• Title/Summary/Keyword: Sequential sampling

Search Result 136, Processing Time 0.029 seconds

An Integrated Sequential Inference Approach for the Normal Mean

  • Almahmeed, M.A.;Hamdy, H.I.;Alzalzalah, Y.H.;Son, M.S.
    • Journal of the Korean Statistical Society
    • /
    • v.31 no.4
    • /
    • pp.415-431
    • /
    • 2002
  • A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.

Efficiency and Minimaxity of Bayes Sequential Procedures in Simple versus Simple Hypothesis Testing for General Nonregular Models

  • Hyun Sook Oh;Anirban DasGupta
    • Journal of the Korean Statistical Society
    • /
    • v.25 no.1
    • /
    • pp.95-110
    • /
    • 1996
  • We consider the question of efficiency of the Bayes sequential procedure with respect to the optimal fixed sample size Bayes procedure in a simple vs. simple testing problem for data coming from a general nonregular density b(.theta.)h(x)l(x < .theta.). Efficiency is defined in two different ways in these caiculations. Also, the minimax sequential risk (and minimax sequential stratage) is studied as a function of the cost of sampling.

  • PDF

Enhanced Robust Cooperative Spectrum Sensing in Cognitive Radio

  • Zhu, Feng;Seo, Seung-Woo
    • Journal of Communications and Networks
    • /
    • v.11 no.2
    • /
    • pp.122-133
    • /
    • 2009
  • As wireless spectrum resources become more scarce while some portions of frequency bands suffer from low utilization, the design of cognitive radio (CR) has recently been urged, which allows opportunistic usage of licensed bands for secondary users without interference with primary users. Spectrum sensing is fundamental for a secondary user to find a specific available spectrum hole. Cooperative spectrum sensing is more accurate and more widely used since it obtains helpful reports from nodes in different locations. However, if some nodes are compromised and report false sensing data to the fusion center on purpose, the accuracy of decisions made by the fusion center can be heavily impaired. Weighted sequential probability ratio test (WSPRT), based on a credit evaluation system to restrict damage caused by malicious nodes, was proposed to address such a spectrum sensing data falsification (SSDF) attack at the price of introducing four times more sampling numbers. In this paper, we propose two new schemes, named enhanced weighted sequential probability ratio test (EWSPRT) and enhanced weighted sequential zero/one test (EWSZOT), which are robust against SSDF attack. By incorporating a new weight module and a new test module, both schemes have much less sampling numbers than WSPRT. Simulation results show that when holding comparable error rates, the numbers of EWSPRT and EWSZOT are 40% and 75% lower than WSPRT, respectively. We also provide theoretical analysis models to support the performance improvement estimates of the new schemes.

SMCS/SMPS Simulation Algorithms for Estimating Network Reliability (네트워크 신뢰도를 추정하기 위한 SMCS/SMPS 시뮬레이션 기법)

  • 서재준
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.24 no.63
    • /
    • pp.33-43
    • /
    • 2001
  • To estimate the reliability of a large and complex network with a small variance, we propose two dynamic Monte Carlo sampling methods: the sequential minimal cut set (SMCS) and the sequential minimal path set (SMPS) methods. These methods do not require all minimal cut sets or path sets to be given in advance and do not simulate all arcs at each trial, which can decrease the valiance of network reliability. Based on the proposed methods, we develop the importance sampling estimators, the total hazard (or safety) estimator and the hazard (or safety) importance sampling estimator, and compare the performance of these simulation estimators. It is found that these estimators can significantly reduce the variance of the raw simulation estimator and the usual importance sampling estimator. Especially, the SMCS algorithm is very effective in case that the failure probabilities of arcs are low. On the contrary, the SMPS algorithm is effective in case that the success Probabilities of arcs are low.

  • PDF

Reliability-Based Design Optimization Using Kriging Metamodel with Sequential Sampling Technique (순차적 샘플링과 크리깅 메타모델을 이용한 신뢰도 기반 최적설계)

  • Choi, Kyu-Seon;Lee, Gab-Seong;Choi, Dong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.33 no.12
    • /
    • pp.1464-1470
    • /
    • 2009
  • RBDO approach based on a sampling method with the Kriging metamodel and Constraint Boundary Sampling (CBS), which is sequential sampling method to generate metamodels is proposed. The major advantage of the proposed RBDO approach is that it does not require Most Probable failure Point (MPP) which is essential for First-Order Reliability Method (FORM)-based RBDO approach. The Monte Carlo Sampling (MCS), most well-known method of the sampling methods for the reliability analysis is used to assess the reliability of constraints. In addition, a Cumulative Distribution Function (CDF) of the constraints is approximated using Moving Least Square (MLS) method from empirical distribution function. It is possible to acquire a probability of failure and its analytic sensitivities by using an approximate function of the CDF for the constraints. Moreover, a concept of inactive design is adapted to improve a numerical efficiency of the proposed approach. Computational accuracy and efficiency of the proposed RBDO approach are demonstrated by numerical and engineering problems.

Sequential Approximate Optimization Using Kriging Metamodels (크리깅 모델을 이용한 순차적 근사최적화)

  • Shin Yongshik;Lee Yongbin;Ryu Je-Seon;Choi Dong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.29 no.9 s.240
    • /
    • pp.1199-1208
    • /
    • 2005
  • Nowadays, it is performed actively to optimize by using an approximate model. This is called the approximate optimization. In addition, the sequential approximate optimization (SAO) is the repetitive method to find an optimum by considering the convergence of an approximate optimum. In some recent studies, it is proposed to increase the fidelity of approximate models by applying the sequential sampling. However, because the accuracy and efficiency of an approximate model is directly connected with the design area and the termination criteria are not clear, sequential sampling method has the disadvantages that could support an unreasonable approximate optimum. In this study, the SAO is executed by using trust region, Kriging model and Optimal Latin Hypercube design (OLHD). Trust region is used to guarantee the convergence and Kriging model and OLHD are suitable for computer experiment. finally, this SAO method is applied to various optimization problems of highly nonlinear mathematical functions. As a result, each approximate optimum is acquired and the accuracy and efficiency of this method is verified by comparing with the result by established method.

Development of Sequential Sampling Plan for Bacterial Leaf Blight of Garlic by Cluster Sampling (클러스터 조사에 의한 마늘 세균점무늬병의 축차표본조사법 개발)

  • Song, Jeong Heub;Yang, Cheol Joon;Yang, Young Taek;Shim, Hong Sik;Jwa, Chang Sook
    • Research in Plant Disease
    • /
    • v.21 no.4
    • /
    • pp.268-272
    • /
    • 2015
  • Bacterial leaf blight caused by Pseudomonas syringae pv. porri is one of the major bacterial diseases of garlic (Allium sativum). In South Korea, the disease has only been observed in garlic-growing regions of Jeju island. The spatial distribution pattern of the disease was analyzed by binary power law, in which the natural logarithm of the observed variance is regressed on the natural logarithm of the binomial variance. The estimated slope (b=1.361) of the regression was greater than 1 which meant that the diseased plants were aggregated. The sequential sampling plans were developed for estimating the mean incidence rate ($p_m$) and classifying the mean incidence as being below or above the critical incidence rate ($p_t$). These results could be used on more efficient and higher precisive sampling for bacterial blight of garlic compared to fixed sample sized sampling.

Dispersion Indices and Sequential Sampling Plan for the Citrus Red Mite, Panonychus citri (McGregor) (Acari: Tetranychidae) on Satsuma Mandarin on Jeju Island (온주밀감에서 률응애의 공간분포분석 및 표본추출법)

  • 송정흡;이창훈;강상훈;김동환;강시용;류기중
    • Korean journal of applied entomology
    • /
    • v.40 no.2
    • /
    • pp.105-109
    • /
    • 2001
  • Dispersion pattern of the citrus red mite (CRM), Panonychus citri (McGregor) was determined to develop a monitoring method in the satsuma mandarin fields, Citrus unshiu L., in Jeju-do, during 1999 and 2000. CRM population was sampled by collecting leaves. Taylor's power law provided better description of mean-variance relationship for the dispersion indices compared to Iwao's patchiness regression. Slopes and intercepts of Taylor's power law from leaf samples did not differ among surveyed groves. Fixed-precision levels (D) of a sequential sampling plan were developed using Taylor's power law parameters generated from all motile stages of CRM in leaf sample. This sampling plan for leaf sample estimate was tested with resampling validation for sampling plan using 4 independent data sets. Resampling simulation analysis demonstrated that actual fixed-precision level values were better than desired D values of 0.20, 0.25 and 0.30. Required numbers for tree sampling at the density of more than 7 mites per tree were fewer than 18.

  • PDF