• 제목/요약/키워드: binomial data

검색결과 342건 처리시간 0.032초

Effects of Overdispersion on Testing for Serial Dependence in the Time Series of Counts Data

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • 제17권6호
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    • pp.829-843
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    • 2010
  • To test for the serial dependence in time series of counts data, Jung and Tremayne (2003) evaluated the size and power of several tests under the class of INARMA models based on binomial thinning operations for Poisson marginal distributions. The overdispersion phenomenon(i.e., a variance greater than the expectation) is common in the real world. Overdispersed count data can be modeled by using alternative thinning operations such as random coefficient thinning, iterated thinning, and quasi-binomial thinning. Such thinning operations can lead to time series models of counts with negative binomial or generalized Poisson marginal distributions. This paper examines whether the test statistics used by Jung and Tremayne (2003) on serial dependence in time series of counts data are affected by overdispersion.

A Binomial Sampling Plans for Aphis gossypii (Hemiptera: Aphididae) in Greenhouse Cultivation of Cucumbers

  • Kang, Taek Jun;Park, Jung-Joon;Cho, Kijong;Lee, Joon-Ho
    • 원예과학기술지
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    • 제30권5호
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    • pp.596-602
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    • 2012
  • Infestations of Aphis gossypii per leaf in greenhouse cultivation of cucumbers were investigated to develop binomial sampling plans. An empirical $P_T-m$ model, $ln(m)={\alpha}+{\beta}ln[-ln(1-P_T)]$, was used to evaluate relationship between the proportion of infested leaves with ${\leq}$ T aphids per leaf ($P_T$) and mean aphid density (m). Tally thresholds (T) were set to 1, 3, 5, 7, and 9 aphids per leaf to find appropriate T in greenhouse cultivation of cucumbers. Increasing sample size had little effect on the precision of the binomial sampling plan. However, the precision increased with tally threshold. The binomial model with T = 5 provided appropriate predictions of the mean densities of A. gossypii in the greenhouse cultivation of cucumbers. Using a binomial model with T = 5 (sample size = 200), a wide range of densities (1.2 - 222.8 aphids per leaf) could be estimated with precision levels of 0.346 - 0.380 for $P_T$ values between 0.15 and 0.96. Binomial models were validated at T = 5 and 7 using 12 independent data sets. Both binomial models were robust and adequately described aphid densities; most of the independent sampling data fell within 95% confidence intervals around the prediction model.

Mixed Effects Kernel Binomial Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1327-1334
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    • 2008
  • Mixed effect binomial regression models are widely used for analysis of correlated count data in which the response is the result of a series of one of two possible disjoint outcomes. In this paper, we consider kernel extensions with nonparametric fixed effects and parametric random effects. The estimation is through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of hyperparameters, cross-validation techniques are employed. Examples illustrating usage and features of the proposed method are provided.

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A simple zero inflated bivariate negative binomial regression model with different dispersion parameters

  • Kim, Dongseok
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.895-900
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    • 2013
  • In this research, we propose a simple bivariate zero inflated negative binomial regression model with different dispersion for bivariate count data with excess zeros. An application to the demand for health services shows that the proposed model is better than existing models in terms of log-likelihood and AIC.

Tests for homogeneity of proportions in clustered binomial data

  • Jeong, Kwang Mo
    • Communications for Statistical Applications and Methods
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    • 제23권5호
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    • pp.433-444
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    • 2016
  • When we observe binary responses in a cluster (such as rat lab-subjects), they are usually correlated to each other. In clustered binomial counts, the independence assumption is violated and we encounter an extra-variation. In the presence of extra-variation, the ordinary statistical analyses of binomial data are inappropriate to apply. In testing the homogeneity of proportions between several treatment groups, the classical Pearson chi-squared test has a severe flaw in the control of Type I error rates. We focus on modifying the chi-squared statistic by incorporating variance inflation factors. We suggest a method to adjust data in terms of dispersion estimate based on a quasi-likelihood model. We explain the testing procedure via an illustrative example as well as compare the performance of a modified chi-squared test with competitive statistics through a Monte Carlo study.

베타-이항모형을 이용한 과산포 공정용 p 관리도의 개발 (Development of a p Control Chart for Overdispersed Process with Beta-Binomial Model)

  • 배봉수;서순근
    • 품질경영학회지
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    • 제45권2호
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    • pp.209-225
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    • 2017
  • Purpose: Since traditional p chart is unable to deal with the variation of attribute data, this paper proposes a new attribute control chart for nonconforming proportions incorporating overdispersion with a beta-binomial model. Methods: Statistical theories for control chart developed under the beta-binomial model and a new approach using this control chart are presented Results: False alarm probabilities of p chart with the beta-binomial model are evaluated and demerits of p chart under overdispersion are discussed from three examples. Hence a concrete procedure for the proposed control chart is provided and illustrated with examples Conclusion: The proposed chart is more useful than traditional p chart, individual chart to treat observed proportions nonconforming as variable data and Laney p' chart.

Coherent Forecasting in Binomial AR(p) Model

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • 제17권1호
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    • pp.27-37
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    • 2010
  • This article concerns the forecasting in binomial AR(p) models which is proposed by Wei$\ss$ (2009b) for time series of binomial counts. Our method extends to binomial AR(p) models a recent result by Jung and Tremayne (2006) for integer-valued autoregressive model of second order, INAR(2), with simple Poisson innovations. Forecasts are produced by conditional median which gives 'coherent' forecasts, and we estimate the forecast distributions of future values of binomial AR(p) models by means of a Monte Carlo method allowing for parameter uncertainty. Model parameters are estimated by the method of moments and estimated standard errors are calculated by means of block of block bootstrap. The method is fitted to log data set used in Wei$\ss$ (2009b).

생태하천복원사업 전후 경제적 가치 비교분석 (Ex-ante and Ex-post Economic Value Analysis on Ecological River Restoration Project)

  • 이윤;장훈;윤태연;정영근;박희영
    • 지역연구
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    • 제31권3호
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    • pp.39-54
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    • 2015
  • 본 연구는 서울시에서 추진한 청계천 복원사업에 대한 경제적 가치를 평가하기 위해 심층출구면접조사 방식으로 수집된 자료를 바탕으로 여행비용법(Travel Cost Method, TCM)을 적용하였다. 가산자료의 특성을 감안하여 분석모형은 포아송모형(Poisson Model, PM), 음이항모형(Negative Binomial, NB), 절단된 포아송모형(Zero-truncated Poisson, ZTP), 그리고 절단된 음이항모형(Zero-truncated Negative Binomial, ZTNB)을 사용하였다. 분석결과 추정계수들은 통계적으로 유의하게 나타났고 일반적인 소비자경제이론에 부합하는 결과가 도출되었다. 조사된 자료에서 과산포현상(Over-dispersion)이 발견되었으며 모형적합도검정을 통해서 절단된 음이항모형(Zero-truncated Negative Binomial, ZTNB)이 청계천 방문객의 수요를 추정하는 데 최적모형으로 선정되었다. 생태하천복원사업인 청계천복원사업의 경제적 가치를 추정하기 위해 방문객의 연평균 방문횟수와 최적모형에서 추정된 계수를 통해서 분석한 결과 청계천의 경제적 가치는 2013년 기준으로 연간 약 1,902 원으로 추정되었다.

Hierarchical Bayesian Inference of Binomial Data with Nonresponse

  • Han, Geunshik;Nandram, Balgobin
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.45-61
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    • 2002
  • We consider the problem of estimating binomial proportions in the presence of nonignorable nonresponse using the Bayesian selection approach. Inference is sampling based and Markov chain Monte Carlo (MCMC) methods are used to perform the computations. We apply our method to study doctor visits data from the Korean National Family Income and Expenditure Survey (NFIES). The ignorable and nonignorable models are compared to Stasny's method (1991) by measuring the variability from the Metropolis-Hastings (MH) sampler. The results show that both models work very well.

제1형의 우측중도절단된 와이블 수명자료를 관리하는 이항 누적합 관리도 (A binomial CUSUM chart for monitoring type I right-censored Weibull lifetimes)

  • 최민재;이재헌
    • 응용통계연구
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    • 제29권5호
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    • pp.823-833
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    • 2016
  • 제품의 수명은 품질을 나타내는 중요한 특성치이다. 이상적으로는 모든 표본의 수명자료를 측정하는 것이 가장 바람직하나, 이를 측정하는데 많은 시간과 비용이 소요되는 경우 중도절단된 자료로 표본을 구성하는 경우가 많이 발생한다. 이 논문에서는 제1형의 우측중도절단된 수명자료가 와이블 분포를 따를 경우 척도모수의 감소를 탐지하는 이항 누적합 관리도 절차를 제안하였다. 모의실험에서 평균런길이를 이용하여 제안된 관리도 절차의 효율을 이전에 연구된 누적합 관리도 절차와 비교하였는데, 그 결과 중도절단율이 높을 경우와 표본의 크기가 적은 경우 제안된 이항 누적합 관리도가 더 효율적임을 알 수 있었다.