• 제목/요약/키워드: modified information criterion

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Modified information criterion for testing changes in generalized lambda distribution model based on confidence distribution

  • Ratnasingam, Suthakaran;Buzaianu, Elena;Ning, Wei
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.301-317
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    • 2022
  • In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

Testing for A Change Point by Model Selection Tools in Linear Regression Models

  • Yoon, Yong-Hwa;Kim, Jong-Tae;Cho, Kil-Ho;Shin, Kyung-A
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.655-665
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    • 2000
  • Several information criterions, Schwarz information criterion (SIC), Akaike information criterion (AIC), and the modified Akaike information criterion ($AIC_c$), are proposed to locate a change point in the multiple linear regression model. These methods are applied to a stock Exchange data set and compared to the results.

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On Information Criteria in Linear Regression Model

  • Park, Man-Sik
    • 응용통계연구
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    • 제22권1호
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    • pp.197-204
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    • 2009
  • In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.

Bayesian information criterion accounting for the number of covariance parameters in mixed effects models

  • Heo, Junoh;Lee, Jung Yeon;Kim, Wonkuk
    • Communications for Statistical Applications and Methods
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    • 제27권3호
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    • pp.301-311
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    • 2020
  • Schwarz's Bayesian information criterion (BIC) is one of the most popular criteria for model selection, that was derived under the assumption of independent and identical distribution. For correlated data in longitudinal studies, Jones (Statistics in Medicine, 30, 3050-3056, 2011) modified the BIC to select the best linear mixed effects model based on the effective sample size where the number of parameters in covariance structure was not considered. In this paper, we propose an extended Jones' modified BIC by considering covariance parameters. We conducted simulation studies under a variety of parameter configurations for linear mixed effects models. Our simulation study indicates that our proposed BIC performs better in model selection than Schwarz's BIC and Jones' modified BIC do in most scenarios. We also illustrate an example of smoking data using a longitudinal cohort of cancer patients.

Methods of pairwise comparisons and fuzzy global criterion for multiobjective optimization in structural engineering

  • Shih, C.J.;Yu, K.C.
    • Structural Engineering and Mechanics
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    • 제6권1호
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    • pp.17-30
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    • 1998
  • The method of pairwise comparison inherently contains information of ambiguity, fuzziness and conflict in design goals for a multiobjective structural design. This paper applies the principle of paired comparison so that the vaguely formulated problem can be modified and a set of numerically acceptable weight would reflect the relatively important degree of multiple objectives. This paper also presents a fuzzy global criterion method ($FGCM_{\lambda}$) included fuzzy constraints that coupled with the objective weighting rank obtained from the modified pairwise comparisons for fuzzy multiobjective optimization problems. Descriptions in sequence of this combined method and problem solving experiences are given in the current article. Multiobjective design examples of truss and mechanical spring structures illustrate this optimization process containing the revising judgement techniques.

Assessing Bioequivalence of Variabilities in $2{\times}2$ Crossover Design

  • Park, Sang-Gue;Jang, Jung-Hoon
    • Journal of the Korean Data and Information Science Society
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    • 제18권3호
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    • pp.645-657
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    • 2007
  • Several statistical procedures for assessment of bioequivalence of variabilities between two drug formulations in bioequivalence trials are reviewed and modified methods for assessing total variability are suggested. The problem of the current US FDA aggregate criterion for population bioequivalence and the necessity of disaggregate criterion are discussed with an illustrated example.

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Estimation of Population Mean Using Centered Modified Systematic Sampling and Interpolation

  • Kim, Hyuk-Joo;Choi, Byoung-Chul
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2001년도 추계학술대회
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    • pp.17-24
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    • 2001
  • A method is proposed for efficiently estimating the mean of a population which has a linear trend. The proposed estimator is based on the centered modified systematic sampling method and the concept or interpolation. Using the expected mean square error criterion, it is shown that the proposed method is more efficient than conventional methods in most real cases.

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불량율(不良率)의 사전분포(事前分布)를 고려(考慮)한 연속생산형(連續生産型) 샘플링검사(檢査) (Continuous Sampling Plans with Prior Distribution)

  • 윤완철;배도선
    • 대한산업공학회지
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    • 제5권1호
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    • pp.53-57
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    • 1979
  • The concept of AOQL in designing Dodge's continuous sampling plans is modified to include probabilistic consideration reflecting the prior knowledge about the process average fraction defectives, and a new design criterion called AOQL, which eliminates some of the drawbacks of the AOQL criterion is proposed. AOQL, approach provides more economical sampling plans in many cases, and can be used even when only limited amount of prior information is available.

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오류 보정을 이용한 초점 이미지들로부터의 깊이 추출 (Depth Extraction From Focused Images Using The Error Interpolation)

  • 김진사;노경완;김충원
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1999년도 하계종합학술대회 논문집
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    • pp.627-630
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    • 1999
  • For depth extraction from the focus and recovery the shape, determination of criterion function for focus measure and size of the criterion window are very important. However, Texture, illumination, and magnification have an effect on focus measure. For that reason, depth map has a partial high and low peak. In this paper, we propose a depth extraction method from focused images using the error interpolation. This method is modified the error depth into mean value between two normal depth in order to improve the depth map.

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전기 임피던스 단층촬영을 위한 지수적으로 가중된 최소자승법을 이용한 수정된 조정 Newton-Raphson 알고리즘 (Regularized Modified Newton-Raphson Algorithm for Electrical Impedance Tomography Based on the Exponentially Weighted Least Square Criterion)

  • 김경연;김봉석
    • 전기전자학회논문지
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    • 제4권2호
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    • pp.249-256
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    • 2000
  • 전기 임피던스 단층촬영에서는, 각기 다른 주입 전류패턴에 의해 유기된 경계면의 전압 값을 이용하여 다양한 복원 알고리즘에 의해 물체의 내부 저항률(전도율) 분포를 추정한다. 본 논문에서는, 부가적인 사전 정보를 soft 제약조건으로 비용함수에 추가하고, 비용함수의 가중행렬을 지수적으로 가중된 최소자승법에 근거하여 선택하는 수정된 조정 Newton-Raphson(mNR) 법을 제안한다. 32채널에 대한 컴퓨터 시뮬레이션 결과, 제안된 방법은 기존의 조정 mNR 법에 비해 계산부담은 약간 증가하지만 복원성능이 개선됨을 보인다.

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