• Title/Summary/Keyword: bias and mean squared error

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Model- Data Based Small Area Estimation

  • Shin, Key-Il;Lee, Sang Eun
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.637-645
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    • 2003
  • Small area estimation had been studied using data-based methods such as Direct, Indirect, Synthetic methods. However recently, model-based such as based on regression or time series estimation methods are applied to the study. In this paper we investigate a model-data based small area estimation which takes into account the spatial relation among the areas. The Economic Active Population Survey in 2001 are used for analysis and the results from the model based and model-data based estimation are compared with using MSE(Mean squared error), MAE(Mean absolute error) and MB(Mean bias).

On simple estimation technique for the reliability of exponential lifetime model

  • Al-Hemyari, Z.A.;Al-Saidy, Obaid M.;Al-Ali, A.R.
    • International Journal of Reliability and Applications
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    • v.14 no.2
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    • pp.79-96
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    • 2013
  • Exponential distribution plays a key role in engineering reliability and its applications. The exponential failure model has been studied for years. This article introduces two new preliminary test estimators for the reliability function (R(t)) in complete and censored samples from the exponential model with the use of a prior estimation (${\theta}_0$) of the mean (${\theta}$). The proposed preliminary test estimators are studied and compared numerically with the existing estimators. Computer-intensive calculations for bias and relative efficiency show that for, different values of levels of significance and for varying constants involved in the proposed estimators, the proposed estimators are far better than classical and existing estimators.

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Robust Designs to Outliers for Response Surface Experiments

  • Jeong B. Yoo;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • v.20 no.2
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    • pp.147-155
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    • 1991
  • This paper treats a robust design criterion which minimizes the effects of outliers and model inadequacy, and investigates robust designs for some response surface designs. In order to develop a robust design criterion and robust design, the integrated mean squared error of *(equation omitted) over a region is utilized, where *(equation omitted). is the estimated response by the minimum bias estimation proposed by carson, Manson and Hader (1969) . According to the number of aberrant observations and their positions, the proposed criterion and designs are studied. Also further development of the proposed criterion is treated when outliers can occur in any position of a design.

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Boundary Corrected Smoothing Splines

  • Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.1
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    • pp.77-88
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    • 1998
  • Smoothing spline estimators are modified to remove boundary bias effects using the technique proposed in Eubank and Speckman (1991). An O(n) algorithm is developed for the computation of the resulting estimator as well as associated generalized cross-validation criteria, etc. The asymptotic properties of the estimator are studied for the case of a linear smoothing spline and the upper bound for the average mean squared error of the estimator given in Eubank and Speckman (1991) is shown to be asymptotically sharp in this case.

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Some Alternative Classes of Shrinkage Estimators for a Scale Parameter of the Exponential Distribution

  • Singh, Housila P.;Singh, Sarjinder;Kim, Jong-Min
    • The Korean Journal of Applied Statistics
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    • v.25 no.2
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    • pp.301-309
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    • 2012
  • This paper proposes some alternative classes of shrinkage estimators and analyzes their properties. In particular, some new shrinkage estimators are identified and compared with Pandey (1983), Pandey and Srivastav (1985) and Jani (1991) estimators. Numerical illustrations are also provided.

Bayesian Estimation of the Nakagami-m Fading Parameter

  • Son, Young-Sook;Oh, Mi-Ra
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.345-353
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    • 2007
  • A Bayesian estimation of the Nakagami-m fading parameter is developed. Bayesian estimation is performed by Gibbs sampling, including adaptive rejection sampling. A Monte Carlo study shows that the Bayesian estimators proposed outperform any other estimators reported elsewhere in the sense of bias, variance, and root mean squared error.

Efficiency of Aggregate Data in Non-linear Regression

  • Huh, Jib
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.327-336
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    • 2001
  • This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

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Method for Evaluating Optimal Air Monitoring Sites for SO2 in Ulsan (울산광역시 아황산가스(SO2)의 최적관측소 평가방법)

  • Lim, Junghyun;Yoon, Sanghoo
    • Journal of Environmental Science International
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    • v.26 no.9
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    • pp.1073-1080
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    • 2017
  • Manufacturing and technology industries produce large amounts of air pollutants. Ulsan Metropolitan City, South Korea, is well-known for its large industrial complexes; in particular, the concentration of $SO_2$ here is the highest in the country. We assessed $SO_2$ monitoring sites based on conditional and joint entropy, because this is a common method for determining an optimal air monitoring network. Monthly $SO_2$ concentrations from 12 air monitoring sites were collected, and the distribution of spatial locations was determined by kriging. Mean absolute error, Root Mean Squared Error (RMSE), bias and correlation coefficients were employed to evaluate the considered algorithms. An optimal air monitoring network for Ulsan was suggested based on the improvement of RMSE.

Weighting Effect on the Weighted Mean in Finite Population (유한모집단에서 가중평균에 포함된 가중치의 효과)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.7 no.2
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    • pp.53-69
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    • 2006
  • Weights can be made and imposed in both sample design stage and analysis stage in a sample survey. While in design stage weights are related with sample data acquisition quantities such as sample selection probability and response rate, in analysis stage weights are connected with external quantities, for instance population quantities and some auxiliary information. The final weight is the product of all weights in both stage. In the present paper, we focus on the weight in analysis stage and investigate the effect of such weights imposed on the weighted mean when estimating the population mean. We consider a finite population with a pair of fixed survey value and weight in each unit, and suppose equal selection probability designs. Under the condition we derive the formulas of the bias as well as mean square error of the weighted mean and show that the weighted mean is biased and the direction and amount of the bias can be explained by the correlation between survey variate and weight: if the correlation coefficient is positive, then the weighted mein over-estimates the population mean, on the other hand, if negative, then under-estimates. Also the magnitude of bias is getting larger when the correlation coefficient is getting greater. In addition to theoretical derivation about the weighted mean, we conduct a simulation study to show quantities of the bias and mean square errors numerically. In the simulation, nine weights having correlation coefficient with survey variate from -0.2 to 0.6 are generated and four sample sizes from 100 to 400 are considered and then biases and mean square errors are calculated in each case. As a result, in the case or 400 sample size and 0.55 correlation coefficient, the amount or squared bias of the weighted mean occupies up to 82% among mean square error, which says the weighted mean might be biased very seriously in some cases.

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Adjustment of the Mean Field Rainfall Bias by Clustering Technique (레이더 자료의 군집화를 통한 Mean Field Rainfall Bias의 보정)

  • Kim, Young-Il;Kim, Tae-Soon;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.42 no.8
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    • pp.659-671
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    • 2009
  • Fuzzy c-means clustering technique is applied to improve the accuracy of G/R ratio used for rainfall estimation by radar reflectivity. G/R ratio is computed by the ground rainfall records at AWS(Automatic Weather System) sites to the radar estimated rainfall from the reflectivity of Kwangduck Mt. radar station with 100km effective range. G/R ratio is calculated by two methods: the first one uses a single G/R ratio for the entire effective range and the other two different G/R ratio for two regions that is formed by clustering analysis, and absolute relative error and root mean squared error are employed for evaluating the accuracy of radar rainfall estimation from two G/R ratios. As a result, the radar rainfall estimated by two different G/R ratio from clustering analysis is more accurate than that by a single G/R ratio for the entire range.