• Title/Summary/Keyword: Statistical efficiency

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A Note on the Efficiency Based Reliability Measures for Heterogeneous Populations

  • Cha, Ji-Hwan
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.201-211
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    • 2011
  • In many cases, populations in the real world are composed of different subpopulations. Furthermore, in addition to the heterogeneity in the lifetimes of items, there also could be the heterogeneity in the efficiency or performance of items. In this case, the reliability measures should be defined in a different way. In this article, we consider the mixture of stochastically ordered subpopulations. Efficiency based reliability measures are defined when the performance of items in the subpopulations has different levels. Discrete and continuous mixing models are studied. The concept of the association between the lifetime and the performance of items in subpopulations is defined. It is shown that the consideration of efficiency can change the shape of the mixture failure rate dramatically especially when the lifetime and the performance of items in subpopulations are negatively associated. Furthermore, the modelling method proposed in this paper is applied to the case when the stress levels of the operating environment of items are different.

STATISTICAL ANALYSIS OF BOAO OBSERVATION ENVIRONMENT: 1998~2004 (보현산천문대의 관측환경 통계 분석 : 1998년~2004년)

  • PARK YOON-HO;PARK BYEONG-GON;ANN HONG-BAE
    • Publications of The Korean Astronomical Society
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    • v.19 no.1
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    • pp.55-63
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    • 2004
  • Observation environment of the Bohyunsan Optical Astronomy Observatory(BOAO) has been examined using various statistical data including real observation times versus allocated times and seeing statistics. The data have been collected from the observation logs of the 1.8m telescope in the period 1998 - 2004. New criteria have been set up to calculate a more realistic observation efficiency of the observatory. The new statistical analysis based on the new criteria gives the overall observation efficiency of BOAO as $38.6\%$, that is equivalent to 115.8 observable nights out of 300 allocatable nights. The seeing statistics shows that the mean seeing measured at the focal images is 2".3. The present study of the observation environment of BOAO suggests that differential photometry and spectroscopy should be preferred modes of observation to maximize the productivity of BOAO.

Sequential Estimation in Exponential Distribution

  • Park, Sang-Un
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.309-316
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    • 2007
  • In this paper, we decompose the whole likelihood based on grouped data into conditional likelihoods and study the approximate contribution of additional inspection to the efficiency. We also combine the conditional maximum likelihood estimators to construct an approximate maximum likelihood estimator. For an exponential distribution, we see that a large inspection size does not increase the efficiency much if the failure rate is small, and the maximum likelihood estimator can be approximated with a linear function of inspection times.

An Empirical Comparison of Ratio and PPS Strategies

  • Sahoo, L.N.;Dalabehera, M.
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.143-152
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    • 2002
  • In an effort to make a right choice among ratio estimation strategies and PPS sampling strategies, we conduct an empirical investigation of the relative performances of three ratio estimation strategies and four PPS estimation strategies using a set of 12 natural populations. The quality of a strategy is measured in the traditional way, namely with the consideration of efficiency, achieved coverage rate of the nominal 99% confidence interval and approach to normality (asymmetry).

Maximum Likelihood Estimator in Two Inverse Gaussian Populatoins with Unknown Common Coefficient of Variation

  • Park, Byungjin;Kim, Keeyoung
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.99-113
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    • 2001
  • This paper deals with the problem of estimating the means in two inverse Gaussian populations with equal but unknown coefficient of variation. The maximum likelihood estimators are derived by solving a cubic equation and their asymptotic variances are presented for comparative purpose. Monte-Carlo simulation is conducted to investigate the efficiency of the estimators relative to the sample means over a wide range of values for the sample size and the coefficient of variation. The effect on this efficiency under the departure from the assumption of common coefficient of variation is also studied.

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Modified Nayak's Randomized Response Model

  • Lee, Gi-Sung;Hong, Ki-Hak
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.117-130
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    • 1999
  • Nayak(1994) suggested a combined randomized response model that combined the Warner's model and greenberg et al.'s model. In this paper we extend Nayak's model to two sample case of including unknown unrelated character also propose some combined models such W-M model and G-M model that modify the Nayak's model. We suggest the efficiency conditions of our models for Nayak's model, also find the efficiency condition of G-M model for the W-M model.

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Weighted Least Absolute Error Estimation of Regression Parameters

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • v.8 no.1
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    • pp.23-36
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    • 1979
  • In the multiple linear regression model a class of weighted least absolute error estimaters, which minimize the sum of weighted absolute residuals, is proposed. It is shown that the weighted least absolute error estimators with Wilcoxon scores are equivalent to the Koul's Wilcoxon type estimator. Therefore, the asymptotic efficiency of the proposed estimator with Wilcoxon scores relative to the least squares estimator is the same as the Pitman efficiency of the Wilcoxon test relative to the Student's t-test. To find the estimates the iterative weighted least squares method suggested by Schlossmacher is applicable.

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Asymptotics Properties of LAD Estimators in Censored Nonlinear Regression Model

  • Park, Seung-Hoe;Kim, Hae-Kyung
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.101-112
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    • 1998
  • This paper is concerned with the asymptotic properties of the least absolute deviation estimators for the nonlinear regression model when dependent variables are subject to censoring time, and proposed the simple and practical sufficient conditions for the strong consistency and asymptotic normality of the least absolute deviation estimators in censored regression model. Some desirable asymptotic properties including the asymptotic relative efficiency of proposed model with respect to standard model are given.

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Efficient Quasi-likelihood Estimation for Nonlinear Time Series Models and Its Application

  • Kim, Sahmyeong;Cha, Kyungyup;Lee, Sungduck
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.101-113
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    • 2003
  • Quasi likelihood estimators defined by Wedderburn are derived for several nonlinear time series models. And also, the least squared estimator and Quasi-likelihood estimator are compared in sense of asymptotic relative efficiency at those models. Finally, we apply these estimations to a real data on exchanging rate and stock market prices.

ASYMPTOTIC DISTRIBUTION OF DEA EFFICIENCY SCORES

  • S.O.
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.449-458
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    • 2004
  • Data envelopment analysis (DEA) estimators have been widely used in productivity analysis. The asymptotic distribution of DEA estimator derived by Kneip et al. (2003) is too complicated and abstract for analysts to use in practice, though it should be appreciated in its own right. This paper provides another way to express the limit distribution of the DEA estimator in a tractable way.