• Title/Summary/Keyword: rank mean

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Nonparametric Change-point Estimation with Rank and Mean Functions in a Location Parameter Change Model (위치모수 변화 모형에서 순위함수와 평균함수를 이용한 비모수적 변화점 추정)

  • Kim, Jae-Hee;Lee, Kyoung-Won
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.279-293
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    • 2000
  • This article suggests two change-point estimators which are modifications of Carlstein(1988) change-point estimators with rank functions and mean functions where there is one change-point in a mean function. A comparison study of Carlstein(1988) estimators and proposed estimators is done by simulation on the mean, the MSE, and the proportion of matching true change-point.

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Simulation comparison of standardization methods for interview scores (면접점수 표준화 방법 모의실험 비교)

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.189-196
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    • 2011
  • In this study, we perform a simulation study to compare frequently used standardization methods for interview scores based on trimmed mean, rank mean, and z-score mean. In this simulation study we assume that interviewer's score is influenced by a weighted average of true interviewee's true score and independent noise whose weight is determined by the professionality of the interviewer. In other words, as interviewer's professionality increases, the observed score becomes closer to the true score and if interviewer's professionality decreases, the observed score becomes closer to the noise instead of the true score. By adding interviewer's tendency bias to the weighed average, final interviewee's score is assumed to be observed. In this simulation, the interviewers's cores for each method are computed and then the method is considered best whose rank correlation between the method's scores and the true scores is highest. Simulation results show that when the true score is from normal distributions, z-score mean is best in general and when the true score is from Laplace distributions, z-score mean is better than rank mean in full interview system, where all interviewers meet all interviewees, and rank mean is better than z-score mean in half split interview system, where the interviewers meet only half of the interviewees. Trimmed mean is worst in general.

Speckle Noise Removal by Rank-ordered Differences Diffusion Filter (순위 차 확산 필터를 이용한 스페클 잡음 제거)

  • Ye, Chul-Soo
    • Korean Journal of Remote Sensing
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    • v.25 no.1
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    • pp.21-30
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    • 2009
  • The purposes of this paper are to present a selection method of neighboring pixels whose local statistics are similar to the center pixel and combine the selection result with mean curvature diffusion filter to reduce noises in remote sensed imagery. The order of selection of neighboring pixels is critical, especially for finding a pixel belonging to the homogeneous region, since the statistics of the homogeneous region vary according to the selection order. An effective strategy for selecting neighboring pixels, which uses rank-order differences vector obtained by computing the intensity differences between the center pixel and neighboring pixels and arranging them in ascending order, is proposed in this paper. By using region growing method, we divide the elements of the rank-ordered differences vector into two groups, homogeneous rank-ordered differences vector and outlier rank-ordered differences vector. The mean curvature diffusion filter is combined with a line process, which chooses selectively diffusion coefficient of the neighboring pixels belonging into homogeneous rank-ordered differences vector. Experimental results using an aerial image and a TerraSAR-X satellite image showed that the proposed method reduced more efficiently noises than some conventional adaptive filters using all neighboring pixels in updating the center pixel.

Estimators Shrinking towards Projection Vector for Multivariate Normal Mean Vector under the Norm with a Known Interval

  • Baek, Hoh Yoo
    • Journal of Integrative Natural Science
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    • v.11 no.3
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    • pp.154-160
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    • 2018
  • Consider the problem of estimating a $p{\times}1$ mean vector ${\theta}(p-r{\geq}3)$, r = rank(K) with a projection matrix K under the quadratic loss, based on a sample $Y_1$, $Y_2$, ${\cdots}$, $Y_n$. In this paper a James-Stein type estimator with shrinkage form is given when it's variance distribution is specified and when the norm ${\parallel}{\theta}-K{\theta}{\parallel}$ is constrain, where K is an idempotent and symmetric matrix and rank(K) = r. It is characterized a minimal complete class of James-Stein type estimators in this case. And the subclass of James-Stein type estimators that dominate the sample mean is derived.

AN ITERATIVE METHOD FOR ORTHOGONAL PROJECTIONS OF GENERALIZED INVERSES

  • Srivastava, Shwetabh;Gupta, D.K.
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.61-74
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    • 2014
  • This paper describes an iterative method for orthogonal projections $AA^+$ and $A^+A$ of an arbitrary matrix A, where $A^+$ represents the Moore-Penrose inverse. Convergence analysis along with the first and second order error estimates of the method are investigated. Three numerical examples are worked out to show the efficacy of our work. The first example is on a full rank matrix, whereas the other two are on full rank and rank deficient randomly generated matrices. The results obtained by the method are compared with those obtained by another iterative method. The performance measures in terms of mean CPU time (MCT) and the error bounds for computing orthogonal projections are listed in tables. If $Z_k$, k = 0,1,2,... represents the k-th iterate obtained by our method then the sequence of the traces {trace($Z_k$)} is a monotonically increasing sequence converging to the rank of (A). Also, the sequence of traces {trace($I-Z_k$)} is a monotonically decreasing sequence converging to the nullity of $A^*$.

Practical Validity of Weighting Methods : A Comparative Analysis Using Bootstrapping (부트스트랩핑을 이용한 가중치 결정방법의 실질적 타당성 비교)

  • Jeong, Ji-Ahn;Cho, Sung-Ku
    • Journal of Korean Institute of Industrial Engineers
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    • v.26 no.1
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    • pp.27-35
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    • 2000
  • For a weighting method to be practically valid, it should produce weights which coincide with the relative importance of attributes perceived by the decision maker. In this paper, 'bootstrapping' is used to compare the practical validities of five weighting methods frequently used; the rank order centroid method, the rank reciprocal method, the rank sum method, the entropic method, and the geometric mean method. Bootstrapping refers to the procedure where the analysts allow the decision maker to make careful judgements on a series of similar cases, then infer statistically what weights he was implicitly using to arrive at the particular ranking. The weights produced by bootstrapping can therefore be regarded as well reflecting the decision maker's perceived relative importances. Bootstrapping and the five weighting methods were applied to a job selection problem. The results showed that both the rank order centroid method and the rank reciprocal method had higher level of practical validity than the other three methods, though a large difference could not be found either in the resulting weights or in the corresponding solutions.

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James-Stein Type Estimators Shrinking towards Projection Vector When the Norm is Restricted to an Interval

  • Baek, Hoh Yoo;Park, Su Hyang
    • Journal of Integrative Natural Science
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    • v.10 no.1
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    • pp.33-39
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    • 2017
  • Consider the problem of estimating a $p{\times}1$ mean vector ${\theta}(p-q{\geq}3)$, $q=rank(P_V)$ with a projection matrix $P_v$ under the quadratic loss, based on a sample $X_1$, $X_2$, ${\cdots}$, $X_n$. We find a James-Stein type decision rule which shrinks towards projection vector when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}{\theta}-P_V{\theta}{\parallel}$ is restricted to a known interval, where $P_V$ is an idempotent and projection matrix and rank $(P_V)=q$. In this case, we characterize a minimal complete class within the class of James-Stein type decision rules. We also characterize the subclass of James-Stein type decision rules that dominate the sample mean.

A Study of Non-parametric Statistical Tests to Quantify the Change of Water Quality (수질변화의 계량화를 위한 비모수적 통계 준거에 관한 연구)

  • Lee, Sang-Hoon
    • Journal of Environmental Impact Assessment
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    • v.6 no.1
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    • pp.111-119
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    • 1997
  • This study was carried out to suggest the best statistical test which may be used to quantify the change of water quality between two groups. Traditional t-test may not be used in cases where the normality of underlying population distribution is not assured. Three non-parametric tests which are based on the relative order of the measurements, were studied to find out the applicability in water quality data analysis. The sign test is based on the sign of the deviation of the measurement from the median value, and the binomial distribution table is used. The signed rank test utilizes not only the sign but also the magnitude of the deviation. The Wilcoxon rank-sum test which is basically same as Mann-Whitney test, tests the mean difference between two independent samples which may have missing data. Among the three non-parametric tests studied, the singed rank test was found out to be applicable in the quantification of the change of water quality between two samples.

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Efficient Link Adaptation Scheme using Precoding for LTE-Advanced Uplink MIMO (LTE-Advanced에서 프리코딩에 의한 효율적인 상향링크 적응 방식)

  • Park, Ok-Sun;Ahn, Jae-Min
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.2B
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    • pp.159-167
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    • 2011
  • LTE-Advanced system requires uplink multi-antenna transmission in order to achieve the peak spectral efficiency of 15bps/Hz. In this paper, the uplink MIMO system model for the LTE-Advanced is proposed and an efficient link adaptation shceme using precoding is considered providing error rate reduction and system capacity enhancement. In particular, the proposed scheme determines a transmission rank by selecting the optimal wideband precoding matrix, which is based on the derived signal-to-interference and noise ratio (SINR) for the minimum mean squared error (MMSE) receivers of $2{\times}4$ multiple input multiple output (MIMO). The proposed scheme is verified by simulation with a practical MIMO channel model. The simulation results of average block-error-rate(BLER) reflect that the gain due to the proposed rank adapted transmission over full-rank transmission is evident particularly in the case of lower modulation and coding scheme (MCS) and high mobility, which means the severe channel fading environment.

A statistical model for interview score based on projection (사영에 근거한 면접 점수의 통계적 모형)

  • Park, Cheol-Yong;Kim, Hyun-Wook
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.3
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    • pp.495-504
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    • 2012
  • In this study, we propose a statistical model based on projection that generates interview scores. In this model, each interviewee's true score and its related variable are viewed as X, Y values respectively in the two dimensional plane, and each interviewer's score is the projected score of true score X to the axis rotated by some angle, which reflects the interviewer's perspective. Each interviewer's observed interview score is obtained by adding personal bias and observed error to this projected score. We compared commonly used standardizing methods of interview scores such as trimmed mean method, rank method, and z-score method based on the proposed statistical model. In this simulation, two types of interview methods, two numbers of interviewers, two degrees of interviewers' expertise and two distributions and three correlations between actual score and its related variable are all considered.