• 제목/요약/키워드: Non-parametric statistics

검색결과 134건 처리시간 0.027초

Classical and Bayesian inferences of stress-strength reliability model based on record data

  • Sara Moheb;Amal S. Hassan;L.S. Diab
    • Communications for Statistical Applications and Methods
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    • 제31권5호
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    • pp.497-519
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    • 2024
  • In reliability analysis, the probability P(Y < X) is significant because it denotes availability and dependability in a stress-strength model where Y and X are the stress and strength variables, respectively. In reliability theory, the inverse Lomax distribution is a well-established lifetime model, and the literature is developing inference techniques for its reliability attributes. In this article, we are interested in estimating the stress-strength reliability R = P(Y < X), where X and Y have an unknown common scale parameter and follow the inverse Lomax distribution. Using Bayesian and non-Bayesian approaches, we discuss this issue when both stress and strength are expressed in terms of lower record values. The parametric bootstrapping techniques of R are taken into consideration. The stress-strength reliability estimator is investigated using uniform and gamma priors with several loss functions. Based on the proposed loss functions, the reliability R is estimated using Bayesian analyses with Gibbs and Metropolis-Hasting samplers. Monte Carlo simulation studies and real-data-based examples are also performed to analyze the behavior of the proposed estimators. We analyze electrical insulating fluids, particularly those used in transformers, for data sets using the stress-strength model. In conclusion, as expected, the study's results showed that the mean squared error values decreased as the record number increased. In most cases, Bayesian estimates under the precautionary loss function are more suitable in terms of simulation conclusions than other specified loss functions.

낙상예방 운동 프로그램이 노인주간보호센터 재가노인의 하지 근력, 균형 능력 및 낙상효능감에 미치는 효과 (The Effects of Community-based Fall Prevention Exercise Program on Lower Extremity Muscle Strength, Balance Ability and Fall Efficacy in Older Adults)

  • 김은정;이한주;이선희
    • 근관절건강학회지
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    • 제28권2호
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    • pp.102-110
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    • 2021
  • Purpose: This study aimed to verify the effects of a community-based fall prevention exercise program for older adults on lower extremity muscle strength, balance ability, and fall efficacy. Methods: This study recruited 30 participants, and the program was conducted for 10 weeks. The program included sessions on strength and balance exercises, conducted for 50 minutes a day and at least three times a week. The collected data were analyzed using non-parametric (Wilcoxon signed-rank test, generalized estimated equation) and parametric statistics (paired t-test, rmANOVA). Results: After 12 weeks of exercise program, lower extremity muscle strength and static-dynamic balance ability significantly increased. The fall efficacy increased from an average score of 2.48 points before the test to an average score of 2.91 points after the test. Regarding general characteristics, there were no significant differences in effect before and after the program, except for fall efficacy. Conclusion: The above results showed that the intervention of a community-based fall prevention exercise program for older adults was effective. Therefore, it is suggested that this exercise program be organized regularly within the center to provide periodic and long-term services.

Multifactor Dimensionality Reduction (MDR) Analysis to Detect Single Nucleotide Polymorphisms Associated with a Carcass Trait in a Hanwoo Population

  • Lee, Jea-Young;Kwon, Jae-Chul;Kim, Jong-Joo
    • Asian-Australasian Journal of Animal Sciences
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    • 제21권6호
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    • pp.784-788
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    • 2008
  • Studies to detect genes responsible for economic traits in farm animals have been performed using parametric linear models. A non-parametric, model-free approach using the 'expanded multifactor-dimensionality reduction (MDR) method' considering high dimensionalities of interaction effects between multiple single nucleotide polymorphisms (SNPs), was applied to identify interaction effects of SNPs responsible for carcass traits in a Hanwoo beef cattle population. Data were obtained from the Hanwoo Improvement Center, National Agricultural Cooperation Federation, Korea, and comprised 299 steers from 16 paternal half-sib proven sires that were delivered in Namwon or Daegwanryong livestock testing stations between spring of 2002 and fall of 2003. For each steer at approximately 722 days of age, the Longssimus dorsi muscle area (LMA) was measured after slaughter. Three functional SNPs (19_1, 18_4, 28_2) near the microsatellite marker ILSTS035 on BTA6, around which the QTL for meat quality were previously detected, were assessed. Application of the expanded MDR method revealed the best model with an interaction effect between the SNPs 19_1 and 28_2, while only one main effect of SNP19_1 was statistically significant for LMA (p<0.01) under a general linear mixed model. Our results suggest that the expanded MDR method better identifies interaction effects between multiple genes that are related to polygenic traits, and that the method is an alternative to the current model choices to find associations of multiple functional SNPs and/or their interaction effects with economic traits in livestock populations.

Cost and Profit Efficiency of Banks: Stochastic Frontier Analysis vs Data Envelopment Analysis

  • Baten, Md. Azizul;Kasim, Maznah Mat;Rahman, Md. Mafizur
    • 아태비즈니스연구
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    • 제6권2호
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    • pp.1-17
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    • 2015
  • This study compares the most widely used parametric and non-parametric techniques to measure cost and profit efficiency of banks, namely the Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis (DEA). We formulate the specification form of both stochastic cost and profit frontier models and constant return to scale Cost DEA and Profit DEA models and provide an empirical assessment of the cost and profit frontiers based on a panel dataset of National Commercial Banks (NCBs) and Private Banks (PBs) in Bangladesh over the 2001-2010 period. The cost inefficiency and profit efficiency are slightly higher for PBs than NCBs in case of both SFA and DEA. The coefficients of advance and off-balance sheet items are significant that positively influence the banks in stochastic cost frontier model while the advance, other earning assets, price of borrowed fund are significant and negative effects on the banks in stochastic profit frontier model. The average cost inefficiency and average profit efficiency are recorded with 16.3% and 91% respectively. The highest and lowest cost inefficiency are observed for Janata Bank and United Commercial Bank Limited whilst the highest and lowest profit efficiency are recorded for Eastern Bank Limited and Janata Bank respectively. The average technical and allocative efficiency are 68.8% and 35.9%, respectively in case of CRS cost-DEA model whereas they are 70.3% and 31.8% in case of CRS profit-DEA model. The average cost inefficiency is recorded 6.3% by SFA whereas it is 24.5% by DEA. The average profit efficiency is found 91% by SFA while it is 22.1% by DEA, and SFA method shows better bank efficiency than DEA.

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국소 선형 복합 분위수 회귀에서의 평활계수 선택 (Selection of bandwidth for local linear composite quantile regression smoothing)

  • 전명식;강종경;방성완
    • 응용통계연구
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    • 제30권5호
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    • pp.733-745
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    • 2017
  • 국소복합분위수 회귀모형을 활용한 비모수적 함수 추정방법이 높은 효율성과 더불어 활발히 연구되고 있다. 이러한 추정과정에 커널을 사용한 자료 평활방법이 대표적으로 사용되고 있으며, 그 성능은 커널보다는 평활계수의 선택 크게 의존한다. 한편, 회귀함수 추정방법의 성능을 평가하는 기준으로는 통상적으로 $L_2$-노름이 사용되어 평균제곱오차 또는 평균적분제곱오차를 최소화하는 평활계수의 선택에 대한 많은 연구가 진행되어 왔다. 본 논문에서는 국소선형 복합 분위수 회귀방법을 활용한 비모수 회귀모형 추정량의 성능을 결정하는 평활계수 선택의 최적성에 관해 연구하였다. 특히, 여러 장점을 가졌으나 수리적 어려움으로 연구가 미흡한 평균절대오차 및 평균적분절대오차를 최적의 기준으로 삼아 최적의 평활계수를 구하고 그 유일성에 관해 연구하였다. 나아가 기존의 평가기준인 평균제곱오차 및 평균적분제곱오차를 사용한 선택과의 관계를 파악하고 그 성능을 비교하였다. 이러한 과정에서 다양한 상황에서의 모의실험을 통해 제안한 방법의 특성을 규명하였다.

다변량 다수준 이항자료에 대한 일반화선형혼합모형 (Generalized Linear Mixed Model for Multivariate Multilevel Binomial Data)

  • 임화경;송석헌;송주원;전수영
    • 응용통계연구
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    • 제21권6호
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    • pp.923-932
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    • 2008
  • 우리는 자명하지 않은 상관 구조를 갖는 복잡한 다변량 자료에 직면하는 경우가 있다. 예를 들어 군집 구조 자료의 경우 생략된 변수들이 한 개 이상의 관측값에 동시적으로 영향을 줄 수 있기 때문에 결과들 간에 상관 구조를 모형화하는 것은 추정량의 효율성과 정확한 표준오차의 계산 등의 타당한 추론을 위해서 중요하다 관측값들 간에 종속성을 두는 표준 방법으로는 관측 값들이 관찰되지 않은 어떤 변수를 공유한다고 가정하는 것인데, 이러한 가정에 대해 본 연구에서는 다수준 모형을 고려한 상관된 임의효과 모형을 적합시켰다. 추정은 준모수적 접근방법으로 임의계수 분포에 대한 모수적 가정 없이 유한혼합 EM-알고리즘을 통하여 수행되었다.

경락경혈학회지 게재논문에 사용된 통계방법 (Statistical Methods Used in Articles of the Korean Journal of Acupuncture)

  • 김정은;강경원;이민희;이상훈
    • Korean Journal of Acupuncture
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    • 제30권1호
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    • pp.1-8
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    • 2013
  • Objectives : The purpose of the present study was to examine statistical methods used in articles published on the Korean Journal of Acupuncture from 2007 through 2012. Methods : Statistical methods and statistical packages used in original articles applied with descriptive statistics or inferential statistics were organized. Results : Out of a total of 195 original articles, 18 articles used descriptive statistics only and 177 articles used inferential statistics. 142 articles used 12 types of statistical packages. SPSS was used most at 97 times(63.4%). The number of descriptive statistical methods used was a total of 417 and among them 193 were presented as tables(46.3%) and 224 were presented as graphs(53.7%). The number of inferential statistics applied was a total of 256 and analysis of variance was used most at 90 times(35.2%). The number of parametric statistical methods used was a total of 170(75.6%) and that of nonparametric statistical methods used was a total of 55(24.4%). Analysis of variance and two sample t-test were most employed in both clinical and non-clinical research. The number of multiple comparison methods applied was a total of 67 and the number of Scheffe methods among them was most at 26 times(37.7%). Conclusions : In the present study, statistical methods used in the journal over the last six years were examined. The result of this study is considered to be a basic material to be referred to when evaluating the quality of the medical journal.

Mann-Kendall 비모수 검정과 Sen's slope를 이용한 최근 40년 남한지역 계절별 평균기온의 경향성 분석 (A trend analysis of seasonal average temperatures over 40 years in South Korea using Mann-Kendall test and sen's slope)

  • 진대현;장성환;김희경;이영섭
    • 응용통계연구
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    • 제34권3호
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    • pp.439-447
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    • 2021
  • 범지구적 이상기후의 잦은 출현으로 기상 변화에 대한 관련 연구가 활발히 진행되고 있지만, 장기간 축적된 기상자료를 이용한 경향성 분석 연구는 부족하였다. 본 연구에서는 비모수적 분석방법을 이용해 40년간 종관기상관측장비(ASOS)로 부터 축적된 기온 시계열 자료의 경향성을 분석하였다. 남한지역의 연평균 기온과 계절별 평균기온 시계열 자료에 대한 Mann-Kendall 검정 결과 상승 경향성이 존재하는 것으로 나타났다. 또한 Pettitt 검정을 적용해 탐색된 변동점을 전후로 경향성의 정도를 파악할 수 있는 Sen's slope를 계산한 결과, 변동점 이후의 최근 자료에서 기온의 상승 경향성이 더욱 큰 것을 확인하였다.

Stochastic simulation models with non-parametric approaches: Case study for the Colorado River basin

  • 이태삼;호세 살라스;제임스 프레리;도널드 프리버트;테리 플립
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2010년도 학술발표회
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    • pp.283-287
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    • 2010
  • Stochastic simulation of hydrologic data has been widely developed for several decades. However, despite the several advances made in literature still a number of limitations and problems remain. In the current study, some stochastic simulation approaches tackling some of the existing problems are discussed. The presented models are based on nonparametric techniques such as block bootstrapping, and K-nearest neighbor resampling (KNNR), and kernel density estimate (KDE). Three different types of the presented stochastic simulation models are (1) Pilot Gamma Kernel estimate with KNNR (a single site case) and (2) Enhanced Nonparametric Disaggregation with Genetic Algorithm (a disaggregation case). We applied these models to one of the most challenging and critical river basins in USA, the Colorado River. These models are embedded into the hydrological software package, Pros and cons of the models compared with existing models are presented through basic statistics and drought and storage-related statistics.

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앉은 자세 수직축 전신 진동에 대한 한국인의 등감각 곡선 분석 (Analysis of Equal Sensation Curves for the Korean People about Vertical Whole-Body Vibration)

  • 김건우;김민석;유완석
    • 한국자동차공학회논문집
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    • 제18권1호
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    • pp.105-111
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    • 2010
  • In the field of 'Human Vibration', it has been interested subjects to make equal sensation curves related to translational and rotational direction of whole-body, hand-transmitted and head-transmitted vibration, etc. When we consider the vibration of a vehicle, the main factor is vertical whole-body vibration. Until now, most of equal sensation curves used to derive frequency weighting function had been made using Western people. However, because of the inherent differences (for example, characteristic and shape of body parts, muscular and cellular tissue) between the Western people and the Oriental people, equal sensation curves based on Oriental people might be required. Also, the weight differences between the samples which consist of average-weighted and over-weighted group might cause the difference of equal sensation curves. So, in this study, 20 male Korean people were used to find equal sensation curves subject to vertical whole-body vibration on seated posture. Among 20 males, an over weighted group consisted of 10 male persons and an average weighted group was the others. Integrating and analyzing the data of two groups, some of non-parametric tests such as 'The Wilcoxon Signed Rank Test' and 'The Mann Whitney U test' were used.