• 제목/요약/키워드: Parametric distribution

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극단값 분포 추정을 위한 모수적 비모수적 방법 (Parametric nonparametric methods for estimating extreme value distribution)

  • 우승현;강기훈
    • 문화기술의 융합
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    • 제8권1호
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    • pp.531-536
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    • 2022
  • 본 논문은 꼬리가 두꺼운 분포의 꼬리부분에 대한 분포를 추정할 경우 모수적 방법과 비모수적 방법의 성능에 대해 비교하였다. 모수적 방법으로는 일반화 극단값 분포와 일반화 파레토 분포를 이용하였고, 비모수적 방법은 커널형 확률밀도함수 추정방법을 적용하였다. 두 접근법의 비교를 위해 2014년부터 2018년까지 서울시 관측소별 일일 미세먼지 공공데이터를 이용하여 블록 최댓값 모형과 분계점 초과치 모형을 적용하여 함수 추정한 결과를 함께 보이고 2년, 5년, 10년의 재현수준을 통해 고농도의 미세먼지가 일어날 지역을 예측하였다.

Bootstrap simulation for quantification of uncertainty in risk assessment

  • Chang, Ki-Yoon;Hong, Ki-Ok;Pak, Son-Il
    • 대한수의학회지
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    • 제47권2호
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    • pp.259-263
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    • 2007
  • The choice of input distribution in quantitative risk assessments modeling is of great importance to get unbiased overall estimates, although it is difficult to characterize them in situations where data available are too sparse or small. The present study is particularly concerned with accommodation of uncertainties commonly encountered in the practice of modeling. The authors applied parametric and non-parametric bootstrap simulation methods which consist of re-sampling with replacement, in together with the classical Student-t statistics based on the normal distribution. The implications of these methods were demonstrated through an empirical analysis of trade volume from the amount of chicken and pork meat imported to Korea during the period of 1998-2005. The results of bootstrap method were comparable to the classical techniques, indicating that bootstrap can be an alternative approach in a specific context of trade volume. We also illustrated on what extent the bias corrected and accelerated non-parametric bootstrap method produces different estimate of interest, as compared by non-parametric bootstrap method.

Applying Conventional and Saturated Generalized Gamma Distributions in Parametric Survival Analysis of Breast Cancer

  • Yavari, Parvin;Abadi, Alireza;Amanpour, Farzaneh;Bajdik, Chris
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권5호
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    • pp.1829-1831
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    • 2012
  • Background: The generalized gamma distribution statistics constitute an extensive family that contains nearly all of the most commonly used distributions including the exponential, Weibull and log normal. A saturated version of the model allows covariates having effects through all the parameters of survival time distribution. Accelerated failure-time models assume that only one parameter of the distribution depends on the covariates. Methods: We fitted both the conventional GG model and the saturated form for each of its members including the Weibull and lognormal distribution; and compared them using likelihood ratios. To compare the selected parameter distribution with log logistic distribution which is a famous distribution in survival analysis that is not included in generalized gamma family, we used the Akaike information criterion (AIC; r=l(b)-2p). All models were fitted using data for 369 women age 50 years or more, diagnosed with stage IV breast cancer in BC during 1990-1999 and followed to 2010. Results: In both conventional and saturated parametric models, the lognormal was the best candidate among the GG family members; also, the lognormal fitted better than log-logistic distribution. By the conventional GG model, the variables "surgery", "radiotherapy", "hormone therapy", "erposneg" and interaction between "hormone therapy" and "erposneg" are significant. In the AFT model, we estimated the relative time for these variables. By the saturated GG model, similar significant variables are selected. Estimating the relative times in different percentiles of extended model illustrate the pattern in which the relative survival time change during the time. Conclusions: The advantage of using the generalized gamma distribution is that it facilitates estimating a model with improved fit over the standard Weibull or lognormal distributions. Alternatively, the generalized F family of distributions might be considered, of which the generalized gamma distribution is a member and also includes the commonly used log-logistic distribution.

병원자료에 근거한 혈액 및 혈액화학 검사항목의 참고구간 설정 (Reference Intervals from Hospital-Based Data for Hematologic and Serum Chemistry Values in Dogs)

  • 권영욱;박선일
    • 한국임상수의학회지
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    • 제27권1호
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    • pp.66-70
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    • 2010
  • Reference interval is critical for interpreting laboratory results, monitoring response to therapy and predicting the prognosis of the patients in clinical settings. The aim of the present study was to update established reference intervals for routine hematologic and serum chemistry values for a population of clinically healthy dogs (range, 1-8 years) seen in an animal hospital. Blood was obtained by venipuncture while animals were physically restrained, and samples were analyzed for 9 chemistries on MS9-5H (Melot Schloesing Lab, France) and 6 hematology on Vet Test 8008 (IDEXX, USA). Data from 105 dogs (52 males and 53 females) for hematology and 113 dogs (37 males and 76 females) for chemistry were used to determine reference intervals using the parametric, nonparametric and bootstrap methods. Prior to analysis, all parameters were tested for normal distribution using Anderson-Darling criterion. Of the 9 biochemical analytes, alkaline phosphatase, alanine aminotransferase, aspartate aminotransferase, creatinine, total protein, and glucose concentrations did not fit normal distribution for both original and transformed data. All but eosinophil count satisfied normal distribution for either original or transformed data. Parametric method can be used for original cholesterol concentrations, RBC, WBC, and neutrophil counts. This technique can also be used for power-transformed values of blood urea nitrogen concentrations and for logarithm of lymphocyte and monocyte counts. Non-parametric or bootstrap method was the preferred choice for the remaining 7 biochemical parameters and eosinophil count as they did not follow normal distributions. All three statistical techniques performed in similar reference intervals. When establishing reference intervals for clinical laboratory data, it is essential to assess the distribution of the original data to increase the accuracy of the interval, and non-parametric or bootstrap methods are of alternative for the data that do not fit normal distribution.

Inverted exponentiated Weibull distribution with applications to lifetime data

  • Lee, Seunghyung;Noh, Yunhwan;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제24권3호
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    • pp.227-240
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    • 2017
  • In this paper, we introduce the inverted exponentiated Weibull (IEW) distribution which contains exponentiated inverted Weibull distribution, inverse Weibull (IW) distribution, and inverted exponentiated distribution as submodels. The proposed distribution is obtained by the inverse form of the exponentiated Weibull distribution. In particular, we explain that the proposed distribution can be interpreted by Marshall and Olkin's book (Lifetime Distributions: Structure of Non-parametric, Semiparametric, and Parametric Families, 2007, Springer) idea. We derive the cumulative distribution function and hazard function and calculate expression for its moment. The hazard function of the IEW distribution can be decreasing, increasing or bathtub-shaped. The maximum likelihood estimation (MLE) is obtained. Then we show the existence and uniqueness of MLE. We can also obtain the Bayesian estimation by using the Gibbs sampler with the Metropolis-Hastings algorithm. We also give applications with a simulated data set and two real data set to show the flexibility of the IEW distribution. Finally, conclusions are mentioned.

A Family of Truncated Skew-Normal Distributions

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제11권2호
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    • pp.265-274
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    • 2004
  • The paper extends earlier work on the skew-normal distribution, a family of distributions including normal, but with extra parameter to regulate skewness. The present work introduces a singly truncated parametric family that strictly includes a truncated normal distribution, and studies its properties, with special emphasis on the relation with bivariate normal distribution.

Bootstrap Confidence Intervals for the Reliability Function of an Exponential Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.523-532
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    • 1997
  • We propose several estimators of the reliability function R of the two-parameter exponential distribution, and then compare those estimator in terms of the mean square error (MSE) through Monte Carlo method. We also consider the parametric bootstrap estimation. Using the parametric bootstrap estimator, we obtain the bootstrap confidence intervals for reliability function and compare the proposed bootstrap confidence intervals in terms of the length and the coverage probability through Monte Carlo method.

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A Note on Parametric Bootstrap Model Selection

  • Lee, Kee-Won;Songyong Sim
    • Journal of the Korean Statistical Society
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    • 제27권4호
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    • pp.397-405
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    • 1998
  • We develop parametric bootstrap model selection criteria in an example to fit a random sample to either a general normal distribution or a normal distribution with prespecified mean. We apply the bootstrap methods in two ways; one considers the direct substitution of estimated parameter for the unknown parameter, and the other focuses on the bias correction. These bootstrap model selection criteria are compared with AIC. We illustrate that all the selection rules reduce to the one sample t-test, where the cutoff points converge to some certain points as the sample size increases.

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Parametric Estimations for Parameter Changes in the Exponential Distribution

  • Lee, Chang-Soo;Moon, Yeung-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제16권1호
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    • pp.107-114
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    • 2005
  • We shall consider parametric estimations for the scale parameter in the exponential distribution when the parameter is function of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically efficiencies for proposed estimators of the scale parameter in the small sample sizes.

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