• Title/Summary/Keyword: 사후 가중법

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이변량 반복측정자료에서 가중일치상관계수의 추정

  • 강보경;김규성
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.261-266
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    • 2000
  • 이변량 반복측정자료에서 Chinchilli 등(1996)이 제안한 가중일치상관계수는 두 변수의 일치성을 나타내는 측도이다. 기존에 제안된 가중일치상관계수 추정법은 변동효과 및 측정오차의 분산성분을 각각 최소제곱법으로 비편향 추정하여 구하는 것이다. 본 연구에서는 반복측정자료의 주변 우도함수를 설정한 후, 우도함수에 기초한 분산성분을 구하여 가중일치상관계수를 추정하는 방법을 제안한다. 이때, 각 분산성분은 유사/의사 우도함수 및 사후 분포에서 반복시행을 통하여 구해진다.

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Seasonal Adjustment on Chain-Linking (연쇄가중법 도입에 따른 계절변동조정)

  • Jeon, Gyeong-Bae
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.41-50
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    • 2009
  • Chain-linking is a method for aggregating volume measures which would improve the quality of estimates of economic growth over the present fixed base in Korea. There is a risk that choice of chain-linking techniques such annual overlap, one-quarter overlap or over-the-year overlap may create an artificial seasonality to the volume series. The empirical results on Korean GDP suggest that the use of the annual overlap is recommended. And conducting seasonal adjustment after chain-linking to produce the chain-linked seasonally adjusted GDP is more appropriated in Korea.

베이지안 방법에 의한 K개 지수분포 모수들의 기하평균 추정에 관한 연구

  • Kim, Dae-Hwang;Kim, Hye-Jung
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.169-174
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    • 2002
  • 본 연구는 k개 지수분포 모수들의 기하평균에 대한 베이지안추정 방법을 제시하였다. 이를 위해 Tibshirani가 제안한 직교변환법으로 비정보적 사전확률분포를 도출하여 모수들의 결합사후확률분포를 유도해 내었으며, 이 분포 하에서 가중 몬테칼로 방법을 사용하여 기하평균을 추정하는 절차를 제안하였다. 모의실험과 실제자료의 예를 통해 제안된 베이지안 추정의 유효성 및 효용성을 보였으며, 본 연구에서 제안한 사전확률분포가 전통적인 포함확률을 기준으로 볼 때, Jeffrey의 사전확률분포 보다 더 유효한 추정을 함을 보였다.

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Representative of Sample and Efficiency of Estimation (표본의 대표성과 추정의 효율성)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.6 no.1
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    • pp.39-62
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    • 2005
  • In this paper we investigate some concepts frequently called in sample surveys such as 'representative of sample' as well as 'consistency', 'unbiasedness', and 'efficiency' in estimation. The first is strongly related with sampling procedure including coverage rate of survey population, response rate in establishment survey, and recruit rate of final samples. The others, however, are concerned with both sampling design and corresponding estimators simultaneously. Whereas both consistency and unbiasedness are based on the representative sample, efficiency does not depend on the representative sample. The representative of sample can be increased by raising the rate of coverage, response and recruit as well. Consistency may be investigated according to variables of interest and auxiliary variables. The well-known raing-ratio weighting method is a method to increase consistency of auxiliary variables by means of matching population size in each cell. Efficiency is not directly related with the representative of sample, and allocation methods such as proportional and Neyman allocation in stratified sampling and post-stratification are all methods to increase the efficiency of estimation under the condition of satisfying the representative of sample.

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Estimation of Forest Growing Stock by Combining Annual Forest Inventory Data (연년 산림자원조사 자료를 이용한 임목축적 추정)

  • Yim, Jong Su;Jung, Il Bin;Kim, Jong Chan;Kim, Sung Ho;Ryu, Joo Hyung;Shin, Man Yong
    • Journal of Korean Society of Forest Science
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    • v.101 no.2
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    • pp.213-219
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    • 2012
  • The $5^{th}$ national forest inventory (NFI5) has been reorganized to annual inventory system for providing multi-resources forest statistics at a point in time. The objective of this study is to evaluate statistical estimators for estimating forest growing stock in Chungcheongbuk-Do from annual inventory data. When comparing two estimators; simple random sampling (SRS) and double sampling for post-stratification (DSS), for estimating mean forest growing stock ($m^3/ha$) at each surveyed year, the estimate for DSS in which a population of interest is stratified into three sub-population (forest cover types) was more precise than that for SRS. To combine annual inventory field data, three estimators (Temporally Indifferent Method; TIM, Moving Average; MA, and Weighted Moving Average; WMA) were compared. Even though the estimated mean for TIM and WMA is identical, WMA-DSS is preferred to provide more smaller variance of estimated mean and to adjust for catastrophic events at a surveyed year (so-called "lag bias") by annual inventory data.

Sample Design in Korea Housing Survey (주거 실태 및 수요조사 표본설계)

  • Byun, Jong-Seok;Choi, Jae-Hyuk
    • Survey Research
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    • v.11 no.1
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    • pp.123-144
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    • 2010
  • In new sample design for Korea Housing Survey to research about housing policy, total strata are forty five because individual results of sixteen regions are estimated. The sample size is determined by sample errors of several variables which are the living area, family income, householder income, and living expenses. The sample size of each region is determined by relative standard error of existing result, and the strata sample size is to use the square root proportion allocation. Enumeration districts are sampled by the probability proportion to size systematic sampling in proportion to the enumeration district size, and the systemic sampling to use assortment characteristics. We considered a new apartment complex because of variation reflections which are rebuilder and redevelopment of houses. To get estimators of mean and variance, we used the design weighting, non-response adjusting, and post-stratification. In order to consider estimation efficiency, we calculate the design effect using estimators of variance.

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Chi-Squared Test of Independence in Case that Two Marginal Distributions are Given Exactly (모집단 부분정보가 주어진 상황에서의 분할표 독립성 검정)

  • 이광진
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.89-103
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    • 2004
  • If the given information is exact, though it is the little, we had better use it than not use in analysis. In this article, the problem of independence test in a contingency table is considered when two marginal distributions of a population are given exactly. For that case, a likelihood-ratio chi-squared test statistic and its Pearsonian type chi-squared test statistic are derived. By Monte Carlo Simulations the traditional chi-square tests and the derived tests are compared. And the related some testing problems are synthetically explained on a geometrical viewpoint.

Stress Recovery Technique by Ordinary Kriging Interpolation in p-Adaptive Finite Element Method (적응적 p-Version 유한요소법에서 정규 크리깅에 의한 응력복구기법)

  • Woo, Kwang Sung;Jo, Jun Hyung;Lee, Dong Jin
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.4A
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    • pp.677-687
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    • 2006
  • Kriging interpolation is one of the generally used interpolation techniques in Geostatistics field. This technique includes the experimental and theoretical variograms and the formulation of kriging interpolation. In contrast to the conventional least square method for stress recovery, kriging interpolation is based on the weighted least square method to obtain the estimated exact solution from the stress data at the Gauss points. The weight factor is determined by variogram modeling for interpolation of stress data apart from the conventional interpolation methods that use an equal weight factor. In addition to this, the p-level is increased non-uniformly or selectively through a posteriori error estimation based on SPR (superconvergent patch recovery) technique, proposed by Zienkiewicz and Zhu, by auto mesh p-refinement. The cut-out plate problem under tension has been tested to validate this approach. It also provides validity of kriging interpolation through comparing to existing least square method.

A Posterior Preference Articulation Method to the Weighted Mean Squared Error Minimization Approach in Multi-Response Surface Optimization (다중반응표면 최적화에서 가중평균제곱오차 최소화법을 위한 선호도사후제시법)

  • Jeong, In-Jun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.10
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    • pp.7061-7070
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    • 2015
  • Multi-Response Surface Optimization aims at finding the optimal setting of input variables considering multiple responses simultaneously. The Weighted Mean Squared Error (WMSE) minimization approach, which imposes a different weight on the two components of mean squared error, squared bias and variance, first obtains WMSE for each response and then minimizes all the WMSEs at once. Most of the methods proposed for the WMSE minimization approach to date are classified into the prior preference articulation approach, which requires that a decision maker (DM) provides his/her preference information a priori. However, it is quite difficult for the DM to provide such information in advance, because he/she cannot experience the relationships or conflicts among the responses. To overcome this limitation, this paper proposes a posterior preference articulation method to the WMSE minimization approach. The proposed method first generates all (or most) of the nondominated solutions without the DM's preference information. Then, the DM selects the best one from the set of nondominated solutions a posteriori. Its advantage is that it provides an opportunity for the DM to understand the tradeoffs in the entire set of nondominated solutions and effectively obtains the most preferred solution suitable for his/her preference structure.