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

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Estimation and Demonstration Test Plan for Availability with Weibull Lifetime and Lognormal Repair Time (와이블 수명분포와 대수정규 수리시간분포 하에서 가용도의 추정과 실증시험계획)

  • Seo, Sun-Keun
    • Journal of Applied Reliability
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    • v.14 no.1
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    • pp.1-9
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    • 2014
  • One important measure of performance for a repairable system is steady-state availability. In this paper, a method to estimate and establish confidence interval for the steady-state availability under Weibull lifetime and lognormal repair time distributions is proposed. Also, bias and mean squared error of a point estimator for an availability are investigated. In addition, a procedure to derive the sample size and critical value for availability demonstration test is presented and illustrated with a numerical example.

Estimation on the Generalized Half Logistic Distribution under Type-II Hybrid Censoring

  • Seo, Jung-In;Kim, Yongku;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.20 no.1
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    • pp.63-75
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    • 2013
  • In this paper, we derive maximum likelihood estimators (MLEs) and approximate maximum likelihood estimators (AMLEs) of unknown parameters in a generalized half logistic distribution under Type-II hybrid censoring. We also obtain approximate confidence intervals using asymptotic variance and covariance matrices based on the MLEs and the AMLEs. As an illustration, we examine the validity of the proposed estimation using real data. Finally, we compare the proposed estimators in the sense of the mean squared error (MSE), bias, and length of the approximate confidence interval through a Monte Carlo simulation for various censoring schemes.

New approach for analysis of progressive Type-II censored data from the Pareto distribution

  • Seo, Jung-In;Kang, Suk-Bok;Kim, Ho-Yong
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.569-575
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    • 2018
  • Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

Multivariate analysis of longitudinal surveys for population median

  • Priyanka, Kumari;Mittal, Richa
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.255-269
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    • 2017
  • This article explores the analysis of longitudinal surveys in which same units are investigated on several occasions. Multivariate exponential ratio type estimator has been proposed for the estimation of the finite population median at the current occasion in two occasion longitudinal surveys. Information on several additional auxiliary variables, which are stable over time and readily available on both the occasions, has been utilized. Properties of the proposed multivariate estimator, including the optimum replacement strategy, are presented. The proposed multivariate estimator is compared with the sample median estimator when there is no matching from a previous occasion and with the exponential ratio type estimator in successive sampling when information is available on only one additional auxiliary variable. The merits of the proposed estimator are justified by empirical interpretations and validated by a simulation study with the help of some natural populations.

Estimation of the Survival Function under Extreme Right Censoring Model (극단적인 오른쪽 관측중단모형에서 생존함수의 추정)

  • Lee, Jae-Man
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.225-233
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    • 2000
  • In life-testing experiments, in which the longest time an experimental unit is on test is not a failure time, but rather a censored observation. For the situation the Kaplan-Meier estimator is known to be a baised estimator of the survival function. Several modifications of the Kaplan-Meier estimator are examined and compared with bias and mean squared error.

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An Effective x-dB Bandwidth Measurement Method of FM Signals using moving Average (동적 평균을 이용한 FM 신호의 효율적인 x-dB 대역폭 측정방법)

  • 김영수;유익한;조병모
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.11 no.7
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    • pp.1233-1239
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    • 2000
  • In this paper, a new approach is proposed for effectively estimating the occupied bandwidth of frequency modulation (FM) signals. The proposed method makes use of the smoothing niter for removing the perturbation of spectrum envelope, which frequently occurs in FM signals having the instantaneous frequency. An effective procedure is derived for finding the relatively accurate bandwidth of FM signals combined with x-dB bandwidth measurement method, which International Telecommunication Union-Radiocommunication (ITU-R) recommended. It was shown that the proposed approach provides superior performance relative to the one obtained with the x-dB bandwidth measurement method in terms of sample bias and mean squared error of bandwidth estimates.

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Design of the Staircase Fatigue Tests for the Random Fatigue Limit Model (확률적 피로한도모형하에서 계단형 피로시험의 설계)

  • Seo, Sun-Keun;Park, Jung-Eun;Cho, You-Hee;Song, Suh-Il
    • Journal of Korean Society for Quality Management
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    • v.35 no.3
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    • pp.107-117
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    • 2007
  • The fatigue has been considered the most failure mode of metal, ceramic, and composite materials. In this paper, numerical experiments to asses the usefulness of two Dixon's methods(small and large samples) and 14 S-N methods on assumptions of lognormal fatigue limit distribution under RFL(Random Fatigue Limit) model are conducted for staircase(or up-and-down) test and compared by MSE(Mean Squared Error) and bias for estimates of mean log-fatigue limit. Also, guidelines for staircase test plans to choose initial stress level and step size are recommended from numerical experiments including sensitivity analyses. In addition, the parametric bootstrap method to construct a confidence interval for the mean of log-fatigue limit by the percentile method using a transition probability matrix of Markov chain is presented and illustrated with an example.

Variable Selection Theorem for the Analysis of Covariance Model (공분산분석 모형에서의 변수선택 정리)

  • Yoon, Sang-Hoo;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.333-342
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    • 2008
  • Variable selection theorem in the linear regression model is extended to the analysis of covariance model. When some of regression variables are omitted from the model, it reduces the variance of the estimators but introduces bias. Thus an appropriate balance between a biased model and one with large variances is recommended.

A Second Order Smoother (이차 평활스플라인)

  • 김종태
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.363-376
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    • 1998
  • The linear smoothing spline estimator is modified to remove boundary bias effects. The resulting estimator can be calculated efficiently using an O(n) algorithm that is developed for the computation of fitted values and associated smoothing parameter selection criteria. The asymptotic properties of the estimator are studied for the case of a uniform design. In this case the mean squared error properties of boundary corrected linear smoothing splines are seen to be asymptotically competitive with those for standard second order kernel smoothers.

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Validity of predictive equations for resting energy expenditure in Korean non-obese adults

  • Ndahimana, Didace;Choi, Yeon-Jung;Park, Jung-Hye;Ju, Mun-Jeong;Kim, Eun-Kyung
    • Nutrition Research and Practice
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    • v.12 no.4
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    • pp.283-290
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    • 2018
  • BACKGROUND/OBJECTIVES: Indirect calorimetry is the gold-standard method for the measurement of resting energy expenditure. However, this method is time consuming, expensive, and requires highly trained personnel. To overcome these limitations, various predictive equations have been developed. The objective of this study was to assess the validity of predictive equations for resting energy expenditure (REE) in Korean non-obese adults. SUBJECTS/METHODS: The present study involved 109 participants (54 men and 55 women) aged between 20 and 64 years. The REE was measured by indirect calorimetry. Nineteen REE equations were evaluated for validity, by comparing predicted and measured REE results. Predictive equation accuracy was assessed by determining percent bias, root mean squared prediction error (RMSE), and percentage of accurate predictions. RESULTS: The measured REE was significantly higher in men than in women (P < 0.001), but the difference was not significant after adjusting for body weight (P > 0.05). The equation developed in this study had an accuracy rate of 71%, a bias of 0%, and an RMSE of 155 kcal/day. Among published equations, the $FAO_{weight}$ equation gave the highest accuracy rate (70%), along with a bias of -4.4% and an RMSE of 184 kcal/day. CONCLUSIONS: The newly developed equation provided the best accuracy in predicting REE for Korean non-obese adults. Among the previously published equations, the $FAO_{weight}$ equation showed the highest overall accuracy. Regardless, at an individual level, the equations could lead to inaccuracies in a considerable number of subjects.