• Title/Summary/Keyword: Sample entropy

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Goodness-of-fit test for normal distribution based on parametric and nonparametric entropy estimators (모수적 엔트로피 추정량과 비모수적 엔트로피 추정량에 기초한 정규분포에 대한 적합도 검정)

  • Choi, Byungjin
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.847-856
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    • 2013
  • In this paper, we deal with testing goodness-of-fit for normal distribution based on parametric and nonparametric entropy estimators. The minimum variance unbiased estimator for the entropy of the normal distribution is derived as a parametric entropy estimator to be used for the construction of a test statistic. For a nonparametric entropy estimator of a data-generating distribution under the alternative hypothesis sample entropy and its modifications are used. The critical values of the proposed tests are estimated by Monte Carlo simulations and presented in a tabular form. The performance of the proposed tests under some selected alternatives are investigated by means of simulations. The results report that the proposed tests have better power than the previous entropy-based test by Vasicek (1976). In applications, the new tests are expected to be used as a competitive tool for testing normality.

Magnetic and Magnetocaloric Properties of (Gd1-xCex)Al2(x = 0, 0.25, 0.5, 0.75) Compounds

  • Gencer, H.;Izgi, T.;Kolat, V.S.;Kaya, A.O.;Atalay, S.
    • Journal of Magnetics
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    • v.16 no.4
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    • pp.337-341
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    • 2011
  • The magnetic and magnetocaloric properties of $Gd_{1-x}Ce_xAl_2$ (x = 0, 0.25, 0.5, 0.75) intermetallic compounds alloys have been investigated in detail for the first time. XRD patterns indicated that all the samples were crystallized in a single phase with $MgCu_2$-type structure (Laves phase). Ce substitution for Gd increased the lattice parameters and decreased the Curie temperature from 163 K for x = 0 to 37 K for x = 0.75. A maximum entropy change of 3.82 J/kg K was observed when a 2 T magnetic field was applied to the x = 0 sample. This entropy change decreased with increasing Ce content to 2.04 J/kg K for the x = 0.75 sample.

Mutual Information and Redundancy for Categorical Data

  • Hong, Chong-Sun;Kim, Beom-Jun
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.297-307
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    • 2006
  • Most methods for describing the relationship among random variables require specific probability distributions and some assumptions of random variables. The mutual information based on the entropy to measure the dependency among random variables does not need any specific assumptions. And the redundancy which is a analogous version of the mutual information was also proposed. In this paper, the redundancy and mutual information are explored to multi-dimensional categorical data. It is found that the redundancy for categorical data could be expressed as the function of the generalized likelihood ratio statistic under several kinds of independent log-linear models, so that the redundancy could also be used to analyze contingency tables. Whereas the generalized likelihood ratio statistic to test the goodness-of-fit of the log-linear models is sensitive to the sample size, the redundancy for categorical data does not depend on sample size but its cell probabilities itself.

Automatic Detection of Congestive Heart Failure and Atrial Fibrillation with Short RR Interval Time Series

  • Yoon, Kwon-Ha;Nam, Yunyoung;Thap, Tharoeun;Jeong, Changwon;Kim, Nam Ho;Ko, Joem Seok;Noh, Se-Eung;Lee, Jinseok
    • Journal of Electrical Engineering and Technology
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    • v.12 no.1
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    • pp.346-355
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    • 2017
  • Atrial fibrillation (AF) and Congestive heart failure (CHF) are increasingly widespread, costly, deadly diseases and are associated with significant morbidity and mortality. In this study, we analyzed three statistical methods for automatic detection of AF and CHF based on the randomness, variability and complexity of the heart beat interval, which is RRI time series. Specifically, we used short RRI time series with 16 beats and employed the normalized root mean square of successive RR differences (RMSSD), the sample entropy and the Shannon entropy. The detection performance was analyzed using four large well documented databases, namely the MIT-BIH Atrial fibrillation (n=23), the MIT-BIH Normal Sinus Rhythm (n=18), the BIDMC Congestive Heart Failure (n=13) and the Congestive Heart Failure RRI databases (n=25). Using thresholds by Receiver Operating Characteristic (ROC) curves, we found that the normalized RMSSD provided the highest accuracy. The overall sensitivity, specificity and accuracy for AF and CHF were 0.8649, 0.9331 and 0.9104, respectively. Regarding CHF detection, the detection rate of CHF (NYHA III-IV) was 0.9113 while CHF (NYHA I-II) was 0.7312, which shows that the detection rate of CHF with higher severity is higher than that of CHF with lower severity. For the clinical 24 hour data (n=42), the overall sensitivity, specificity and accuracy for AF and CHF were 0.8809, 0.9406 and 0.9108, respectively, using normalized RMSSD.

A Goodness of Fit Tests Based on the Partial Kullback-Leibler Information with the Type II Censored Data

  • Park, Sang-Un;Lim, Jong-Gun
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.233-238
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    • 2003
  • Goodness of fit test statistics based on the information discrepancy have been shown to perform very well (Vasicek 1976, Dudewicz and van der Meulen 1981, Chandra et al 1982, Gohkale 1983, Arizona and Ohta 1989, Ebrahimi et al 1992, etc). Although the test is well defined for the non-censored case, censored case has not been discussed in the literature. Therefore we consider a goodness of fit test based on the partial Kullback-Leibler(KL) information with the type II censored data. We derive the partial KL information of the null distribution function and a nonparametric distribution function, and establish a goodness of fit test statistic. We consider the exponential and normal distributions and made Monte Calro simulations to compare the test statistics with some existing tests.

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Buckley-James Type Estimators for Entropy of Lifetimes under Random Censorship Model (임의중단모형에서 수명의 엔트로피에 대한 Buckley-James형 추정량)

  • 이재만;차영준;이우동;김종태
    • Journal of Korea Society of Industrial Information Systems
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    • v.5 no.2
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    • pp.62-69
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    • 2000
  • In this paper, we propose two Buckley-James type nonparametric estimators for entropy of lifetimes under random censorship model. We investigate the small sample behaviors of the proposed estimators when the underlying distribution has decreasing failure rate, constant failure rate, and increasing failure rate. Also some examples are illustrated for analysing data.

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A Study on the Effects of Chinese Qigong and Kundalini Yoga Meditations on the Heart Rate Variability of Skilled Students (중국 기공 및 쿤달리니 요가 명상이 숙련자의 심박변이율(HRV) 변화에 미치는 영향에 관한 연구)

  • Jang, Dae-Geun;Jang, Jae-Keun;Park, Seung-Hun;Hahn, Minsoo
    • Journal of Biomedical Engineering Research
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    • v.33 no.3
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    • pp.141-147
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    • 2012
  • In this paper, we have investigated effects of two specific meditations (Chinese qigong meditation and Kundalini yoga meditation) on the heart rate variability (HRV), which is a well-known quantitative measure of autonomic balance, of skilled students. To analyze the effects, the MIT/BIH physionet database was utilized. The database includes RR intervals of eight skilled Chinese qigong meditators (5 women and 3 men; age range 26-35) and four skilled Kundalini yoga meditators (2 women and 2 men; age range 20-52). RR intervals of each subject were measured before and during the meditations. For HRV analysis, we have used typical four HRV parameters - the low frequency to high frequency power ratio (LF/HF ratio), SD2/SD1 ratio, sample entropy, and fractal dimension. The LF/HF ratio was calculated by the autoregressive spectrum and the SD2/SD1 ratio was derived from the Poincar$\grave{e}$ plot. The sample entropy was computed from the phase space plot and the fractal dimension was estimated by the Higuchi's algorithm. In the experiments, the Wilcoxon signed rank test was employed because we used small datasets and compared HRV parameters before and during the meditations. As a result, we have found increment of the LF/HF and SD2/SD1 ratios in both meditations; whereas the sample entropy is decreased during the meditations. In addition, the fractal dimension is increased during the Chinese qigong meditation; whereas it is decreased during the Kundalini yoga meditation. The results show that the sympathetic nervous system is generally more activated in skilled Chinese qigong and Kundalini yoga meditators, but the activation of the parasympathetic nervous tone is suppressed.

Magnetization and Magnetic Entropy Change in Superparamagnetic Co-Ferrite Nanoparticle (초상자성 코발트 페라이트 나노입자에 대한 자화 및 자기엔트로피 변화)

  • Ahn, Yang-Kyu;Choi, Eun-Jung
    • Journal of the Korean Magnetics Society
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    • v.18 no.2
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    • pp.63-66
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    • 2008
  • In order to the magnetization and magnetic entropy change for superparamagnetic ferrite nanoparticles, ultrafine cobalt ferrite particles were synthesized using a mircoemulsion method. The peak of X-ray diffraction pattern corresponds to a cubic spinel structure with the lattice constant 8.40 $\AA$. The average particle size, determined from X-ray diffraction line-broadening using Scherrer's, is 7.9 nm. The maximal magnetizations measured at 5 and 300 K are 24.3 emu/g and 17.2 emu/g, respectively. Superparamagnetic behavior of the sample is confirmed by the coincidence of the M vs. H/T plots at various temperatures. According to the thermodynamic theory, magnetic entropy change decreases with increasing temperature.

Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution (로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교)

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.625-636
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    • 2011
  • This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

Annealing Effect on the Mechanical Properties of Hot-Rolled Fe55Co17.5Ni10Cr12.5Mo5 High-Entropy Alloy (열간압연 된 Fe55Co17.5Ni10Cr12.5Mo5 고엔트로피합금의 소둔 조건에 따른 기계적 특성 변화)

  • Park, H.D.;Bae, D.H.;Won, J.W.;Moon, J.;Kim, H.S.;Seol, J.B.;Sung, H.;Bae, J.W.;Kim, J.G.
    • Transactions of Materials Processing
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    • v.31 no.5
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    • pp.273-280
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    • 2022
  • Although the mechanical properties of high-entropy alloys depend on the annealing conditions, limited works were established to investigate the annealing effect on the mechanical properties of Mo-added high-entropy alloys. Therefore, in the present work, the annealing effects on the microstructural evolution and mechanical properties of Mo-added high-entropy alloy were investigated. As a result, incomplete recrystallization from the limited annealing time not only suppresses deformation-induced phase transformation during cryogenic tensile test but also induces a deformation instability that results into the ductility reduction compare with the fully recrystallized sample. This result represents adjustment of annealing time is useful to control both transformation-induce plasticity and deformation instability of high-entropy alloys, and this can be applied to control the mechanical properties of metallic alloys by combining pre-straining and subsequent annealing.