• Title/Summary/Keyword: the Empirical

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EMPIRICAL BAYES ESTIMATION OF THE TRUNCATION PARAMETER WITH ASYMMETRIC LOSS FUNCTION USING NA SAMPLES

  • Shi, Yimin;Shi, Xiaolin;Gao, Shesheng
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.305-317
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    • 2004
  • We construct the empirical Bayes (EB)estimation of the parameter in two-side truncated distribution families with asymmetric Linex loss using negatively associated (NA) samples. The asymptotical optimality and convergence rate of the EB estimation is obtained. We will show that the convergence rate can be arbitrarily close to $O(n^{-q}),\;q\;=\;{\lambda}s(\delta\;-\;2)/\delta(s\;+\;2)$.

Robust Bayes and Empirical Bayes Analysis in Finite Population Sampling with Auxiliary Information

  • Kim, Dal-Ho
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.331-348
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    • 1998
  • In this paper, we have proposed some robust Bayes estimators using ML-II priors as well as certain empirical Bayes estimators in estimating the finite population mean in the presence of auxiliary information. These estimators are compared with the classical ratio estimator and a subjective Bayes estimator utilizing the auxiliary information in terms of "posterior robustness" and "procedure robustness" Also, we have addressed the issue of choice of sampling design from a robust Bayesian viewpoint.

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Empirical Bayesian Multiple Comparisons with the Best

  • Kim, Woo-Chul;Hwang, Hyung-Tae
    • Journal of the Korean Statistical Society
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    • v.20 no.2
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    • pp.108-117
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    • 1991
  • A parametric empirical Bayes procedure is proposed and studied to compare treatments simultaneously with the best. Minimum Bayes risk lower bounds are derived for an additive loss function, and their relationship with Bayesian simultaneous confidence lower bounds is given. For the proposed empirical Bayes procedure, the nominal confidence level both in Bayesian sense and in frequentist's sense is shown to be controlled asymptotically. For practical implementation, a measure of significance similar to f-value is suggested with an illustrative example.

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On the Performance of Empiricla Bayes Simultaneous Interval Estimates for All Pairwise Comparisons

  • Kim, Woo-Chul;Han, Kyung-Soo
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.161-181
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    • 1995
  • The goal of this article is to study the performances of various empirical Bayes simultaneous interval estimates for all pairwise comparisons. The considered empirical Bayes interval estimaters are those based on unbiased estimate, a hierarchical Bayes estimate and a constrained hierarchical Bayes estimate. Simulation results for small sample cases are given and an illustrative example is also provided.

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CENTRAL LIMIT THEOREMS FOR BELLMAN-HARRIS PROCESSES

  • Kang, Hye-Jeong
    • Journal of the Korean Mathematical Society
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    • v.36 no.5
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    • pp.923-943
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    • 1999
  • In this paper we consider functionals of the empirical age distribution of supercritical Bellman-Harris processes. Let f : R+ longrightarrow R be a measurable function that integrates to zero with respect to the stable age distribution in a supercritical Bellman-Harris process with no extinction. We present sufficient conditions for the asymptotic normality of the mean of f with respect to the empirical age distribution at time t.

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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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    • v.25 no.2
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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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Comprehensive Empirical Equation for Assessing Atmospheric Corrosion Progression of Steel Considering Environmental Parameters

  • Sil, Arjun;Kumar, Vanapalli Naveen
    • Corrosion Science and Technology
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    • v.19 no.4
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    • pp.174-188
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    • 2020
  • Atmospheric corrosion is a natural surface degradation process of metal due to changes in environmental parameters in the surrounding atmosphere. It is very sensitive to environmental parameters such as temperature, relative humidity, sulphur dioxide, and chloride, making it a major global economic challenge. Existing forecasting empirical corrosion models including the ISO standard are based on statistical analysis of experimental studies without considering the behavior of atmospheric parameters. The present study proposes a reliable global empirical model for estimating short and long-term atmospheric corrosion rates based on environmental parameters and corrosion mechanisms obtained from a parametric study. Repercussion of atmospheric corrosion rate due to individual and combined influences of environmental parameters specifies their importance in the estimation. New global empirical coefficients obtained for environmental parameters are statistically established (R2 =0.998) with 95% confidence limit. They are validated using experimental datasets of existing studies observed at 88 different continental locations. The current proposed model can predict atmospheric corrosion by means of corrosion formation mechanisms influenced by combined effects of environmental parameters, further abating applicability limitations of location and time.

Analysis of Appropriateness of Estimation Methods for Sediment Yields in Damaged Areas by Debris Flow (토석류 피해지역 토사유출량 산정 방법의 적정성 분석)

  • Kim, Gi Jung;Jun, Kye Won;Kang, Bae Dong
    • Journal of Korean Society of Disaster and Security
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    • v.15 no.1
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    • pp.35-46
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    • 2022
  • In this study, the amount of debris flow was calculated through the empirical equations of RUSLE, NILIM, and Marchi, which are widely used to calculate areas affected by debris flow, and debris flow measured through precise measurements and field surveys was compared. The RUSLE method over estimated by 2.13 times in the average sense compared with the measured sediment quantify and Marchi's empirical equation over estimated by 2.83 times while NILIM's empirical equation 1.26 times, which is the lowest error among the three empirical equation.

Empirical evaluations for predicting the damage of FRC wall subjected to close-in explosions

  • Duc-Kien Thai;Thai-Hoan Pham;Duy-Liem Nguyen;Tran Minh Tu;Phan Van Tien
    • Steel and Composite Structures
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    • v.49 no.1
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    • pp.65-79
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    • 2023
  • This paper presents a development of empirical evaluations, which can be used to evaluate the damage of fiber-reinforced concrete composites (FRC) wall subjected to close-in blast loads. For this development, a combined application of numerical simulation and machine learning approaches are employed. First, finite element modeling of FRC wall under blast loading is developed and verified using experimental data. Numerical analyses are then carried out to investigate the dynamic behavior of the FRC wall under blast loading. In addition, a data set of 384 samples on the damage of FRC wall due to blast loads is then produced in order to develop machine learning models. Second, three robust machine learning models of Random Forest (RF), Support Vector Machine (SVM), and Extreme Gradient Boosting (XGBoost) are employed to propose empirical evaluations for predicting the damage of FRC wall. The proposed empirical evaluations are very useful for practical evaluation and design of FRC wall subjected to blast loads.

Empirical Analysis on the Industrial Productivity in the Electricity·Gas·Water Service Sector

  • Zhu, Yan Hua;Kang, Joo Hoon;Park, Sehoon
    • Journal of Korea Society of Industrial Information Systems
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    • v.20 no.4
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    • pp.25-37
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    • 2015
  • The early studies indicated that the firm with monopoly power is likely to engage in X-inefficiency such as a managerial slack. The reflection of the X-inefficiency theory has led to the issue that the public sector may be more inefficient than the private sector. In Korea like other many countries the electricity gas water service which can be considered as natural monopoly have been provided mostly by the public sector. In order to provide the empirical evidence to the argument that the public sector may be more inefficient than the private sector this paper estimated the four types of Solow residual which is called the total factor productivity in the electricity gas water service industry with the associated empirical model and compared its productivity with one in the manufacturing industry. The empirical results do not support the argument that the public sector may be more inefficient or less productive than the private sector.