• 제목/요약/키워드: confidence

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Bootstrap and Delete-d Jackknife Confidence Intervals for Parameters of an Exponential Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.59-70
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    • 1997
  • We introduce several estimators of the location and the scale parameters of the two-parameter exponential distribution, and then compare these estimators by the mean square error (MSE). Using the parametric bootstrap estimators and the delete-d jackknife, we obtain the bootstrap and the delete-d jackknife confidence intervals for the location and the scale parameters and compare the bootstrap confidence intervals with the delete-d jackknife confidence intervals by length and coverage probability through Monte Carlo method.

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ESTIMATING THE SIMULTANEOUS CONFIDENCE LEVELS FOR THE DIFFERENCE OF PROPORTIONS FROM MULTIVARIATE BINOMIAL DISTRIBUTIONS

  • Jeong, Hyeong-Chul;Jhun, Myoung-Shic;Lee, Jae-Won
    • Journal of the Korean Statistical Society
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    • 제36권3호
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    • pp.397-410
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    • 2007
  • For the two groups data from multivariate binomial distribution, we consider a bootstrap approach to inferring the simultaneous confidence level and its standard error of a collection of the dependent confidence intervals for the difference of proportions with an experimentwise error rate at the a level are presented. The bootstrap method is used to estimate the simultaneous confidence probability for the difference of proportions.

Bootstrap Confidence Intervals for Reliability in 1-way ANOVA Random Model

  • Dal Ho Kim;Jang Sik Cho
    • Communications for Statistical Applications and Methods
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    • 제3권1호
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    • pp.87-99
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    • 1996
  • We construct bootstrap confidence intervals for reliability, R= P{X>Y}, where X and Y are independent normal random variables. One way ANOVA random effect models are assumed for the populations of X and Y, where standard deviations $\sigma_{x}$ and $\sigma_{y}$ are unequal. We investigate the accuracy of the proposed bootstrap confidence intervals and classical confidence intervals work better than classical confidence interval for small sample and/or large value of R.

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A Study on the Confidence Region of the Stationary Point in a second Order Response Surface

  • Jorn, Hong S.
    • Journal of the Korean Statistical Society
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    • 제7권2호
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    • pp.109-119
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    • 1978
  • When a response surface by a seconde order polynomial regression model, the stationary point is obtained by solving simultaneous linear equations. But the point is a function of random variables. We can find a confidence region for this point as Box and Hunter provided. However, the confidence region is often too large to be useful for the experiments, and it is necessary to augment additional design points in order to obtain a satisfactory confidence region for the stationary point. In this note, the author suggests a method how to augment design points "eficiently", and shows the change of the confidence region of the estimated stationary point in a response surface.e surface.

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Bootstrap Confidence Intervals for Regression Coefficients under Censored Data

  • 조길호;정성화
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.355-363
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    • 2002
  • Using the Buckley-James method, we construct bootstrap confidence intervals for the regression coefficients under the censored data. And we compare these confidence intervals in terms of the coverage probabilities and the expected confidence interval lengths through Monte Carlo simulation.

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Comparison of Confidence Subsets for Umbrella Orderings

  • Dong Hee Kim;Young Cheol Kim
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.421-426
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    • 1997
  • This paper proposes a distribution-free procedure that obtain confidence subset for umbrella orderings. We compare the proposed confidence procedure with Pan's(1996) confidence procedure.

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재표집방법에 의한 공정관리지수의 신뢰구간 (Confidence Interval for Capability Process Indices by the Resampling Method)

  • 남경현
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제1권1호
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    • pp.55-63
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    • 2001
  • In this paper, we utilize the asymptotic variance of $C_{pk}$ to propose a two-sided confidence interval based on percentile-t bootstrap method. This confidence interval is compared with the ones based on the standard and percentile bootstrap methods. Simulation results show that percentile-t bootstrap method is preferred to other methods for constructing the confidence interval.l.

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CONFIDENCE CURVES FOR A FUNCTION OF PARAMETERS IN NONLINEAR REGRESSION

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • 제32권1호
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    • pp.1-10
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    • 2003
  • We consider obtaining graphical summaries of uncertainty in estimates of parameters in nonlinear models. A nonlinear constrained optimization algorithm is developed for likelihood based confidence intervals for the functions of parameters in the model The results are applied to the problem of finding significance levels in nonlinear models.

연관 규칙 마이닝에서 비교 기여 순수 신뢰도의 제안 (The proposition of compared and attributably pure confidence in association rule mining)

  • 박희창
    • Journal of the Korean Data and Information Science Society
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    • 제24권3호
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    • pp.523-532
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    • 2013
  • 데이터 마이닝은 빅 데이터에 잠재되어 있는 지식이나 패턴을 찾아내는 기술이며, 대표적인 기법 중의 하나가 연관성 규칙 마이닝이다. 이 기법은 지지도, 신뢰도, 향상도 등의 연관성 평가 기준을 기반으로 하여 각 항목들 간의 관련성을 찾아내는 데 활용되고 있다. 연관성을 평가하기 위한 기준으로 여러 가지 흥미도 측도가 개발되어 있는데, 그 중에서도 신뢰도가 가장 많이 활용되고 있으나 연관성의 방향을 알 수가 없다는 단점을 가지고 있다. 이를 보완하기 위한 측도로 순수 신뢰도가 개발되었으나. 양의 신뢰도과 음의 신뢰도의 값이 동일한 경우에는 이 측도의 값이 같아지므로 정확한 연관성 규칙을 발견할 수 없게 된다. 이러한 단점을 보완하기 위해 기여 순수 신뢰도와 비교 신뢰도가 개발되었는데 이들은 이들 측도들이 취할 수 있는 값의 범위에 대한 문제를 제외하고는 흥미도 측도로서는 매우 바람직하다고 할 수 있으나 값의 범위에 대한 문제점이 존재한다. 이 문제를 해결하기 위해 본 논문에서는 기여 순수 신뢰도와 비교 신뢰도의 크기를 동시에 고려한 비교 기여 순수 신뢰도를 제안하였다. 또한 예제를 통하여 그 유용성을 알아본 결과, 비교 기여 순수 신뢰도는 그 부호에 의해 연관성 규칙의 방향을 파악할 수 있는 동시에 그 값의 범위가 [-1, +1]의 값을 가지므로 행태적 해석이 가능한 것으로 확인되었다.

소비자 자신감이 의복만족도에 미치는 영향 (The Influence of Consumer Self-Confidence on Clothing Satisfaction)

  • 전경숙
    • 대한가정학회지
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    • 제44권9호
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    • pp.51-59
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    • 2006
  • The role of consumer self-confidence is important in consumer's purchase decision. Nevertheless, the use of self-esteem measures might cause misinformation in the specific situation of the marketing-related point of view. In this study, consumer self-confidence was measured by marketing oriented tools to clarify the dimensions of consumer self-confidence while the influence of consumer self-confidence on clothing satisfaction was also investigated. A total of 325 questionnaires were collected by surveying university students in Seoul and the surrounding metropolitan area using convenient sampling. The data were analysed by factor analysis, ANOVA, t-test, and regression by using SPSSWIN program. The findings of the study were as fellows. First, the consumer self-confidence was composed of 6 sub-scales: information acquisition, personal outcomes decision making, social outcomes decision making, consideration-set formation, persuasion knowledge, and marketplace interfaces. Second, female subjects rated higher on consumer self-confidence than male subjects did in social outcomes decision making and consideration-set formation. Third, higher income was correlated with higher social outcomes decision making and consideration-set formation. Finally, clothing satisfaction was influenced by personal outcomes decision making and information acquisition.