• 제목/요약/키워드: data skew

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Bayesian Estimation for Skew Normal Distributions Using Data Augmentation

  • Kim Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.323-333
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    • 2005
  • In this paper, we develop a MCMC method for estimating the skew normal distributions. The method utilizing the data augmentation technique gives a simple way of inferring the distribution where fully parametric frequentist approaches are not available for small to moderate sample cases. Necessary theories involved in the method and computation are provided. Two numerical examples are given to demonstrate the performance of the method.

Influence diagnostics for skew-t censored linear regression models

  • Marcos S Oliveira;Daniela CR Oliveira;Victor H Lachos
    • Communications for Statistical Applications and Methods
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    • 제30권6호
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    • pp.605-629
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    • 2023
  • This paper proposes some diagnostics procedures for the skew-t linear regression model with censored response. The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and student's-t distributions as special cases. Inspired by the power and wide applicability of the EM-type algorithm, local and global influence analysis, based on the conditional expectation of the complete-data log-likelihood function are developed, following Zhu and Lee's approach. For the local influence analysis, four specific perturbation schemes are discussed. Two real data sets, from education and economics, which are right and left censoring, respectively, are analyzed in order to illustrate the usefulness of the proposed methodology.

Reliability In a Half-Triangle Distribution and a Skew-Symmetric Distribution

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제18권2호
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    • pp.543-552
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    • 2007
  • We consider estimation of the right-tail probability in a half-triangle distribution, and also consider inference on reliability, and derive the k-th moment of ratio of two independent half-triangle distributions with different supports. As we define a skew-symmetric random variable from a symmetric triangle distribution about origin, we derive its k-th moment.

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The skew-t censored regression model: parameter estimation via an EM-type algorithm

  • Lachos, Victor H.;Bazan, Jorge L.;Castro, Luis M.;Park, Jiwon
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.333-351
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    • 2022
  • The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

대용량 메모리를 가진 병렬 데이터베이스 시스템의 조인 연산 (Join Operation of Parallel Database System with Large Main Memory)

  • 박영규
    • 한국컴퓨터정보학회논문지
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    • 제12권3호
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    • pp.51-58
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    • 2007
  • 확장성에서 장점을 가지고 있는 비공유 병렬 프로세서 구조는 병렬 데이터베이스 시스템에서 많이 적용되고 있는 구조이다. 그러나 비공유 병렬 프로세서 구조는 데이터의 분포가 전체 프로세서에게 균일하게 분포되어 있지 않을 경우에는 일부 프로세서에게 부하가 집중되고 이로 인한 성능의 감소가 불가피하게 되는 단점이 있다. 특히 부하의 불균형 정도가 심한 경우에 조인 연산을 수행할 때 이런 성능 감소의 단점은 두드러진다. 본 논문은 비공유 병렬 프로세서 구조에서 부하의 불균형 정도가 심한 경우에도, 조인 연산을 실시하기 전에 부하 불균형을 고려함으로써 성능 감소를 최소화하고, 메모리의 대용량화를 이용하여 성능을 높인 조인 알고리즘을 제시한다. 또한 알고리즘의 성능 분석을 위한 분석 모델을 제시하며, 분석 모델을 통하여 데이터 불균형 문제를 해결하기 위한 다른 알고리즘과의 성능을 비교한다.

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Predictive Memory Allocation over Skewed Streams

  • Yun, Hong-Won
    • Journal of information and communication convergence engineering
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    • 제7권2호
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    • pp.199-202
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    • 2009
  • Adaptive memory management is a serious issue in data stream management. Data stream differ from the traditional stored relational model in several aspect such as the stream arrives online, high volume in size, skewed data distributions. Data skew is a common property of massive data streams. We propose the predicted allocation strategy, which uses predictive processing to cope with time varying data skew. This processing includes memory usage estimation and indexing with timestamp. Our experimental study shows that the predictive strategy reduces both required memory space and latency time for skewed data over varying time.

무선 센서네트워크에서의 시각동기를 위한 실시간 클럭 스큐 추정 (Realtime Clock Skew Estimator for Time Synchronization in Wireless Sensor Networks of WUSB and WBAN)

  • 허경
    • 한국멀티미디어학회논문지
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    • 제15권11호
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    • pp.1391-1398
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    • 2012
  • 무선 센서네트워크에서의 시각동기는 Wireless USB, WBAN 등의 MAC 계층에서부터 응용 계층에 이르기까지 거의 모든 계층에서 다양한 목적을 위해 매우 중요한 기술이다. 본 논문에서는 무선 센서네트워크에서의 시각동기를 위한 실시간 클럭 스큐 추정 방법을 제시한다. 재귀적 최소제곱법을 통해 오프셋 보정 정보들을 얻을 때마다 클럭 스큐가 실시간적으로 추정 및 갱신되며, 아울러 스큐 추정을 위해 각 센서노드에 저장해야할 정보를 최소화한다. 제안한 클럭 스큐 추정 방법은 기존의 클럭 오프셋 보정 방법과 쉽게 통합될 수 있으며, 이 경우 보다 정확하고 효율적인 시각동기화가 가능해진다. 시뮬레이션 및 실험 결과를 통해 제안한 클럭 스큐 추정 방법을 통한 시각동기 정확도의 향상을 보인다.

Bayesian inference for an ordered multiple linear regression with skew normal errors

  • Jeong, Jeongmun;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제27권2호
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    • pp.189-199
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    • 2020
  • This paper studies a Bayesian ordered multiple linear regression model with skew normal error. It is reasonable that the kind of inherent information available in an applied regression requires some constraints on the coefficients to be estimated. In addition, the assumption of normality of the errors is sometimes not appropriate in the real data. Therefore, to explain such situations more flexibly, we use the skew-normal distribution given by Sahu et al. (The Canadian Journal of Statistics, 31, 129-150, 2003) for error-terms including normal distribution. For Bayesian methodology, the Markov chain Monte Carlo method is employed to resolve complicated integration problems. Also, under the improper priors, the propriety of the associated posterior density is shown. Our Bayesian proposed model is applied to NZAPB's apple data. For model comparison between the skew normal error model and the normal error model, we use the Bayes factor and deviance information criterion given by Spiegelhalter et al. (Journal of the Royal Statistical Society Series B (Statistical Methodology), 64, 583-639, 2002). We also consider the problem of detecting an influential point concerning skewness using Bayes factors. Finally, concluding remarks are discussed.

다변량 왜정규분포 기반 선형결합통계량에 대한 안장점근사 (Saddlepoint Approximation to the Linear Combination Based on Multivariate Skew-normal Distribution)

  • 나종화
    • 응용통계연구
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    • 제27권5호
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    • pp.809-818
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    • 2014
  • 다변량 왜정규분포는 다변량 정규분포를 포함하는 분포로 최근 많은 응용분야에서 활용되고 있다. 본 논문에서는 다변량 왜정규분포를 기반으로 하는 선형결합통계량의 분포함수에 대한 안장점근사를 다루었다. 이는 단변량 왜정규분포 기반 표본평균에 대한 Na와 Yu (2013)의 결과를 선형결합 및 다변량의 경우로 확장한 것이다. 모의실험과 실제자료분석을 통해 제안된 근사법의 유용성과 정확도를 확인하였다.

Buffeting response of long suspension bridges to skew winds

  • Xu, Y.L.;Zhu, L.D.;Xiang, H.F.
    • Wind and Structures
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    • 제6권3호
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    • pp.179-196
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    • 2003
  • A long suspension bridge is often located within a unique wind environment, and strong winds at the site seldom attack the bridge at a right angle to its long axis. This paper thus investigates the buffeting response of long suspension bridges to skew winds. The conventional buffeting analysis in the frequency domain is first improved to take into account skew winds based on the quasi-steady theory and the oblique strip theory in conjunction with the finite element method and the pseudo-excitation method. The aerodynamic coefficients and flutter derivatives of the Tsing Ma suspension bridge deck under skew winds, which are required in the improved buffeting analysis, are then measured in a wind tunnel using specially designed test rigs. The field measurement data, which were recorded during Typhoon Sam in 1999 by the Wind And Structural Health Monitoring System (WASHMS) installed on the Tsing Ma Bridge, are analyzed to obtain both wind characteristics and buffeting responses. Finally, the field measured buffeting responses of the Tsing Ma Bridge are compared with those from the computer simulation using the improved method and the aerodynamic coefficients and flutter derivatives measured under skew winds. The comparison is found satisfactory in general.