• 제목/요약/키워드: Statistical efficiency

검색결과 1,203건 처리시간 0.027초

Detection of Random Effects in a Random Effects Model of a One-way Layout Contingency Table

  • Kim, Byung-Soo
    • Journal of the Korean Statistical Society
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    • 제13권1호
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    • pp.1-19
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    • 1984
  • A random effects model of a one-way layout contingency table is developed using a Dirichlet-multinomial distribution. A test statistic, say $T_k$, is suggested for detecting Dirichlet-multinomial departure from a multinomial distribution. It is shown that the $T_k$ test is asymptotically superior to the classical chi-square test based on the asymptotic relative efficiency. This superiority is further evidenced by a Monte Carlo simulation.

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Optimal Design for Complete Diallel Crosses

  • Park, Kuey-Chung;Son, Young-Nam
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.677-683
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    • 2001
  • In this paper, optimal block designs for complete diallel crosses are proposed. These optimal block designs for estimating general combining abilities are constructed by using balanced incomplete block designs and nested balanced incomplete block designs. Also, the efficiency of the optimal block design obtained through this method is reported in table.

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A Conditional Unrelated Question Model with Quantitative Attribute

  • Lee, Gi Sung;Hong, Ki Hak
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.753-765
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    • 2001
  • We suggest a quantitative conditional unrelated question model that can be used in obtaining more sensitive information. For whom say "yes" about the less 7han sensitive question .B we ask only about the more sensitive variable X. We extend our model to two sample case when there is no information about the true mean of the unrelated variable Y. Finally we compare the efficiency of our model with that of Greenberg et al.′s.

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Adjusting Practical Aims in Optimal Extended Double Sampling Plans

  • Ko, Seoung-gon
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.143-150
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    • 1999
  • Ko(1998) proposed a procedure to enhance the efficiency of double sampling plans by allowing second-stage sample size and critical region to depend on first-stage evidence using constraint optimization approaches. In this study further developments of such plans by incorporating several practically possible researcher's aims into the optimization are considered. Comparisons are made with the optimal ordinary double sampling plan and also among them It is observed that it is to some extent possible to match the details of the optimization to certain qualitative methodological aims.

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Comparative Study of Confidence Intervals for Relative Ratio

  • Park, Sang-Gue;Oh, You-Jin
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.621-634
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    • 1999
  • Consider the several methods of constructing interval for relative ration from two independent binomial samples. The special interests are gives in the cases of low rates and small samples. bias-corrected and accelerated bootstrap method is proposed to overcome are the non-efficiency of current methods based on asymptotic resuts. Simulation studies are presented to demonstrate the performance of the proposed method.

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Constrained $L_1$-Estimation in Linear Regression

  • Kim, Bu-Yong
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.581-589
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    • 1998
  • An algorithm is proposed for the $L_1$-estimation with linear equality and inequality constraints in linear regression model. The algorithm employs a linear scaling transformation to obtain the optimal solution of linear programming type problem. And a special scheme is used to maintain the feasibility of the updated solution at each iteration. The convergence of the proposed algorithm is proved. In addition, the updating and orthogonal decomposition techniques are employed to improve the computational efficiency and numerical stability.

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On the Study for the Simultaneous Test

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제20권4호
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    • pp.241-246
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    • 2013
  • In this study, we propose a nonparametric simultaneous test procedure for the location translation and scale parameters. We consider the Wilcoxon rank sum test for the location translation parameter and the Mood test for the scale parameter with the quadratic and maximal types of combining functions. Then we derive the limiting null distributions of the combining functions. We illustrate our procedure with an example and compare efficiency by obtaining the empirical powers through a simulation study. Finally, we discuss some interesting features related to the nonparametric simultaneous tests.

Test of Hypotheses based on LAD Estimators in Nonlinear Regression Models

  • Seung Hoe Choi
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.288-295
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    • 1995
  • In this paper a hypotheses test procedure based on the least absolute deviation estimators for the unknown parameters in nonlinear regression models is investigated. The asymptotic distribution of the proposed likelihood ratio test statistic are established voth under the null hypotheses and a sequence of local alternative hypotheses. The asymptotic relative efficiency of the proposed test with classical test based on the least squares estimator is also discussed.

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New Dispersion Function in the Rank Regression

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.101-113
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    • 2002
  • In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.