutation tests are widely used as alternatives to conventional parametric tests since these tests are distribution-free, and yield discrete probability distributions and exact p values. In this paper, we obtain permutation p values from discrete probability distributions using Mann-Whitney test data sets (real data and hypothetical data) and combine p values by the exact discrete analog of Fisher's continuous method.

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

  • 류동우;김영민;이희근
    • 터널과지하공간
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    • 제12권1호
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    • pp.19-30
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    • 2002
  • 절리 방향은 절리 크기 및 밀집도와 더불어 암반 사면 및 터널과 같은 암반구조물의 안정성에 영향을 미치는 중요한 기하학적 속성이다. 이와 같은 절리 기하학적 속성들에 대한 통계 모델링은 암반공학적 문제에 대한 확률론적 접근법을 제공할 수 있다. 암반 공학적 문제의 확률론적 모델링의 결과는 어떠한 통계 모델을 선택하느냐에 따라 많은 영향을 받는다. 따라서 , 절리 방향성 자료에 대한 대표적인 통계 모델을 정의하고 각 모델에 대한 분석적 검증과 자료의 통계적 특성에 기초한 모델링 과정의 정립은 매우 중요하다. 이에 본 연구에서는 회전대칭성 모델인 Fisher 분포와 회전 비대칭성 모델인 이변량 정규분포 모델에 대한 통계량 추정 및 검증에 대한 이론적 방법론에 대해 검토하고 , 암반 절리계 모사 및 위험도 분석에 유용하게 사용할 수 있는 인공자료 발생기 알고리즘을 제안하였다.

Learning Discriminative Fisher Kernel for Image Retrieval

  • Wang, Bin;Li, Xiong;Liu, Yuncai
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제7권3호
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    • pp.522-538
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    • 2013
  • Content based image retrieval has become an increasingly important research topic for its wide application. It is highly challenging when facing to large-scale database with large variance. The retrieval systems rely on a key component, the predefined or learned similarity measures over images. We note that, the similarity measures can be potential improved if the data distribution information is exploited using a more sophisticated way. In this paper, we propose a similarity measure learning approach for image retrieval. The similarity measure, so called Fisher kernel, is derived from the probabilistic distribution of images and is the function over observed data, hidden variable and model parameters, where the hidden variables encode high level information which are powerful in discrimination and are failed to be exploited in previous methods. We further propose a discriminative learning method for the similarity measure, i.e., encouraging the learned similarity to take a large value for a pair of images with the same label and to take a small value for a pair of images with distinct labels. The learned similarity measure, fully exploiting the data distribution, is well adapted to dataset and would improve the retrieval system. We evaluate the proposed method on Corel-1000, Corel5k, Caltech101 and MIRFlickr 25,000 databases. The results show the competitive performance of the proposed method.

Fisher 선형 분류법을 이용한 비정상 트래픽 탐지 (Traffic Anomaly Detection for Campus Networks using Fisher Linear Discriminant)

  • 박현희;김미정;강철희
    • 전기전자학회논문지
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    • 제13권2호
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    • pp.140-149
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    • 2009
  • 최근 인터넷을 통한 각종 침해사고 및 트래픽 폭주와 같은 현상이 급격하게 증가함에 따라 네트워크의 비정상적 상황을 조기에 탐지하기 위한 보다 능동적이고 진보적인 기술이 요구되고 있다. 본 논문에서는 캠퍼스 네트워크와 같이 트래픽이 주기적인 특성을 띠는 환경에서 Fisher 선형 분류법(FLD)을 사용하여 트래픽을 두 개의 그룹으로 분류하고, 네트워크에 유입되는 트래픽이 어떤 그룹에 속하는지를 판별하는 기법을 제안한다. 이를 위해 WISE-Mon이라 불리는 트래픽 분석 시스템을 개발하여 캠퍼스 네트워크의 트래픽을 수집하고 이를 모니터링해서 분석을 수행한다. 생성된 트래픽의 training set을 이용하여 비정상 트래픽의 범위를 판단하기 위한 chi-square distribution을 유도하고, FLD를 적용하여 유입되는 트래픽을 두 그룹으로 분리하기 위한 초평면 (hyperplane)을 만든다. 또한 네트워크 내의 트래픽 패턴이 시간이 지남에 따라 계속적으로 변하는 상황을 반영하기 위하여 self-learning 알고리즘을 적용한다. 캠퍼스 네트워크의 트래픽을 적용한 수학적 결과를 통하여 제안하는 기법의 정확성과 신뢰도를 보여준다.

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Objective Bayesian inference based on upper record values from Rayleigh distribution

  • Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • 제25권4호
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    • pp.411-430
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    • 2018
  • The Bayesian approach is a suitable alternative in constructing appropriate models for observed record values because the number of these values is small. This paper provides an objective Bayesian analysis method for upper record values arising from the Rayleigh distribution. For the objective Bayesian analysis, the Fisher information matrix for unknown parameters is derived in terms of the second derivative of the log-likelihood function by using Leibniz's rule; subsequently, objective priors are provided, resulting in proper posterior distributions. We examine if these priors are the PMPs. In a simulation study, inference results under the provided priors are compared through Monte Carlo simulations. Through real data analysis, we reveal a limitation of the appropriate confidence interval based on the maximum likelihood estimator for the scale parameter and evaluate the models under the provided priors.

The Gringorten estimator revisited

  • Cook, Nicholas John;Harris, Raymond Ian
    • Wind and Structures
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    • 제16권4호
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    • pp.355-372
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    • 2013
  • The Gringorten estimator has been extensively used in extreme value analysis of wind speed records to obtain unbiased estimates of design wind speeds. This paper reviews the derivation of the Gringorten estimator for the mean plotting position of extremes drawn from parents of the exponential type and demonstrates how it eliminates most of the bias caused by the classical Weibull estimator. It is shown that the coefficients in the Gringorten estimator are the asymptotic values for infinite sample sizes, whereas the estimator is most often used for small sample sizes. The principles used by Gringorten are used to derive a new Consistent Linear Unbiased Estimator (CLUE) for the mean plotting positions for the Fisher Tippett Type 1, Exponential and Weibull distributions and for the associated standard deviations. Analytical and Bootstrap methods are used to calibrate the bias error in each of the estimators and to show that the CLUE are accurate to better than 1%.

Behrens-Fisher Problem from a Model Selection Point of View

  • Jeon, Jong-Woo;Lee, Kee-Won
    • Journal of the Korean Statistical Society
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    • 제20권2호
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    • pp.99-107
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    • 1991
  • Behrens-Fisher problem is viewed from a model selection approach. Normal distribution is regarded as an approximating model, A criterion, called TIC, is derived and is compared with selection criteria such as AIC and a bootstrap estimator. Stochastic approximation is used since no closed form expression is available for the bootstrap estimator.

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A Test Based on Euler Angles of a Rotationally Symmetric Spherical Distribution

  • Shin, Yang-Kyu
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.67-77
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    • 1999
  • For a orientation-shift model supported on the unit sphere, Euler angles are the conventional measure to parametrize orientation-shifts. The essential role which is played by rotationally symmetry of an underlying distribution is reviewed. In this paper we propose the inference procedure based on Euler angles for the rotationally symmetric spherical distribution. The likelihood ratio test(LRT) based on the Euler angles is worked out. The asymptotic distribution of the test under the null hypotheses and certain contiguous alternatives is obtained.

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Fisher Information and the Kullback-Leibler Distance in Concomitants of Generalized Order Statistics Under Iterated FGM family

  • Barakat, Haroon Mohammed;Husseiny, Islam Abdullah
    • Kyungpook Mathematical Journal
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    • 제62권2호
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    • pp.389-405
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    • 2022
  • We study the Fisher Information (FI) of m-generalized order statistics (m-GOSs) and their concomitants about the shape-parameter vector of the Iterated Farlie-Gumbel-Morgenstern (IFGM) bivariate distribution. We carry out a computational study and show how the FI matrix (FIM) helps in finding information contained in singly or multiply censored bivariate samples from the IFGM. We also run numerical computations about the FIM for the sub-models of order statistics (OSs) and sequential order statistics (SOSs). We evaluate FI about the mean and the shape-parameter of exponential and power distributions, respectively. Finally, we investigate the Kullback-Leibler distance in concomitants of m-GOSs.

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

  • 구선희
    • 한국정보처리학회논문지
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    • 제4권1호
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    • pp.177-183
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    • 1997
  • 비 중심t분포의 누적함수는 두 정규모집단에서 모평균의 동일성 검정에서 검정력 계산 및 모 평균에 대한 표준편차의 비에 대하여 신뢰구간을 계산할 때 요구된다. 본 논문에서는 비중심t분포의 누적함수 계산에 신경망 이론을 적용하였다. 신경망은 다 층 퍼셉트론이며 학습과정은 역전파 학습알고리즘이다. Fisher가 제시한 확률값과 신 경망이론에 의하여 계산한 결과를 비교하였다.

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