• 제목/요약/키워드: Squared bias

검색결과 116건 처리시간 0.023초

On Copas′ Local Likelihood Density Estimator

  • Kim, W.C.;Park, B.U.;Kim, Y.G.
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.77-87
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    • 2001
  • Some asymptotic results on the local likelihood density estimator of Copas(1995) are derived when the locally parametric model has several parameters. It turns out that it has the same asymptotic mean squared error as that of Hjort and Jones(1996).

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Jackknife Parametric Estimations in a Truncated Arcsine Distribution

  • Kim, Jung-Dae;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.91-97
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    • 1997
  • Maximum likelihood and jackknife estimators of the location and scale parameters and right-tail probability in the truncated arcsine distribution are proposed, and we shall compare the performances of the proposed estimators in terms of bias and mean squared error.

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다항회귀모형에 대한 최소편의 실험계획 (Minimum Bias Design for Polynomial Regression)

  • 장대흥;김영일
    • 응용통계연구
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    • 제28권6호
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    • pp.1227-1234
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    • 2015
  • 전통적으로 최적실험을 위한 실험기준들은 기본적으로 가정된 모형에 의존한다. 따라서 모형에 대한 완벽한 정보를 가지지 않는 경우 실험자는 곤란에 빠질 수 밖애 없다. Box와 Draper (1959) 이런 상황에 대비해 적분된 평균제곱오차의 편의부분에 해당하는 적분된 편의를 최소화하는 실험기준을 제안하고 필요충분조건을 명시하였다. 그러나 간단한 예제를 제외하고는 문헌에서는 이러한 필요충분조건을 만족하는 실험에 대한 구채적인 예제는 계산상의 문제로 예상외로 많이 연구가 되어 있지 않다. 비록 수치적인 해이긴 하지만 다항회귀모형을 중심으로 최소편의를 만족하는 실험의 성격을 파악하였는데 결론적으로 양극단에서 안쪽 방향으로 이탈되는 위치에서 받힘점이 형성되는 것을 알 수 있었다.

쌍대반응표면 최적화에서 편차와 분산의 가중치 결정에 관한 연구 (Determining the Relative Weights of Bias and Variance in Dual Response Surface Optimization)

  • 정인준;김광재;장수영
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 2004년도 춘계공동학술대회 논문집
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    • pp.294-297
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    • 2004
  • Mean squared error (MSE) is an effective criterion to combine the mean and the standard deviation responses in dual response surface optimization. The bias and variance components of MSE need to be weighted properly in the given problem situation. This paper proposes a systematic method to determine the relative weights of bias and variance in accordance with a decision maker's prior and posterior preference structure.

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Statistical Bias and Inflated Variance in the Genehunter Nonparametric Linkage Test Statistic

  • Song, Hae-Hiang;Choi, Eun-Kyeong
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.373-381
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    • 2009
  • Evidence of linkage is expressed as a decreasing trend of the squared trait difference of two siblings with increasing identical by descent scores. In contrast to successes in the application of a parametric approach of Haseman-Elston regression, notably low powers are demonstrated in the nonparametric linkage analysis methods for complex traits and diseases with sib-pairs data. We report that the Genehunter nonparametric linkage statistic is biased and furthermore the variance formula that they used is an inflated one, and this is one reason for a low performance. Thus, we propose bias-corrected nonparametric linkage statistics. Simulation studies comparing our proposed nonparametric test statistics versus the existing test statistics suggest that the bias-corrected new nonparametric test statistics are more powerful and attains efficiencies close to that of Haseman-Elston regression.

에너지 인터넷을 위한 GRU기반 전력사용량 예측 (Prediction of Power Consumptions Based on Gated Recurrent Unit for Internet of Energy)

  • 이동구;선영규;심이삭;황유민;김수환;김진영
    • 전기전자학회논문지
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    • 제23권1호
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    • pp.120-126
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    • 2019
  • 최근 에너지 인터넷에서 지능형 원격검침 인프라를 이용하여 확보된 대량의 전력사용데이터를 기반으로 효과적인 전력수요 예측을 위해 다양한 기계학습기법에 관한 연구가 활발히 진행되고 있다. 본 연구에서는 전력량 데이터와 같은 시계열 데이터에 대해 효율적으로 패턴인식을 수행하는 인공지능 네트워크인 Gated Recurrent Unit(GRU)을 기반으로 딥 러닝 모델을 제안하고, 실제 가정의 전력사용량 데이터를 토대로 예측 성능을 분석한다. 제안한 학습 모델의 예측 성능과 기존의 Long Short Term Memory (LSTM) 인공지능 네트워크 기반의 전력량 예측 성능을 비교하며, 성능평가 지표로써 Mean Squared Error (MSE), Mean Absolute Error (MAE), Forecast Skill Score, Normalized Root Mean Squared Error (RMSE), Normalized Mean Bias Error (NMBE)를 이용한다. 실험 결과에서 GRU기반의 제안한 시계열 데이터 예측 모델의 전력량 수요 예측 성능이 개선되는 것을 확인한다.

l/G 교체표본디자인에서의 일반화복합추정량과 평균제곱오차에 관한 연구 (Generalized Composite Estimators and Mean Squared Errors for l/G Rotation Design)

  • 김기환;박유성;남궁재은
    • 응용통계연구
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    • 제17권1호
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    • pp.61-73
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    • 2004
  • 교체표본조사에서는 모든 표본단위를 복수 개(=G)의 교체그룹으로 나누고 일정 횟수만큼 조사한 후 표본단위 의 교체를 하는 경우와 조사기 간 동안 동일한 표본단위를 조사한 후 교체그룹 자체를 교체하는 두 가지 경우가 있다. 본 연구는 후자의 경우를 일반화하는 것으로, 매 조사월에서 하나의 교체그룹이 조사되고 이 교체그룹에 속한 모든 표본단위는 최근 l개월 동안의 정보를 제공하는 l-수준 교체표본설계이다. 표본단위 교체가 오직 교체그룹의 총 개수인 G와 회상 개월 수인 l에 의해 결정되므로 이를 l/G 교체표본설계로 일반화하였으며 일반화복합추정량의 분산과 두 가지 형태의 편향(bias)하에서 MSE를 구하고 절충 GCE(compromise GCE)의 계수를 유도하였다. 또한 GCE의 분산과 MSE를 상관계수, 편향, 표본조사단위의 분산의 형태, 그리고 설계간격(design gap)의 형태에 따라 분석하였다.

Studies on the Development of Novel 305 day Adjustment Factors for Production Traits in Dairy Cattle

  • Cho, K.H.;Na, S.H.;Cho, J.H.;Lee, J.H.;Lee, K.J.
    • Asian-Australasian Journal of Animal Sciences
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    • 제17권12호
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    • pp.1689-1694
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    • 2004
  • This study was conducted to develop a novel adjustment factors for 305 days using 138,103 lactation records and 1,770,764 daily records, which were based on environmental circumstances such as herd year, season, age at calving, dry period and lactating stages. The present study showed that the change of persistency of cows at the first parity from total lactacting characteristics was slowly processed, while it was rapidly changed in cows at the second parity stage. Particularly, there was an outstanding difference between the first and second parity cows. Milk yield and composition increased as the age at calving was increased. In addition, milk yield and composition were higher at the first parity on fall compared with others, and those were higher at the more than second parity on fall and winter compared with other parity stages and seasons. The cow of dry group was included into lactating records of more than second parity stage. The data indicated that optimal results arose from 45-70 days of dry period. Milk yield was decreased when dry period was longer or shorter than 45-70 days. The lactating days were divided into 17, 28 and 38 stages to compare the multiplicative correction factors. The factor was effective at 28 stages on the first parity. The total correlation coefficients were 0.93832, 0.95058 and 0.95076 at the present correction factor, 17 stage and 28 stage, respectively. At second parity, the factor was higher in dry group 1 and 3 at 17 stage, and it was higher in dry group 2 at 28 stage compared with others. Therefore, the present study showed that the percent squared bias (PSB), which was calculated from the novel correction factor, was better than previously used correction factors. Also, the present study indicated that the bias of the novel correction factor was improved, and this factor could be more accurate compared with others.

Ratio and Product Type Exponential Estimators of Population Mean in Double Sampling for Stratification

  • Tailor, Rajesh;Chouhan, Sunil;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • 제21권1호
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    • pp.1-9
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    • 2014
  • This paper discusses the problem of estimation of finite population mean in double sampling for stratification. In fact, ratio and product type exponential estimators of population mean are proposed in double sampling for stratification. The biases and mean squared errors of proposed estimators are obtained upto the first degree of approximation. The proposed estimators have been compared with usual unbiased estimator, ratio and product estimators in double sampling for stratification. To judge the performance of the proposed estimators an empirical study has been carried out.

Estimation based on lower record values from exponentiated Pareto distribution

  • Yoon, Sanggyeong;Cho, Youngseuk;Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • 제28권5호
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    • pp.1205-1215
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    • 2017
  • In this paper, we aim to estimate two scale-parameters of exponentiated Pareto distribution (EPD) based on lower record values. Record values arise naturally in many real life applications involving data relating to weather, sport, economics and life testing studies. We calculate the Bayesian estimators for the two parameters of EPD based on lower record values. The Bayes estimators of two parameters for the EPD with lower record values under the squared error loss (SEL), linex loss (LL) and entropy loss (EL) functions are provided. Lindley's approximate method is used to compute these estimators. We compare the Bayesian estimators in the sense of the bias and root mean squared estimates (RMSE).