• Title/Summary/Keyword: Random sample

Search Result 1,024, Processing Time 0.024 seconds

On the Estimation in Regression Models with Multiplicative Errors

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.10 no.1
    • /
    • pp.193-198
    • /
    • 1999
  • The estimation of parameters in regression models with multiplicative errors is usually based on the gamma or log-normal likelihoods. Under reciprocal misspecification, we compare the small sample efficiencies of two sets of estimators via a Monte Carlo study. We further consider the case where the errors are a random sample from a Weibull distribution. We compute the asymptotic relative efficiency of quasi-likelihood estimators on the original scale to least squares estimators on the log-transformed scale and perform a Monte Carlo study to compare the small sample performances of quasi-likelihood and least squares estimators.

  • PDF

Asymptotic Distribution of Sample Autocorrelation Function for the First-order Bilinear Time Series Model

  • Kim, Won-Kyung
    • Journal of the Korean Statistical Society
    • /
    • v.19 no.2
    • /
    • pp.139-144
    • /
    • 1990
  • For the first-order bilinear time series model $X_t = aX_{t-1} + e_i + be_{t-1}X_{t-1}$ where ${e_i}$ is a sequence of independent normal random variables with mean 0 and variance $\sigma^2$, the asymptotic distribution of sample autocarrelation function is obtained and shown to follow a normal distribution. The variance of the asymptotic distribution is of a complicated form and hence a bootstrap estimate of the variance is proposed for large sample inference. This result can be used to distinguish between different bilinear models.

  • PDF

A Stratified Multi-proportions Randomized Response Model (층화 다지 확률화응답모형)

  • Lee, Gi-Sung;Park, Kyung-Soon
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.6
    • /
    • pp.1113-1120
    • /
    • 2015
  • We propose a multi-proportions randomized response model by stratified simple random sampling for surveys of sensitive issues of a polychotomous population composed of several stratum. We also systemize a theoretical validity to apply multi-proportions randomized response model (Abul-Ela et al.' model, Eriksson's model) to stratified simple random sampling and derive the estimate and its dispersion matrix of the proportion of sensitive characteristic of population using the suggested model. Two types of sample allocations (proportional allocation and optimum allocation) are considered under the fixed cost. In efficiency, the Eriksson's model by stratified sampling are compared to the Abul-Ela et al.' model.

The Numerical Simulation of Muti-directional Wasves and Statistical Investigation (다방향파의 수치시뮬레이션 및 통계적 검토)

  • 송명재;조효제;이승건
    • Journal of Ocean Engineering and Technology
    • /
    • v.7 no.2
    • /
    • pp.114-120
    • /
    • 1993
  • Responses of marine vehicles and ocean structures in a seaway can be predicted by applying the probabilistic approach. When we consider a linear system, the responses in a random seaway can be evaluated through spectral analysis in the frequency domain. But when we treat nonlinear system in irregular waves, it is necessary to get time history of waves. In the previous study we introduced one-directional waves (long crested waves)as wave environment and carried out calculations and experiments in the waves. But the real sea in which marine vehicles and structures are operated has multi-directional waves (short crested waves). It is important to get a simulated random sea and analyse dynamic problems in the sea. We need entire sample function or probabillty density function to infer statistical value of random process. However if the process are ergodic process, we can get statistical values by analysis of one sample function. In this paper, we developed the simulation technique of multi-directional waves and proved that the time history given by this method keep ergodic characteristics by the statistical analysis.

  • PDF

Effective Sample Sizes for the Test of Mean Differences Based on Homogeneity Test

  • Heo, Sunyeong
    • Journal of Integrative Natural Science
    • /
    • v.12 no.3
    • /
    • pp.91-99
    • /
    • 2019
  • Many researchers in various study fields use the two sample t-test to confirm their treatment effects. The two sample t-test is generally used for small samples, and assumes that two independent random samples are selected from normal populations, and the population variances are unknown. Researchers often conduct F-test, the test of equality of variances, before testing the treatment effects, and the test statistic or confidence interval for the two sample t-test has two formats according to whether the variances are equal or not. Researchers using the two sample t-test often want to know how large sample sizes they need to get reliable test results. This research gives some guidelines for sample sizes to them through simulation works. The simulation had run for normal populations with the different ratios of two variances for different sample sizes (${\leq}30$). The simulation results are as follows. First, if one has no idea equality of variances but he/she can assume the difference is moderate, it is safe to use sample size at least 20 in terms of the nominal level of significance. Second, the power of F-test for the equality of variances is very low when the sample sizes are small (<30) even though the ratio of two variances is equal to 2. Third, the sample sizes at least 10 for the two sample t-test are recommendable in terms of the nominal level of significance and the error limit.

LS-SVM for large data sets

  • Park, Hongrak;Hwang, Hyungtae;Kim, Byungju
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.2
    • /
    • pp.549-557
    • /
    • 2016
  • In this paper we propose multiclassification method for large data sets by ensembling least squares support vector machines (LS-SVM) with principal components instead of raw input vector. We use the revised one-vs-all method for multiclassification, which is one of voting scheme based on combining several binary classifications. The revised one-vs-all method is performed by using the hat matrix of LS-SVM ensemble, which is obtained by ensembling LS-SVMs trained using each random sample from the whole large training data. The leave-one-out cross validation (CV) function is used for the optimal values of hyper-parameters which affect the performance of multiclass LS-SVM ensemble. We present the generalized cross validation function to reduce computational burden of leave-one-out CV functions. Experimental results from real data sets are then obtained to illustrate the performance of the proposed multiclass LS-SVM ensemble.

A Dual Problem of Calibration of Design Weights Based on Multi-Auxiliary Variables

  • Al-Jararha, J.
    • Communications for Statistical Applications and Methods
    • /
    • v.22 no.2
    • /
    • pp.137-146
    • /
    • 2015
  • Singh (2013) considered the dual problem to the calibration of design weights to obtain a new generalized linear regression estimator (GREG) for the finite population total. In this work, we have made an attempt to suggest a way to use the dual calibration of the design weights in case of multi-auxiliary variables; in other words, we have made an attempt to give an answer to the concern in Remark 2 of Singh (2013) work. The same idea is also used to generalize the GREG estimator proposed by Deville and S$\ddot{a}$rndal (1992). It is not an easy task to find the optimum values of the parameters appear in our approach; therefore, few suggestions are mentioned to select values for such parameters based on a random sample. Based on real data set and under simple random sampling without replacement design, our approach is compared with other approaches mentioned in this paper and for different sample sizes. Simulation results show that all estimators have negligible relative bias, and the multivariate case of Singh (2013) estimator is more efficient than other estimators.

Fast Outlier Removal for Image Registration based on Modified K-means Clustering

  • Soh, Young-Sung;Qadir, Mudasar;Kim, In-Taek
    • Journal of the Institute of Convergence Signal Processing
    • /
    • v.16 no.1
    • /
    • pp.9-14
    • /
    • 2015
  • Outlier detection and removal is a crucial step needed for various image processing applications such as image registration. Random Sample Consensus (RANSAC) is known to be the best algorithm so far for the outlier detection and removal. However RANSAC requires a cosiderable computation time. To drastically reduce the computation time while preserving the comparable quality, a outlier detection and removal method based on modified K-means is proposed. The original K-means was conducted first for matching point pairs and then cluster merging and member exclusion step are performed in the modification step. We applied the methods to various images with highly repetitive patterns under several geometric distortions and obtained successful results. We compared the proposed method with RANSAC and showed that the proposed method runs 3~10 times faster than RANSAC.

LiDAR based Real-time Ground Segmentation Algorithm for Autonomous Driving (자율주행을 위한 라이다 기반의 실시간 그라운드 세그멘테이션 알고리즘)

  • Lee, Ayoung;Yi, Kyongsu
    • Journal of Auto-vehicle Safety Association
    • /
    • v.14 no.2
    • /
    • pp.51-56
    • /
    • 2022
  • This paper presents an Ground Segmentation algorithm to eliminate unnecessary Lidar Point Cloud Data (PCD) in an autonomous driving system. We consider Random Sample Consensus (Ransac) Algorithm to process lidar ground data. Ransac designates inlier and outlier to erase ground point cloud and classified PCD into two parts. Test results show removal of PCD from ground area by distinguishing inlier and outlier. The paper validates ground rejection algorithm in real time calculating the number of objects recognized by ground data compared to lidar raw data and ground segmented data based on the z-axis. Ground Segmentation is simulated by Robot Operating System (ROS) and an analysis of autonomous driving data is constructed by Matlab. The proposed algorithm can enhance performance of autonomous driving as misrecognizing circumstances are reduced.

Implementation of Linear Detection Algorithm using Raspberry Pi and OpenCV (라즈베리파이와 OpenCV를 활용한 선형 검출 알고리즘 구현)

  • Lee, Sung-jin;Choi, Jun-hyeong;Choi, Byeong-yoon
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2021.10a
    • /
    • pp.637-639
    • /
    • 2021
  • As autonomous driving research is actively progressing, lane detection is an essential technology in ADAS (Advanced Driver Assistance System) to locate a vehicle and maintain a route. Lane detection is detected using an image processing algorithm such as Hough transform and RANSAC (Random Sample Consensus). This paper implements a linear shape detection algorithm using OpenCV on Raspberry Pi 3 B+. Thresholds were set through OpenCV Gaussian blur structure and Canny edge detection, and lane recognition was successful through linear detection algorithm.

  • PDF