• 제목/요약/키워드: Stratified sampling

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Asymptotic Comparison of Latin Hypercube Sampling and Its Stratified Version

  • Lee, Jooho
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.135-150
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    • 1999
  • Latin hypercube sampling(LHS) introduced by McKay et al. (1979) is a widely used method for Monte Carlo integration. Stratified Latin hypercube sampling(SLHS) proposed by Choi and Lee(1993) improves LHS by combining it with stratified sampling. In this article it is shown that SLHS yields an asymptotically more accurate than both stratified sampling and LHS.

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Optimal Latinized partially stratified sampling for structural reliability analysis

  • Majid Ilchi Ghazaan;Amirreza Davoodi Yekta
    • Structural Engineering and Mechanics
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    • 제92권1호
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    • pp.111-120
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    • 2024
  • Sampling methods are powerful approaches to solving the problems of structural reliability analysis and estimating the failure probability of structures. In this paper, a new sampling method is proposed offering lower variance and lower computational cost for complex and high-dimensional problems. The method is called Optimal Latinized partially stratified sampling (OLPSS) as it is based upon the Latinized Partially Stratified Sampling (LPSS) which itself is based on merging Stratified Sampling (SS) and Latin Hypercube Sampling (LHS) algorithms. While LPSS has a low variance, it may suffer from a lack of good space-filling of its generated samples in some cases. In the OLPSS, this issue has been resolved by employing a new columnwise-pairwise exchange optimization procedure for sample generation. The efficiency of the OLPSS has been tested and reported under several benchmark mathematical functions and structural examples including structures with a large number of variables (e.g., a structure with 67 variables). The proposed method provides highly accurate estimates of the failure probability of structures with a significantly lower variance relative to the Monte Carlo simulations, Latin Hypercube, and standard LPSS.

Unbiased Balanced Half-Sample Variance Estimation in Stratified Two-stage Sampling

  • Kim, Kyu-Seong
    • Journal of the Korean Statistical Society
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    • 제27권4호
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    • pp.459-469
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    • 1998
  • Balanced half sample method is a simple variance estimation method for complex sampling designs. Since it is simple and flexible, it has been widely used in large scale sample surveys. However, the usual BHS method overestimate the true variance in without replacement sampling and two-stage cluster sampling. Focusing on this point , we proposed an unbiased BHS variance estimator in a stratified two-stage cluster sampling and then described an implementation method of the proposed estimator. Finally, partially BHS design is explained as a tool of reducing the number of replications of the proposed estimator.

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Variance estimation for distribution rate in stratified cluster sampling with missing values

  • Heo, Sunyeong
    • Journal of the Korean Data and Information Science Society
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    • 제28권2호
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    • pp.443-449
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    • 2017
  • Estimation of population proportion like the distribution rate of LED TV and the prevalence of a disease are often estimated based on survey sample data. Population proportion is generally considered as a special form of population mean. In complex sampling like stratified multistage sampling with unequal probability sampling, the denominator of mean may be random variable and it is estimated like ratio estimator. In this research, we examined the estimation of distribution rate based on stratified multistage sampling, and determined some numerical outcomes using stratified random sample data with about 25% of missing observations. In the data used for this research, the survey weight was determined by deterministic way. So, the weights are not random variable, and the population distribution rate and its variance estimator can be estimated like population mean estimation. When the weights are not random variable, if one estimates the variance of proportion estimator using ratio method, then the variances may be inflated. Therefore, in estimating variance for population proportion, we need to examine the structure of data and survey design before making any decision for estimation methods.

Support Vector Machine based on Stratified Sampling

  • Jun, Sung-Hae
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제9권2호
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    • pp.141-146
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    • 2009
  • Support vector machine is a classification algorithm based on statistical learning theory. It has shown many results with good performances in the data mining fields. But there are some problems in the algorithm. One of the problems is its heavy computing cost. So we have been difficult to use the support vector machine in the dynamic and online systems. To overcome this problem we propose to use stratified sampling of statistical sampling theory. The usage of stratified sampling supports to reduce the size of training data. In our paper, though the size of data is small, the performance accuracy is maintained. We verify our improved performance by experimental results using data sets from UCI machine learning repository.

층화추출과 계통추출을 이용한 효율적인 보조정보 사용 (Efficient Use of Auxiliary Information through the Stratified Sampling and Systematic Sampling Design)

  • 김관수;박민규
    • 한국조사연구학회지:조사연구
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    • 제10권1호
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    • pp.155-168
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    • 2009
  • 표본설계 단계에서 이용 가능한 보조정보가 있는 경우 효율적인 표본추출방법으로 층화추출법이 흔히 고려된다. 특별히 층화변수로 이용할 수 있는 변수가 많은 경우 전체 층의 숫자가 커지게 되며, 이때 각 층으로부터 한 단위를 추출하는 층 표본크기가 1인 층화추출이 효율적임이 알려져 있다. 그러나 각 층으로부터 하나의 추출단위를 추출하는 층 표본크기가 1인 층화추출의 경우 불편 분산 추정량의 계산이 불가능하다. 불편 분산 추정량의 계산은 층의 수를 줄이고 각 층으로부터 두 개의 표본추출단위를 표집하는 층 표본크기가 2인 층화추출에서 가능하나 중요 층화변수가 누락될 경우 층 표본크기가 1인 층화추출에 비해 그 효율성이 떨어진다. 본 연구에서는 Park & Fuller(2008)에 의해 제시된 층 표본크기가 2인 균형 층화추출과 호르비츠-톰슨 추정량의 불편 분산 추정량을 살펴보고, 모의실험을 통하여 여러 가지 층화추출법과 계통추출법을 비교한다. 또한 제시된 표본추출법을 2006년 청년패널 자료에 적용하여 그 효율성을 평가한다.

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확률추출에 의한 층별 샘플링의 경제성에 관한 연구 (A Study on economically optimal Determination of the Parameters of the Stratified Random Sampling)

  • 황의철;이영식
    • 산업경영시스템학회지
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    • 제13권21호
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    • pp.81-90
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    • 1990
  • In stratified random sampling a simple random sample must be taken in each stratum to reduce the maximum gain in precision given the minimum cost. The purpose of this paper is to deal with the propertics of the estimates and variances and obtain the economic design of stratified random sampling through the optimum allocation of the sample sizes. In addition, the between stratum variation and the within stratum variation is stratifying the population are described.

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A Stratified Unknown Repeated Trials in Randomized Response Sampling

  • Singh, Housila P.;Tarray, Tanveer Ahmad
    • Communications for Statistical Applications and Methods
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    • 제19권6호
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    • pp.751-759
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    • 2012
  • This paper proposes an alternative stratified randomized response model based on the model of Singh and Joarder (1997). It is shown numerically that the proposed stratified randomized response model is more efficient than Hong et al. (1994) (under proportional allocation) and Kim and Warde (2004) (under optimum allocation).

A Post-stratified Estimation in Multivariate Stratified Sampling Surveys

  • Park, Jinwoo
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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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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층화 2-단 표본 추출시 최적 집락의 크기 결정 (A Optimal Cluster Size in Stratified Two-Stage Cluster Sampling)

  • 신민웅;신기일
    • 응용통계연구
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    • 제13권2호
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    • pp.207-224
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    • 2000
  • 모집단을 집략화하여 층화 2-단 표본 추출을 할 때에 일반적으로 집락의 크기는 정해져 있다. 그러나 집락이 아파트 단지 등과 같은 경우에 집락의 크기는 큰 차이를 보인다. 이 경우 집락을 합치거나 또는 분할할 필요가 생긴다. 대 표본조사(large sample survey)에서 행정상 또는 조사 편의상 동질의 원소들이 집락화 되어 있고 집락의 크기를 결정할 필요가 있을 경우가 고려되었으며 본 논문에서는 집락의 최적크기를 결정하는 문제를 다루었다. 또한 주어진 비용 하에서 최적의 일차 추출 단위 수와 최적의 이차 추출 단위 수를 구하였다.

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