• Title/Summary/Keyword: statistical estimate

Search Result 1,670, Processing Time 0.024 seconds

Statistical Analysis of Generalized Capon's Method

  • Jinho Choi
    • Proceedings of the Acoustical Society of Korea Conference
    • /
    • 1994.06a
    • /
    • pp.925-930
    • /
    • 1994
  • We consider statistical properties of the generalized Capon's method. It is observed that the estimation error of the generalized Capon's method has almost the same variance as the MUSIC method, although the generalized Capon's method yields a slightly biased estimate.

  • PDF

Likelihood ratio in estimating Chi-square parameter

  • Rahman, Mezbahur
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.3
    • /
    • pp.587-592
    • /
    • 2009
  • The most frequent use of the chi-square distribution is in the area of goodness-of-t of a distribution. The likelihood ratio test is a commonly used test statistic as the maximum likelihood estimate in statistical inferences. The recently revised versions of the likelihood ratio test statistics are used in estimating the parameter in the chi-square distribution. The estimates are compared with the commonly used method of moments and the maximum likelihood estimate.

  • PDF

Statistical Model for Typhoon-Induced Rainfall around Korean Peninsular (한반도의 태풍 동반 강우의 통계적 모형)

  • Ku, Hye-Yun;Lee, Sung-Su;Lee, Young-Kyu
    • Journal of the Korean Society of Hazard Mitigation
    • /
    • v.8 no.5
    • /
    • pp.45-51
    • /
    • 2008
  • Due to recent increases of typhoon damages primarily owing to heavy rainfall and stron wind, estimation and analysis of a typhoon's influence has become more important. In this perspective, the statistical models to estimate the rainfall rate during a typhoon were presented in this paper. Central pressure of the typhoon is modeled to be the primary parameter affecting typhoon rainfall rate while relative angle and distance between the center of typhoon and the specific location for observation are secondary variables. Comparisons between the estimated rainfall rate of these models and the observed value in the duration of Typhoon NARI(2007) were analyzed to confirm the availability of these models. The result shows that the present statistical models can estimate typhoon-induced rainfall around Korean Peninsular to some extent.

Estimating Nutrients Delivery Ratios at the Subwatershed Scale -A Case Study at the Bochung-A Watershed- (소유역 유달율 추정공식 개발 -보청A유역을 중심으로-)

  • Jeon, Ji-Hong;Choi, Dong-Hyuk;Lim, Kyung-Jae;Kim, Tae-Dong
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.52 no.5
    • /
    • pp.27-35
    • /
    • 2010
  • The characteristics of delivered nutrient loads were analyzed and the regression equations to estimate delivery ratios of nutrients (TN and TP) were developed using HSPF simulation results at six subwatersheds within the Bochung A unit watershed during 1998-2007. TN delivery ratio was higher than TP delivery ratio because significant amounts of TP was considered to be attached at soil as ${PO_4}^-$ during delivery process from discharged point of nutrient source to main stream. As a results of correlation analysis, factors related to geomorphic characteristics had not statistical correlation with TN and TP delivery ratios. TN loading rate from living and specific stream flow had statistical negative and positive correlation, respectively, with TN delivery ratio. TP loading rates from all sources and from land cover and specific stream flow had statistical negative, negative and positive correlation, respectively. The specific stream flow represents the most strong correlation with nutrient delivery ratios. The regression equations to estimate delivery ratios for TN and TP were developed by including statistical correlated factors and showed high efficiency of 0.98 and 0.95 of coefficient of determination for TN and TP, respectively.

Numerical and statistical analysis of permeability of concrete as a random heterogeneous composite

  • Zhou, Chunsheng;Li, Kefei
    • Computers and Concrete
    • /
    • v.7 no.5
    • /
    • pp.469-482
    • /
    • 2010
  • This paper investigates the concrete permeability through a numerical and statistical approach. Concrete is considered as a random heterogeneous composite of three phases: aggregates, interfacial transition zones (ITZ) and matrix. The paper begins with some classical bound and estimate theories applied to concrete permeability and the influence of ITZ on these bound and estimate values is discussed. Numerical samples for permeability analysis are established through random aggregate structure (RAS) scheme, each numerical sample containing randomly distributed aggregates coated with ITZ and dispersed in a homogeneous matrix. The volumetric fraction of aggregates is fixed and the size distribution of aggregates observes Fuller's curve. Then finite element method is used to solve the steady permeation problem on 2D numerical samples and the overall permeability is deduced from flux-pressure relation. The impact of ITZ on overall permeability is analyzed in terms of ITZ width and contrast ratio between ITZ and matrix permeabilities. Hereafter, 3680 samples are generated for 23 sample sizes and 4 contrast ratios, and statistical analysis is performed on the permeability dispersion in terms of sample size and ITZ characteristics. By sample theory, the size of representative volume element (RVE) for permeability is then quantified considering sample realization number and expected error. Concluding remarks are provided for the impact of ITZ on concrete permeability and its statistical characteristics.

Sample Size Requirements in Diagnostic Test Performance Studies (진단검사의 특성 추정을 위한 표본크기)

  • Pak, Son-Il;Oh, Tae-Ho
    • Journal of Veterinary Clinics
    • /
    • v.32 no.1
    • /
    • pp.73-77
    • /
    • 2015
  • There has been increasing attention on sample size requirements in peer reviewed medical literatures. Accordingly, a statistically-valid sample size determination has been described for a variety of medical situations including diagnostic test accuracy studies. If the sample is too small, the estimate is too inaccurate to be useful. On the other hand, a very large sample size would yield the estimate with more accurate than required but may be costly and inefficient. Choosing the optimal sample size depends on statistical considerations, such as the desired precision, statistical power, confidence level and prevalence of disease, and non-statistical considerations, such as resources, cost and sample availability. In a previous paper (J Vet Clin 2012; 29: 68-77) we briefly described the statistical theory behind sample size calculations and provided practical methods of calculating sample size in different situations for different research purposes. This review describes how to calculate sample sizes when assessing diagnostic test performance such as sensitivity and specificity alone. Also included in this paper are tables and formulae to help researchers for designing diagnostic test studies and calculating sample size in studies evaluating test performance. For complex studies clinicians are encouraged to consult a statistician to help in the design and analysis for an accurate determination of the sample size.

Spatially Adaptive Denoising Using Statistical Activity of Wavelet Coefficients (웨이블릿 계수의 통계적 활동성을 이용한 공간 적응 잡음 제거)

  • 엄일규;김유신
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.28 no.8C
    • /
    • pp.795-802
    • /
    • 2003
  • It is very important to construct statistical model in order to exactly estimate the signal variance from a noisy image. In order to estimate variance, information of neighboring region is used generally. The size of neighbor region is varied according to the regional characteristics of image. More accurate estimation of edge variance is due to smaller region of neighbor, on the other hands, larger region of neighbor is used to estimate the variance of flat region. By using estimated variance of original image, in general, Wiener filter is constructed, and it is applied to the noisy image. In this paper, we propose a new method for determining the range of neighbors to estimate the variance in wavelet domain. Firstly, a significance map is constructed using the parent-child relationship of wavelet domain. Based on the number of the significant wavelet coefficients, the range of neighbors is determined and then the variance of the original signal is estimated using ML(maximum likelihood method. Experimental results show that the proposed method yields better results than conventional methods for image denoising.

Optimal fractions in terms of a prediction-oriented measure

  • Lee, Won-Woo
    • Journal of the Korean Statistical Society
    • /
    • v.22 no.2
    • /
    • pp.209-217
    • /
    • 1993
  • The multicollinearity problem in a multiple linear regression model may present deleterious effects on predictions. Thus, its is desirable to consider the optimal fractions with respect to the unbiased estimate of the mean squares errors of the predicted values. Interstingly, the optimal fractions can be also illuminated by the Bayesian inerpretation of the general James-Stein estimators.

  • PDF

Efficiency of Aggregate Data in Non-linear Regression

  • Huh, Jib
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.2
    • /
    • pp.327-336
    • /
    • 2001
  • This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

  • PDF

Generalized Weighted Linear Models Based on Distribution Functions

  • Yeo, In-Kwon
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2003.10a
    • /
    • pp.161-166
    • /
    • 2003
  • In this paper, a new form of generalized linear models is proposed. The proposed models consist of a distribution function of the mean response and a weighted linear combination of distribution functions of covariates. This form addresses a structural problem of the link function in the generalized linear models. Markov chain Monte Carlo methods are used to estimate the parameters within a Bayesian framework.

  • PDF