• 제목/요약/키워드: nonparametric density estimation

검색결과 49건 처리시간 0.024초

Optimal Design for Locally Weighted Quasi-Likelihood Response Curve Estimator

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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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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    • 제10권
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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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    • 제8권2호
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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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생물/보건/의학 연구를 위한 비모수 베이지안 통계모형 (Nonparametric Bayesian Statistical Models in Biomedical Research)

  • 노희상;박진수;심규석;유재은;정연승
    • 응용통계연구
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    • 제27권6호
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    • pp.867-889
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    • 2014
  • 비모수 베이지안 통계 모형은 그 유연성과 계산의 편리성으로 인해 최근 다양한 분야에서 응용되고 있는데, 본 논문에서는 생물/의학/보건 연구에서 사용되는 비모수 베이지안 통계 모형에 대해서 개괄하였다. 본 논문에서는 비모수 베이지안 통계 모델링에서 핵심적으로 사용되는 확률모형들을 소개하고, 다양한 예제들을 통하여 그 모형들이 어떻게 사용되는지 이해를 돕도록 하였다. 특별히, 논의된 예제들은 모수적 통계 모형으로 고찰하기에는 한계가 있는 연구가설들을 포함하고 있어 모수적 모형의 한계점을 지적하고 비모수적 베이지안 모형의 필요성을 강조하는 것들로 정하였다. 크게 확률밀도함수 추정, 군집분석, 임의효과 분포의 추정, 그리고 회귀분석의 4가지 주제로 분류하여 살펴보았다.

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

  • 조성일;이재용
    • Journal of the Korean Data and Information Science Society
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    • 제27권5호
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    • pp.1155-1168
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    • 2016
  • 기상 자료의 경우 한 지역의 기후가 인접지역의 기후와 비슷한 양상을 띄고 각 지역의 확률 밀도 함수 (probability density function)가 잘 알려진 확률 모형을 따르지 않는다는 것이 알려져 있다. 본 논문에서는 이러한 특성을 고려하여 이상 기후 현상이 뚜렷히 나타나는 여름철 평균 극한 기온(extreme temperature)의 확률 밀도 함수를 추정하고자 한다. 이를 위하여 공간적 상관관계 (spatial correlation)를 고려하는 비모수 베이지안 (nonparametric Bayesian) 모형인 조건부 자기회귀 종추출 혼합모형 (mixtures of conditional autoregression species sampling model)을 이용하였다. 자료는 이스트앵글리아 대학교 (University of East Anglia)에서 제공하는 전 지구의 최대 기온과 최소 기온자료 중 우리나라에 해당하는 지역의 자료를 사용하였다.

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

  • 강영진;홍지민;임오강;노유정
    • 한국전산구조공학회논문집
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    • 제30권1호
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    • pp.87-94
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    • 2017
  • 신뢰성 해석 및 신뢰성기반 최적설계는 불확실성을 고려한 확률변수를 입력 값으로 요구하며, 확률변수는 모수적 비모수적 통계모델링 방법을 사용하여 확률분포함수의 형태로 정량화 된다. 신뢰성 해석과 같은 통계적 해석은 입력되는 확률분포함수의 특성이 결과값에 영향을 미치게 되며, 확률분포함수는 통계모델링 방법에 따라 다른 형태를 가지게 된다. 본 연구에서는 모수적 통계모델링 방법인 순차적 통계모델링 방법과 비모수적 방법인 커널밀도추정을 사용하여 데이터의 개수에 따른 통계모델링의 결과를 분석하였다. 또한 수치예제를 통해 두 가지 기법에 따른 신뢰성 해석의 결과를 분석하였고, 데이터의 개수에 따른 적절한 기법을 제안하였다.

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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    • 제34권5호
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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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    • 제34권1호
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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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    • 제2권2호
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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
    • 응용통계연구
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    • 제25권6호
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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.