• Title/Summary/Keyword: nonparametric density estimation

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Optimal Design for Locally Weighted Quasi-Likelihood Response Curve Estimator

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.743-752
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    • 2002
  • The estimation of the response curve is the important problem in the quantal bioassay. When we estimate the response curve, we determine the design points in advance of the experiment. Then naturally we have a question of which design would be optimal. As a response curve estimator, locally weighted quasi-likelihood estimator has several more appealing features than the traditional nonparametric estimators. The optimal design density for the locally weighted quasi-likelihood estimator is derived and its ability both in theoretical and in empirical point of view are investigated.

The Region of Positivity and Unimodality in the Truncated Series of a Nonparametric Kernel Density Estimator

  • Gupta, A.K.;Im, B.K.K.
    • Journal of the Korean Statistical Society
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    • v.10
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    • pp.140-144
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    • 1981
  • This paper approximates to a kernel density estimate by a truncated series of expansion involving Hermite polynomials, since this could ease the computing burden involved in the kernel-based density estimation. However, this truncated series may give a multimodal estimate when we are estiamting unimodal density. In this paper we will show a way to insure the truncated series to be positive and unimodal so that the approximation to a kernel density estimator would be maeningful.

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A Study on Goodness-of-fit Test for Density with Unknown Parameters

  • Hang, Changkon;Lee, Minyoung
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.483-497
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    • 2001
  • When one fits a parametric density function to a data set, it is usually advisable to test the goodness of the postulated model. In this paper we study the nonparametric tests for testing the null hypothesis against general alternatives, when the null hypothesis specifies the density function up to unknown parameters. We modify the test statistic which was proposed by the first author and his colleagues. Asymptotic distribution of the modified statistic is derived and its performance is compared with some other tests through simulation.

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Nonparametric Bayesian Statistical Models in Biomedical Research (생물/보건/의학 연구를 위한 비모수 베이지안 통계모형)

  • Noh, Heesang;Park, Jinsu;Sim, Gyuseok;Yu, Jae-Eun;Chung, Yeonseung
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.867-889
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    • 2014
  • Nonparametric Bayesian (np Bayes) statistical models are popularly used in a variety of research areas because of their flexibility and computational convenience. This paper reviews the np Bayes models focusing on biomedical research applications. We review key probability models for np Bayes inference while illustrating how each of the models is used to answer different types of research questions using biomedical examples. The examples are chosen to highlight the problems that are challenging for standard parametric inference but can be solved using nonparametric inference. We discuss np Bayes inference in four topics: (1) density estimation, (2) clustering, (3) random effects distribution, and (4) regression.

Density estimation of summer extreme temperature over South Korea using mixtures of conditional autoregressive species sampling model (혼합 조건부 종추출모형을 이용한 여름철 한국지역 극한기온의 위치별 밀도함수 추정)

  • Jo, Seongil;Lee, Jaeyong
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1155-1168
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    • 2016
  • This paper considers a probability density estimation problem of climate values. In particular, we focus on estimating probability densities of summer extreme temperature over South Korea. It is known that the probability density of climate values at one location is similar to those at near by locations and one doesn't follow well known parametric distributions. To accommodate these properties, we use a mixture of conditional autoregressive species sampling model, which is a nonparametric Bayesian model with a spatial dependency. We apply the model to a dataset consisting of summer maximum temperature and minimum temperature over South Korea. The dataset is obtained from University of East Anglia.

Reliability Analysis Using Parametric and Nonparametric Input Modeling Methods (모수적·비모수적 입력모델링 기법을 이용한 신뢰성 해석)

  • Kang, Young-Jin;Hong, Jimin;Lim, O-Kaung;Noh, Yoojeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.30 no.1
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    • pp.87-94
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    • 2017
  • Reliability analysis(RA) and Reliability-based design optimization(RBDO) require statistical modeling of input random variables, which is parametrically or nonparametrically determined based on experimental data. For the parametric method, goodness-of-fit (GOF) test and model selection method are widely used, and a sequential statistical modeling method combining the merits of the two methods has been recently proposed. Kernel density estimation(KDE) is often used as a nonparametric method, and it well describes a distribution function when the number of data is small or a density function has multimodal distribution. Although accurate statistical models are needed to obtain accurate RA and RBDO results, accurate statistical modeling is difficult when the number of data is small. In this study, the accuracy of two statistical modeling methods, SSM and KDE, were compared according to the number of data. Through numerical examples, the RA results using the input models modeled by two methods were compared, and appropriate modeling method was proposed according to the number of data.

Distributed Channel Allocation Using Kernel Density Estimation in Cognitive Radio Networks

  • Ahmed, M. Ejaz;Kim, Joo Seuk;Mao, Runkun;Song, Ju Bin;Li, Husheng
    • ETRI Journal
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    • v.34 no.5
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    • pp.771-774
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    • 2012
  • Typical channel allocation algorithms for secondary users do not include processes to reduce the frequency of switching from one channel to another caused by random interruptions by primary users, which results in high packet drops and delays. In this letter, with the purpose of decreasing the number of switches made between channels, we propose a nonparametric channel allocation algorithm that uses robust kernel density estimation to effectively schedule idle channel resources. Experiment and simulation results demonstrate that the proposed algorithm outperforms both random and parametric channel allocation algorithms in terms of throughput and packet drops.

FREQUENCY HISTOGRAM MODEL FOR LINE TRANSECT DATA WITH AND WITHOUT THE SHOULDER CONDITION

  • EIDOUS OMAR
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.49-60
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    • 2005
  • In this paper we introduce a nonparametric method for estimating the probability density function of detection distances in line transect sampling. The estimator is obtained using a frequency histogram density estimation method. The asymptotic properties of the proposed estimator are derived and compared with those of the kernel estimator under the assumption that the data collected satisfy the shoulder condition. We found that the asymptotic mean square error (AMSE) of the two estimators have about the same convergence rate. The formula for the optimal histogram bin width is derived which minimizes AMSE. Moreover, the performances of the corresponding k-nearest-neighbor estimators are studied through simulation techniques. In the absence of our knowledge whether the shoulder condition is valid or not a new semi-parametric model is suggested to fit the line transect data. The performances of the proposed two estimators are studied and compared with some existing nonparametric and semiparametric estimators using simulation techniques. The results demonstrate the superiority of the new estimators in most cases considered.

Smoothing Parameter Selection in Nonparametric Spectral Density Estimation

  • Kang, Kee-Hoon;Park, Byeong-U;Cho, Sin-Sup;Kim, Woo-Chul
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.231-242
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    • 1995
  • In this paper we consider kernel type estimator of the spectral density at a point in the analysis of stationary time series data. The kernel entails choice of smoothing parameter called bandwidth. A data-based bandwidth choice is proposed, and it is obtained by solving an equation similar to Sheather(1986) which relates to the probability density estimation. A Monte Carlo study is done. It reveals that the spectral density estimates using the data-based bandwidths show comparatively good performance.

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On the Selection of Bezier Points in Bezier Curve Smoothing

  • Kim, Choongrak;Park, Jin-Hee
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.1049-1058
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    • 2012
  • Nonparametric methods are often used as an alternative to parametric methods to estimate density function and regression function. In this paper we consider improved methods to select the Bezier points in Bezier curve smoothing that is shown to have the same asymptotic properties as the kernel methods. We show that the proposed methods are better than the existing methods through numerical studies.