• 제목/요약/키워드: mean-squared error

검색결과 698건 처리시간 0.023초

Ratio-Cum-Product Estimators of Population Mean Using Known Population Parameters of Auxiliary Variates

  • Tailor, Rajesh;Parmar, Rajesh;Kim, Jong-Min;Tailor, Ritesh
    • Communications for Statistical Applications and Methods
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    • 제18권2호
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    • pp.155-164
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    • 2011
  • This paper suggests two ratio-cum-product estimators of finite population mean using known coefficient of variation and co-efficient of kurtosis of auxiliary characters. The bias and mean squared error of the proposed estimators with large sample approximation are derived. It has been shown that the estimators suggested by Upadhyaya and Singh (1999) are particular case of the suggested estimators. Almost ratio-cum product estimators of suggested estimators have also been obtained using Jackknife technique given by Quenouille (1956). An empirical study is also carried out to demonstrate the performance of the suggested estimators.

Sequential Shape Modification for Monotone Convex Function: L2 Monotonization and Uniform Convexifiation

  • Lim, Jo-Han;Lee, Sung-Im
    • Communications for Statistical Applications and Methods
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    • 제15권5호
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    • pp.675-685
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    • 2008
  • This paper studies two sequential procedures to estimate a monotone convex function using $L_2$ monotonization and uniform convexification; one, denoted by FMSC, monotonizes the data first and then, convexifis the monotone estimate; the other, denoted by FCSM, first convexifies the data and then monotonizes the convex estimate. We show that two shape modifiers are not commutable and so does FMSC and FCSM. We compare them numerically in uniform error(UE) and integrated mean squared error(IMSE). The results show that FMSC has smaller uniform error(UE) and integrated mean squared error(IMSE) than those of FCSC.

Bayesian inference in finite population sampling under measurement error model

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • 제23권6호
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    • pp.1241-1247
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    • 2012
  • The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

Ratio Cum Regression Estimator for Estimating a Population Mean with a Sub Sampling of Non Respondents

  • Kumar, Sunil
    • Communications for Statistical Applications and Methods
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    • 제19권5호
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    • pp.663-671
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    • 2012
  • In the present study, a combined ratio cum regression estimator is proposed to estimate the population mean of the study variable in the presence of a non-response using an auxiliary variable under double sampling. The expressions of bias and mean squared error(MSE) based on the proposed estimator is derived under double (or two stage) sampling to the first degree of approximation. Some estimators are also derived from the proposed class by allocating the suitable values of constants used. A comparison of the proposed estimator with the usual unbiased estimator and other derived estimators is carried out. An empirical study is carried out to demonstrate the performance of the suggested estimator and of others; it is endow that the empirical results backing the theoretical study.

ONNEGATIVE MINIMUM BIASED ESTIMATION IN VARIANCE COMPONENT MODELS

  • Lee, Jong-Hoo
    • East Asian mathematical journal
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    • 제5권1호
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    • pp.95-110
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    • 1989
  • In a general variance component model, nonnegative quadratic estimators of the components of variance are considered which are invariant with respect to mean value translaion and have minimum bias (analogously to estimation theory of mean value parameters). Here the minimum is taken over an appropriate cone of positive semidefinite matrices, after having made a reduction by invariance. Among these estimators, which always exist the one of minimum norm is characterized. This characterization is achieved by systems of necessary and sufficient condition, and by a cone restricted pseudoinverse. In models where the decomposing covariance matrices span a commutative quadratic subspace, a representation of the considered estimator is derived that requires merely to solve an ordinary convex quadratic optimization problem. As an example, we present the two way nested classification random model. An unbiased estimator is derived for the mean squared error of any unbiased or biased estimator that is expressible as a linear combination of independent sums of squares. Further, it is shown that, for the classical balanced variance component models, this estimator is the best invariant unbiased estimator, for the variance of the ANOVA estimator and for the mean squared error of the nonnegative minimum biased estimator. As an example, the balanced two way nested classification model with ramdom effects if considered.

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Some efficient ratio-type exponential estimators using the Robust regression's Huber M-estimation function

  • Vinay Kumar Yadav;Shakti Prasad
    • Communications for Statistical Applications and Methods
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    • 제31권3호
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    • pp.291-308
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    • 2024
  • The current article discusses ratio type exponential estimators for estimating the mean of a finite population in sample surveys. The estimators uses robust regression's Huber M-estimation function, and their bias as well as mean squared error expressions are derived. It was campared with Kadilar, Candan, and Cingi (Hacet J Math Stat, 36, 181-188, 2007) estimators. The circumstances under which the suggested estimators perform better than competing estimators are discussed. Five different population datasets with a well recognized outlier have been widely used in numerical and simulation-based research. These thorough studies seek to provide strong proof to back up our claims by carefully assessing and validating the theoretical results reported in our study. The estimators that have been proposed are intended to significantly improve both the efficiency and accuracy of estimating the mean of a finite population. As a result, the results that are obtained from statistical analyses will be more reliable and precise.

Improving the Water Level Prediction of Multi-Layer Perceptron with a Modified Error Function

  • Oh, Sang-Hoon
    • International Journal of Contents
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    • 제13권4호
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    • pp.23-28
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    • 2017
  • Of the total economic loss caused by disasters, 40% are due to floods and floods have a severe impact on human health and life. So, it is important to monitor the water level of a river and to issue a flood warning during unfavorable circumstances. In this paper, we propose a modified error function to improve a hydrological modeling using a multi-layer perceptron (MLP) neural network. When MLP's are trained to minimize the conventional mean-squared error function, the prediction performance is poor because MLP's are highly tunned to training data. Our goal is achieved by preventing overspecialization to training data, which is the main reason for performance degradation for rare or test data. Based on the modified error function, an MLP is trained to predict the water level with rainfall data at upper reaches. Through simulations to predict the water level of Nakdong River near a UNESCO World Heritage Site "Hahoe Village," we verified that the prediction performance of MLP with the modified error function is superior to that with the conventional mean-squared error function, especially maximum error of 40.85cm vs. 55.51cm.

최소평균절대값삼승 (LMAT) 적응 알고리즘: Part II. 알고리즘의 성능 평가 (Least mean absolute third (LMAT) adaptive algorithm:part II. performance evaluation of the algorithm)

  • 김상덕;김성수;조성호
    • 한국통신학회논문지
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    • 제22권10호
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    • pp.2310-2316
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    • 1997
  • 본 논문에서는 고차통계에 의한 적응알고리즘 가운데 오차의 평균절대값삼승 (LMAT)을 최소화하는 알고리즘과 이미 널리 사용되고 있는 경쟁 알고리즘의 성능을 서로 비교 평가하였다. 사용된 입력선호가 Gaussian 분포를 갖는다는 가정하에, LMAT 알고리즘의 정상상태 추청오차에 대한 평균자승특성 근사식을 유도하였다. 유도된 근사식은 컴퓨터 모의실험을 통하여 그 타당성을 검증하였다. LMAT 알고리즘 및 경쟁 알고리즘들이 정상상태에서 같은 값의 평균자승추정오차를 갖는 경우에 대하여 각 알고리즘의 수렴속도를 비교하였고, LMAT 알고리즘의 우수한 수렴 성능을 알 수 있었다 특히, 입력신호의 eigenvalue spread ratio 및 measurement noise power 등 환경이 변화함에도 불구하고 LMAT 알고리즘이 여전히 나은 특성을 보임을 알 수 있었다.

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MIMO-OFDM 시스템에서 V-BLAST 수신기의 성능 (Performance of MIMO-OFDM System using V-BLAST Receiver)

  • 박희준;안진영;김상준
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2008년도 학술대회 논문집 정보 및 제어부문
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    • pp.109-110
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    • 2008
  • 본 논문은 MIMO(Multiple Input Multiple Output)- OFDM(Orthogonal Frequency Division Multiplexing) 시스템에서 V-BLAST (Vertical-Ball Laboratories Layered Space Time) 수신기에 대하여 성능을 비교하고 평가한다. 신호는 각각 송신 안테나에서 독립적으로 전송되며 QPSK(Quadrature Phase Shift Keying) 방식을 이용하여 변조 되고, 송 수신단에 각각 2개의 안테나와 각각 4개의 안테나를 사용한다. V-BLAST 수신기로 ZF(zero-Forcing), MMSE(Minimum Mean Squared Error), ZF-OSIC(Zero Forcing - Ordered Successive Interference Cancellation), MMSE-OSIC(Minimum Mean Squared Error - Ordered Successive Interference Cancellation)를 사용한다. 모의실험 결과에서 MMSE 방식이 ZF 방식 보다 좋은 BER(Bit Error Rate)을 보이고, ZF-OSIC 방식은 ZF 방식과 MMSE 방식 보다 더 좋은 BER을 가지는 것을 확인 할 수 있으며, MMSE-OSIC 방식은 사용된 방식 중 가장 좋은 성능을 보인다.

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Signal Detection Using Ordered Successive Interference Cancellation for Generalized Spatial Modulation Systems

  • Kim, Youngbeom;Kim, Sangchoon
    • International journal of advanced smart convergence
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    • 제6권3호
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    • pp.1-8
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    • 2017
  • In this paper, an improved ordered block minimum mean squared error (OB-MMSE) detector for generalized spatial modulation (GSM) systems is presented. It is based on an ordered successive interference cancellation (OSIC) technique. Its bit error rate (BER) performance and computational complexity are compared with those of the corresponding original OB-MMSE detector. It is shown that the proposed OSIC-based OB-MMSE detector outperforms the OB-MMSE detector in terms of BER without noticeable complexity increase.