• 제목/요약/키워드: confidence band

검색결과 43건 처리시간 0.025초

The Confidence Band of $ED_{100p}$ for the Simple Logistic Regression Model

  • Cho, Tae Kyoung;Shin, Mi Young
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.581-588
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    • 2001
  • The $ED_{100p}$ is that value of the dose associated with 100p% response rate in the analysis of quantal response data. Brand, Pinnock, and Jackson (1973) studied the confidence bands of $ED_{100p}$ obtained by solving extremal values algebraically on the ellipsoid confidence region of the parameters in the simple logistic regression model. In this paper, we develope and illustrate a simpler method for obtaining confidence bands for $ED_{100p}$ based on the rectangular confidence region of parameters.

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Confidence bands for survival curve under the additive risk model

  • Song, Myung-Unn;Jeong, Dong-Myung;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • 제26권4호
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    • pp.429-443
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    • 1997
  • We consider the problem of obtaining several types of simultaneous confidence bands for the survival curve under the additive risk model. The derivation uses the weak convergence of normalized cumulative hazard estimator to a mean zero Gaussian process whose distribution can be easily approxomated through simulation. The bands are illustrated by applying them from two well-known clinicla studies. Finally, simulation studies are carried outo to compare the performance of the proposed bands for the survival function under the additive risk model.

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A Penalized Spline Based Method for Detecting the DNA Copy Number Alteration in an Array-CGH Experiment

  • Kim, Byung-Soo;Kim, Sang-Cheol
    • 응용통계연구
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    • 제22권1호
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    • pp.115-127
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    • 2009
  • The purpose of statistical analyses of array-CGH experiment data is to divide the whole genome into regions of equal copy number, to quantify the copy number in each region and finally to evaluate its significance of being different from two. Several statistical procedures have been proposed which include the circular binary segmentation, and a Gaussian based local regression for detecting break points (GLAD) by estimating a piecewise constant function. We propose in this note a penalized spline regression and its simultaneous confidence band(SCB) approach to evaluate the statistical significance of regions of genetic gain/loss. The region of which the simultaneous confidence band stays above 0 or below 0 can be considered as a region of genetic gain or loss. We compare the performance of the SCB procedure with GLAD and hidden Markov model approaches through a simulation study in which the data were generated from AR(1) and AR(2) models to reflect spatial dependence of the array-CGH data in addition to the independence model. We found that the SCB method is more sensitive in detecting the low level copy number alterations.

Bootstrapped Confidence Bands for Quantile Function under LTRC Model

  • Cho, Kil-Ho;Chae, Hyeon-Sook;Choi, Dal-Woo
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.49-58
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    • 1997
  • We consider the quantile function for the bootstrapped product limit estimate under left truncation and right censoring model and show its weak convergence. We also obtain bootstrapped confidence bands for the quantile function.

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Analysis of Temperature Effects on Microbial Growth Parameters and Estimation of Food Shelf Life with Confidence Band

  • Park, Jin-Pyo;Lee, Dong-Sun
    • Preventive Nutrition and Food Science
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    • 제13권2호
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    • pp.104-111
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    • 2008
  • As a way to account for the variability of the primary model parameters in the secondary modeling of microbial growth, three different regression approaches were compared in determining the confidence interval of the temperature-dependent primary model parameters and the estimated microbial growth during storage: bootstrapped regression with all the individual primary model parameter values; bootstrapped regression with average values at each temperature; and simple regression with regression lines of 2.5% and 97.5% percentile values. Temperature dependences of converted parameters (log $q_o$, ${\mu}_{max}^{1/2}$, log $N_{max}$) of hypothetical initial physiological state, maximum specific growth rate, and maximum cell density in Baranyi's model were subjected to the regression by quadratic, linear, and linear function, respectively. With an advantage of extracting the primary model parameters instantaneously at any temperature by using mathematical functions, regression lines of 2.5% and 97.5% percentile values were capable of accounting for variation in experimental data of microbial growth under constant and fluctuating temperature conditions.

Inference and Forecasting Based on the Phillips Curve

  • KIM, KUN HO;PARK, SUNA
    • KDI Journal of Economic Policy
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    • 제38권2호
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    • pp.1-20
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    • 2016
  • In this paper, we conduct uniform inference of two widely used versions of the Phillips curve, specifically the random-walk Phillips curve and the New-Keynesian Phillips curve (NKPC). For both specifications, we propose a potentially time-varying natural unemployment (NAIRU) to address the uncertainty surrounding the inflation-unemployment trade-off. The inference is conducted through the construction of what is known as the uniform confidence band (UCB). The proposed methodology is then applied to point-ahead inflation forecasting for the Korean economy. This paper finds that the forecasts can benefit from conducting UCB-based inference and that the inference results have important policy implications.

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Confidence Bands for Survival Function Based on Hjort Estimator

  • Byung-Gu Park;Kil-Ho Cho;Woo-Dong Lee;Young-Joon Cha
    • Communications for Statistical Applications and Methods
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    • 제3권2호
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    • pp.119-127
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    • 1996
  • In this paper, we derive the Hall-Wellner band and the equal precistion band for survival function based on Hjort when the data are randomly right censored. The bands ate illustrated and compared by applying them to data from a preoperative radiation therapy.

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비모수적 커널교정과 구간추정 (Nonparametric kernel calibration and interval estimation)

  • 이재창;전명식;김대학
    • 응용통계연구
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    • 제6권2호
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    • pp.227-235
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    • 1993
  • 순서쌍으로 주어진 자료 $(x_i, y_i), i=1,2,\cdots,n$ 들에 대한 독립변수와 관련된 추정은 회귀분석과는 달리 교정(calibration)이라고 불리워진다. 본 논문에서는 정규상 등과 같은 가정을 하지않고 비모수적인 커널방법을 이용하여 교정함수를 추정하고 추정된 교정함수의 붓스트랩 신뢰대를 이용한 독립변수의 구간추정을 제안하고자 한다. 교정과 커널방법에 대해 설명하였으며 독립변수의 추정에 대한 문헌적 고찰과 함께 붓스트랩 신뢰대에 대하여 첨언하였고 실제 자료를 통하여 다른방법과 비교, 분석하였다.

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INVITED PAPER UNORTHODOX BOOTSTRAPS

  • Bickel, Peter-J.
    • Journal of the Korean Statistical Society
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    • 제32권3호
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    • pp.213-224
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    • 2003
  • We give an overview of results which have appeared or will appear elsewhere demonstrating that by suitably modifying the bootstrap principle, its applicability can be greatly enhanced. Although we state our results for the iid case, extensions are, at least heuristically, easy.

이동통신 기지국용 삼중대역 멀티플렉서 (Triple-band Multiplexer for a Low Power Portable Base Station)

  • 서수덕;조학래;양두영
    • 한국산학기술학회논문지
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    • 제15권12호
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    • pp.7309-7316
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    • 2014
  • 본 논문에서는 마이크로스트립 전송선로를 이용하여 소출력 이동통신 기지국용 삼중대역 멀티플렉서를 설계하고 제작하였다. 이 멀티플렉서는 셀룰러, WCDMA, 그리고 LTE를 포함하는 3개의 이동통신 주파수대역에서 이용 가능하도록 설계하였으며, 통과대역에서는 0.8 dB 삽입손실과 1.5 이하의 정재파비 그리고 차단대역에서는 15dB 이상의 대역저지 특성을 가지도록 설계하였다. 제작된 삼중대역 멀티플렉서 시료로부터 얻어진 신뢰성 테스트의 결과, 모든 시료의 제반 특성이 통과 대역 824~894 MHz, 1920~2170 MHz, 2500~2690 MHz에서 최대 삽입손실 0.71dB, 정재파비 1.38, 저지대역 감쇄 15 dB 이상을 보임으로써 우수한 성능과 설계 규격에서 정한 규정을 매우 잘 충족하고 있다.