• Title/Summary/Keyword: statistical estimation

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Bayesian Estimation of Multinomial and Poisson Parameters Under Starshaped Restriction

  • Oh, Myong-Sik
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.185-191
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    • 1997
  • Bayesian estimation of multinomial and Poisson parameters under starshped restriction is considered. Most Bayesian estimations in order restricted statistical inference require the high-dimensional integration which is very difficult to evaluate. Monte Carlo integration and Gibbs sampling are among alternative methods. The Bayesian estimation considered in this paper requires only evaluation of incomplete beta functions which are extensively tabulated.

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A Comparative Study on Misconception about Statistical Estimation that Future Math Teachers and High School Students have (통계적 추정에 관한 예비 수학교사들과 고등학생들의 오개념 비교 분석)

  • Han, Ga-Hee;Jeon, Youngju
    • Journal of the Korean School Mathematics Society
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    • v.21 no.3
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    • pp.247-266
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    • 2018
  • In this paper, three main concepts are chosen for this statistical estimation study, based on previous studies: confidence interval and reliability, sampling distribution of mean and population mean estimation, and relationships between elements of confidence interval. The main objectives of this study are as follows: 1. How are the attitudes that future math teachers and high school students have to ward the statistical estimation? 2. Is there some difference in the awareness of misconceptions about the statistical estimation that future math teachers and high school students have? A study result shows that both groups have difficulties in understanding statistical concepts and their meaning used in Unit Statistical Estimation. They tend to wrongly think that the meaning of reliability is the same as that of probability. They also have difficulties in understanding sample variance in the sampling distribution of mean, which makes it impossible to connect with population mean estimation. It is shown that relationships between elements consisting of confidence interval are not consistent.

M-Estimation Functions Induced From Minimum L$_2$ Distance Estimation

  • Pak, Ro-Jin
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.507-514
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    • 1998
  • The minimum distance estimation based on the L$_2$ distance between a model density and a density estimator is studied from M-estimation point of view. We will show that how a model density and a density estimator are incorporated in order to create an M-estimation function. This method enables us to create an M-estimating function reflecting the natures of both an assumed model density and a given set of data. Some new types of M-estimation functions for estimating a location and scale parameters are introduced.

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On Nonparametric Estimation of Data Edges

  • Park, Byeong U.
    • Journal of the Korean Statistical Society
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    • v.30 no.2
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    • pp.265-280
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    • 2001
  • Estimation of the edge of a distribution has many important applications. It is related to classification, cluster analysis, neural network, and statistical image recovering. The problem also arises in measuring production efficiency in economic systems. Three most promising nonparametric estimators in the existing literature are introduced. Their statistical properties are provided, some of which are new. Themes of future study are also discussed.

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A Robust Estimation Procedure for the Linear Regression Model

  • Kim, Bu-Yong
    • Journal of the Korean Statistical Society
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    • v.16 no.2
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    • pp.80-91
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    • 1987
  • Minimum $L_i$ norm estimation is a robust procedure ins the sense that it leads to an estimator which has greater statistical eficiency than the least squares estimator in the presence of outliers. And the $L_1$ norm estimator has some desirable statistical properties. In this paper a new computational procedure for $L_1$ norm estimation is proposed which combines the idea of reweighted least squares method and the linear programming approach. A modification of the projective transformation method is employed to solve the linear programming problem instead of the simplex method. It is proved that the proposed algorithm terminates in a finite number of iterations.

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A Bhattacharyya Analogue for Median-unbiased Estimation

  • Sung, Nae-Kyung
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.13-20
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    • 2004
  • A more general version of diffusivity based on total variation of density is defined and an information inequality for median-unbiased estimation is presented. The resulting information inequality can be interpreted as an analogue of the Bhattacharyya system of lower bounds for mean-unbiased estimation. A condition on which the information bound is achieved is also given.

Data-Driven Smooth Goodness of Fit Test by Nonparametric Function Estimation

  • Kim, Jongtae
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.811-816
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    • 2000
  • The purpose of this paper is to study of data-driven smoothing goodness of it test, when the hypothesis is complete. The smoothing goodness of fit test statistic by nonparametric function estimation techniques is proposed in this paper. The results of simulation studies for he powers of show that the proposed test statistic compared well to other.

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An Integrated Sequential Inference Approach for the Normal Mean

  • Almahmeed, M.A.;Hamdy, H.I.;Alzalzalah, Y.H.;Son, M.S.
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.415-431
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    • 2002
  • A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.

Bayesian and maximum likelihood estimation of entropy of the inverse Weibull distribution under generalized type I progressive hybrid censoring

  • Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.469-486
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    • 2020
  • Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.