• Title/Summary/Keyword: confidence probability

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Bayesian Inference for Censored Panel Regression Model

  • Lee, Seung-Chun;Choi, Byongsu
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.193-200
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    • 2014
  • It was recognized by some researchers that the disturbance variance in a censored regression model is frequently underestimated by the maximum likelihood method. This underestimation has implications for the estimation of marginal effects and asymptotic standard errors. For instance, the actual coverage probability of the confidence interval based on a maximum likelihood estimate can be significantly smaller than the nominal confidence level; consequently, a Bayesian estimation is considered to overcome this difficulty. The behaviors of the maximum likelihood and Bayesian estimators of disturbance variance are examined in a fixed effects panel regression model with a limited dependent variable, which is known to have the incidental parameter problem. Behavior under random effect assumption is also investigated.

Higher Order Moments of Record Values From the Inverse Weibull Lifetime Model and Edgeworth Approximate Inference

  • Sultan, K.S.
    • International Journal of Reliability and Applications
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    • v.8 no.1
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    • pp.1-16
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    • 2007
  • In this paper, we derive exact explicit expressions for the triple and quadruple moments of the lower record values from inverse the Weibull (IW) distribution. Next, we present and calculate the coefficients of the best linear unbiased estimates of the location and scale parameters of IW distribution (BLUEs) for different choices of the shape parameter and records size. We then use the higher order moments and the calculated BLUEs to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of lower record values. By using the coefficients of the skewness and kurtosis, we develop approximate confidence intervals for the location and scale parameters of the IW distribution using Edgeworth approximate values and then compare them with the corresponding intervals constructed through Monte Carlo simulations. Finally, we apply the findings of the paper to some simulated data.

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Improvement of Confidence Measure Performance using Background Model Set Algorithm (BMS 알고리즘을 이용한 거절기능 성능 향상)

  • Kim ByoungDon;Lee KyongRok;Kim JinYoung;Choi SeungHo
    • Proceedings of the KSPS conference
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    • 2003.05a
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    • pp.79-82
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    • 2003
  • In this paper, we proposed Backgorund Model Set algorithm for the speaker verification to improve the shortcoming of calculating process in conventional confidence measure(CM). CM is to display relative likelihood between recognized models and unrecognized models. Unrecognized models is known as antiphone models. Calculate probability and standard deviation using all phonemes at process that compose antiphone model. At this process, antiphone CM brought bad result. Also, recognition time increases. In order problem, we studied about method to reconstitute average and standard deviation taking BMS algorithm using antiphoneme that near phoneme of CM calculation.

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Modified information criterion for testing changes in generalized lambda distribution model based on confidence distribution

  • Ratnasingam, Suthakaran;Buzaianu, Elena;Ning, Wei
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.301-317
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    • 2022
  • In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

SEQUENTIAL INTERVAL ESTIMATION FOR THE EXPONENTIAL HAZARD RATE WHEN THE LOSS FUNCTION IS STRICTLY CONVEX

  • Jang, Yu Seon
    • Korean Journal of Mathematics
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    • v.21 no.4
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    • pp.429-437
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    • 2013
  • Let $X_1$, $X_2$, ${\cdots}$, $X_n$ be independent and identically distributed random variables having common exponential density with unknown mean ${\mu}$. In the sequential confidence interval estimation for the exponential hazard rate ${\theta}=1/{\mu}$, when the loss function is strictly convex, the following stopping rule is proposed with the half length d of prescribed confidence interval $I_n$ for the parameter ${\theta}$; ${\tau}$ = smallest integer n such that $n{\geq}z^2_{{\alpha}/2}\hat{\theta}^2/d^2+2$, where $\hat{\theta}=(n-1)\bar{X}{_n}^{-1}/n$ is the minimum risk estimator for ${\theta}$ and $z_{{\alpha}/2}$ is defined by $P({\mid}Z{\mid}{\leq}{\alpha}/2)=1-{\alpha}({\alpha}{\in}(0,1))$ Z ~ N(0, 1). For the confidence intervals $I_n$ which is required to satisfy $P({\theta}{\in}I_n){\geq}1-{\alpha}$. These estimated intervals $I_{\tau}$ have the asymptotic consistency of the sequential procedure; $$\lim_{d{\rightarrow}0}P({\theta}{\in}I_{\tau})=1-{\alpha}$$, where ${\alpha}{\in}(0,1)$ is given.

Effects of Nursing Skills Educational Programs Using Multimedia

  • Choi, Keum-Bong
    • International journal of advanced smart convergence
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    • v.11 no.2
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    • pp.163-170
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    • 2022
  • Nursing students who play a role as future nursing professions are provided with education through various teaching and learning methods in order to develop necessary competencies. The purpose of this study is to confirm the effect of nursing practice education using multimedia. A quasi experimental study with a nonequivalent control group pretest-posttest design was used, and the participants of the study were students from two nursing colleges, who received an educational intervention using multimedia as the experimental group and those without education were selected as the control group. Data collection was conducted immediately before and after educational intervention, and data analysis was performed using the SPSS 21.0 program by x2-test, Fisher's exact probability, and t-test. As a result of the study, the experimental group was statistically significant in self-efficacy (t=3.402, p=0.015), resilience (t=2.047, p=0.045) and performance confidence (t=2.128, p=0.018) compared to the control group. Through these results, we could confirm that multi-media practical education is effective educational method for enhancing nursing students' self-efficacy, resilience, and performance confidence. Therefore, in order to establish a systematization of the nursing profession, it is essential and should be continued for nursing students to use structured multimedia and core fundamental nursing skills.

On the Interval Estimation of the Difference between Independent Proportions with Rare Events

  • im, Yongdai;Choi, Daewoo
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.481-487
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    • 2000
  • When we construct an interval estimate of two independent proportions with rare events, the standard approach based on the normal approximation behaves badly in many cases. The problem becomes more severe when no success observations are observed on both groups. In this paper, we compare two alternative methods of constructing a confidence interval of the difference of two independent proportions by use of simulation. One is based on the profile likelihood and the other is the Bayesian probability interval. It is shown in this paper that the Bayesian interval estimator is easy to be implemented and performs almost identical to the best frequentist's method -the profile likelihood approach.

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Statistical analysis of the energy for cable cutting (케이블 절단에 필요한 에너지 통계적 분석)

  • Choi, Chang-Sun;Kang, Won-Kyu
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2011.11a
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    • pp.400-403
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    • 2011
  • We performed Instron and Impact tests to estimate necessary explosive charge weight for cutting the cable whose diameter is 22 mm. The cutting energy measured by Instron was 21.3 J. Impact test were performed 8 times each at 5 different energies. The Impact test results were analysed by Probit methods. The cutting energy was calculated 37.7 J with 99.99% probability at 99% confidence, which is roughly equivalent to 250 mg of Zirconium potassium Perchlorate (ZPP).

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Reliability Analysis in Fatigue Strength of Connecting Rod (커넥팅 로드의 피로강도에 대한 신뢰성 해석)

  • Kim, Cheol-Su;Lee, Jun-Hyeong;Kim, Jeong-Gyu
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.25 no.10
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    • pp.1651-1658
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    • 2001
  • It is necessary to evaluate fatigue strength and reliability of the connecting rod which is core part in automotive engine to assure the high level of durability of automobile. For this purpose, the loading conditions in automotive engine is obtained by the dynamic analysis. Based on these results, the critical section was identified by the finite element analysis. The fatigue strength under constant amplitude was evaluated and the mean of the fatigue limit at R = -2.27 derived from the staircase method was 311.2MPa. And the failure probability( F$\sub$p/ ) derived from the strength-stress interference model is 0.0003% at the 99.99% confidence level and the mean factor of safety was 4.2.

SCHEDULING REPETITIVE PROJECTS WITH STOCHASTIC RESOURCE CONSTRAINTS

  • I-Tung Yang
    • International conference on construction engineering and project management
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    • 2005.10a
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    • pp.881-885
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    • 2005
  • Scheduling repetitive projects under limitations on the amounts of available resources (labor and equipment) has been an active subject because of its practical relevance. Traditionally, the limitation is specified as a deterministic (fixed) number, such as 1000 labor-hours. The limitation, however, is often exposed to uncertainty and variability, especially when the project is lengthy. This paper presents a stochastic optimization model to treat the situations where the limitations of resources are expressed as probability functions in lieu of deterministic numbers. The proposed model transfers each deterministic resource constraint into a corresponding stochastic one and then solves the problem by the use of a chance-constrained programming technique. The solution is validated by comparison with simulation results to show that it can satisfy the resource constraints with a probability beyond the desired confidence level.

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