• 제목/요약/키워드: Statistical Discrete Distribution

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영과잉 포아송 회귀모형에 대한 베이지안 추론: 구강위생 자료에의 적용 (Bayesian Analysis of a Zero-inflated Poisson Regression Model: An Application to Korean Oral Hygienic Data)

  • 임아경;오만숙
    • 응용통계연구
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    • 제19권3호
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    • pp.505-519
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    • 2006
  • 셀 수 있는 이산 자료(discrete count data)에 대한 분석은 여러 분야에서 활용되고 있지만 영(zero)을 과도하게 포함하고 있는 영과잉 자료는 자료의 성격상 포아송 분포를 따르지 못할 때가 있어 분석에 어려움이 따른다. Zero-Inflated Poisson(ZIP)모형은 이런 어려움을 극복하기 위하여 영에 대한 점확률을 가지는 분포와 포아송 분포를 합성하여 과도한 영과 영이 아닌 자료를 설명하는 모형이다. 설명 변수가 존재할 때는 포아송 분포 부분에서 반응변수의 평균과 공변량사이에 로그선형 연결함수를 사용한 Zero-Inflated Poisson Regression(ZIPR)모형이 사용될 수 있다. 본 논문에서는 Markov Chain Monte Carlo 기법을 이용한 ZIPR모형의 베이지안 추론방법을 제안하고, 이를 실제 구강위생 자료에 적용하며 다른 모형들과 비교한다. 그 결과 베이지안 추론 방법을 적용한 영과잉 모형의 추정오차가 다른 모형들의 추정오차보다 작았고, 예측치가 더 정확했다는 점에서 우수함을 알 수 있었다.

Tests of Hypotheses in Multiple Samples based on Penalized Disparities

  • Park, Chanseok;Ayanendranath Basu;Ian R. Harris
    • Journal of the Korean Statistical Society
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    • 제30권3호
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    • pp.347-366
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    • 2001
  • Robust analogues of the likelihood ratio test are considered for testing of hypotheses involving multiple discrete distributions. The test statistics are generalizations of the Hellinger deviance test of Simpson(1989) and disparity tests of Lindsay(1994), obtained by looking at a 'penalized' version of the distances; harris and Basu (1994) suggest that the penalty be based on reweighting the empty cells. The results show that often the tests based on the ordinary and penalized distances enjoy better robustness properties than the likelihood ratio test. Also, the tests based on the penalized distances are improvements over those based on the ordinary distances in that they are much closer to the likelihood ratio tests at the null and their convergence to the x$^2$ distribution appears to be dramatically faster; extensive simulation results show that the improvement in performance of the tests due to the penalty is often substantial in small samples.

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대한침구학회지 논문의 통계적 오류에 관한 연구 (An Assessment of Statistical Validity of Articles Published in the Journal of Korean Acupuncture & Moxibusition Society - from 1984 to 2002 -)

  • 이승덕
    • Journal of Acupuncture Research
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    • 제21권1호
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    • pp.176-188
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    • 2004
  • This study was carried out to investigate statistical validity of medical articles that used various statistical techniques such as t-test, analysis of variance, correlation analysis, regression analysis and chi-square test. For study 429 original articles using those statistical methods were selected from Journal of Korean Acupuncture & Moxibusition Society published from 1984 to 2002. 429 original articles were reviewed to analyzed the statistical procedures. Results are summarized as follows : 1. In this study 93 articles(21.68%) of 429 ones didn't report statement of statistical method in detail. 2. 53 articles(12.53%) didn't report p-value in correctly, and 245 articles(57.11 %) used mean${\pm}$standard error (Mean${\pm}$SEM.) and 109 articles used mean${\pm}$standard deviation(Mean${\pm}$SD.). All of 23 articles using nonparametric statistical techniques made an error to central tendency or dispersion. 3. 175 articles(59.93%) and 14 articles(4.79%) of 292 ones made an error to description of equal variances and normal distribution. 4. 99 articles(50%) of 185 ones misused t-test and 4 articles of 5 ones misused chi-square test. 5. 28 articles(73.68%) of 38 ones using discrete variable misused parametric technique such as t-test or ANOVA. 2 articles and 1 article of 125 ones choosing paired samples misused independent t-test and Mann-Whitney U test. 6. 20 articles using analysis of variance didn't use multiple comparison.

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이산형 반응변수에서 오류 분배율 함수를 적용한 집단축차 검정 (Group Sequential Tests Using both Type I and Type II Error Spending Rate Functions on Binomial Response)

  • 김동욱;남진현
    • Communications for Statistical Applications and Methods
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    • 제17권1호
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    • pp.127-140
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    • 2010
  • 본 논문에서는 중간분석에서 사용되는 집단축차 검정법으로 이산형 반응변수인 경우, 오류 분배율 함수를 적용한 집단축차 검정법을 제안한다. 특히 제 1종 오류와 제 2종 오류를 모두 적용한 집단축차 검정법을 제안하며, 기존의 오류 분배율 함수를 포함하는 새로운 오류 분배율 함수를 제안한다. 반응변수가 이산형인 경우 정확한 크기 ${\alpha}$ 검정을 할 수 없으므로 각 검정단계에 사용될 오류율을 분배하는 대신 각 검정단계까지 사용되어야 할 누적 오류율을 이용한다. 오류 분배율 함수를 적용한 집단축차 검정은 기존의 집단축차 검정 보다 빠른 연산과 유연한 검정이 가능하다는 장점을 지니고 있으며, 본 논문에서 제시된 오류 분배율 함수를 이용해 특성을 비교한다.

Semiparametric Evaluation of Environmental Goods: Local Linear Model Approach

  • Jeong, Ki-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.209-216
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    • 2003
  • Contingent valuation method (CVM) is a main evaluation method of nonmarket goods for which markets either do not exist at all or do exist only incompletely; an example is environmental good. A dichotomous choice approach, the most popular type of CVM in environmental economics, employs binary discrete choice models as statistical estimation models. In this paper, we propose a semiparametric dichotomous choice CVM method using local linear model of Fan and Gijbels (1996) in which probability distribution of error term is specified parametrically but latent structural function is specified nonparametrically. The computation procedures of the proposed method are illustrated with a simple design of simulations.

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MIMO Channel Capacity Maximization Using Periodic Circulant Discrete Noise Distribution Signal

  • Poudel, Prasis;Jang, Bongseog;Bae, Sang-Hyun
    • 통합자연과학논문집
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    • 제13권2호
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    • pp.69-75
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    • 2020
  • Multiple Input Multiple Output (MIMO) is one of the important wireless communication technologies. This paper proposes MIMO system capacity enhancement by using convolution of periodic circulating vector signals. This signal represents statistical dependencies between transmission signal with discrete noise and receiver signal with the linear shifting of MIMO channel capacity by positive extents. We examine the channel capacity, outage probability and SNR of MIMO receiver by adding log determinant signal with validated in terms of numerical simulation.

이산 웨이블릿 변환을 이용한 3차원 난류 채널 유동에 관한 연구 (A Study of 3-Dimensional Turbulent Channel Flow using Discrete Wavelet Transform)

  • 김강식;이상환
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2004년도 춘계학술대회
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    • pp.1813-1818
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    • 2004
  • Discrete Wavelet Transform (DWT) has been applied to the Direct Numerical Simulation (DNS) data of turbulent channel flow. DWT splits the turbulent flow into two orthogonal parts, one corresponding to coherent structures and the other to incoherent background flow. The coherent structure is extracted from not vorticity field but velocity's since the channel flow is not isotropic. By comparing DWT's result of channel flow with that of isotropic flow, it is shown that coherent structure maintains the properties of original channel flow. The velocity field of coherent structures can be represented by few wavelet modes and that these modes are sufficient to reproduce the velocity probability distribution function (PDF) and the energy spectrum over the entire inertial range. The remaining incoherent background flow is homogeneous, has small amplitude, and is uncorrelated. These results are compared with those obtained for the same compression rate using large eddy simulation (LES) filtering. In contrast to the incoherent background flow of DWT, the LES subgrid scales have a much larger amplitude and are correlated, which makes their statistical modeling more difficult.

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ECG Denoising by Modeling Wavelet Sub-Band Coefficients using Kernel Density Estimation

  • Ardhapurkar, Shubhada;Manthalkar, Ramchandra;Gajre, Suhas
    • Journal of Information Processing Systems
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    • 제8권4호
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    • pp.669-684
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    • 2012
  • Discrete wavelet transforms are extensively preferred in biomedical signal processing for denoising, feature extraction, and compression. This paper presents a new denoising method based on the modeling of discrete wavelet coefficients of ECG in selected sub-bands with Kernel density estimation. The modeling provides a statistical distribution of information and noise. A Gaussian kernel with bounded support is used for modeling sub-band coefficients and thresholds and is estimated by placing a sliding window on a normalized cumulative density function. We evaluated this approach on offline noisy ECG records from the Cardiovascular Research Centre of the University of Glasgow and on records from the MIT-BIH Arrythmia database. Results show that our proposed technique has a more reliable physical basis and provides improvement in the Signal-to-Noise Ratio (SNR) and Percentage RMS Difference (PRD). The morphological information of ECG signals is found to be unaffected after employing denoising. This is quantified by calculating the mean square error between the feature vectors of original and denoised signal. MSE values are less than 0.05 for most of the cases.

Stochastic Project Scheduling Simulation System (SPSS III)

  • Lee Dong-Eun
    • 한국건설관리학회논문집
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    • 제6권1호
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    • pp.73-79
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    • 2005
  • This paper, introduces a Stochastic Project Scheduling Simulation system (SPSS III) developed by the author to predict a project completion probability in a certain time. The system integrates deterministic CPM, probabilistic PERT, and stochastic Discrete Event Simulation (DES) scheduling methods into one system. It implements automated statistical analysis methods for computing the minimum number of simulation runs, the significance of the difference between independent simulations, and the confidence interval for the mean project duration as well as sensitivity analysis method in What-if analyzer component. The SPSS 111 gives the several benefits to researchers in that it (1) complements PERT and Monte Carlo simulation by using stochastic activity durations via a web based JAVA simulation over the Internet, (2) provides a way to model a project network having different probability distribution functions, (3) implements statistical analyses method which enable to produce a reliable prediction of the probability of completing a project in a specified time, and (4) allows researchers to compare the outcome of CPM, PERT and DES under different variability or skewness in the activity duration data.

Relative Frequency of Order Statistics in Independent and Identically Distributed Random Vectors

  • Park, So-Ryoung;Kwon, Hyoung-Moon;Kim, Sun-Yong;Song, Iick-Ho
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.243-254
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    • 2006
  • The relative frequency of order statistics is investigated for independent and identically distributed (i.i.d.) random variables. Specifically, it is shown that the probability $Pr\{X_{[s]}=x\}$ is no less than the probability $Pr\{X_{[r]}=x\}$ at any point $x{\geqq}x_0$ when r$X_{[r]}$ denotes the r-th order statistic of an i.i.d. discrete random vector and $x_0$ depends on the population probability distribution. A similar result for i.i.d. continuous random vectors is also presented.