• 제목/요약/키워드: confidence region

검색결과 243건 처리시간 0.029초

Quantile confidence region using highest density

  • Hong, Chong Sun;Yoo, Myung Soo
    • Communications for Statistical Applications and Methods
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    • 제26권1호
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    • pp.35-46
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    • 2019
  • Multivariate Confidence Region (MCR) cannot be used to obtain the confidence region of the mean vector of multivariate data when the normality assumption is not satisfied; however, the Quantile Confidence Region (QCR) could be used with a Multivariate Quantile Vector in these cases. The coverage rate of the QCR is better than MCR; however, it has a disadvantage because the QCR has a wide shape when the probability density function follows a bimodal form. In this study, we propose a Quantile Confidence Region using the Highest density (QCRHD) method with the Highest Density Region (HDR). The coverage rate of QCRHD was superior to MCR, but is found to be similar to QCR. The QCRHD is constructed as one region similar to QCR when the distance of the mean vector is close. When the distance of the mean vector is far, the QCR has one wide region, but the QCRHD has two smaller regions. Based on these features, it is found that the QCRHD can overcome the disadvantages of the QCR, which may have a wide shape.

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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Multivariate confidence region using quantile vectors

  • Hong, Chong Sun;Kim, Hong Il
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.641-649
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    • 2017
  • Multivariate confidence regions were defined using a chi-square distribution function under a normal assumption and were represented with ellipse and ellipsoid types of bivariate and trivariate normal distribution functions. In this work, an alternative confidence region using the multivariate quantile vectors is proposed to define the normal distribution as well as any other distributions. These lower and upper bounds could be obtained using quantile vectors, and then the appropriate region between two bounds is referred to as the quantile confidence region. It notes that the upper and lower bounds of the bivariate and trivariate quantile confidence regions are represented as a curve and surface shapes, respectively. The quantile confidence region is obtained for various types of distribution functions that are both symmetric and asymmetric distribution functions. Then, its coverage rate is also calculated and compared. Therefore, we conclude that the quantile confidence region will be useful for the analysis of multivariate data, since it is found to have better coverage rates, even for asymmetric distributions.

Accuracy of linear approximation for fitted values in nonlinear regression

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • 제24권1호
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    • pp.179-187
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    • 2013
  • Bates and Watts (1981) have discussed the problems of reparameterizing nonlinear models in obtaining accurate linear approximation confidence regions for the parameters. A similar problem exists with computing confidence curves for fitted values or predictions. The statistical behavior of fitted values does not depend on the parameterization. Thus, as long as the intrinsic curvature is small, standard Wald intervals for fitted values are likely to be sufficient. Accuracy of linear approximation for fitted values is investigated using confidence curves.

Confidence region of identified parameters and optimal sensor locations based on sensitivity analysis

  • Kurita, Tetsushi;Matsui, Kunihito
    • Structural Engineering and Mechanics
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    • 제13권2호
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    • pp.117-134
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    • 2002
  • This paper presents a computational method for a confidence region of identified parameters which are affected by measurement noise and error contained in prescribed parameters. The method is based on sensitivities of the identified parameters with respect to model parameter error and measurement noise along with the law of error propagation. By conducting numerical experiments on simple models, it is confirmed that the confidence region coincides well with the results of numerical experiments. Furthermore, the optimum arrangement of sensor locations is evaluated when uncertainty exists in prescribed parameters, based on the concept that square sum of coefficients of variations of identified results attains minimum. Good agreement of the theoretical results with those of numerical simulation confirmed validity of the theory.

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 Intervals and Joint Confidence Regions for the Two-Parameter Exponential Distribution based on Records

  • Asgharzadeh, A.;Abdi, M.
    • Communications for Statistical Applications and Methods
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    • 제18권1호
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    • pp.103-110
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    • 2011
  • Exponential distribution is widely adopted as a lifetime model. Many authors have considered the interval estimation of the parameters of two-parameter exponential distribution based on complete and censored samples. In this paper, we consider the interval estimation of the location and scale parameters and the joint confidence region of the parameters of two-parameter exponential distribution based on upper records. A simulation study is done for the performance of all proposed confidence intervals and regions. We also propose the predictive intervals of the future records. Finally, a numerical example is given to illustrate the proposed methods.

x-y축이 결합된 신뢰구간을 이용한 다중표적 추적시스템의 설계 (Target Trackings Using x-y Coupled Confidence Region in Multi-target Tracking System)

  • 이연석;조장래;전칠환
    • 제어로봇시스템학회논문지
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    • 제7권1호
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    • pp.1226-1230
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    • 2001
  • Multi-target tracking systems need to tracking several targets simultaneously. To track a target among the measurements of several targets, data association is needed. In this paper, a method using the cou-pled confidence region of predicted target position is proposed. The proposed method shows good performance in simulations of multi-target tracking systems.

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신뢰 영역 검출 및 시차 지도 재생성 기반 경계 보존 스테레오 매칭 (Boundary-preserving Stereo Matching based on Confidence Region Detection and Disparity Map Refinement)

  • 윤인용;김중규
    • 전자공학회논문지
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    • 제53권5호
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    • pp.132-140
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    • 2016
  • 본 논문에서는 신뢰 영역을 검출하고 이를 이용하여 미스 매치된 영역에 대한 홀을 채우고 적응적으로 시차 지도를 조정하여 경계를 보존하는 스테레오 정합 방법을 제안한다. 초기 시차 지도 추정을 위해 비용 계산은 색상(CIE Lab)과 경사도(Gradient)를 결합하여 이용하였고, 두 번의 비용 결합 함수를 적용 하여 시차 지도를 추정 하였다. 화소 불일치 영역을 검출하기 위해 왼쪽/오른쪽 교차 검사를 수행 하였다. 두 픽셀 위치에서의 차이가 1보다 크면 폐색 영역이거나 잘못된 매칭으로 판단하고 왼쪽 시차 지도에 표시 하였다. 초기 시차 지도에서 깊이 불연속성으로 인한 에러값을 구별하기 위해 Mean-shift segmentation을 사용하여 신뢰 지도를 구하고 초기 시차 지도 영상에서의 에러값을 줄이기 위해 신뢰 지도 결과를 이용하여 시차 지도 조정을 수행한다. 실험 결과 제안하는 방법이 기존의 다른 방법들과 비교하여 비교적 높은 정확도를 보이는 시차 지도를 생성 하는 것을 보였다.

2차원 벡터 공정능력지수 $C_p$$C_pk$의 근사 신뢰영역 (On the Confidence Region of Vector-valued Process Capability Indices $C_p$& $C_pk$)

  • 박병선;이충훈;조중재
    • 품질경영학회지
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    • 제30권4호
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    • pp.44-57
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    • 2002
  • In this paper we study two vector-valued process capability indices $C_{p}$=($C_{px}$, $C_{py}$ ) and $C_{pk}$=( $C_{pkx}$, $C_{pky}$) considering process capability indices $C_{p}$ and $C_{pk}$. First, we derive two asymptotic distributions of plug-in estimators (equation omitted) and (equation omitted) under. some proper. conditions. Second, we examine the performance of asymptotic confidence regions of our process capability indices $C_{p}$=( $C_{px}$ , $C_{py}$ ) and $C_{pk}$=( $C_{pkx}$, $C_{pky}$) under BN($\mu$$_{x}$, $\mu$$_{y}$, $\sigma$$^2$$_{x}$, $\sigma$$^2$$_{y}$,$\rho$)$\rho$)EX>)EX>)EX>)