• 제목/요약/키워드: linear statistics

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An application of mutual information in mathematical statistics education

  • Yi, Seongbaek;Jang, Dae-Heung
    • Journal of the Korean Data and Information Science Society
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    • 제26권4호
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    • pp.1017-1025
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    • 2015
  • In mathematical statistics education, we can use mutual information as a tool for evaluating the degree of dependency between two random variables. The ordinary correlation coefficient provides information only on linear dependency, not on nonlinear relationship between two random variables if any. In this paper as a measure of the degree of dependency between random variables, we suggest the use of symmetric uncertainty and ${\lambda}$ which are defined in terms of mutual information. They can be also considered as generalized correlation coefficients for both linear and non-linear dependence of random variables.

다차원 임의 분할표 생성 (Generating Multidimensional Random Tables)

  • 최현집
    • 응용통계연구
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    • 제19권3호
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    • pp.545-554
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    • 2006
  • 로그선형모형에 기반을 둔 다차원 임의 분할표를 생성하는 방법을 제안하였다. 이를 위해 Lee(1997)가 제안한 선형 결합에 의한 결합분포 생성 방법을 적용하였으며, Pearson 통계량을 연관성 측도로 사용하는 것을 제안하였다. 세 변수가 서로 완전한 연관을 갖는 삼차원 결합분포를 생성할 수 있으므로 본 연구에서 제안한 방법은 사차원 이상 다차원 임의 분할표를 생성하는 문제로 확장될 수 있다.

일반화선형모형에서의 3차원 CERES그림 (Three Dimensional CERES Plot in Generalized Linear Models)

  • 강명욱;김부용;전진영
    • 응용통계연구
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    • 제21권1호
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    • pp.169-176
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    • 2008
  • 일반화선형모형 에서 추가되는 설명 변수의 비선형성의 존재와 형태를 파악하는데 사용되는 3차원 CBRBS그림의 구조와 유용성에 대해 알아본다. CBRBS그림은 설명변수들 사이에 비선형의 관계가 존재하는 경우 편잔차그림으로는 알아낼 수 없는 비선형성에 대한 탐지가 가능하다. 이를 생성된 자료를 이용하여 확인해 본다.

Order-Restricted Inference with Linear Rank Statistics in Microarray Data

  • Kang, Moon-Su
    • 응용통계연구
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    • 제24권1호
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    • pp.137-143
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    • 2011
  • The classification of subjects with unknown distribution in a small sample size often involves order-restricted constraints in multivariate parameter setups. Those problems make the optimality of a conventional likelihood ratio based statistical inferences not feasible. Fortunately, Roy (1953) introduced union-intersection principle(UIP) which provides an alternative avenue. Multivariate linear rank statistics along with that principle, yield a considerably appropriate robust testing procedure. Furthermore, conditionally distribution-free test based upon exact permutation theory is used to generate p-values, even in a small sample. Applications of this method are illustrated in a real microarray data example (Lobenhofer et al., 2002).

영상에서 선형순위검정법을 이용한 에지검출 비교 (Comparison of Edge Detection using Linear Rank Tests in Images)

  • 임동훈
    • 한국컴퓨터정보학회논문지
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    • 제10권6호
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    • pp.17-26
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    • 2005
  • 본 논문에서는 통계학의 선형순위통계량(linear rank statistics)에 기초한 3가지 비모수 검정법 즉. Wilcoxon 검정법, Median 검정법 그리고 Van der Waerden 검정법을 이용하여 에지를 검출하고자 한다. 5$\times$5 윈도우상에서 중심픽셀의 에지여부는 에지-높이 모수(edge-height parameter)를 사용한 모형 하에서 두 영역간의 유의한 차이가 있는지를 검정함으로서 결정한다. 영상실험에서 통계적 방법들 간의 에지검출 성능은 에지맵(edge map)을 통한 정성적인 비교와 객관적인 척도 하에서 정량적인 비교를 통하여 분석하였다.

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Graphical Methods for Hierarchical Log-Linear Models

  • Hong, Chong-Sun;Lee, Ui-Ki
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.755-764
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    • 2006
  • Most graphical methods for categorical data can describe the structure of data and represent a measure of association among categorical variables. Among them the polyhedron plot represents sequential relationships among hierarchical log-linear models for a multidimensional contingency table. This kind of plot could be explored to describe the differences among sequential models. In this paper we suggest graphical methods, containing all the information, that reflect the relationship among all log-linear models in a certain hierarchical structure. We use the ideas of a correlation diagram.

Equivalence of GLS and Difference Estimator in the Linear Regression Model under Seasonally Autocorrelated Disturbances

  • Seuck Heun Song;Jong Hyup Lee
    • Communications for Statistical Applications and Methods
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    • 제1권1호
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    • pp.112-118
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    • 1994
  • The generalized least squares estimator in the linear regression model is equivalent to difference estimator irrespective of the particular form of the regressor matrix when the disturbances are generated by a seasonally autoregressive provess and autocorrelation is closed to unity.

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Tests for Asymmetry Associated with the Linear Signed Rank Statistics

  • Kim, Soon-Ock
    • 품질경영학회지
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    • 제21권1호
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    • pp.136-143
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    • 1993
  • Tests associated with the linear signed rank statistics are considered for testing the symmetry of a continuous distribution about an unknown median. The results of Monte Carlo study show that the proposed tests are reasonably good in level control and powers.

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Linear and nonlinear vibrations of inhomogeneous Euler-Bernoulli beam

  • Bakalah, Ebrahim S.;Zaman, F.D.;Saleh, Khairul
    • Coupled systems mechanics
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    • 제7권5호
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    • pp.635-647
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    • 2018
  • Dynamic problems arising from the Euler-Bernoulli beam model with inhomogeneous elastic properties are considered. The method of Green's function and perturbation theory are employed to find the deflection in the beam correct to the first-order. Eigenvalue problems appearing from transverse vibrations of inhomogeneous beams in linear and nonlinear cases are also discussed.

Clustering Observations for Detecting Multiple Outliers in Regression Models

  • Seo, Han-Son;Yoon, Min
    • 응용통계연구
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    • 제25권3호
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    • pp.503-512
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    • 2012
  • Detecting outliers in a linear regression model eventually fails when similar observations are classified differently in a sequential process. In such circumstances, identifying clusters and applying certain methods to the clustered data can prevent a failure to detect outliers and is computationally efficient due to the reduction of data. In this paper, we suggest to implement a clustering procedure for this purpose and provide examples that illustrate the suggested procedure applied to the Hadi-Simonoff (1993) method, reverse Hadi-Simonoff method, and Gentleman-Wilk (1975) method.