• Title/Summary/Keyword: Unbiased test

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UMP Unbiased Test for the Infection Rate in Group Testing

  • Kwon, Se-hyug
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.293-303
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    • 1999
  • When test outcomes of units are dichotomous and he infection rate is small group testing is more efficient that noe-to-one testing in estimating the true p and classifying units as infected or not. In this paper two-sided hypothesis testing and confidence intervals are derived based on the UMP(uniformly most powerful) unbiased test. The UMP unbiased approach is compared with Thompson's and Bhattacharyya et al.'s approaches by computing the length of confidence intervals and capture probabilities and shown to have a number of desirable properties. Unequal allocation one of advantages of the proposed approach is also mentioned.

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Condition assessment of bridge pier using constrained minimum variance unbiased estimator

  • Tamuly, Pranjal;Chakraborty, Arunasis;Das, Sandip
    • Structural Monitoring and Maintenance
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    • v.7 no.4
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    • pp.319-344
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    • 2020
  • Inverse analysis of non-linear reinforced concrete bridge pier using recursive Gaussian filtering for in-situ condition assessment is the main theme of this work. For this purpose, minimum variance unbiased estimation using unscented sigma points is adopted here. The uniqueness of this inverse analysis lies in its approach for strain based updating of engineering demand parameters, where appropriate bound and constrained conditions are introduced to ensure numerical stability and convergence. In this analysis, seismic input is also identified, which is an added advantage for the structures having no dedicated sensors for earthquake measurement. First, the proposed strategy is tested with a simulated example whose hysteretic properties are obtained from the slow-cyclic test of a frame to investigate its efficiency and accuracy. Finally, the experimental test data of a full-scale bridge pier is used to study its in-situ condition in terms of Park & Ang damage index. Overall the study shows the ability of the augmented minimum variance unbiased estimation based recursive time-marching algorithm for non-linear system identification with the aim to estimate the engineering damage parameters that are the fundamental information necessary for any future decision making for retrofitting/rehabilitation.

Analysis of Linear Regression Model with Two Way Correlated Errors

  • Ssong, Seuck-Heun
    • Journal of the Korean Statistical Society
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    • v.29 no.2
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    • pp.231-245
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    • 2000
  • This paper considers a linear regression model with space and time data in where the disturbances follow spatially correlated error components. We provide the best linear unbiased predictor for the one way error components. We provide the best linear unbiased predictor for the one way error component model with spatial autocorrelation. Further, we derive two diagnostic test statistics for the assessment of model specification due to spatial dependence and random effects as an application of the Lagrange Multiplier principle.

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Exponential family of circular distributions

  • Kim, Sung-Su
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1217-1222
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    • 2011
  • In this paper, we show that any circular density can be closely approximated by an exponential family of distributions. Therefore we propose an exponential family of distributions as a new family of circular distributions, which is absolutely suitable to model any shape of circular distributions. In this family of circular distributions, the trigonometric moments are found to be the uniformly minimum variance unbiased estimators (UMVUEs) of the parameters of distribution. Simulation result and goodness of fit test using an asymmetric real data set show usefulness of the novel circular distribution.

Estimation of Pr(Y < X) in the Censored Case

  • Kim, Jae Joo;Yeum, Joon Keun
    • Journal of Korean Society for Quality Management
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    • v.12 no.1
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    • pp.9-16
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    • 1984
  • We study some estimation of the ${\theta}=P_r$(Y${\theta}$. We consider asymptotic property of estimators and maximum likelihood estimator is compared with unique minimum veriance unbiased estimator in moderate sample size.

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Improving a Test for Normality Based on Kullback-Leibler Discrimination Information (쿨백-라이블러 판별정보에 기반을 둔 정규성 검정의 개선)

  • Choi, Byung-Jin
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.79-89
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    • 2007
  • A test for normality introduced by Arizono and Ohta(1989) is based on fullback-Leibler discrimination information. The test statistic is derived from the discrimination information estimated using sample entropy of Vasicek(1976) and the maximum likelihood estimator of the variance. However, these estimators are biased and so it is reasonable to make use of unbiased estimators to accurately estimate the discrimination information. In this paper, Arizono-Ohta test for normality is improved. The derived test statistic is based on the bias-corrected entropy estimator and the uniformly minimum variance unbiased estimator of the variance. The properties of the improved KL test are investigated and Monte Carlo simulation is performed for power comparison.

A STUDY OF SOME TESTS OF TREND IN CONTINGENCY TABLES

  • Jee, Eun-Sook
    • The Pure and Applied Mathematics
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    • v.4 no.1
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    • pp.7-18
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    • 1997
  • Consider an $r\;\times\;c$ contingency table under the full multinomial model in which each classification is ordered. The problem is to test the null hypothesis of independence. A number of tests have been proposed for this problem. In this article we show that all of these tests can be improved on in some sense for most cases. In fact the preceding tests sometimes are inadmissible in a strict sense. Furthermore, we show by example that in some cases improved tests can yield substantially improved power functions.

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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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    • v.13 no.2
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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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    • v.14 no.1
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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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Regression Trees with. Unbiased Variable Selection (변수선택 편향이 없는 회귀나무를 만들기 위한 알고리즘)

  • 김진흠;김민호
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.459-473
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    • 2004
  • It has well known that an exhaustive search algorithm suggested by Breiman et. a1.(1984) has a trend to select the variable having relatively many possible splits as an splitting rule. We propose an algorithm to overcome this variable selection bias problem and then construct unbiased regression trees based on the algorithm. The proposed algorithm runs two steps of selecting a split variable and determining a split rule for binary split based on the split variable. Simulation studies were performed to compare the proposed algorithm with Breiman et a1.(1984)'s CART(Classification and Regression Tree) in terms of degree of variable selection bias, variable selection power, and MSE(Mean Squared Error). Also, we illustrate the proposed algorithm with real data sets.