• 제목/요약/키워드: exact methods

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Improved Exact Inference in Logistic Regression Model

  • Kim, Donguk;Kim, Sooyeon
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.277-289
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    • 2003
  • We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

熱平衡積分法에 의한 有限 Strip에서의 2次元 過渡熱傳導 問題의 解析 (Analysis of Two-Dimensional Transient Heat Conduction Problems in a Finite Strip by the Heat Balance Integral Method)

  • 서정일;조진호;조종철
    • 대한기계학회논문집
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    • 제7권4호
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    • pp.417-424
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    • 1983
  • This paper presents two methods of obtaining approximate analytic solutions for the temperature distributions and heat flow to two-dimensional transient heat conduction problems in a finite strip with constant thermal properties using the Heat Balance Integral. The methods introduced in this study are as follows; one using the Heat Balance Integral only, and the other successively using the Heat Balance Integral and an exact analytic method. Both methods are applicable to a large number of the two-dimensional unsteady conduction problems in finite regions such as extended surfaces with uniform thickness, but in this paper only solutions for the unsteady problems in a finite strip with boundary condition at the base expressed in terms of step function are provided as an illustration. Results obtained by both methods are compared with those by the exact two-dimensional transient analysis. It is found that both approximate methods generate small time solutions, which can not be obtained easily by any exact analytic method for small values of Fourier numbers. In the case of applying the successive use of the Heat Balance Integral and Laplace transforms, the analysis shows good agreement with the exact solutions for any Fourier number in the range of Biot numbers less than 0.5.

Choosing between the Exact and the Approximate Confidence Intervals: For the Difference of Two Independent Binomial Proportions

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.363-372
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    • 2009
  • The difference of two independent binomial proportions is frequently of interest in biomedical research. The interval estimation may be an important tool for the inferential problem. Many confidence intervals have been proposed. They can be classified into the class of exact confidence intervals or the class of approximate confidence intervals. Ore may prefer exact confidence interval s in that they guarantee the minimum coverage probability greater than the nominal confidence level. However, someone, for example Agresti and Coull (1998) claims that "approximation is better than exact." It seems that when sample size is large, the approximate interval is more preferable to the exact interval. However, the choice is not clear when sample, size is small. In this note, an exact confidence and an approximate confidence interval, which were recommended by Santner et al. (2007) and Lee (2006b), respectively, are compared in terms of the coverage probability and the expected length.

정확검정들에 대한 고찰 (Investigation on Exact Tests)

  • 강승호
    • 응용통계연구
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    • 제15권1호
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    • pp.187-199
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    • 2002
  • 표본의 크기가 작아 검정 통계량의 근사분포의 정확성이 의심스러울 때, 정확검정이 종종 사용된다. 정확검정의 장점은 1종의 오류 확률이 항상 유의수준보다 작거나 같음을 보장해 준다는 것이다. 본 논문에서는 정확검 정을 만드는 여러방법, 계산 알고리듬, 그리고 상업용 소프트웨어를 살펴보겠다. 그리고 정확검정에서 얻어지는 exact p-value와 원래 우도(true likelihood)에서 얻어지는 true p-value와의 관계도 살펴보겠다.

OBSERVATIONS ON A FURTHER IMPROVED ($\frac{G}{G}$) - EXPANSION METHOD AND THE EXTENDED TANH-METHOD FOR FINDING EXACT SOLUTIONS OF NONLINEAR PDES

  • Zayed, E.M.E.
    • Journal of applied mathematics & informatics
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    • 제30권1_2호
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    • pp.253-264
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    • 2012
  • In the present article, we construct the exact traveling wave solutions of nonlinear PDEs in the mathematical physics via the (1+1)-dimensional Boussinesq equation by using the following two methods: (i) A further improved ($\frac{G}{G}$) - expansion method, where $G=G({\xi})$ satisfies the auxiliary ordinary differential equation $[G^{\prime}({\xi})]^2=aG^2({\xi})+bG^4({\xi})+cG^6({\xi})$, where ${\xi}=x-Vt$ while $a$, $b$, $c$ and $V$ are constants. (ii) The well known extended tanh-function method. We show that some of the exact solutions obtained by these two methods are equivalent. Note that the first method (i) has not been used by anyone before which gives more exact solutions than the second method (ii).

Approximating Exact Test of Mutual Independence in Multiway Contingency Tables via Stochastic Approximation Monte Carlo

  • Cheon, Soo-Young
    • 응용통계연구
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    • 제25권5호
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    • pp.837-846
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    • 2012
  • Monte Carlo methods have been used in exact inference for contingency tables for a long time; however, they suffer from ergodicity and the ability to achieve a desired proportion of valid tables. In this paper, we apply the stochastic approximation Monte Carlo(SAMC; Liang et al., 2007) algorithm, as an adaptive Markov chain Monte Carlo, to the exact test of mutual independence in a multiway contingency table. The performance of SAMC has been investigated on real datasets compared to with existing Markov chain Monte Carlo methods. The numerical results are in favor of the new method in terms of the quality of estimates.

PTR의 붓스트랩 신뢰구간 (Bootstrap Confidence Intervals of Precision-to-Tolerance Ratio)

  • 장무성;김상부
    • 산업경영시스템학회지
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    • 제30권2호
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    • pp.37-43
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    • 2007
  • ANOVA is widely used for measurement system analysis. It assumes that the measurement error is normally distributed, which may not be seen in certain industrial cases. In this study, the exact and bootstrap confidence intervals for precision-to-tolerance ratio (PTR) are obtained for the cases where the measurement errors are normally and non-normally distributed and the reproducibility variation can be ignored. Lognormal and gamma distributions are considered for non-normal measurement errors. It is assumed that the quality characteristics have the same distributions of the measurement errors. Three different bootstrap methods of SB (Standard Bootstrap), PB (Percentile Bootstrap), and BCPB (Biased-Corrected Percentile Bootstrap) are used to obtain bootstrap confidence intervals for PTR. Based on a coverage proportion of PTR, a comparative study of exact and bootstrap methods is performed. Simulation results show that, for non-normal measurement error cases, the bootstrap methods of SB and BCPB are superior to the exact one.

Weight and topology optimization of outrigger-braced tall steel structures subjected to the wind loading using GA

  • Nouri, Farshid;Ashtari, Payam
    • Wind and Structures
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    • 제20권4호
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    • pp.489-508
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    • 2015
  • In this paper, a novel methodology is proposed to obtain optimum location of outriggers. The method utilizes genetic algorithm (GA) for shape and size optimization of outrigger-braced tall structures. In spite of previous studies (simplified methods), current study is based on exact modeling of the structure in a computer program developed on Matlab in conjunction with OpenSees. In addition to that, exact wind loading distribution is calculated in accordance with ASCE 7-10. This is novel since in previous studies wind loading distributions were assumed to be uniform or triangular. Also, a new penalty coefficient is proposed which is suitable for optimization of tall buildings. Newly proposed penalty coefficient improves the performance of GA and results in a faster convergence. Optimum location and number of outriggers is investigated. Also, contribution of factors like central core and outrigger rigidity is assessed by analyzing several design examples. According to the results of analysis, exact wind load distribution and modeling of all structural elements, yields optimum designs which are in contrast of simplified methods results. For taller frames significant increase of wind pressure changes the optimum location of outriggers obtained by simplified methods. Ratio of optimum location to the height of the structure for minimizing weight and satisfying serviceability constraints is not a fixed value. Ratio highly depends on height of the structure, core and outriggers stiffness and lateral wind loading distribution.

4분위수에 대한 메모 (A Note on Quartile)

  • 박동준;황현미
    • 품질경영학회지
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    • 제26권3호
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    • pp.150-155
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    • 1998
  • It is necessary to describe a data set after collection of data in elementary statistics course. Two major numerical summary of the data set may be measures of central location and dispersion. There are various unmerical summary methods in presenting how data are dispersed and each method has its own advantages and disadvantages. Quartiles are discussed among several methods to describe dispersion of data set. When data type is discrete, exact quartile values are sometimes ambiguous to find, whereas exact quartile values are obtained for contionuous data. Examples of both data types are given. Programs listed below may be used to provide quartiles in MINITAB and SAS.

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Permutation P-values for Inter-rater Agreement Measures

  • Um, Yonghwan
    • 한국컴퓨터정보학회논문지
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    • 제20권12호
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    • pp.169-174
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    • 2015
  • Permutation p-values are provided for the agreement measures for multivariate interval data among many raters. Three agreement measures, Berry and Mielke's measure, Janson and Olsson's measure, and Um's measure are described and compared. Exact and resampling permutation methods are utilized to compute p-values and empirical quantile limits for three measures. Comparisons of p-values demonstrate that resampling permutation methods provide close approximations to exact p-values, and Berry and Mielke's measure and Um's measure show similar performance in terms of measuring agreement.