• 제목/요약/키워드: Unbiased Estimate

검색결과 93건 처리시간 0.022초

삼각망에서 변형률산출의 신뢰도와 적용례; GPS로 관측된 2011 토호쿠지진에 의한 한반도 변형 (Reliability of Strain Estimation on Triangular Network and A Case Study; Deformation of Korea due to 2011 Tohoku Earthquake observed by GPS)

  • 나성호;정태웅;최병규;유성문
    • 지구물리와물리탐사
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    • 제16권4호
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    • pp.284-292
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    • 2013
  • 삼각망에서 얻은 2차원 변위자료로부터 주축변형, 회전, 팽창등을 산출하는 안정된 계산순서를 제시하였으며, 이들 추산치의 오차가 삼각망의 면적간에 반비례하므로 자료망의 크기를 택함에 유의하여야함을 지적하였다. 이 순서를, 2011년 토호쿠지진에 의해 발생한 한반도지역의 변위의 GPS관측자료에 적용하여 안정된 추산치들을 얻었다.

Comparison of Best Invariant Estimators with Best Unbiased Estimators in Location-scale Families

  • Seong-Kweon
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.275-283
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    • 1999
  • In order to estimate a parameter $(\alpha,\beta^r), r\epsilonN$, in a distribution belonging to a location-scale family we usually use best invariant estimator (BIE) and best unbiased estimator (BUE). But in some conditions Ryu (1996) showed that BIE is better than BUE. In this paper we calculate risks of BIE and BUE in a normal and an exponential distribution respectively and calculate a percentage risk improvement exponential distribution respectively and calculate a percentage risk improvement (PRI). We find the sample size n which make no significant differences between BIE and BUE in a normal distribution. And we show that BIE is always significantly better than BUE in an exponential distribution. Also simulation in a normal distribution is given to convince us of our result.

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Smart Air Condition Load Forecasting based on Thermal Dynamic Model and Finite Memory Estimation for Peak-energy Distribution

  • Choi, Hyun Duck;Lee, Soon Woo;Pae, Dong Sung;You, Sung Hyun;Lim, Myo Taeg
    • Journal of Electrical Engineering and Technology
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    • 제13권2호
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    • pp.559-567
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    • 2018
  • In this paper, we propose a new load forecasting method for smart air conditioning (A/C) based on the modified thermodynamics of indoor temperature and the unbiased finite memory estimator (UFME). Based on modified first-order thermodynamics, the dynamic behavior of indoor temperature can be described by the time-domain state-space model, and an accurate estimate of indoor temperature can be achieved by the proposed UFME. In addition, a reliable A/C load forecast can be obtained using the proposed method. Our study involves the experimental validation of the proposed A/C load forecasting method and communication construction between DR server and HEMS in a test bed. Through experimental data sets, the effectiveness of the proposed estimation method is validated.

Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • 제14권1호
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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SMOOTH SINGULAR VALUE THRESHOLDING ALGORITHM FOR LOW-RANK MATRIX COMPLETION PROBLEM

  • Geunseop Lee
    • 대한수학회지
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    • 제61권3호
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    • pp.427-444
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    • 2024
  • The matrix completion problem is to predict missing entries of a data matrix using the low-rank approximation of the observed entries. Typical approaches to matrix completion problem often rely on thresholding the singular values of the data matrix. However, these approaches have some limitations. In particular, a discontinuity is present near the thresholding value, and the thresholding value must be manually selected. To overcome these difficulties, we propose a shrinkage and thresholding function that smoothly thresholds the singular values to obtain more accurate and robust estimation of the data matrix. Furthermore, the proposed function is differentiable so that the thresholding values can be adaptively calculated during the iterations using Stein unbiased risk estimate. The experimental results demonstrate that the proposed algorithm yields a more accurate estimation with a faster execution than other matrix completion algorithms in image inpainting problems.

Optimal fractions in terms of a prediction-oriented measure

  • Lee, Won-Woo
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.209-217
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    • 1993
  • The multicollinearity problem in a multiple linear regression model may present deleterious effects on predictions. Thus, its is desirable to consider the optimal fractions with respect to the unbiased estimate of the mean squares errors of the predicted values. Interstingly, the optimal fractions can be also illuminated by the Bayesian inerpretation of the general James-Stein estimators.

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On the Use of Winsorized Mean for Truncated Family of Distributions under Type II Censoring

  • Nanthakumar, A.;Selvavel, K.;Ali, M.Masoom
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.147-156
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    • 2002
  • In this paper, we study the properties of the modified winsorized mean to estimate the mean of a two-truncation parameter population. Under some mild conditions, the estimator is found to be strongly consistent and asymptotically unbiased even though the sample is doubly type II censored.

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Small Domain Estimation of the Proportion Using Survey Weights

  • Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1179-1189
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    • 2007
  • In this paper, we estimate the proportion of individuals having health insurance in a given year for several small domains cross-classified by age, sex and other demographic characteristics using the data provided by the National Center for Health Statistics(NCHS). We employ Bayesian as well as frequentist methodology to obtain small domain estimates and the associated measures of precision. One of the new features of our study is that we utilize the survey weights along with the model to derive the small domain estimates.

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Estimation of the Scale Parameter in the Weibull Distribution Based on the Quasi-range

  • Woo, Jung-Soo;Lee, Kgoang-Ho
    • Journal of the Korean Statistical Society
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    • 제12권2호
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    • pp.69-80
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    • 1983
  • The purpose of this paper is to obtain representation of the mathematical special functions and the numerical values of the mean square errors for the quasi-ranges in random small smaples ($n \leq 30$) from the Weibull distribution with a shape and a scale parameters, and to estimate the scale parameter by use of unbiased estimator based on the quasi-range. It will be shown that the jackknife estimator of the range is worse than the range of random samples from the given distribution in the sense of the mean square error.

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Metallicity Distribution of the Galactic Halo from SDSS Photometry

  • 안덕근
    • 천문학회보
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    • 제36권2호
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    • pp.144.1-144.1
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    • 2011
  • We explore the metallicity distribution of the Galactic halo based on the SDSS ugriz photometry. We use empirically calibrated sets of stellar isochrones to determine distances and metallicities of individual main-sequence stars in the halo. At heliocentric distances greater than 5 kpc, we find that the in situ photometric metallicity distribution reveals chemically divided dual halo components, which supports arguments from earlier studies based on the medium resolution spectroscopy. Our finding provides an unbiased estimate of relative fractions of each of these stellar components in the Galactic halo.

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