• Title/Summary/Keyword: confidence interval

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Misleading Confidence Interval for Sum of Variances Calculated by PROC MIXED of SAS (PROC MIXED가 제시하는 분산의 합의 신뢰구간의 문제점)

  • 박동준
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.145-151
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    • 2004
  • PROC MIXED fits a variety of mixed models to data and enables one to use these fitted models to make statistical inferences about the data. However, the simulation study in this article shows that PROC MIXED using REML estimators provides one with a confidence interval, that does not keep the stated confidence coefficients, on sums of two variance components in the simple regression model with unbalanced nested error structure which is a mixed model.

Validation Technique using variance and confidence interval of metamodel (근사모델의 분산과 신뢰구간을 이용한 모델의 정확도 평가법)

  • Han, In-Sik;Lee, Yong-Bin;Choi, Dong-Hoon
    • Proceedings of the KSME Conference
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    • 2008.11a
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    • pp.1169-1175
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    • 2008
  • The validation technique is classified with two methods whether to demand of additional experimental points. The method which requires additional experimental points such as RSME is actually impossible in engineering field. Therefore, the method which only use experimented points such as the cross validation technique is only available. But the cross validation not only requires considerable computational costs for generating metamodel each iterations, but also cannot measure quantitatively the fidelity of metamodel. In this research we propose a new validation technique for representative metamodels using an variance of metamodel and confidence interval information. The proposed validation technique computes confidence intervals using a variance information from the metamodel. This technique will have influence on choosing the accurate metamodel, constructing ensemble of each metamodels and advancing effectively sequential sampling technique.

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Confidence Intervals for a Linear Function of Binomial Proportions Based on a Bayesian Approach (베이지안 접근에 의한 모비율 선형함수의 신뢰구간)

  • Lee, Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.257-266
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    • 2007
  • It is known that Agresti-Coull approach is an effective tool for the construction of confidence intervals for various problems related to binomial proportions. However, the Agrest-Coull approach often produces a conservative confidence interval. In this note, confidence intervals based on a Bayesian approach are proposed for a linear function of independent binomial proportions. It is shown that the Bayesian confidence interval slightly outperforms the confidence interval based on Agresti-Coull approach in average sense.

Comparison of Interval Estimations for P(X

  • Lee, In-Suk;Cho, Jang-Sik;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.1
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    • pp.93-104
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    • 1996
  • In this paper, Marshall and Olkin's bivariate exponential distribution is assumed for stress and strength model. We derive the asymptotic distributions and construct some approximate confidence intervals for P(X

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Confidence Intervals for Distribution Function

  • Choi, J.R.;Kang, M.K.;Chu, I.S.
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.311-315
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    • 1997
  • In this note we consider confidence interval based on Kolmogorov-Smirnov statistic. In order to obtain confidence interval we need percentage points of the statistics. Bootstrap method is examined whether it is useful to determine the points. It is concluded that the method is useful for observations with many ties, whereas it gives less conserbative points for continuous distributions.

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On the actual coverage probability of hypergeometric parameter (초기하분포의 모수에 대한 신뢰구간추정)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1109-1115
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    • 2010
  • In this paper, exact confidence interval of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the performance of exact confidence interval estimates of hypergeometric parameter in terms of actual coverage probability by small sample Monte Carlo simulation.

The Consideration of Consistent Use of Sample Standard Deviation in the Confidence Interval Estimation of Population Mean and Population Ratio (모평균과 모비율의 구간추정에서 표본표준편차의 일관된 사용에 대한 고찰)

  • Park, Sun Yong;Yoon, Hyoung Seok
    • Journal of Educational Research in Mathematics
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    • v.24 no.3
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    • pp.375-385
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    • 2014
  • This study compares the confidence interval estimation of population mean with that of population ratio, and considers whether these two estimations ensures consistency. As a result, this study suggests the following acquisition method of consistency : dealing with population mean and population ratio in the same mode, substituting the observed or experimental value of sample standard deviation for standard deviation in population in setting a confidence interval of both population mean and population ratio, and distinguishing population ratio $\hat{P}$ from its observed vale $\hat{p}$.

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Alternative Confidence Intervals on the Sum of Variance Components in a Simple Regression Model with Unbalanced Nested Error Structure

  • Park Dong Joon;Lee Soo Jin
    • Communications for Statistical Applications and Methods
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    • v.12 no.1
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    • pp.87-100
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    • 2005
  • In order to construct confidence intervals on the sum of variance components in a simple regression model with unbalanced nested error structure, alternative confidence intervals using Graybill and Wang(1980) and generalized inference concept introduced by Tsui and Weerahandi(1989) are proposed. Computer simulation programmed by SAS/IML is performed to compare the simulated confidence coefficients and average interval lengths of the proposed confidence intervals. A numerical example is provided to demonstrate the confidence intervals and to show consistency between the example and simulation results.

Efficient Anomaly Detection Through Confidence Interval Estimation Based on Time Series Analysis (시계열 분석 기반 신뢰구간 추정을 통한 효율적인 이상감지)

  • Kim, Yeong-Ju;Heo, You-Kyung;Park, Jin-Gwan;Jeong, Min-A
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39C no.8
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    • pp.708-715
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    • 2014
  • In this paper, we suggest a method of realtime confidence interval estimation to detect abnormal states of sensor data. For realtime confidence interval estimation, the mean square errors of the exponential smoothing method and moving average method, two of the time series analysis method, where compared, and the moving average method with less errors was applied. When the sensor data passes the bounds of the confidence interval estimation, the administrator is notified through alarming. As the suggested method is for realtime anomaly detection in a ship, an Android terminal was adopted for better communication between the wireless sensor network and users. For safe navigation, an administrator can make decisions promptly and accurately upon emergency situation in a ship by referring to the anomaly detection information through realtime confidence interval estimation.

Analysis of Factors Related to Mortality in Adult ICU Patients: Focusing on Nurse Staffing Level (성인중환자실 이용 환자의 사망률 관련 요인 분석: 간호등급을 중심으로)

  • Lee, Jeong Mo;Lee, Kwang Ok;Hong, Jeong Hwa;Park, Hyun Hee
    • Journal of muscle and joint health
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    • v.29 no.1
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    • pp.41-49
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    • 2022
  • Purpose: The purpose of this study was to assess the influence of nurses staffing level on patient health outcomes in intensive care units (ICUs) in Korea. Methods: The study was retrospective in nature. Information on patients and their outcomes, as well as nurse cohort data, were obtained from Korea's National Health Insurance Service Database. The observation period was from January 1, 2008 to December 31, 2018, and data for 2,964,991 patients were analyzed. Independent variables included patient' age and sex and hospital type, intensivist, and nurses staffing level. Results: The mortality rate in ICUs was significantly higher at tertiary hospitals with a level 3~4 (HR, 1.21; 95% confidence interval, 1.19~1.22) or level 5~9 nurse staffing (HR, 1.31; 95% confidence interval, 1.27~1.34) compare to that of tertiary hospitals with a 1~2 level. 28-day mortality rate was also higher at general hospitals with a level 3~4 (HR, 1.13; 95% confidence interval, 1.12~1.14), level 5~6 (HR. 1.34; 95% confidence interval, 1.32~1.36), level 7~9 nurse staffing (HR, 1.38; 95% confidence interval, 1.38~1.42), using level 1~2 as reference. Conclusion: Nurses staffing level is a key determinant of healthcare-associated mortality in critically ICUs patients. Policies to achieve adequate nurse staffing levels are therefore required to enhance patient outcomes.