• Title/Summary/Keyword: Order Statistics

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Developing of Exact Tests for Order-Restrictions in Categorical Data (범주형 자료에서 순서화된 대립가설 검정을 위한 정확검정의 개발)

  • Nam, Jusun;Kang, Seung-Ho
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.595-610
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    • 2013
  • Testing of order-restricted alternative hypothesis in $2{\times}k$ contingency tables can be applied to various fields of medicine, sociology, and business administration. Most testing methods have been developed based on a large sample theory. In the case of a small sample size or unbalanced sample size, the Type I error rate of the testing method (based on a large sample theory) is very different from the target point of 5%. In this paper, the exact testing method is introduced in regards to the testing of an order-restricted alternative hypothesis in categorical data (particularly if a small sample size or extreme unbalanced data). Power and exact p-value are calculated, respectively.

Asymptotically Adimissible and Minimax Estimators of the Unknown Mean

  • Andrew L. Rukhin;Kim, Woo-Chul
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.191-200
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    • 1993
  • An asymptotic estimation problem of the unknown mean is studied under a general loss function. The proof of this result is based on the asymptotic expansion of the risk function. Also conditions for second order admissibility and minimaxity of a class of estimators depending only on the sample mean are established.

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Hierarchical Order Statistics Filtering for Fast Bi-Dimensional Empirical Mode Decomposition

  • Semiz, Serkan;Celebi, Anil;Urhan, Oguzhan
    • ETRI Journal
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    • v.38 no.4
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    • pp.695-702
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    • 2016
  • A hierarchical approach for fast bi-dimensional empirical mode decomposition (B-EMD) is proposed. The presented approach utilizes an efficient window size determination scheme that enables the multi-level computation of the order statistics filter (OSF). Our detailed experiments show that the proposed OSF computation approach allows a significantly faster computation of an EMD without degrading the decomposition accuracy.

Noninformative priors for Pareto distribution

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1213-1223
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    • 2009
  • In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jereys' prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order matching prior and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. A real example is also considered.

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MIXED TYPE MULTIOBJECTIVE VARIATIONAL PROBLEMS WITH HIGHER ORDER DERIVATIVES

  • Husain, I.;Ahmed, A.;Rumana, G. Mattoo
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.245-257
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    • 2009
  • A mixed type dual for multiobjective variational problem involving higher order derivatives is formulated and various duality results under generalized invexity are established. Special cases are generated and it is also pointed out that our results can be viewed as a dynamic generalization of existing results in the static programming.

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On Bounds for Moments of Unimodal Distributions

  • Sharma, R.;Bhandaria, R.
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.201-212
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    • 2014
  • We provide a simple basic method to find bounds for higher order moments of unimodal distributions in terms of lower order moments when the random variable takes value in a given finite real interval. The bounds for moments in terms of the geometric mean of the distribution are also derived. Both continuous and discrete cases are considered. The bounds for the ratio and difference of moments are obtained. The special cases provide refinements of several well-known inequalities, such as Kantorovich inequality and Krasnosel'skii and Krein inequality.

Forward/Backward First Order Statistics Algorithm for the estimation of DOA in a Multipath environment (다중경로 환경에서 DOA를 추정하기 위한 Forward/Backward First Order Statistics Algorithm)

  • 김한수
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1998.06c
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    • pp.221-224
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    • 1998
  • 간섭신호가 원하는 신호에 coherent한 경우에는 원하는 신호와 간섭신호간의 cross correlation에 의해 공분산 행렬의 rank가 줄어들게 되어 coherent한 간섭신호의 도래각을 추정할 수 없게 된다. 이러한 문제를 해결하기 위해 발표된 기존의 방법중 대칭 어레이(Symmetric array)방법은 계산량이 많아지고 공간 스무딩(Spatial Smoothing)방법은 array aperture size에서 손해를 보게 되어 분해능이 떨어지는 단점이 있다[1,2,3].

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Overfitting Probabilities using Dependent F-tests in Regression

  • Park, Chan-Keun
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.589-601
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    • 2001
  • Probabilities of overfilling for model selection criteria are derived for several different situations. First, one candidate model with one extra variable is compared to the current model. This is expanded to m candidate models. We show that these comparisons are not independent and discuss ovefitting probabilities. Correlation between two F-tests is derived. Finally, probabilities are computed using the dependent F distributions and F distributions based on order statistics of independent Chi-squares.

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Reliability Estimation for a Shared-Load System Based on Freund Model

  • Hong, Yeon-Woong;Lee, Jae-Man;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.6 no.2
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    • pp.1-7
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    • 1995
  • This paper considers the reliability estimation of a two-component shared-load system based on Freund model. Maximum likelihood estimator, order restricted maximum likelihood estimator and uniformly minimum variance unbiased estimator of the reliability function for the system are obtained. Performance of three estimators for moderate sample sizes is studied by simulation.

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