• Title/Summary/Keyword: numerical statistical study

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Comparing the efficiency of dispersion parameter estimators in gamma generalized linear models (감마 일반화 선형 모형에서의 산포 모수 추정량에 대한 효율성 연구)

  • Jo, Seongil;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.95-102
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    • 2017
  • Gamma generalized linear models have received less attention than Poisson and binomial generalized linear models. Therefore, many old-established statistical techniques are still used in gamma generalized linear models. In particular, existing literature and textbooks still use approximate estimates for the dispersion parameter. In this paper we study the efficiency of various dispersion parameter estimators in gamma generalized linear models and perform numerical simulations. Numerical studies show that the maximum likelihood estimator and Cox-Reid adjusted maximum likelihood estimator are recommended and that approximate estimates should be avoided in practice.

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.

Usage of Statistics in Clinical Trials (임상시험에서의 통계 활용)

  • Ahn, Hong-Yup
    • Journal of Hospice and Palliative Care
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    • v.13 no.1
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    • pp.1-6
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    • 2010
  • The purpose of clinical trials is to find evidences for the effects of experimental new drugs or treatments on human. For the successful clinical trials, it is not sufficient to use statistics only for the analyses of collected data, but it is necessary to extend the usage of statistics in various ways. At the beginning of the study, one needs to use statistics for systematically and concretly planning the study. For this, we discussed the usage of statistics in defining the effect, determining the sample size, statistical analyses, and so on.

Optimal Design of Accelerated Life Tests under Model Uncertainty (불확정 모형하에서 가속수명시험의 최적 설계)

  • 서순근;하천수;김갑석
    • Journal of Korean Society for Quality Management
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    • v.29 no.3
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    • pp.49-65
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    • 2001
  • This paper presents new compromise ALT plan which is applied to situations that true relationship between stress and parameters is not known exactly. The assumed failure distribution of this study is one of location-scale family, i. e., exponential, Weibull, and lognormal distributions which have been ones of the popular choices of failure distributions. The method of applying the stress is constant, and the censoring mechanism is Type I censoring. Compared with existing compromise plans under true simple linear model in terms of statistical efficiency, the efficiency of new compromise plan is better than the corresponding other compromise ones in most cases. For case when true model is quadratic, this plan can be used without any severe loss in statistical efficiency. The proposed new compromise ALT plan is illustrated with a numerical example and sensitivity analyses are conducted to study effects of pre-estimates of design parameters.

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Statistical Study on Correlation Between Design Variable and Shape Error in Flexible Stretch Forming (가변스트레치성형 설계변수와 성형오차의 상관관계에 대한 통계적 연구)

  • Seo, Y.H.;Heo, S.C.;Kang, B.S.;Kim, J.
    • Transactions of Materials Processing
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    • v.20 no.2
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    • pp.124-131
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    • 2011
  • A flexible stretch forming process is useful for small quantity batch production because various shape changes of the flexible die can be achieved conveniently. In this study, the design variables, namely, the punch size, curvature radius and elastic pad thickness, were quantitatively evaluated to understand their influence on sheet formability using statistical methods such as the correlation and regression analyses. Forming simulations were designed and conducted by a three-way factorial design to obtain numerical values of a shape error. Linear relationships between the design variables and the shape error resulted from the Pearson correlation analysis. Subsequently, a regression analysis was also conducted between the design variables and the shape error. A regression equation was derived and used in the flexible die design stage to estimate the shape error.

Mathematical representation to assess the wind resource by three parameter Weibull distribution

  • Sukkiramathi, K.;Rajkumar, R.;Seshaiah, C.V.
    • Wind and Structures
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    • v.31 no.5
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    • pp.419-430
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    • 2020
  • Weibull distribution is a conspicuous distribution known for its accuracy and its usage for wind energy analysis. The two and three parameter Weibull distributions are adopted in this study to fit wind speed data. The daily mean wind speed data of Ennore, Tamil Nadu, India has been used to validate the procedure. The parameters are estimated using maximum likelihood method, least square method and moment method. Four statistical tests namely Root mean square error, R2 test, Kolmogorov-Smirnov test and Anderson-Darling test are employed to inspect the fitness of Weibull probability density functions. The value of shape factor, scale factor, wind speed and wind power are determined at a height of 100m using extrapolation of numerical equations. Also, the value of capacity factor is calculated mathematically. This study provides a way to evaluate feasible locations for wind energy assessment, which can be used at any windy site throughout the world.

A Comparative Study on the Performance of Bayesian Partially Linear Models

  • Woo, Yoonsung;Choi, Taeryon;Kim, Wooseok
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.885-898
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    • 2012
  • In this paper, we consider Bayesian approaches to partially linear models, in which a regression function is represented by a semiparametric additive form of a parametric linear regression function and a nonparametric regression function. We make a comparative study on the performance of widely used Bayesian partially linear models in terms of empirical analysis. Specifically, we deal with three Bayesian methods to estimate the nonparametric regression function, one method using Fourier series representation, the other method based on Gaussian process regression approach, and the third method based on the smoothness of the function and differencing. We compare the numerical performance of three methods by the root mean squared error(RMSE). For empirical analysis, we consider synthetic data with simulation studies and real data application by fitting each of them with three Bayesian methods and comparing the RMSEs.

A study on the behavioral-structure of production activity through the statistical analysis models - focus on the probability distribution of PERT, Queueing theory - (통계적(統計的) 계량분석(計量分析)모델을 통한 생산활동(活動)의 행태구조(行態構造)에 관한 연구 -RERT와 Queueing theory의 확률분포를 중심으로-)

  • Kim, Hong Jae
    • Journal of Korean Society for Quality Management
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    • v.19 no.2
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    • pp.145-157
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    • 1991
  • Thid study intends to pursue behavioral-structure of production behavior through statistical models which are using in PERT and Queueing theory. We can corprehand the orders of human production behavior's characteristics by several related attributes of probablity/statistics. These attributes are poisson, Beta, exponential distributions and P.S Laplace's natural probability. Human production behavior is related and regressed to these attributes in many divisions intermediately. Progressive numerical understanding in many essential human behavior acts on the application of practical behavior standard in production word and operation.

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Tests of equality of several variances with the likelihood ratio principle

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.329-339
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    • 2018
  • In this study, we propose tests for equality of several variances with the normality assumption. First of all, we propose the likelihood ratio test by applying the permutation principle. Then by using the p-values for the pairwise tests between variances and combination functions, we propose combination tests. We apply the permutation principle to obtain the overall p-values. Also we review the well- known test statistics for the completion of our discussion and modify a statistic with the p-values. Then we illustrate proposed tests by numerical and simulated data and compare their efficiency with the reviewed ones through a simulation study by obtaining empirical p-values. Finally, we discuss some interesting features related to the resampling methods and tests for equality among several variances.

Expressions for Expectations and Variances of Cycle Times for Yard Cranes by Considering Dependencies among Time Elements

  • Lee, Byung-Kwon;Kim, Kap-Hwan;Yun, Won-Young
    • Industrial Engineering and Management Systems
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    • v.10 no.4
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    • pp.255-263
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    • 2011
  • During the design process of a terminal, the handling capacity of a container yard needs to be evaluated in advance. This study suggests formulas for estimating the expectations and the variances of cycle times for various types of operations of a yard crane. Statistical analysis is used to estimate the expectations and variances. The main focus of this study is to show the impact of interdependencies among handling time elements on the expectation and variance of the cycle times; these interdependencies have not been considered in previous studies. Numerical experiments are done for evaluating the difference in the variance of cycle times and the waiting of trucks between the cases with and without the consideration of interdependencies.