• Title/Summary/Keyword: statistical estimate

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Comparison of Perturbation Analysis Estimate and Forward Difference Estimate in a Markov Renewal Process

  • Park, Heung-sik
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.871-884
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    • 2000
  • Using simulation, we compare the perturbation analysis estimate and the forward difference estimate for the first and second derivatives of performance measures in a Markov renewal process. We find the perturbation analysis estimate has much les mean squared error than the traditional forward difference estimate.

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The method of evaluating the validity in making the checklist of statistical method (통계기법 점검표 작성시 타당성 평가방법)

  • Lee, Sang-Bock;Kim, Mal-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.323-336
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    • 1998
  • This thesis is to propose the method of evaluating the validity in stages on the design of a checklist based on the estimate theory of the validity on the design of a checklist and the method of evaluating the validity accordy to the purpose for usiug checklist and establish the standards of estimating the validity in stages on the checklist owing to the estimate theory with the journal, Journal of the Korean Society of Clothing and Textiles. We are emboding the statistical consulting server using the proposed estimate method of the validity and the followings we the questions to solve in future. First, there are many kinds of the statistical methods used in the fields of learing and applied technalogy. So we must establish the statistical standars required in each field and study and develope the special statistical checklists. Second, it is neded to systemize the estimate methods and standard on the validity by building the statistical consult DB, evaluate the researchers according to the degrees of statistical knowledge the validity of study design iud propose the delicate and generalized statistical methods appropriate to the ability of researchers.

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The Statistical Model for Predicting Flood Frequency (홍수 빈도 예측을 위한 통계학적 모형)

  • 노재식;이길춘
    • Water for future
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    • v.25 no.2
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    • pp.89-97
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    • 1992
  • This study is to verify the applicability of statistical models for predicting flood frequency at the stage gaging stations selected by considering whether the flow is natural condition in the Han River basin. From the result of verification, this statistical flood frequency models showed that is fairly reasonable to apply in practice, and also were compared with sampling variance to calibrate the statistical dfficiency of the estimate of the T year flood Q(T) by two different flood frequency models. As a result, it was showed that for return periods greater than about T=10 years the annual exceedence series estimate of Q(T) has smaller sampling variance than the annual maximum series estimate. It was showed that for the range of return periods the partial duration series estimate of Q(T) has smaller sampling varianed than the annual maximum series estimate only if the POT model contains at least 2N(N:record length)items or more in order to estimate Q(T) more efficiently than the ANNMAX model.

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Maximum Penalized Likelihood Estimate in a Sobolev Space

  • Park, Young J.;Lee, Young H.
    • Journal of the Korean Statistical Society
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    • v.26 no.1
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    • pp.23-30
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    • 1997
  • We show that the Maximum Penalized Likelihood Estimate uniquely exits in a Sobolve spece which consists of bivariate density functions. The Maximum Penalized Likehood Estimate is represented as the square of the sum of the solutions of the Modified Helmholtz's equation on the compact subset of R$^{2}$.

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A Study of a Combining Model to Estimate Quarterly GDP

  • Kang, Chang-Ku
    • The Korean Journal of Applied Statistics
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    • v.25 no.4
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    • pp.553-561
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    • 2012
  • Various statistical models to Estimate GDP (measured as a nation's economic situation) have been developed. In this paper an autoregressive distributed lag model, factor model, and a Bayesian VAR model estimate quarterly GDP as a single model; the combined estimates were evaluated to compare a single model. Subsequently, we suggest that some combined models are better than a single model to estimate quarterly GDP.

Estimation of Bivariate Survival Function for Possibly Censored Data

  • Park Hyo-Il;Na Jong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.783-795
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    • 2005
  • We consider to obtain an estimate of bivariate survival function for the right censored data with the assumption that the two components of censoring vector are independent. The estimate is derived from an ad hoc approach based on the representation of survival function. Then the resulting estimate can be considered as an extension of the Susarla- Van Ryzin estimate to the bivariate data. Also we show the consistency and weak convergence for the proposed estimate. Finally we compare our estimate with Dabrowska's estimate with an example and discuss some properties of our estimate with brief comment on the extension to the multivariate case.

Adaptive Estimation of Monotone Functions

  • Kang, Yung-Gyung
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.485-494
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    • 1998
  • In the white noise model we construct an adaptive estimate for f(0) for a decreasing function f. We also show that the maximum mean square error of this estimate attains the same rate as the minimax risk simultaneously over a range of Lipschitz classes of order less than or equal to one.

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Bootstrap of LAD Estimate in Infinite Variance AR(1) Processes

  • Kang, Hee-Jeong
    • Journal of the Korean Statistical Society
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    • v.26 no.3
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    • pp.383-395
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    • 1997
  • This paper proves that the standard bootstrap approximation for the least absolute deviation (LAD) estimate of .beta. in AR(1) processes with infinite variance error terms is asymptotically valid in probability when the bootstrap resample size is much smaller than the original sample size. The theoretical validity results are supported by simulation studies.

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Spatial Data Analysis using the Kriging Method

  • Jang, Jihui;Hong, Taekyong;NamKung, Pyong
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.423-432
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    • 2003
  • The data observed at different positions are called the estimate of interested variable at new observation point on the Kriging utilize the space estimate technique, in which case there is correlation spatially. In this paper we provide the estimate for Variogram and Kriging methods as a field of kriging theory and dealt with actually measured data. And at the same time we forecast the amount of ozone that was not measured at this point by Kriging method and compared Ordinary Kriging method with Inverse Distance Kriging method.

A Simple Estimation of Relative Risk

  • Park, Hyo-Il;Hong, Seung-Man
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.317-327
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    • 2007
  • In this paper, we propose a simple estimate of relative risk based on a functional equation. We derive the asymptotic normality with a restricted condition. Then we discuss some interesting features as concluding remarks. Finally we comment briefly about application of the estimate to the testing problems and compare our estimate with that of Begun through simulation study.