• Title/Summary/Keyword: Goodness of fit

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Improved Estimation of Poisson Menas under Balanced Loss Function

  • Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.767-772
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    • 2000
  • Zellner(1994) introduced the notion of a balanced loss function in the context of a general liner model to reflect both goodness of fit and precision of estimation. We study the perspective of unifying a variety of results both frequentist and Bayesian from Poisson distributions. We show that frequentist and Bayesian results for balanced loss follow from and also imply related results for quadratic loss functions reflecting only precision of estimation. Several examples are given for Poisson distribution.

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Goodness-of Fit Tests in Regression via Nonparametric Function Techniques

  • Kim, Jong-Tae;Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • v.5 no.2
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    • pp.95-106
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    • 1994
  • A proposed test statistic is obtained by multiplying constant weights by the Neumann smooth type statistic discussed by Eubank and Hart(1993) in order to observe the effect of weight. It has very good results of power studies. Another advantage of this test is that it simultaneously provides an important diagnostic tools that can be used in many cases to determine how the model should be adjusted.

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Quantification Plots for Several Sets of Variables

  • Park, Mira;Huh, Myung-Hoe
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.589-601
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    • 1996
  • Geometric approach to extend the classical two-set theory of canonical correlation analysis to three or more sets is considered. It provides statistical graphs to represent the data in a low dimensional space. Procedures are developed for computing the canonical variables and the corresponding properties are investigated. The solution is equivalent to that of the usual problem in the case of two sets. Goodness-of-fit of the proposed plots is studied and a numerical example is included.

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ESTIMATION OF SCALE PARAMETER AND P(Y < X) FROM RAYLEIGH DISTRIBUTION

  • Kim, Chan-Soo;Chung, Youn-Shik
    • Journal of the Korean Statistical Society
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    • v.32 no.3
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    • pp.289-298
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    • 2003
  • We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R = P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

An Anderson-Darling Goodness-of-Fit Test for the Gamma Distribution

  • Won, Hyung-Gyoo
    • Journal of Korean Society for Quality Management
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    • v.24 no.4
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    • pp.103-111
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    • 1996
  • This paper provides a test of the composite hypothesis that a random sample is (two parameter) gamma distributed when both the scale and shape parameters are estimated from the data. The test statistic is a variant of the usual Anderson-Darling statistic, the primary difference being that the statistic is based on the maximum likelihood estimator of the shape parameter of the assumed gamma distribution. The percentage points are developed via simulation and are presented graphically. Examples are provided.

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The Limits of Bivariate Q-Q Plots Based on Matching that Minimizes a Distance

  • Kim, Nam-Hyun
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.645-658
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    • 1999
  • One of the most popular graphical techniques for goodness of fit problems is the quantile-quantile plot(Q-Q plot) Easton and McCulloch(1990) suggested a way of generalizing Q-Q plots to multivariate cases bases on finding a matching between the points of the data set whose shape is being examined and a reference sample. in this paper we investigated the asymptotic behavior of the generalized Q-Q plot for bivariate cases. As a result we concluded that the standard univariate Q-Q plot and the generalized Q-Q plot have the same limit if two variables are independent.

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Semiparametric Inference for a Multistate Stochastic Survival Model

  • Sung Chil Yeo
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.239-263
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    • 1998
  • In this paper, we consider a multistate survival model which incorporates covariates and contains two illness states and two death states. The underlying stochastic process is assumed to follow nonhomogeneous Markov process. The estimates of survival, transition and competing risks probabilities are given via the methods of partial likelihood and nonparametric maximum likelihood. Our discussion is based on the statistical theory of counting process. An illustration is given to the data of patients in a heart transplant program. The goodness of fit procedures are also discussed to check the adequacy of the model.

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Parameters Estimators for the Generalized Exponential Distribution

  • Abuammoh, A.;Sarhan, A.M.
    • International Journal of Reliability and Applications
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    • v.8 no.1
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    • pp.17-25
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    • 2007
  • Maximum likelihood method is utilized to estimate the two parameters of generalized exponential distribution based on grouped and censored data. This method does not give closed form for the estimates, thus numerical procedure is used. Reliability measures for the generalized exponential distribution are calculated. Testing the goodness of fit for the exponential distribution against the generalized exponential distribution is discussed. Relevant reliability measures of the generalized exponential distributions are also evaluated. A set of real data is employed to illustrate the results given in this paper.

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A Study on the Several Robust Regression Estimators

  • Kim, Jee-Yun;Roh, Kyung-Mi;Hwang, Jin-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.307-316
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    • 2004
  • Principal Component Regression(PCR) and Partial Least Squares Regression(PLSR) are the two most popular regression techniques in chemometrics. In the field of chemometrics usually the number of regressor variables greatly exceeds the number of observation. So we have to reduce the number of regressors to avoid the identifiability problem. In this paper we compare PCR and PLSR techniques combined with various robust regression methods including regression depth estimation. We compare the efficiency, goodness-of-fit and robustness of each estimators under several contamination schemes.

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Receiver Operating Characteristic (ROC) Curves Using Neural Network in Classification

  • Lee, Jea-Young;Lee, Yong-Won
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.911-920
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    • 2004
  • We try receiver operating characteristic(ROC) curves by neural networks of logistic function. The models are shown to arise from model classification for normal (diseased) and abnormal (nondiseased) groups in medical research. A few goodness-of-fit test statistics using normality curves are discussed and the performances using neural networks of logistic function are conducted.

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