• Title/Summary/Keyword: non-parametric

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Non-Inferiority Test in a Two-Arm Trial and a Three-Arm Trial Including a Placebo (활성대조군을 이용한 두 군 설계와 위약군을 포함한 세 군 설계의 비열등성 시험)

  • Lee, Ji-Sun;Kim, Dong-Jae
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.947-957
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    • 2008
  • Two-arm non-inferiority trials is often applied to parametric procedure suggested by Hauschke et al. (1999). Since this design does not allow a direct comparison of a new treatment group with placebo group, parametric procedure in a three-arm non-inferiority trial with a placebo group was suggested by Pigeot et al. (2003). But, procedures in these designs are necessary for distribution assumptions. Therefore we propose, in this paper, non parametric procedures employing Wilcoxon rank sum test in a two-arm design and linear contrast test suggested by Scheirer et al. (1976) in a three-arm design. The proposed nonparametric procedures and parametric procedures are compared by Monte Carlo simulation study.

Parametric resonance of composite skew plate under non-uniform in-plane loading

  • Kumar, Rajesh;Kumar, Abhinav;Panda, Sarat Kumar
    • Structural Engineering and Mechanics
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    • v.55 no.2
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    • pp.435-459
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    • 2015
  • Parametric resonance of shear deformable composite skew plates subjected to non-uniform (parabolic) and linearly varying periodic edge loading is studied for different boundary conditions. The skew plate structural model is based on higher order shear deformation theory (HSDT), which accurately predicts the numerical results for thick skew plate. The total energy functional is derived for the skew plates from total potential energy and kinetic energy of the plate. The strain energy which is the part of total potential energy contains membrane energy, bending energy, additional bending energy due to additional change in curvature and shear energy due to shear deformation, respectively. The total energy functional is solved using Rayleigh-Ritz method in conjunction with boundary characteristics orthonormal polynomials (BCOPs) functions. The orthonormal polynomials are generated for unit square domain using Gram-Schmidt orthogonalization process. Bolotin method is followed to obtain the boundaries of parametric resonance region with higher order approximation. These boundaries are traced by the periodic solution of Mathieu-Hill equations with period T and 2T. Effect of various parameters like skew angle, span-to-thickness ratio, aspect ratio, boundary conditions, static load factor on parametric resonance of skew plate have been investigated. The investigation also includes influence of different types of linearly varying loading and parabolically varying bi-axial loading.

Vibration of Non-linear System under Random Parametric Excitations by Probabilistic Method (불규칙 매개변수 가진을 받는 비선형계의 확률론적 진동평가)

  • Lee, Sin-Young
    • Journal of the Korean Society for Precision Engineering
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    • v.23 no.12 s.189
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    • pp.72-79
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    • 2006
  • Vibration of a non-linear system under random parametric excitations was evaluated by probabilistic methods. The non-linear characteristic terms of a system structure were quasi-linearized and excitation terms were remained as they were An analytical method where the square mean of error was minimized was used An alternative method was an energy method where the damping energy and restoring energy of the linearized system were equalized to those of the original non-linear system. The numerical results were compared with those obtained by Monte Carlo simulation. The comparison showed the results obtained by Monte Carlo simulation located between those by the analytical method and those by the energy method.

Detecting Foreground Objects Under Sudden Illumination Change Using Double Background Models (이중 배경 모델을 이용한 급격한 조명 변화에서의 전경 객체 검출)

  • Saeed, Mahmoudpour;Kim, Manbae
    • Journal of Broadcast Engineering
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    • v.21 no.2
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    • pp.268-271
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    • 2016
  • In video sequences, foreground object detection being composed of a background model and a background subtraction is an important part of diverse computer vision applications. However, object detection might fail in sudden illumination changes. In this letter, an illumination-robust background detection is proposed to address this problem. The method can provide quick adaption to current illumination condition using two background models with different adaption rates. Since the proposed method is a non-parametric approach, experimental results show that the proposed algorithm outperforms several state-of-art non-parametric approaches and provides low computational cost.

Copula Approach for the Measurement of Integrated Risk of National Pension Fund (Copula를 이용한 국민연금기금의 통합위험에 관한 연구)

  • Byun, Jin-Ho;Nam, Chae-Woo;Lee, Ho-Sun
    • IE interfaces
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    • v.24 no.1
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    • pp.24-39
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    • 2011
  • In this paper, we study the methodology for the measurement and integration of market risk and credit risk using Copula. We apply the methodology of Rosenberg, and Schuermann(2006) to the assets of pension system. Firstly we estimate dynamics of risk factors and their effects on investment returns, then use the estimated result to simulate future movement of risk factors and distribution of investment returns. Finally we measure integrated risk using integrated return distribution by Copula and simulated future investment return distributions. We found the integrated risk changing with the correlation of risks and investment weights of risks and confirmed the diversification effect of risks. This result is consistent when we use normal Copula and normal marginals, t-Copula and t(3) marginals, and normal Copula and non-parametric marginals. And in the case of non-parametric maginals, larger integrated risk is calculated. It means that use of non-parametric marginals is more conservative.

A comparison and prediction of total fertility rate using parametric, non-parametric, and Bayesian model (모수, 비모수, 베이지안 출산율 모형을 활용한 합계출산율 예측과 비교)

  • Oh, Jinho
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.677-692
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    • 2018
  • The total fertility rate of Korea was 1.05 in 2017, showing a return to the 1.08 level in the year 2005. 1.05 is a very low fertility level that is far from replacement level fertility or safety zone 1.5. The number may indicate a low fertility trap. It is therefore important to predict fertility than at any other time. In the meantime, we have predicted the age-specific fertility rate and total fertility rate by various statistical methods. When the data trend is disconnected or fluctuating, it applied a nonparametric method applying the smoothness and weight. In addition, the Bayesian method of using the pre-distribution of fertility rates in advanced countries with reference to the three-stage transition phenomenon have been applied. This paper examines which method is reasonable in terms of precision and feasibility by applying estimation, forecasting, and comparing the results of the recent variability of the Korean fertility rate with parametric, non-parametric and Bayesian methods. The results of the analysis showed that the total fertility rate was in the order of KOSTAT's total fertility rate, Bayesian, parametric and non-parametric method outcomes. Given the level of TFR 1.05 in 2017, the predicted total fertility rate derived from the parametric and nonparametric models is most reasonable. In addition, if a fertility rate data is highly complete and a quality is good, the parametric model approach is superior to other methods in terms of parameter estimation, calculation efficiency and goodness-of-fit.

Analysing the Determinants of Company R&D Investment Using a Semi-parametric Estimation Method (기업의 R&D 투자 결정요인 분석 - 준모수적 추정법을 적용하여 -)

  • 유승훈
    • Journal of Korea Technology Innovation Society
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    • v.6 no.3
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    • pp.279-297
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    • 2003
  • The purpose of this paper is to analyze the determinants of company R&D investment with zero observations by using the data of R&D Scoreboard published by Ministry of Science and Technology(2002). Conventional parametric approach to dealing with zero investments is not robust to heteroscedastic and/or non-normal error structure. Thus, this study applies symmetrically trimmed least squares(STLS) estimation as a semi-parametric approach to dealing with zero R&D investments. The result of specification test indicates the semi-parametric approach outperforms the parametric approach significantly. Moreover, the results of the study provide various implications as summarized below. The R&D investment of IT company is larger than that of non-IT company. The R&D investment has a positive relation to foreigners' investment ratio. The higher degree of financial self-reliance is, the larger the R&D investment is. Firm size variables such as sales amount and the number of workers are positively related to R&D investment. The sales elasticity of R&D investment is larger than one. However, the workers elasticity of R&D investment is smaller than one.

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A Robust Control System Design for Compensating Hysteresis of a Piezoelectric Actuator-based Actuation Unit (압전 소자 기반 구동 유닛의 히스테리시스 보상 강인 제어기 설계)

  • Kim, Hwa-Soo;Kim, Jong-Won
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.21 no.2
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    • pp.324-330
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    • 2012
  • In this paper, we presents a robust control system design for compensating hysteresis of a piezoelectric actuator-based actuation unit. First, the dynamics between the input voltage and the output displacement of the actuation unit are unravelled via a non-parametric system identification method. From the dynamic characteristics of those experimental transfer functions, a parametric model is then derived, whose dynamics match those of the non-parametric ones under various conditions on input voltages. A robust controller is constructed on the basis of this parametric model in order not only to effectively compensate the hysteresis of the actuation unit but also to guarantee the robust stability. Extensive experiments show that the proposed robust control system successfully mitigate the effect of the hysteresis and improve the tracking capability of the actuation unit.

An elaboration on sample size determination for correlations based on effect sizes and confidence interval width: a guide for researchers

  • Mohamad Adam Bujang
    • Restorative Dentistry and Endodontics
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    • v.49 no.2
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    • pp.21.1-21.8
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    • 2024
  • Objectives: This paper aims to serve as a useful guide for sample size determination for various correlation analyses that are based on effect sizes and confidence interval width. Materials and Methods: Sample size determinations are calculated for Pearson's correlation, Spearman's rank correlation, and Kendall's Tau-b correlation. Examples of sample size statements and their justification are also included. Results: Using the same effect sizes, there are differences between the sample size determination of the 3 statistical tests. Based on an empirical calculation, a minimum sample size of 149 is usually adequate for performing both parametric and non-parametric correlation analysis to determine at least a moderate to an excellent degree of correlation with acceptable confidence interval width. Conclusions: Determining data assumption(s) is one of the challenges to offering a valid technique to estimate the required sample size for correlation analyses. Sample size tables are provided and these will help researchers to estimate a minimum sample size requirement based on correlation analyses.

Application of Fuzzy Information Representation Using Frequency Ratio and Non-parametric Density Estimation to Multi-source Spatial Data Fusion for Landslide Hazard Mapping

  • Park No-Wook;Chi Kwang-Hoon;Kwon Byung-Doo
    • Journal of the Korean earth science society
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    • v.26 no.2
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    • pp.114-128
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    • 2005
  • Fuzzy information representation of multi-source spatial data is applied to landslide hazard mapping. Information representation based on frequency ratio and non-parametric density estimation is used to construct fuzzy membership functions. Of particular interest is the representation of continuous data for preventing loss of information. The non-parametric density estimation method applied here is a Parzen window estimation that can directly use continuous data without any categorization procedure. The effect of the new continuous data representation method on the final integrated result is evaluated by a validation procedure. To illustrate the proposed scheme, a case study from Jangheung, Korea for landslide hazard mapping is presented. Analysis of the results indicates that the proposed methodology considerably improves prediction capabilities, as compared with the case in traditional continuous data representation.