• 제목/요약/키워드: Gamma regression

검색결과 161건 처리시간 0.022초

Bayesian Analysis in Generalized Log-Gamma Censored Regression Model

  • Younshik chung;Yoomi Kang
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.733-742
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    • 1998
  • For industrial and medical lifetime data, the generalized log-gamma regression model is considered. Then the Bayesian analysis for the generalized log-gamma regression with censored data are explained and following the data augmentation (Tanner and Wang; 1987), the censored data is replaced by simulated data. To overcome the complicated Bayesian computation, Makov Chain Monte Carlo (MCMC) method is employed. Then some modified algorithms are proposed to implement MCMC. Finally, one example is presented.

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중앙창고 입지선정을 위한 회귀분석기반 해법 (A Regression-Based Approach for Central Warehouse Location Problem)

  • 유재욱;이동주
    • 산업경영시스템학회지
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    • 제32권2호
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    • pp.57-65
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    • 2009
  • In continuous review inventory model, (${\varrho}$, ${\gamma}$) system, order quantity(${\varrho}$) and reorder point(${\gamma}$) should be determined to calculate inventory-related cost that consists of setup, holding, and penalty costs. The procedure to obtain the exact value of ${\varrho}$ and ${\gamma}$ is complex. In this paper, a regression analysis is proposed to get the approximate inventory-related cost without the determination of ${\varrho}$ and ${\gamma}$ in the case that the standard deviation(${\sigma}$) of the lead time demand is small or that the mean(${\mu}$) of the lead time demand is proportional to ${\sigma}$. To save inventory-related cost, central warehouses with (${\varrho}$, ${\gamma}$) system can be built. Central warehouse can provide some stores with products with the consideration of the tradeoff between inventory-related cost and transportation cost. The number and the location of central warehouses to cover all the stores are determined by a regression-based approach. The performance of the proposed approach is tested by using some computational experiments.

New Dispersion Function in the Rank Regression

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.101-113
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    • 2002
  • In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

Regression models generated by gamma random variables with long-term survivors

  • Ortega, Edwin M.M.;Cordeiro, Gauss M.;Hashimoto, Elizabeth M.;Suzuki, Adriano K.
    • Communications for Statistical Applications and Methods
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    • 제24권1호
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    • pp.43-65
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    • 2017
  • We propose a flexible cure rate survival model by assuming that the number of competing causes of the event of interest has the Poisson distribution and the time for the event follows the gamma-G family of distributions. The extended family of gamma-G failure-time models with long-term survivors is flexible enough to include many commonly used failure-time distributions as special cases. We consider a frequentist analysis for parameter estimation and derive appropriate matrices to assess local influence on the parameters. Further, various simulations are performed for different parameter settings, sample sizes and censoring percentages. We illustrate the performance of the proposed regression model by means of a data set from the medical area (gastric cancer).

감마과정 모델을 적용한 포구속도 저하량에 따른 저장수명 예측기법 연구 (A Study on the Storage Life Estimation Method for Decrease of Muzzle Velocity using Gamma Process Model)

  • 박성호;김재훈
    • 한국군사과학기술학회지
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    • 제16권5호
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    • pp.639-645
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    • 2013
  • The aim of the study is to investigate the method to estimate a storage life of propelling charge on the decrease of muzzle velocity by stochastic gamma process model. It is required to establish criterion for state failure to estimate the storage life and it is defined in this paper as a muzzle velocity difference between reference value and maximum allowable standard deviation multiplied by 6. The relationship between storage time and muzzle velocity is investigated by nonlinear regression analysis. The stochastic gamma process model is used to estimated the state distribution and the life distribution for storage time for 155mm propelling charge KM4A2 because the regression analysis is a deterministic method and it can't describe the distribution of life for storage time.

대기 중에서 가스상 유기염소계 살충제의 반감기 (Half lives of Gaseous Organochlorine Pesticides in Atmosphere)

  • 최민규;천만영
    • Environmental Analysis Health and Toxicology
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    • 제22권2호통권57호
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    • pp.177-184
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    • 2007
  • Gaseous organochlorine pesticides (OCPs : heptachlor epoxide, p, p'-DDE, ${\gamma}-HCH,\;{\alpha}-chlordane,\;{\gamma}-chlordane$ and trans-nonachlor) concentration was measured using PUF high volume sampler from June, 2000 to June, 2002 in the semi-rural atmosphere. The OCPs concentration in atmosphere, which is estimated by the slope (m) of Clausius-Clapeyron equation and phase-transition energy $({\Delta}H)$, was influenced by revolatilization from environmental matrix (soil, water and tree leaves) and a long range transportation of air mass. But the former affected OCPs concentration more than the latter. The degradation rate constants (k) of OCPs calculated using multiple regression analysis and revised standard temperature method were in good agreement each other. The value of k of ${\gamma}-HCH$ was very low as -0.0007, but the range of k of other components were $-0.00l8{\sim}-0.0038$. The half-life $({\tau})$ which was calculated by k of ${\gamma}-HCH$ was 2.6 years-the longest one, but that of heptachlor epoxide was in 0.5 year-the shortest one. $({\tau})\;of\;{\alpha}-chlordane,\;{\gamma}-chlordane$ and trans-nonachlor in technical chlordane was 1.0, 1.1 and 0.7 year respectively.

간호활동시간 조사 시 응답편이 통제를 위한 통계적 접근 방안 (Statistical Methods to Control Response Bias in Nursing Activity Surveys)

  • 임지영;박창기
    • 대한간호학회지
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    • 제42권1호
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    • pp.48-55
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    • 2012
  • Purpose: The aim of this study was to compare statistical methods to control response bias in nursing activity surveys. Methods: Data were collected at a medical unit of a general hospital. The number of nursing activities and consumed activity time were measured using self-report questionnaires. Descriptive statistics were used to identify general characteristics of the units. Average, Z-standardization, gamma regression, finite mixture model, and stochastic frontier model were adopted to estimate true activity time controlling for response bias. Results: The nursing activity time data were highly skewed and had non-normal distributions. Among the 4 different methods, only gamma regression and stochastic frontier model controlled response bias effectively and the estimated total nursing activity time did not exceeded total work time. However, in gamma regression, estimated total nursing activity time was too small to use in real clinical settings. Thus stochastic frontier model was the most appropriate method to control response bias when compared with the other methods. Conclusion: According to these results, we recommend the use of a stochastic frontier model to estimate true nursing activity time when using self-report surveys.

Comparison of theoretical and machine learning models to estimate gamma ray source positions using plastic scintillating optical fiber detector

  • Kim, Jinhong;Kim, Seunghyeon;Song, Siwon;Park, Jae Hyung;Kim, Jin Ho;Lim, Taeseob;Pyeon, Cheol Ho;Lee, Bongsoo
    • Nuclear Engineering and Technology
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    • 제53권10호
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    • pp.3431-3437
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    • 2021
  • In this study, one-dimensional gamma ray source positions are estimated using a plastic scintillating optical fiber, two photon counters and via data processing with a machine learning algorithm. A nonlinear regression algorithm is used to construct a machine learning model for the position estimation of radioactive sources. The position estimation results of radioactive sources using machine learning are compared with the theoretical position estimation results based on the same measured data. Various tests at the source positions are conducted to determine the improvement in the accuracy of source position estimation. In addition, an evaluation is performed to compare the change in accuracy when varying the number of training datasets. The proposed one-dimensional gamma ray source position estimation system with plastic scintillating fiber using machine learning algorithm can be used as radioactive leakage scanners at disposal sites.

Preparation and Characterization of Surface Energy of BPDA-BAPP Polyimide

  • Kim, Kyung-Hoe;Kim, Yong-Gwon;Kwon, Young-Hwan
    • Macromolecular Research
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    • 제17권6호
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    • pp.388-396
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    • 2009
  • The surface properties (water sorption and repellency, adhesion) are closely related to the surface tension of polymer solids. The critical surface tension (${\gamma}_c$) and surface tension (${\gamma}_s$) of a polymer solid were estimated by the contact angle method by our quantitative imaging system. BPDA (3,3',4,4'-biphenyl tetracarboxylic dianhydride)-BAPP (1,3-Bis(4-aminophenoxy) propane) polyimide was successfully synthesized. The ${\gamma}_c$ values were analyzed by a Zisman plot, a Young-$Dupr\acute{e}$-Good-Girifalco plot, and a log ($1+cos{\theta}$) vs log ${\gamma}_L$ plot. The ${\gamma}_s$ value of BPDA-BAPE polyimide was evaluated using the geometric mean equation and our multiple regression analysis. The calculated values of ${{\gamma}_s^d$ (a dispersion component), ${{\gamma}_s^p$ (a polar component), ${{\gamma}_s^h$ (a hydrogen bonding component), and ${\gamma}_s$ were 30.79, 9.32, 0.20, and 40.31 $mN{\cdot}m^{-1}$, respectively. The ${\gamma}_s$ of BPDA-BAPP polyimide containing both a methylene group and an ether group was larger than that of the polyimide containing only a methylene group.

폴랴-감마 잠재변수에 기반한 베이지안 영과잉 음이항 회귀모형: 약학 자료에의 응용 (A Bayesian zero-inflated negative binomial regression model based on Pólya-Gamma latent variables with an application to pharmaceutical data)

  • 서기태;황범석
    • 응용통계연구
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    • 제35권2호
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    • pp.311-325
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    • 2022
  • 0의 값을 과도하게 포함하는 가산자료는 다양한 연구 분야에서 흔히 나타난다. 영과잉 모형은 영과잉 가산자료를 분석하기 위해 가장 일반적으로 사용되는 모형이다. 영과잉 모형에 대한 전통적인 베이지안 추론은 조건부 사후분포의 형태가 폐쇄형 분포로 나타나지 않아 모형 적합 과정이 용이하지 않다는 한계점이 존재했다. 그러나 최근 Pillow와 Scott (2012)과 Polson 등 (2013)이 제안한 폴랴-감마 자료확대전략으로 인해, 로지스틱 회귀모형과 음이항 회귀모형에서 깁스 샘플링을 통한 추론이 가능해지면서, 영과잉 모형에 대한 베이지안 추론이 용이해졌다. 본 논문에서는 베이지안 추론에 기반한 영과잉 음이항 회귀모형을 Min과 Agresti(2005)에서 분석된 약학 연구 자료에 적용해본다. 분석에 사용된 자료는 경시적 영과잉 가산자료로 복잡한 자료 구조를 가지고 있다. 모형 적합 과정에서는 깁스 샘플링을 통한 추론을 수행하기 위해 폴랴-감마 자료확대전략을 사용한다.