• 제목/요약/키워드: asymptotic value

검색결과 204건 처리시간 0.034초

Genetic association tests when a nuisance parameter is not identifiable under no association

  • Kim, Wonkuk;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.663-671
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    • 2017
  • Some genetic association tests include an unidentifiable nuisance parameter under the null hypothesis of no association. When the mode of inheritance (MOI) is not specified in a case-control design, the Cochran-Armitage (CA) trend test contains an unidentifiable nuisance parameter. The transmission disequilibrium test (TDT) in a family-based association study that includes the unaffected also contains an unidentifiable nuisance parameter. The hypothesis tests that include an unidentifiable nuisance parameter are typically performed by taking a supremum of the CA tests or TDT over reasonable values of the parameter. The p-values of the supremum test statistics cannot be obtained by a normal or chi-square distribution. A common method is to use a Davies's upper bound of the p-value instead of an exact asymptotic p-value. In this paper, we provide a unified sine-cosine process expression of the CA trend test that does not specify the MOI and the TDT that includes the unaffected. We also present a closed form expression of the exact asymptotic formulas to calculate the p-values of the supremum tests when the score function can be written as a linear form in an unidentifiable parameter. We illustrate how to use the derived formulas using a pharmacogenetics case-control dataset and an attention deficit hyperactivity disorder family-based example.

극치강우사상을 포함한 강우빈도분석의 불확실성 분석 (Analysis of Uncertainty of Rainfall Frequency Analysis Including Extreme Rainfall Events)

  • 김상욱;이길성;박영진
    • 한국수자원학회논문집
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    • 제43권4호
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    • pp.337-351
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    • 2010
  • 극치사상을 예측하기 위한 기존의 빈도분석 결과의 이용에 대한 많은 문제점들이 부각되고 있다. 특히, 통계적 모형을 이용하기 위해서 흔히 사용되는 점근적 모형 (asymptotic model)의 합리적인 검토 없는 외삽 (extrapolation)은 산정된 확률 값을 과대 또는 과소평가하는 문제를 일으켜, 예측결과에 대한 불확실성을 과다하게 산정함으로써 불확실성에 대한 신뢰도를 감소시키는 문제가 있다. 그러므로 본 연구에서는 국내에서 극치강우사상을 포함한 강우자료의 빈도분석에 대한 연구사례를 제공하고 점근적 모형을 사용하는 경우 발생되는 불확실성을 감소시키기 위한 방법론을 제시하였다. 이를 위하여 본 연구에서는 극치강우사상의 빈도분석을 수행하는 데 있어서 최근 들어 여러 분야에서 다양하게 적용되고 있는 Bayesian MCMC (Markov Chain Monte Carlo) 방법을 사용하였으며, 그 결과를 최우추정방법 (Maximum likelihood estimation method)과 비교하였다. 특히 강우사상의 점 빈도분석에 흔히 이용되는 확률밀도함수로 GEV (Generalized Extreme Value) 분포와 Gumbel 분포를 모두 고려하여 두 분포의 결과를 비교하였으며, 이 과정에서 각각의 산정결과 및 불확실성은 근사식을 이용한 최우추정방법과 Bayesian 방법을 이용하여 각각 비교 및 분석되었다.

비선형 경계조건을 가진 봉의 공진응답을 위한 다중시간해의 타당성 (Validity of the Multiple Scale Solution for a Resonance Response of a Bar with a Nonlinear Boundary Condition)

  • 이원경;여명환;배상수
    • 소음진동
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    • 제7권1호
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    • pp.55-60
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    • 1997
  • In order to examine the validity of an asymptotic solution obtained from the method of multiple scales, we investigate a third-order subharmonic resonance response of a bar constrained by a nonlinear spring to a harmonic excitation. The motion of the bar is governed by a linear partial differential equation with a nonlinear boundary condition. The nonlinear boundary value problem is solved by using the finite difference method. The numerical solution is compared with the asymptotic solution.

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MAXIMUM PRINCIPLE, CONVERGENCE OF SEQUENCES AND ANGULAR LIMITS FOR HARMONIC BLOCH MAPPINGS

  • Qiao, Jinjing;Gao, Hongya
    • 대한수학회보
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    • 제51권6호
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    • pp.1591-1603
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    • 2014
  • In this paper, we investigate maximum principle, convergence of sequences and angular limits for harmonic Bloch mappings. First, we give the maximum principle of harmonic Bloch mappings, which is a generalization of the classical maximum principle for harmonic mappings. Second, by using the maximum principle of harmonic Bloch mappings, we investigate the convergence of sequences for harmonic Bloch mappings. Finally, we discuss the angular limits of harmonic Bloch mappings. We show that the asymptotic values and angular limits are identical for harmonic Bloch mappings, and we further prove a result that applies also if there is no asymptotic value. A sufficient condition for a harmonic Bloch mapping has a finite angular limit is also given.

Distribution of the Estimator for Peak of a Regression Function Using the Concomitants of Extreme Oder Statistics

  • Kim, S.H;Kim, T.S.
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.855-868
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    • 1998
  • For a random sample of size n from general linear model, $Y_i= heta(X_i)+varepsilon_i,;let Y_{in}$ denote the ith oder statistics of the Y sample values. The X-value associated with $Y_{in}$ is denoted by $X_{[in]}$ and is called the concomitant of ith order statistics. The estimator of the location of a maximum of a regression function, $ heta$($\chi$), was proposed by (equation omitted) and was found the convergence rate of it under certain weak assumptions on $ heta$. We will discuss the asymptotic distributions of both $ heta(X_{〔n-r+1〕}$) and (equation omitted) when r is fixed as nolongrightarrow$\infty$(i.e. extreme case) on the basis of the theorem of the concomitants of order statistics. And the will investigate the asymptotic behavior of Max{$\theta$( $X_{〔n-r+1:n〕/}$ ), . , $\theta$( $X_{〔n:n〕}$)}as an estimator for the peak of a regression function.

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원판의 비선형 비대칭진동을 위한 수치해 (Numerical solution for nonlinear asymmetric vibrations of a circular plate)

  • 이원경;세르게이 사모일렌코
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2006년도 춘계학술대회논문집
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    • pp.73-80
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    • 2006
  • In order to examine the validity of an asymptotic solution for nonlinear interaction in asymmetric vibration modes of a perfect circular plate, we obtain the numerical solution. The motion of the plate is governed by nonlinear partial differential equation. The initial and boundary value problem is solved by using the finite difference method. The numerical solution is compared with the asymptotic solution. It is found that traveling waves relating clockwise and counterclockwise as well as standing wave are depicted by the numerical solution.

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석유 시추보호관의 운동특성에 관한 실험적 고찰 (An Experimental Study on the Dynamic Behavior of a Marine Riser)

  • 김용철;이판묵;홍사영
    • 한국해양공학회지
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    • 제2권1호
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    • pp.46-58
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    • 1988
  • The experimental investigations on the motion characteristics of a marine riser both in air and water were performed. The static deflections and natural frequencies of the riser in air including the effect of static offset, were obtained from the experiment. These results were compared with those of theoretical prediction by using a simple asymptotic formula. In order to investigate the nonlinear motion characteristics of the riser subject to nonlinear viscous drag and large displacement, the forced oscillation tests both in air and water were performed. In the forced oscillation tests in air, it was found that the transverse motion due to geometrical nonlinearity grows when the amplitude of in-line oscillation exceeds a certain critical value, say, order of 1-2 diameters. The planar motions of the riser in water due to vortex shedding and the geometrical nonlinearity were described. Some of these results were also compared with those of theoretical analysis, which uses a numerical perturbation technique based on the derived linear asymptotic solutions, and found to be generally in good agreement.

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MEAN VALUES OF DERIVATIVES OF L-FUNCTIONS IN FUNCTION FIELDS: IV

  • Andrade, Julio;Jung, Hwanyup
    • 대한수학회지
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    • 제58권6호
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    • pp.1529-1547
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    • 2021
  • In this series, we investigate the calculation of mean values of derivatives of Dirichlet L-functions in function fields using the analogue of the approximate functional equation and the Riemann Hypothesis for curves over finite fields. The present paper generalizes the results obtained in the first paper. For µ ≥ 1 an integer, we compute the mean value of the µ-th derivative of quadratic Dirichlet L-functions over the rational function field. We obtain the full polynomial in the asymptotic formulae for these mean values where we can see the arithmetic dependence of the lower order terms that appears in the asymptotic expansion.

Fixed-accuracy confidence interval estimation of P(X > c) for a two-parameter gamma population

  • Zhuang, Yan;Hu, Jun;Zou, Yixuan
    • Communications for Statistical Applications and Methods
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    • 제27권6호
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    • pp.625-639
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    • 2020
  • The gamma distribution is a flexible right-skewed distribution widely used in many areas, and it is of great interest to estimate the probability of a random variable exceeding a specified value in survival and reliability analysis. Therefore, the study develops a fixed-accuracy confidence interval for P(X > c) when X follows a gamma distribution, Γ(α, β), and c is a preassigned positive constant through: 1) a purely sequential procedure with known shape parameter α and unknown rate parameter β; and 2) a nonparametric purely sequential procedure with both shape and rate parameters unknown. Both procedures enjoy appealing asymptotic first-order efficiency and asymptotic consistency properties. Extensive simulations validate the theoretical findings. Three real-life data examples from health studies and steel manufacturing study are discussed to illustrate the practical applicability of both procedures.