• Title/Summary/Keyword: Statistical Discrete Distribution

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

  • Lim, Ah-Kyoung;Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.505-519
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    • 2006
  • We consider zero-inflated count data, which is discrete count data but has too many zeroes compared to the Poisson distribution. Zero-inflated data can be found in various areas. Despite its increasing importance in practice, appropriate statistical inference on zero-inflated data is limited. Classical inference based on a large number theory does not fit unless the sample size is very large. And regular Poisson model shows lack of St due to many zeroes. To handle the difficulties, a mixture of distributions are considered for the zero-inflated data. Specifically, a mixture of a point mass at zero and a Poisson distribution is employed for the data. In addition, when there exist meaningful covariates selected to the response variable, loglinear link is used between the mean of the response and the covariates in the Poisson distribution part. We propose a Bayesian inference for the zero-inflated Poisson regression model by using a Markov Chain Monte Carlo method. We applied the proposed method to a Korean oral hygienic data and compared the inference results with other models. We found that the proposed method is superior in that it gives small parameter estimation error and more accurate predictions.

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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    • v.30 no.3
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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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An Assessment of Statistical Validity of Articles Published in the Journal of Korean Acupuncture & Moxibusition Society - from 1984 to 2002 - (대한침구학회지 논문의 통계적 오류에 관한 연구)

  • Lee, Seung-deok
    • Journal of Acupuncture Research
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    • v.21 no.1
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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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Group Sequential Tests Using both Type I and Type II Error Spending Rate Functions on Binomial Response (이산형 반응변수에서 오류 분배율 함수를 적용한 집단축차 검정)

  • Kim, Dong-Uk;Nam, Jin-Hyun
    • Communications for Statistical Applications and Methods
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    • v.17 no.1
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    • pp.127-140
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    • 2010
  • In interim analysis, group sequential tests are widely used for the ethical, scientific, and economic reasons. In this paper, we propose the group sequential tests using both type I and type II error spending rate functions when the response variable is discrete, especially binomial distribution, in the interim analysis. In addition, we propose new error spending rate function which covers the formerly proposed. Our method has good property that is flexible, fast and easily applicable. A numerical simulations are carried out to evaluate our method and it shows good performance.

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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    • v.14 no.2
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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
    • Journal of Integrative Natural Science
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    • v.13 no.2
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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.

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

  • Kim, Kang-Shik;Lee, Sang-Hwan
    • Proceedings of the KSME Conference
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    • 2004.04a
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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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    • v.8 no.4
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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
    • Korean Journal of Construction Engineering and Management
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    • v.6 no.1 s.23
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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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    • v.13 no.2
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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.