• Title/Summary/Keyword: Statistical Error

Search Result 1,756, Processing Time 0.026 seconds

ASYMPTOTIC MEAN SQUARED ERROR OF POSITIVE PART JAMES-STEIN ESTIMATORS

  • KIM MYUNG JOON;KIM YEONG-HWA
    • Journal of the Korean Statistical Society
    • /
    • v.34 no.2
    • /
    • pp.99-107
    • /
    • 2005
  • In this paper we consider the asymptotic mean squared error of positive part James-Stein estimators. In the normal-normal example, estimators of the mean squared error of these estimators are provided which are correct asymptotically up to O($m^{-l}$). Asymptotic estimators of the MSE's which correct up to O($m^{-l}$) are also provide. Here, m denotes the number of strata. A simulation study is undertaken to evaluate the performance of these estimators.

Semiparametric Bayesian Estimation under Structural Measurement Error Model

  • Hwang, Jin-Seub;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
    • /
    • v.17 no.4
    • /
    • pp.551-560
    • /
    • 2010
  • This paper considers a Bayesian approach to modeling a flexible regression function under structural measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under structural measurement error model without a semiparametric component.

Constant Error Variance Assumption in Random Effects Linear Model

  • Ahn, Chul-Hwan
    • Communications for Statistical Applications and Methods
    • /
    • v.2 no.2
    • /
    • pp.296-302
    • /
    • 1995
  • When heteroscedasticity occurs in random effects linear model, the error variance may depend on the values of one or more of the explanatory variables or on other relevant quantities such as time or spatial ordering. In this paper we derive a score test as a diagnostic tool for detecting non-constant error variance in random effefts linear model based on the model expansion on error variance. This score test is compared to loglikelihood ratio test.

  • PDF

Analysis of Linear Regression Model with Two Way Correlated Errors

  • Ssong, Seuck-Heun
    • Journal of the Korean Statistical Society
    • /
    • v.29 no.2
    • /
    • pp.231-245
    • /
    • 2000
  • This paper considers a linear regression model with space and time data in where the disturbances follow spatially correlated error components. We provide the best linear unbiased predictor for the one way error components. We provide the best linear unbiased predictor for the one way error component model with spatial autocorrelation. Further, we derive two diagnostic test statistics for the assessment of model specification due to spatial dependence and random effects as an application of the Lagrange Multiplier principle.

  • PDF

Analysis of Limitation Factor Effects on Digital PID Controller(II) : Finite Wordlength Issue (디지털 PID 제어기의 제한 요소 영향 분석(II):유한 단어 길이 문)

  • 홍석민;김인중;이상정
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.43 no.2
    • /
    • pp.318-329
    • /
    • 1994
  • This paper deals with the finite wordlength effect on the performance of digital PID controllers. The finite wordlength, one of the major limitation factors in digital controllers, results on two kinds of quantization error : the signal quantization error and the coefficient quantization error. This paper derives the variance of the plant output due to the signal quantization error. Using stability margins as performance criterion, the statistical wordlength concept is adopted for coefficient wordlength selection. Finally, the experimental results exhibit satisfactory performance of the digital PID controller with statistical coefficient wordlength.

Comparison Study of Multi-class Classification Methods

  • Bae, Wha-Soo;Jeon, Gab-Dong;Seok, Kyung-Ha
    • Communications for Statistical Applications and Methods
    • /
    • v.14 no.2
    • /
    • pp.377-388
    • /
    • 2007
  • As one of multi-class classification methods, ECOC (Error Correcting Output Coding) method is known to have low classification error rate. This paper aims at suggesting effective multi-class classification method (1) by comparing various encoding methods and decoding methods in ECOC method and (2) by comparing ECOC method and direct classification method. Both SVM (Support Vector Machine) and logistic regression model were used as binary classifiers in comparison.

A study on the efficient sample design and the error in the statistical survey (統計調査에 있어서 效率的標本設計와 誤差에 관한 硏究)

  • 김종호;남궁평;박홍래;이계오;이상우;함종욱
    • The Korean Journal of Applied Statistics
    • /
    • v.3 no.1
    • /
    • pp.27-46
    • /
    • 1990
  • In this paper, wer propose many problems by analyzing the various currently statistics, propose the basic principal for the more precise performance of sample survey, and at the same time propose the method(principal) for detecting and manipulationg the source of error. Finally, we are to improving the statistical reliability and increasing the user's convenience by standardizing the statistical reporting form.

  • PDF

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
    • /
    • v.21 no.1
    • /
    • pp.176-188
    • /
    • 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.

  • PDF

A Study on Statistical Parameters for the Evaluation of Regional Air Quality Modeling Results - Focused on Fine Dust Modeling - (지역규모 대기질 모델 결과 평가를 위한 통계 검증지표 활용 - 미세먼지 모델링을 중심으로 -)

  • Kim, Cheol-Hee;Lee, Sang-Hyun;Jang, Min;Chun, Sungnam;Kang, Suji;Ko, Kwang-Kun;Lee, Jong-Jae;Lee, Hyo-Jung
    • Journal of Environmental Impact Assessment
    • /
    • v.29 no.4
    • /
    • pp.272-285
    • /
    • 2020
  • We investigated statistical evaluation parameters for 3D meteorological and air quality models and selected several quantitative indicator references, and summarized the reference values of the statistical parameters for domestic air quality modeling researcher. The finally selected 9 statistical parameters are MB (Mean Bias), ME (Mean Error), MNB (Mean Normalized Bias Error), MNE (Mean Absolute Gross Error), RMSE (Root Mean Square Error), IOA (Index of Agreement), R (Correlation Coefficient), FE (Fractional Error), FB (Fractional Bias), and the associated reference values are summarized. The results showed that MB and ME have been widely used in evaluating the meteorological model output, and NMB and NME are most frequently used for air quality model results. In addition, discussed are the presentation diagrams such as Soccer Plot, Taylor diagram, and Q-Q (Quantile-Quantile) diagram. The current results from our study is expected to be effectively used as the statistical evaluation parameters suitable for situation in Korea considering various characteristics such as including the mountainous surface areas.

Statistical Analysis of the Position Errors of a Machine Tool Using Ball Bar Test (볼바 측정을 통한 공작기계 위치오차의 통계적 분석)

  • 류순도;양승한
    • Proceedings of the Korean Society of Precision Engineering Conference
    • /
    • 2001.04a
    • /
    • pp.501-504
    • /
    • 2001
  • The use of error compensation techniques has been recognized as an effective way in the improvement of the accuracy of a machine tool. The laser measurement method for identifying position errors of machine tool has the disadvantages such as high cost, long calibration time and usage of volumetric error synthesis model. Accordingly, this paper deals with analysis of the position errors of a machine tool using ball bar test without using complicated error synthesis model. Statistical analysis method was adopted in this paper for deriving position errors using hemispherical helix ball bar test.

  • PDF