• 제목/요약/키워드: linear statistics

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Moments of Order Statistics from Doubly Truncated Linear-Exponential Distribution

  • Saran, Jagdish;Pushkarna, Narinder
    • Journal of the Korean Statistical Society
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    • 제28권3호
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    • pp.279-296
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    • 1999
  • In this paper we establish some recurrence relations for both single and product moments of order statistics from a doubly truncated linear- exponential distribution with increasing hazard rate. These recurrence relations would enable one to compute all the higher order moments of order statistics for all sample sizes from those of the lower order in a simple recursive way. In addition, percentage points of order statistics are also discussed. These generalize the corresponding results for the linear- exponential distribution with increasing hazard rate derived by Balakrishnan and Malik(1986)

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로버스트 선형혼합모형을 이용한 필드시험 데이터 분석 (Analysis of Field Test Data using Robust Linear Mixed-Effects Model)

  • 홍은희;이영조;옥유진;나명환;노맹석;하일도
    • 응용통계연구
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    • 제28권2호
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    • pp.361-369
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    • 2015
  • 연속측도의 반응변수가 반복측정된 실험 자료의 분석을 위해 흔히 선형혼합모형이 사용된다. 그러나, 잔차의 분포가 이분산성이거나 비정규성을 가질 때 표준적인 선형혼합모형은 적절하지 않은 결과를 가져온다. 잔차의 분포가 두터운 꼬리를 가진 비정규분포를 보이는 타이어 필드시험 데이터를 로버스트 선형혼합모형에 적합시킴으로써 보다 더 정확하고 신뢰할 수 있는 분석결과를 얻을 수 있다. 추가적으로 신뢰성 분석 결과를 제시한다.

A Non-Linear Exponential(NLINEX) Loss Function in Bayesian Analysis

  • Islam, A.F.M.Saiful;Roy, M.K.;Ali, M.Masoom
    • Journal of the Korean Data and Information Science Society
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    • 제15권4호
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    • pp.899-910
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    • 2004
  • In this paper we have proposed a new loss function, namely, non-linear exponential(NLINEX) loss function, which is quite asymmetric in nature. We obtained the Bayes estimator under exponential(LINEX) and squared error(SE) loss functions. Moreover, a numerical comparison among the Bayes estimators of power function distribution under SE, LINEX, and NLINEX loss function have been made.

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Mixed Linear Models with Censored Data

  • Ha, Il-do;Lee, Youngjo-;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.211-223
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    • 1999
  • We propose a simple estimation procedure in the mixed linear models with censored normal data, using both Buckly and James(1979) type pseudo random variables and Lee and Nelder's(1996) estimation procedure. The proposed method is illustrated with the matched pairs data in Pettitt(1986).

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Use of the Linear Placement Statistics for the Parallelism of Two Regression Lines

  • Song, Moon Sup;Park, Hong-Nai;Lee, Kay O;Park, Byeong Uk;Shin, Bong Sup
    • 품질경영학회지
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    • 제20권2호
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    • pp.67-75
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    • 1992
  • In this paper we propose a class of tests for the parallelism of two regression lines based on linear placement statistics. The results of a small-sample Monte Carlo study show that the proposed tests are reasonably good in level control and powers.

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Empirical Comparisons of Disparity Measures for Three Dimensional Log-Linear Models

  • Park, Y.S.;Hong, C.S.;Jeong, D.B.
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.543-557
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    • 2006
  • This paper is concerned with the applicability of the chi-square approximation to the six disparity statistics: the Pearson chi-square, the generalized likelihood ratio, the power divergence, the blended weight chi-square, the blended weight Hellinger distance, and the negative exponential disparity statistic. Three dimensional contingency tables of small and moderate sample sizes are generated to be fitted to all possible hierarchical log-linear models: the completely independent model, the conditionally independent model, the partial association models, and the model with one variable independent of the other two. For models with direct solutions of expected cell counts, point estimates and confidence intervals of the 90 and 95 percentage points of six statistics are explored. For model without direct solutions, the empirical significant levels and the empirical powers of six statistics to test the significance of the three factor interaction are computed and compared.

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Classification of Microarray Gene Expression Data by MultiBlock Dimension Reduction

  • Oh, Mi-Ra;Kim, Seo-Young;Kim, Kyung-Sook;Baek, Jang-Sun;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.567-576
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    • 2006
  • In this paper, we applied the multiblock dimension reduction methods to the classification of tumor based on microarray gene expressions data. This procedure involves clustering selected genes, multiblock dimension reduction and classification using linear discrimination analysis and quadratic discrimination analysis.

감마 일반화 선형 모형에서의 가능도비 검정과 F-검정 비교연구 (Comparing the performance of likelihood ratio test and F-test for gamma generalized linear models)

  • 조성일;한정섭;이우주
    • 응용통계연구
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    • 제31권4호
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    • pp.475-484
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    • 2018
  • 감마 일반화 선형모형은 음이 아니며 치우침이 있는 반응변수에 유용한 모형으로 알려져 있다. 그러나 포아송 분포 또는 이항 분포에 기반한 일반화 선형모형에 비해 적은 관심을 받아왔다. 특히, 회귀계수의 유의성 검정에 대해서는 연구가 면밀히 되어 있지 않다. 본 논문에서는 감마 일반화 선형 모형의 검정에 대해 다양한 통계량들을 알아보고 수치 연구를 통해 그들의 성능을 비교한다. 수치 실험의 결과 부분 이탈도 검정 방법의 문제점이 나타났으며, 가능도비 검정 방법과 F-검정 방법이 좋은 성능을 보임을 확인하였다.

Diagnostics for Regression with Finite-Order Autoregressive Disturbances

  • Lee, Young-Hoon;Jeong, Dong-Bin;Kim, Soon-Kwi
    • Journal of the Korean Statistical Society
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    • 제31권2호
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    • pp.237-250
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    • 2002
  • Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.