• 제목/요약/키워드: Order Statistics

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

  • 남주선;강승호
    • 응용통계연구
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    • 제26권4호
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    • pp.595-610
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    • 2013
  • 범주형 자료에서 순서화된 대립가설을 검정하는 경우는 의학 사회학 경영학 등 다양한 응용분야에서 발생한다. 이러한 검정 방법은 대부분 대표본이론에 근거하여 개발되었다. 하지만 표본크기가 작거나 표본크기가 매우 불균등한 경우 대표본이론에 근거한 검정방법의 제 1종 오류 확률은 목표로 하는 5%와 멀어지는 경우가 많이 발생한다. 본 논문에서는 범주형 자료에서 순서화된 대립가설을 검정하는 경우 표본크기가 작거나 표본크기가 매우 불균등한 경우에 사용될 수 있는 정확검정방법을 소개하고 이에 대한 검정력 및 정확 p-value를 제시할 것이다.

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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    • 제22권2호
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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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    • 제38권4호
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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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    • 제20권6호
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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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    • 제27권1_2호
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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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    • 제21권3호
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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.

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

  • 김한수
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 1998년도 학술발표대회 논문집 제17권 1호
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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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    • 제8권3호
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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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    • 제6권2호
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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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