• Title/Summary/Keyword: Statistical error analysis

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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.

Integer-Valued HAR(p) model with Poisson distribution for forecasting IPO volumes

  • SeongMin Yu;Eunju Hwang
    • Communications for Statistical Applications and Methods
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    • v.30 no.3
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    • pp.273-289
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    • 2023
  • In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

Choice of Statistical Calibration Procedures When the Standard Measurement is Also Subject to Error

  • Lee, Seung-Hoon;Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • v.14 no.2
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    • pp.63-75
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    • 1985
  • This paper considers a statistical calibration problem in which the standard as wel as the nonstandard measurement is subject to error. Since the classicla approach cannot handle this situation properly, a functional relationship model with additional feature of prediction is proposed. For the analysis of the problem four different approaches-two estimation techniques (ordinary and grouping least squares) combined with two prediction methods (classical and inverse prediction)-are considered. By Monte Carlo simulation the perromance of each approach is assessed in term of the probability of concentration. The simulation results indicate that the ordinary least squares with inverse prediction is generally preferred in interpolation while the grouping least squares with classical prediction turns out to be better in extrapolation.

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Synthesis of the State-space Digital Filter with Minimum Statistical Cofficient Sensitivity (최소총계적계수 감도를 갖는 상태공간 디지틀 필터의 합성)

  • 문용선;박종안
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.13 no.6
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    • pp.510-520
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    • 1988
  • In this paper, the output error variance due to the differential vcariation of the state-space coefficient [ABCD], which is the coefficient quentization error, is normalized on the variance for cases that infinite wordlength state-space digital filter is realized by the finite one. That is, defining S as the statistical sensitivity and extending controllability gramian, observability gramian, and 2nd order mode analysis method to the state space digital filter, we synthesize the realization structure with the minimum statistical sensitivity and prove the effecency of the minimum statistical sensitivity structure synthesis by the simulation.

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An Assessment of Statistical Validity of Articles Published in "Korean Journal of Oriental Medicine"-from 1995 to 2007 (한국한의학연구원 논문의 통계적 오류에 관한 연구)

  • Kang, Kyung-Won;Kim, No-Soo;Yoo, Jong-Hyang;Kang, Byung-Gab;Ko, Mi-Mi;Choi, Sun-Mi
    • Korean Journal of Oriental Medicine
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    • v.14 no.2
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    • pp.87-91
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    • 2008
  • Background and Purpose: The purpose of this study was investigate statistical validities of previously reported articles that used various statistical techniques such as t-test and analysis of variance. Methods: To analyze the statistical procedures, 66 original articles using those statistical methods were selected from "Korean Journal of Oriental Medicine(KJOM)" published from 1995 to 2007. Results: Twenty-one articles(32%) did not report correct p-values, 33 articles(50%) used mean${\pm}$standard error(mean${\pm}$SE) and 11 articles(l7%) used mean${\pm}$standard deviation(mean${\pm}$SD). Fifty-two articles(95%) of 55 ones which were tested for normal distribution made an error in describing normal distribution. Seventeen articles misused t-test and 12 articles did not carry out the multiple comparison. Conclusions: The training of researchers with clinical statistics or the participation of statisticians in research design will reduce the significant errors in statistical interpretation of the results.

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Analysis of coefficient quantization error effects in digital PID controllers (디지틀 PID제어기에서의 계수양자화 오차 영향분석)

  • 이상정;홍석민;윤기준
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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    • pp.477-482
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    • 1989
  • In this paper, the effect of coefficient quantization error is analyzed for digital PID controllers. Stability margins are used as peformance criteria, and the statistical wordlength concept is adopted for coefficient wordlength selection. Finally, an illustrative example is given.

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Statistical Analysis of Generalized Capon's Method

  • Jinho Choi
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1994.06a
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    • pp.925-930
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    • 1994
  • We consider statistical properties of the generalized Capon's method. It is observed that the estimation error of the generalized Capon's method has almost the same variance as the MUSIC method, although the generalized Capon's method yields a slightly biased estimate.

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An assessment of statistical errors in articles in the Korean journal of veterinary research (수의학회지 논문에 적용된 통계기법의 타당성 평가)

  • Pak, Son-il
    • Korean Journal of Veterinary Research
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    • v.39 no.6
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    • pp.1187-1196
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    • 1999
  • The purpose of this study is to assess the suitability of the statistical techniques employed in papers published in the Korean Journal of Veterinary Research from March 1997 to March 1999 and it is hoped that the critical assessment may be of help to other researchers preparing their works for publication. Of the 246 original papers 94 were included in the analysis. Of 62 papers with the measure of central location and dispersion of data 34 (54.8%) used them correctly : 9 (39.1%) of 23 for t-test ; 1 (33.3%) of 3 for correlation analysis ; 7 (43.8%) of 16 for analysis of variance (ANOVA) ; 5 (62.5%) of 8 for chi-square test ; 44 (71%) of 62 for description of p-value. A number of papers employed ANOVA did not perform subsequent analysis of multiple comparison. Compared to the results of others, relatively higher proportion of papers in the present study was evaluated as appropriate analysis. The reason is that papers described insufficiently on the study design were not included, and evaluation items were restricted to the cases violated seriously inherent assumptions for each statistical technique. Statistical misuse or abuse appeared in the study is due to lack of knowledge on statistics and short of its importance for improvement the quality of paper. Because an inappropriate analysis can lead the readers to misunderstand on findings, observed statistical analyses must be valid, and correctly undertaken. It is suggested that more intensive statistical refereeing are needed, and the communication should be allowed for the controversial points.

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Error Analysis and Compensation for the Volumetric Errors of a Vertical Machining Center Using Hemispherical Helix Ball Bar Test (반구상의 나선형 볼바측정을 통한 수직형 머시닝 센터의 오차 해석 및 보정)

  • Yang, Seung-Han;Kim, Ki-Hoon;Park, YongKuk
    • Journal of the Korean Society for Precision Engineering
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    • v.19 no.9
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    • pp.34-40
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    • 2002
  • Machining accuracy is affected by quasi-static errors of machining center. Since machine errors have a direct influence upon both the surface finish and geometric shape of the finished workpiece, it is very important to measure the machine errors and to compensate these errors. The laser measurement method for identifying geometric 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 geometric 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 geometric errors using hemispherical helix ball bar test. As a result of experiment, geometric errors of the vertical machining center are compensated by 88%.

Analysis of power line phasor measurement error (Power line phasor 측정 오차 해석 연구)

  • Kim, Byoung-Il;Chang, Tae-Gyu
    • Proceedings of the IEEK Conference
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    • 2006.06a
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    • pp.367-368
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    • 2006
  • This paper presents an analytic derivation of phase measurement error. The analysis derives the measurement error caused by the finite-bit quantization of both input signals and twiddle factors used in the recursive implementation of the phasor measurement algorithm. The derivation is based on the statistical exploration of the error dynamic equations. The effect of frequency deviation and the number of DFT points are also included in the study. The analysis results are verified with the data obtained from the computer simulation by widely varying the values of error causing factors.

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