• Title/Summary/Keyword: Statistical efficiency

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A Common Mean Estimation Problem of P-Normal Populations

  • Seung Soo Lee;Kwan Young Kim
    • Communications for Statistical Applications and Methods
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    • v.1 no.1
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    • pp.57-74
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    • 1994
  • This paper deals with the estimation problems of a common mean of several independent normal populations with unknown variances, based on random samples of equal size. The authors suggest a promising approach and a new estimator to improve Graybill-Deal estimator further. By Monte Carlo simulation study, the efficiency of new estimator is compared with that of Graybill-Deal estimator.

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On a Subset Selection Procedure Based on Hodges-Lehmann Estimators

  • Song, Moon-Sup;Kim, Soon-Ock
    • Journal of the Korean Statistical Society
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    • v.16 no.1
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    • pp.26-36
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    • 1987
  • In this paper, we study on a subset selection procedure based on Hodges-Lehmann estimators derived from the Wilcoxon test. To estimate the standard error of the Hodges-Lehmann estimators, the biweight A-estimator of scale is used. The Pitman efficiency of the proposed rule is compared with the Gupta's rule and the trimmed-means rule through a small-sample Monte Carlo study. The results show that the proposed rule satisfies the $P^*$-condition and is very efficient in various heavy-tailed distributions.

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EFFICIENT ESTIMATION OF THE COINTEGRATING VECTOR IN ERROR CORRECTION MODELS WITH STATIONARY COVARIATES

  • Seo, Byeong-Seon
    • Journal of the Korean Statistical Society
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    • v.34 no.4
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    • pp.345-366
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    • 2005
  • This paper considers the cointegrating vector estimator in the error correction model with stationary covariates, which combines the stationary vector autoregressive model and the nonstationary error correction model. The cointegrating vector estimator is shown to follow the locally asymptotically mixed normal distribution. The variance of the estimator depends on the co­variate effect of stationary regressors, and the asymptotic efficiency improves as the magnitude of the covariate effect increases. An economic application of the money demand equation is provided.

A Post-stratified Estimation in Multivariate Stratified Sampling Surveys

  • Park, Jinwoo
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.755-760
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    • 1999
  • In multivariate stratified sampling surveys it is general to use a few stratification variables which are highly correlated with the important variables at design stage. But there might be some secondary study variables which are not so highly correlated with those stratification variables. In that case it is not efficient to use the same type of estimator due to the secondary variables as the one base on the important variables. A post-stratified estimation is proposed to increase the efficiency of the estimator with existence of secondary variables. The proposed method is illustrated with a set of fishery household population survey data.

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The sequential test of two treatments when subjects are paired in many-to-one ratio

  • Park, S. C.
    • Journal of the Korean Statistical Society
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    • v.1 no.1
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    • pp.11-17
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    • 1973
  • A class of sequential binomial tests and a sequential rank test can be applied for testing two treatments when subjects are paired in many-to-one ratio. The efficiency of each test is examined in terms of the average sample number. The binomial tests are much easier and more convenient to apply than the rank test not as efficient. Within the class of binomial test, the median test appears to be the most efficient is general.

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The Developing of Analytical Statistics System for the Efficiency of Defense Management (국방경영 효율화를 위한 분석형 통계시스템 구축)

  • Lee, Jung-Man
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.38 no.3
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    • pp.87-94
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    • 2015
  • Recently, management based on statistical data has become a big issue and the importance of the statistics has been emphasized for the management innovation in the defense area. However, the Military Management based on the statistics is hard to expect because of the shortage of the statistics in the military. There are many military information systems having great many data created in real time. Since the infrastructure for gathering data form the many systems and making statistics by using gathered data is not equipped, the usage of the statistics is poor in the military. The Analytical Defense Statistics System is designed to improve effectively the defense management in this study. The new system having the sub-systems of Data Management, Analysis and Service can gather the operational data from interlocked other Defense Operational Systems and produce Defense Statistics by using the gathered data beside providing statistics services. Additionally, the special function for the user oriented statistics production is added to make new statistics by handling many statistics and data. The Data Warehouse is considered to manage the data and Online Analytical Processing tool is used to enhance the efficiency of the data handling. The main functions of the R, which is a well-known analysis program, are considered for the statistical analysis. The Quality Management Technique is applied to find the fault from the data of the regular and irregular type. The new Statistics System will be the essence of the new technology like as Data Warehouse, Business Intelligence, Data Standardization and Statistics Analysis and will be helpful to improve the efficiency of the Military Management.

The Analysis of Oceans and Fisheries Human Resources Development Education Efficiency Using Bootstrap-DEA (Bootstrap-DEA를 이용한 해양수산 인재 양성교육의 효율성 분석에 관한 연구)

  • Kim, Jong-Cheon;KIM, Byoung-Ho
    • The Journal of Fisheries Business Administration
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    • v.47 no.1
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    • pp.63-86
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    • 2016
  • The purpose of this study is to investigate production efficiency of Oceans and Fisheries Human Resources Development Programs Efficiency using Bootstrap-DEA. The study extracts 33 officials curriculum, 11 fisheries managers curriculum for its analytical. First, the study estimates technical, pure technical, and scale efficiency of each curriculums based on traditional DEA under the assumption of CRS and VRS. 8(official 7, managers 1) curriculums are identified as efficient DMUs under the CCR-model, and 13(official 10, managers 3) under the BCC-model. We provide inputs that allow inefficient curriculum to be efficient DMUs on a production frontier, and a reference set for their bench-marking. Second, rank test, Wilcoxon-Mann-Whitney test to find a statistical significance of heterogeneity existing in efficiences between Bootstrap-DEA tenical vs Bootstrap-DEA pure technical was no significant difference. We have identified that G10, 11, 12 13, 25, 31, 33, 39 curriculums are the most efficiently produced in the technical and pure technical efficiency. Also we managed to measure the inefficiency which exists in efficiently produced curriculums when estimating the bias corrected efficiency scores. In Technical efficiency, Operation and facility was significant at the 10%. In Pure technical efficiency, facility was significant at the 10%.

Notes on the Comparative Study of the Reliability Estimation for Standby System with Exponential Lifetime Distribution

  • Kim, Hee-Jae
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.1055-1065
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    • 2003
  • We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with exponential lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.

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On the Steady State Availability of Age-Dependent Minimal Repair Model

  • Cha, Ji-Hwan;Kim, Jae-Joo
    • 한국데이터정보과학회:학술대회논문집
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    • 2002.06a
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    • pp.17-22
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    • 2002
  • Availability is an important characteristic of a repairable component. Iyer(1992) obtained the 'limiting efficiency'(not the `steady state availability') of the age-dependent minimal repair model which was first considered by Block et al.(1985). However the existence of the steady state availability of the model has not been reported. In this note, the existence of the steady state availability of the model is shown and a brief remark on the importance of the property is given.

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Nonparametric Estimation of Renewal Function

  • Jeong, Hai-Sung;Kim, Jee-Hoon;Na, Myoung-Hwan
    • Journal of Korean Society for Quality Management
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    • v.25 no.4
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    • pp.99-105
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    • 1997
  • We consider a nonparametric estimation of the renewal function. In this paper, we suggest modified methods for Frees's estimator to enhance the efficiency. The methods are based on a piecewise linearization and on the fact that the bounded monotonic functions converging pointwise to the bounded monotonic continuous function converge uniformly. In a simulation study, we show that the modified methods have the better efficiency than that introduced by Frees.

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