• 제목/요약/키워드: parametric approximation

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Polynomially Adjusted Normal Approximation to the Null Distribution of Ansari-Bradley Statistic

  • Ha, Hyung-Tae;Yang, Wan-Youn
    • 응용통계연구
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    • 제24권6호
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    • pp.1161-1168
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    • 2011
  • The approximation for the distribution functions of nonparametric test statistics is a significant step in statistical inference. A rank sum test for dispersions proposed by Ansari and Bradley (1960), which is widely used to distinguish the variation between two populations, has been considered as one of the most popular nonparametric statistics. In this paper, the statistical tables for the distribution of the nonparametric Ansari-Bradley statistic is produced by use of polynomially adjusted normal approximation as a semi parametric density approximation technique. Polynomial adjustment can significantly improve approximation precision from normal approximation. The normal-polynomial density approximation for Ansari-Bradley statistic under finite sample sizes is utilized to provide the statistical table for various combination of its sample sizes. In order to find the optimal degree of polynomial adjustment of the proposed technique, the sum of squared probability mass function(PMF) difference between the exact distribution and its approximant is measured. It was observed that the approximation utilizing only two more moments of Ansari-Bradley statistic (in addition to the first two moments for normal approximation provide) more accurate approximations for various combinations of parameters. For instance, four degree polynomially adjusted normal approximant is about 117 times more accurate than normal approximation with respect to the sum of the squared PMF difference.

Geometric Fitting of Parametric Curves and Surfaces

  • Ahn, Sung-Joon
    • Journal of Information Processing Systems
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    • 제4권4호
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    • pp.153-158
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    • 2008
  • This paper deals with the geometric fitting algorithms for parametric curves and surfaces in 2-D/3-D space, which estimate the curve/surface parameters by minimizing the square sum of the shortest distances between the curve/surface and the given points. We identify three algorithmic approaches for solving the nonlinear problem of geometric fitting. As their general implementation we describe a new algorithm for geometric fitting of parametric curves and surfaces. The curve/surface parameters are estimated in terms of form, position, and rotation parameters. We test and evaluate the performances of the algorithms with fitting examples.

The Use of Generalized Gamma-Polynomial Approximation for Hazard Functions

  • Ha, Hyung-Tae
    • 응용통계연구
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    • 제22권6호
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    • pp.1345-1353
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    • 2009
  • We introduce a simple methodology, so-called generalized gamma-polynomial approximation, based on moment-matching technique to approximate survival and hazard functions in the context of parametric survival analysis. We use the generalized gamma-polynomial approximation to approximate the density and distribution functions of convolutions and finite mixtures of random variables, from which the approximated survival and hazard functions are obtained. This technique provides very accurate approximation to the target functions, in addition to their being computationally efficient and easy to implement. In addition, the generalized gamma-polynomial approximations are very stable in middle range of the target distributions, whereas saddlepoint approximations are often unstable in a neighborhood of the mean.

PARAMETRIC INVESTIGATIONS ON THE DOUBLE DIFFUSIVE CONVECTION IN TRIANGULAR CAVITY

  • Kwon, SunJoo;Oh, SeYoung;Yun, Jae Heon;Chung, Sei-Young
    • 충청수학회지
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    • 제20권4호
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    • pp.419-432
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    • 2007
  • Double-diffusive convection inside a triangular porous cavity is studied numerically. Galerkin finite element method is adopted to derive the discrete form of the governing differential equations. The first-order backward Euler scheme is used for temporal discretization with the second-order Adams-Bashforth scheme for the convection terms in the energy and species conservation equations. The Boussinesq-Oberbeck approximation is used to calculate the density dependence on the temperature and concentration fields. A parametric study is performed with the Lewis number, the Rayleigh number, the buoyancy ratio, and the shape of the triangle. The effect of gravity orientation is considered also. Results obtained include the flow, temperature, and concentration fields. The differences induced by varying physical parameters are analyzed and discussed. It is found that the heat transfer rate is sensitive to the shape of the triangles. For the given geometries, buoyancy ratio and Rayleigh numbers are the dominating parameters controlling the heat transfer.

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반무한 연속고가교에 대한 점성경계 설정속도의 간편식 (An Approximation Expression of Wave Velocity of Viscous Boundary for Infinitely tong Elevated Bridge)

  • 이상훈;엔도타카오;이원철
    • 한국방재학회:학술대회논문집
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    • 한국방재학회 2007년도 정기총회 및 학술발표대회
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    • pp.140-143
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    • 2007
  • A continuing elevated bridge is replaced with mass-spring system model, and a part of the bridge is cut out as an analytical area. A viscous boundary is installed at both ends, and dynamic analyses are carried out changing the wave velocity of the viscous boundary, The result is compared with a result of a very long model corresponding to the solution with infinite length. A wave velocity is chosen so that the good performance of a viscous boundary is exhibited. The parametric analyses are carried out changing the model of various structural properties, and an approximation expression is suggested to obtain the wave velocity easily for setting a viscous boundary.

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Estimation of Small Area Proportions Based on Logistic Mixed Model

  • Jeong, Kwang-Mo;Son, Jung-Hyun
    • 응용통계연구
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    • 제22권1호
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    • pp.153-161
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    • 2009
  • We consider a logistic model with random effects as the superpopulation for estimating the small area pro-portions. The best linear unbiased predictor under linear mired model is popular in small area estimation. We use this type of estimator under logistic mixed motel for the small area proportions, on which the estimation of mean squared error is also discussed. Two kinds of estimation methods, the parametric bootstrap and the linear approximation will be compared through a Monte Carlo study in the respects of the normality assumption on the random effects distribution and also the magnitude of sample sizes on the approximation.

역공학을 위한 측정점의 영역화 (Segmentation of Measured Point Data for Reverse Engineering)

  • 양민양;이응기
    • 한국CDE학회논문집
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    • 제4권3호
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    • pp.173-179
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    • 1999
  • In reverse engineering, when a shape containing multi-patched surfaces is digitized, the boundaries of these surfaces should be detected. The objective of this paper is to introduce a computationally efficient segmentation technique for extracting edges, ad partitioning the 3D measuring point data based on the location of the boundaries. The procedure begins with the identification of the edge points. An automatic edge-based approach is developed on the basis of local geometry. A parametric quadric surface approximation method is used to estimate the local surface curvature properties. the least-square approximation scheme minimizes the sum of the squares of the actual euclidean distance between the neighborhood data points and the parametric quadric surface. The surface curvatures and the principal directions are computed from the locally approximated surfaces. Edge points are identified as the curvature extremes, and zero-crossing, which are found from the estimated surface curvatures. After edge points are identified, edge-neighborhood chain-coding algorithm is used for forming boundary curves. The original point set is then broke down into subsets, which meet along the boundaries, by scan line algorithm. All point data are applied to each boundary loops to partition the points to different regions. Experimental results are presented to verify the developed method.

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로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교 (Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution)

  • 최병진
    • Communications for Statistical Applications and Methods
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    • 제18권5호
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    • pp.625-636
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    • 2011
  • 본 논문에서는 로그정규분포의 엔트로피에 대한 모수적 추정량으로 최소분산비편향추정량과 최대가능도추정량을 제시하고 성질을 비교한다. 각 추정량의 분산을 유도해서 일치성을 밝히고 최대가능도 추정량의 편향이 추정에 미치는 영향을 분석한다. 델타근사방법을 이용해서 얻은 추정량의 분포를 제시하고 적합도 평가를 통한 유도한 분포의 확증을 위해서 모의실험을 수행한다. 평균제곱오차에 의한 상대적 효율성에 대한 조사를 통해 두 추정량의 성능을 비교한다. 모의실험의 결과에서 최소분산비편향추정량은 최대가능도 추정량보다 더 좋은 효율을 보이는 것으로 나타나며, 특히 표본크기와 분산이 동시에 작아짐에 따라 효율이 점점 높아지게 되어 월등히 나은 성능을 발휘함을 볼 수 있다.

Estimation of Mean Residual Life under Random Censorship Model Using Partial Moment Approximation

  • Park, Byung Gu;Lee, Jae Man;Cha, Young Joon
    • 품질경영학회지
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    • 제22권3호
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    • pp.111-118
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    • 1994
  • In this paper we propose a parametric and a nonparametric small sample estimators for the mean residual life (MRL) under the random censorship model using the partial moment approximation. We also compare the proposed nonparametric estimator with the well-known nonparametric MRL estimator based on Kaplan-Meier estimator of the survival function, and present the efficiency of the nonparametric method relative to the Weibull model for small samples.

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Semiparametric Kernel Fisher Discriminant Approach for Regression Problems

  • Park, Joo-Young;Cho, Won-Hee;Kim, Young-Il
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제3권2호
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    • pp.227-232
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    • 2003
  • Recently, support vector learning attracts an enormous amount of interest in the areas of function approximation, pattern classification, and novelty detection. One of the main reasons for the success of the support vector machines(SVMs) seems to be the availability of global and sparse solutions. Among the approaches sharing the same reasons for success and exhibiting a similarly good performance, we have KFD(kernel Fisher discriminant) approach. In this paper, we consider the problem of function approximation utilizing both predetermined basis functions and the KFD approach for regression. After reviewing support vector regression, semi-parametric approach for including predetermined basis functions, and the KFD regression, this paper presents an extension of the conventional KFD approach for regression toward the direction that can utilize predetermined basis functions. The applicability of the presented method is illustrated via a regression example.