• 제목/요약/키워드: statistical calibration method

검색결과 94건 처리시간 0.023초

A sample size calibration approach for the p-value problem in huge samples

  • Park, Yousung;Jeon, Saebom;Kwon, Tae Yeon
    • Communications for Statistical Applications and Methods
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    • 제25권5호
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    • pp.545-557
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    • 2018
  • The inclusion of covariates in the model often affects not only the estimates of meaningful variables of interest but also its statistical significance. Such gap between statistical and subject-matter significance is a critical issue in huge sample studies. A popular huge sample study, the sample cohort data from Korean National Health Insurance Service, showed such gap of significance in the inference for the effect of obesity on cause of mortality, requiring careful consideration. In this regard, this paper proposes a sample size calibration method based on a Monte Carlo t (or z)-test approach without Monte Carlo simulation, and also proposes a test procedure for subject-matter significance using this calibration method in order to complement the deflated p-value in the huge sample size. Our calibration method shows no subject-matter significance of the obesity paradox regardless of race, sex, and age groups, unlike traditional statistical suggestions based on p-values.

통계적 품질 관리도에 기초한 교량의 응답 보정 (Response Calibration for Bridges based on Statistical Quality Control Chart)

  • 황진하;안승수;김주한
    • 대한토목학회논문집
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    • 제33권1호
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    • pp.61-70
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    • 2013
  • 본 논문은 통계적 품질관리 기법을 활용하여 건전한 교량의 고유진동수비와 응답비 관리범위를 찾고, 그에 준거한 응답보정 방법을 제시하였다. 이를 위해 본 연구는 재하 시험 및 해석으로부터 도출된 구조형식별 정 동적 응답 특성에 대한 기술통계분석, 정규성 검정, 분산분석 등을 수행하였다. 제안된 방법은 실제 진단 사례에 근거하고 통계적 품질관리 기법을 활용함으로써 응답보정 및 내하력 평가를 위한 과학적 기준과 체계적 절차를 제공할 수 있을 것으로 기대한다.

비모수적 커널교정과 구간추정 (Nonparametric kernel calibration and interval estimation)

  • 이재창;전명식;김대학
    • 응용통계연구
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    • 제6권2호
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    • pp.227-235
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    • 1993
  • 순서쌍으로 주어진 자료 $(x_i, y_i), i=1,2,\cdots,n$ 들에 대한 독립변수와 관련된 추정은 회귀분석과는 달리 교정(calibration)이라고 불리워진다. 본 논문에서는 정규상 등과 같은 가정을 하지않고 비모수적인 커널방법을 이용하여 교정함수를 추정하고 추정된 교정함수의 붓스트랩 신뢰대를 이용한 독립변수의 구간추정을 제안하고자 한다. 교정과 커널방법에 대해 설명하였으며 독립변수의 추정에 대한 문헌적 고찰과 함께 붓스트랩 신뢰대에 대하여 첨언하였고 실제 자료를 통하여 다른방법과 비교, 분석하였다.

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생산, 측정 및 교정 프로세스에서 오차 유형화에 의한 확장 공정능력지수의 개발 (Development of Extended Process Capability Index in Terms of Error Classification in the Production, Measurement and Calibration Processes)

  • 최성운
    • 대한안전경영과학회지
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    • 제11권2호
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    • pp.117-126
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    • 2009
  • We develop methods for propagating and analyzing EPCI(Extended Process Capability Index) by using the error type that classifies into accuracy and precision. EPCI developed in this study can be applied to the three combined processes that consist of production, measurement and calibration. Little calibration work discusses while a great deal has been studied about SPC(Statistical Process Contol) and MSA(Measurement System Analysis). EPCI can be decomposed into three indexes such as PPCI(Production Process Capability Index), PPPI(Production Process Performance Index), MPCI(Measurement PCD, and CPCI(Calibration PCI). These indexs based on the type of error classification can be used with various statistical techniques and principles such as SPC control charts, ANOVA(Analysis of Variance), MSA Gage R&R, Additivity-of-Variance, and RSSM(Root Sum of Square Method). As the method proposed is simple, any engineer in charge of SPC. MSA and calibration can use efficientily in industries. Numerical examples are presentsed. We recommed that the indexes can be used in conjunction with evaluation criteria.

A Study for the Unit Nonresponse Calibration using Two-Phase Sampling Method

  • Yum, Joon Keun;Jung, Young Mee
    • Communications for Statistical Applications and Methods
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    • 제9권2호
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    • pp.479-489
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    • 2002
  • The case which applies two-phase sampling to stratification and nonresponse problem, it is a poweful and effective technique. In this paper we study the calibration estimator and its variance estimator for the population total using two-phase sampling method according to the of auxiliary information for population and sample having strong correlation with an interested variable in unit nonresponse situation. The auxiliary information that available both at first-phase and second-phase sampling can be used to improve weights by the calibration procedure. A weight which corresponds to the product of sampling weights and response probability is calculated at each phase of sampling.

Study of statistical distribution for four-port TEM cell

  • Jeon, Sangbong;Kwon, Jong-Hwa
    • Journal of Multimedia Information System
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    • 제1권2호
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    • pp.127-132
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    • 2014
  • The transverse electromagnetic (TEM) cells are widely used for electromagnetic compatibility (EMC) testing and field probe calibrations. We propose the verification of TEM mode with statistical method using a four-port TEM cell. The verification results are compared with Normal, Rayleigh, and Gamma distribution. As a result, the 75 % quantile of the Rayleigh distribution is excellent agreement with the true quantiles for a number of calibration points.

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On Bootstrapping; Bartlett Adjusted Empirical Likelihood Ratio Statistic in Regression Analysis

  • Woochul Kim;Duk-Hyun Ko;Keewon Lee
    • Journal of the Korean Statistical Society
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    • 제25권2호
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    • pp.205-216
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    • 1996
  • The bootstrap calibration method for empirical likelihood is considered to make a confidence region for the regression coefficients. Asymptotic properties are studied regarding the coverage probability. Small sample simulation results reveal that the bootstrap calibration works quite well.

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DLT를 이용한 3차원 공간검증시 RMSE에 대한 통계학적 분석 (Statistical analysis for RMSE of 3D space calibration using the DLT)

  • 이현섭;김기형
    • 한국운동역학회지
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    • 제13권1호
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    • pp.1-12
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    • 2003
  • The purpose of this study was to design the method of 3D space calibration to reduce RMSE by statistical analysis when using the DLT algorithm and control frame. Control frame for 3D space calibration was consist of $1{\times}3{\times}2m$ and 162 contort points adhere to it. For calculate of 3D coordination used two methods about 2D coordination on image frame, 2D coordinate on each image frame and mean coordination. The methods of statistical analysis used one-way ANOVA and T-test. Significant level was ${\alpha}=.05$. The compose of methods for reduce RMSE were as follow. 1. Use the control frame composed of 24-44 control points arranged equally. 2. When photographing, locate control frame to center of image plane(image frame) o. use the lens of a few distortion. 3. When calculate of 3D coordination, use mean of 2D coordinate obtainable from all image frames.

Ensemble Model Output Statistics를 이용한 평창지역 다중 모델 앙상블 결합 및 보정 (A Combination and Calibration of Multi-Model Ensemble of PyeongChang Area Using Ensemble Model Output Statistics)

  • 황유선;김찬수
    • 대기
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    • 제28권3호
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    • pp.247-261
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    • 2018
  • The objective of this paper is to compare probabilistic temperature forecasts from different regional and global ensemble prediction systems over PyeongChang area. A statistical post-processing method is used to take into account combination and calibration of forecasts from different numerical prediction systems, laying greater weight on ensemble model that exhibits the best performance. Observations for temperature were obtained from the 30 stations in PyeongChang and three different ensemble forecasts derived from the European Centre for Medium-Range Weather Forecasts, Ensemble Prediction System for Global and Limited Area Ensemble Prediction System that were obtained between 1 May 2014 and 18 March 2017. Prior to applying to the post-processing methods, reliability analysis was conducted to identify the statistical consistency of ensemble forecasts and corresponding observations. Then, ensemble model output statistics and bias-corrected methods were applied to each raw ensemble model and then proposed weighted combination of ensembles. The results showed that the proposed methods provide improved performances than raw ensemble mean. In particular, multi-model forecast based on ensemble model output statistics was superior to the bias-corrected forecast in terms of deterministic prediction.

통계모델링 방법의 비교 연구 (A Comparison Study on Statistical Modeling Methods)

  • 노유정
    • 한국산학기술학회논문지
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    • 제17권5호
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    • pp.645-652
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    • 2016
  • 입력 랜덤 변수(input random variable)의 통계 모델링은 기계시스템의 신뢰성 해석(reliability analysis), 신뢰성 기반 설계(reliability-based design optimization), 해석모델의 통계적 검정(validation) 및 보정(calibration)을 위해 반드시 필요하다. 대표적인 통계모델링 기법에는 Akaike Information Criterion (AIC), AIC correction (AICc), Bayesian Information Criterion, Maximum Likelihood Estimation (MLE), Bayesian 방법 등이 있다. 이러한 방법들은 기본적으로 주어진 데이터로부터 후보 모델의 우도함수값을 이용하여 후보 모델 중 가장 적합한 모델을 선택하는 방법이며, 방법에 따라 데이터 수 혹은 파라미터의 수를 고려하여 모델을 선정한다. 하지만 실제 현장에서 데이터의 통계모델링을 하는 엔지니어는 각 방법의 장단점에 대한 이해가 부족하여 어떤 방법이 정확한 방법인지 몰라 통계모델링 수행 시 어려움이 있다. 본 논문에서는 다양한 통계모델링 방법들을 비교하고 각 방법의 장단점 분석을 통해 가장 적합한 모델링 기법을 제안하고자 한다. 각 방법의 검증을 위해 다양한 모분포를 가정하고 다양한 사이즈의 샘플을 임의로 생성하여 시뮬레이션을 수행하였으며, 실제 공학 데이터를 사용하여 통계모델링 방법의 유효성을 검증하였다.