• 제목/요약/키워드: Unbiased Estimate

검색결과 93건 처리시간 0.022초

An Improved Composite Estimator for Cut-off Sampling

  • Hwang, Hee-Jin;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.367-376
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    • 2013
  • Cut-off sampling is widely used for a highly skewed population like a business survey by discarding a part of the population (the take-nothing stratum). In this paper, we suggest a new composite estimator of the take-nothing stratum total obtained by use of the survey results of the take-nothing stratum and a take-some sub-stratum (a part of take-some stratum) for a more accurate estimate of the population total. Small simulation studies are conducted to compare the performances of known estimators and the new composite estimator suggested in this study. In addition, we use briquette consumption survey data for real data analysis.

이산형 칼만 필터를 이용한 서보 시스템의 상태 추정자 설계 (A State Estimator for servo system using discrete Kalman Filter)

  • 신두진;염형선;허욱열;이제희
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 추계학술대회 논문집 학회본부 B
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    • pp.420-422
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    • 1998
  • In this paper, we propose a position-speed control of servo system with a state estimator. And also we utilized two mass modelling in order to deals with real system accurately. The overall control system consists of two parts: the position-speed controller and state estimator. The Kalman filter applied as state - feedback controller is an optimal state estimator applied to a dynamic system that involves random perturbations and gives a linear,unbiased and minimun error variance recursive algorithm to estimate the unknown state optimally. Therefore we consider the error problem about the servo system modelling, the measurement noise at low-speed ranges a stochastic system, and implement a optimal state observer. Performance of the proposed state estimator are demonstrated by computer simulations.

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A New Fast Simulation Technique for Rare Event Simulation

  • Kim, Yun-Bae;Roh, Deok-Seon;Lee, Myeong-Yong
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 1999년도 춘계학술대회 논문집
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    • pp.70-79
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    • 1999
  • Importance Sampling (IS) has been applied to accelerate the occurrence of rare events. However, it has a drawback of effective biasing scheme to make the estimator from IS unbiased. Adaptive Importance Sampling (AIS) employs an estimated sampling distribution of IS to the systems of interest during the course of simulation. We propose Nonparametric Adaptive Importance Sampling (NAIS) technique which is nonparametrically modified version of AIS and test it to estimate a probability of rare event in M/M/1 queueing model. Comparing with classical Monte Carlo simulation, the computational efficiency and variance reductions gained via NAIS are substantial. A possible extension of NAIS regarding with random number generation is also discussed.

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Use of the Centroid Method to Estimate Volumes of Japanese Red Cedar Trees in Southern Korea

  • Coble, D. W.;Lee, Young-Jin
    • The Korean Journal of Ecology
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    • 제26권3호
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    • pp.123-127
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    • 2003
  • Cubic-meter volumes estimated from two proxy taper functions were compared to observed volumes of Japanese red cedar trees (Cryptomeria japonica D. Don) to evaluate accuracy and precision in the centroid method. Centroid volume estimates were also compared to volume estimates from existing whole-tree volume equations developed for another geographic region. This study found that one proxy function produced unbiased volume estimates while the other was biased. Volume estimates from the whole-tree equations were also biased. However, the volume estimates from the whole-tree equations were more precise than those from the centroid method. These results support previous studies that the centroid method can produce reliable volumes of trees when no other reliable volume equations exist.

On inference of multivariate means under ranked set sampling

  • Rochani, Haresh;Linder, Daniel F.;Samawi, Hani;Panchal, Viral
    • Communications for Statistical Applications and Methods
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    • 제25권1호
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    • pp.1-13
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    • 2018
  • In many studies, a researcher attempts to describe a population where units are measured for multiple outcomes, or responses. In this paper, we present an efficient procedure based on ranked set sampling to estimate and perform hypothesis testing on a multivariate mean. The method is based on ranking on an auxiliary covariate, which is assumed to be correlated with the multivariate response, in order to improve the efficiency of the estimation. We showed that the proposed estimators developed under this sampling scheme are unbiased, have smaller variance in the multivariate sense, and are asymptotically Gaussian. We also demonstrated that the efficiency of multivariate regression estimator can be improved by using Ranked set sampling. A bootstrap routine is developed in the statistical software R to perform inference when the sample size is small. We use a simulation study to investigate the performance of the method under known conditions and apply the method to the biomarker data collected in China Health and Nutrition Survey (CHNS 2009) data.

속산 시뮬레이션을 위한 적응형 비모수 중요 샘플링 기법 (Non-parametric Adaptive Importance Sampling for Fast Simulation Technique)

  • 김윤배
    • 한국시뮬레이션학회논문지
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    • 제8권3호
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    • pp.77-89
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    • 1999
  • Simulating rare events, such as probability of cell loss in ATM networks, machine failure in highly reliable systems, requires huge simulation efforts due to the low chance of occurrence. Importance Sampling (IS) has been applied to accelerate the occurrence of rare events. However, it has a drawback of effective biasing scheme to make the estimator of IS unbiased. Adaptive Importance Sampling (AIS) employs an estimated sampling distribution of IS to the system of interest during the course of simulation. We propose Nonparametric Adaptive Importance Sampling (NAIS) technique which is nonparametrical version of AIS. We test NAIS to estimate a probability of rare event in M/M/1 queueing model. Comparing with classical Monte Carlo simulation, the computational efficiency and variance reductions gained via NAIS are substantial. A possible extension of NAIS regarding with random number generation is also discussed.

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Advances for the time-dependent Monte Carlo neutron transport analysis in McCARD

  • Sang Hoon Jang;Hyung Jin Shim
    • Nuclear Engineering and Technology
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    • 제55권7호
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    • pp.2712-2722
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    • 2023
  • For an accurate and efficient time-dependent Monte Carlo (TDMC) neutron transport analysis, several advanced methods are newly developed and implemented in the Seoul National University Monte Carlo code, McCARD. For an efficient control of the neutron population, a dynamic weight window method is devised to adjust the weight bounds of the implicit capture in the time bin-by-bin TDMC simulations. A moving geometry module is developed to model a continuous insertion or withdrawal of a control rod. Especially, the history-based batch method for the TDMC calculations is developed to predict the unbiased variance of a bin-wise mean estimate. The developed methods are verified for three-dimensional problems in the C5G7-TD benchmark, showing good agreements with results from a deterministic neutron transport analysis code, nTRACER, within the statistical uncertainty bounds. In addition, the TDMC analysis capability implemented in McCARD is demonstrated to search the optimum detector positions for the pulsed-neutron-source experiments in the Kyoto University Critical Assembly and AGN201K.

설계기준 분석 방법에 의한 지역사회 청소년 흡연율 추정 (Estimation of Smoking Prevalence among Adolescents in a Community by Design-based Analysis)

  • 박순우;이상원;박정한;윤연옥;이원기;김종연
    • Journal of Preventive Medicine and Public Health
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    • 제39권4호
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    • pp.317-324
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    • 2006
  • Objectives: This study was conducted to estimate the unbiased smoking prevalence and its standard errors among adolescents in a large city in Korea, by design-based analysis. Methods: All the students in Daegu city were stratified by grade, gender and region, and then schools as primary sampling units (PSU) were selected by probability proportional to size (PPS) sampling. One or two classes were sampled randomly from each grade, from 5th grade in elementary schools to the 3rd grade in high schools. The students anonymously completed a standardized self-administered questionnaire from October to December 2004. The total number of respondents was 8,480 in the final analysis, excluding the third graders in the general high schools because of incomplete sampling. The sampling weight was calculated for each student after post-stratification adjustment, with adjustment being made for the missing cases. The data were analyzed with Stata 8.0 with consideration of PSU, weighting and the strata variables. Results: The smoking prevalence (%) and standard errors for male students from the fifth grade in elementary schools to the second grade in high schools were $0.93{\pm}0.47,\;1.83{\pm}0.74,\;3.16{\pm}1.00,\;5.12{\pm}1.02,\;10.86{\pm}1.13,\;15.63{\pm}2.44\;and\;17.96{\pm}2.67$, and those for the female students were $0.28{\pm}0.28,\;1.17{\pm}0.73,\;3.13{\pm}0.60,\;1.45{\pm}0.58,\;3.94{\pm}0.92,\;8.75{\pm}1.86\;and\;10.04{\pm}1.70$, sequentially. Conclusions: The smoking prevalence from this study was much higher than those from the other conventional studies conducted in Korea. The point estimates and standard errors from the design-based analysis were different from those of the model-based analysis. These findings suggest the importance of design-based analysis to estimate unbiased prevalence and standard errors in complex survey data and this method is recommended to apply to future surveys for determining the smoking prevalence for specific population.

Genetic parameters and litter trait trends of Danish pigs in South Vietnam

  • Tinh, Nguyen Huu;Hao, Tran Van;Bui, Anh Phu Nam
    • Animal Bioscience
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    • 제34권12호
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    • pp.1903-1911
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    • 2021
  • Objective: The objective of this study was to estimate the genetic parameters and various litter trait trends of Danish pigs in South Vietnam, including the number born alive (NBA), number weaned (NW), and litter weight at the 21st day (LW21). Methods: Records of 936 Yorkshire sows with 3361 litters and 973 Landrace sows with 3161 litters were used to estimate the variance components, genetic parameters, and trends of NBA, NW, and LW21. The restricted maximum likelihood method was applied using VCE6 software to obtain the variance components and genetic parameters. Thereafter, the best linear unbiased prediction procedure with an animal model was applied using PEST software to estimate the breeding values of the studied traits. Results: The heritability estimates were low, ranging from 0.12 to 0.21 for NBA, 0.03 to 0.04 for NW, and from 0.11 to 0.13 for LW21. The genetic correlation between the NBA and NW was relatively strong in both breeds, at 0.77 and 0.60 for Yorkshire and Landrace, respectively. Similarly, the genetic correlation between the NW and LW21 was considerably stronger in Landrace pigs (0.71) than in Yorkshire pigs (0.48). The estimates of annual genetic progress were 0.0431, 0.0233, and 0.0461 for NBA, NW, and LW21 in Landrace pigs and 0434, 0.0202, and 0.0667 for NBA, NW, and LW21 in Yorkshire pigs, respectively. Conclusion: The positive genetic trends estimated for the additive genetic values of the selected traits indicated that the current breeding system has achieved favorable results.

1D 측선에 의한 절리 자료에 대한 편향 보정 기법에 관한 연구 (A study of the Sampling Bias Correction on Joint Data from 1D Survey Line)

  • 엄정기
    • 터널과지하공간
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    • 제13권5호
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    • pp.344-352
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    • 2003
  • 시추공 또는 선형조사선과 같은 1D측선에서 측정된 절리 자료의 샘플링 편향을 보정하는 절차를 기술하였다. ID 측선에서 절리가 관측될 수 있는 확률은 측선 방향에 대한 절리의 상대적인 방향 이외에도 절리 크기, 절리 모양 및 측선 길이 등의 복합적 요인에 의하여 결정될 수 있다. 본 연구에서는 절리의 모양을 원판형이라 가정하고 절리의 방향 및 크기에 의하여 나타날 수 있는 절리 자료의 방향 편향 효과를 동시에 보정할 수 있는 방법론을 제시하고, 현장적용을 통하여 방향 편향 보정이 절리군의 방향분포에 미치는 영향에 대하여 고찰하였다. 또한, 유한 길이의 측선으로부터 산정된 절리군의 간격분포는 샘플링 영역인 측선 길이에 따라 다르게 나타날 수 있으며, 이와 같은 간격 편향에 대한 보정절차를 기술하였다.