• Title/Summary/Keyword: Alternative coverage probability

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Development of Noninformative Priors in the Burr Model

  • Cho, Jang-Sik;Kang, Sang-Gil;Baek, Sung-Uk
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.1
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    • pp.83-92
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    • 2003
  • In this paper, we derive noninformative priors for the ratio of parameters in the Burr model. We obtain Jeffreys' prior, reference prior and second order probability matching prior. Also we prove that the noninformative prior matches the alternative coverage probabilities and a HPD matching prior up to the second order, respectively. Finally, we provide simulated frequentist coverage probabilities under the derived noninformative priors for small and moderate size of samples.

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Noninformative Priors for the Ratio of the Failure Rates in Exponential Model

  • Cho, Jang-Sik;Baek, Sung-Uk
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.217-226
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    • 2002
  • In this paper, we derive noninformative priors for the ratio of failure rates in exponential model. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. And we prove that the noninformative prior matches the alternative coverage probabilities and is a HPD matching prior up to the second order. Finally, we provide simulated freqentist coverage probabilities under the derived noninformative prior for small samples.

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NONINFORMATIVE PRIORS FOR LINEAR COMBINATION OF THE INDEPENDENT NORMAL MEANS

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Statistical Society
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    • v.33 no.2
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    • pp.203-218
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    • 2004
  • In this paper, we develop the matching priors and the reference priors for linear combination of the means under the normal populations with equal variances. We prove that the matching priors are actually the second order matching priors and reveal that the second order matching priors match alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and also, are HPD matching priors. It turns out that among all of the reference priors, one-at-a-time reference prior satisfies a second order matching criterion. Our simulation study indicates that one-at-a-time reference prior performs better than the other reference priors in terms of matching the target coverage probabilities in a frequentist sense. We compute Bayesian credible intervals for linear combination of the means based on the reference priors.

Noninformative Priors for the Stress-Strength Reliability in the Generalized Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
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    • v.18 no.4
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    • pp.467-475
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    • 2011
  • This paper develops the noninformative priors for the stress-strength reliability from one parameter generalized exponential distributions. When this reliability is a parameter of interest, we develop the first, second order matching priors, reference priors in its order of importance in parameters and Jeffreys' prior. We reveal that these probability matching priors are not the alternative coverage probability matching prior or a highest posterior density matching prior, a cumulative distribution function matching prior. In addition, we reveal that the one-at-a-time reference prior and Jeffreys' prior are actually a second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study and a provided example.

Improved Mid P-value Method for Statistical Inference in Three-Way Contingency Tables

  • Donguk Kim
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.905-926
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    • 1998
  • We propose a modified mid P-value method to reduce the conservativeness for the inference of conditional associations in three-way contingency tables. This improves the ordinary mfd P-value method. For $2{\times} 2${\times} K$ tables, we propose confidence intervals for an assumed common odds ratio based on inverting two separate one-sided tests using the modified mid P-value. Also, an alternative and usually even better ways of constructing intervals, based on Inverting a two-sided test, are presented. The actual probability of coverage of a 100($1-\alpha$)% confidence interval is centered about the nominal level, but the modified mid P-value approach gives actual coverage probability even closer to the nominal level than the ordinary mid P-value approach.

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Study on the Optimal Deployment of the Passive Radar System for Detecting Small Unmanned Aerial Vehicles (소형 무인기 탐지를 위한 패시브 레이더망 최적 배치 연구)

  • Baek, Inseon;Lee, Taesik
    • Journal of the Korea Institute of Military Science and Technology
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    • v.19 no.4
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    • pp.443-452
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    • 2016
  • Current low-altitude radar system often fails to detect small unmanned aerial vehicles (UAV) because of their small radar cross section (RCS) compared with larger targets. As a potential alternative, a passive bistatic radar system has been considered. We study an optimal deployment problem for the passive bistatic radar system. We model this problem as a covering problem, and develop an integer programming model. The objective of the model is to maximize coverage of a passive bistatic radar system. Our model takes into account factors specific to a bistatic radar system, including bistatic RCS and transmitter-receiver pair coverage. Considering bistatic RCS instead of constant RCS is important because the slight difference of RCS value for small UAVs could significantly influence the detection probability. The paired radar coverage is defined by using the concept of gradual coverage and cooperative coverage to represent a realistic environment.

Interval Estimation of Population Proportion in a Double Sampling Scheme (이중표본에서 모비율의 구간추정)

  • Lee, Seung-Chun;Choi, Byong-Su
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1289-1300
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    • 2009
  • The double sampling scheme is effective in reducing the sampling cost. However, the doubly sampled data is contaminated by two types of error, namely false-positive and false-negative errors. These would make the statistical analysis more difficult, and it would require more sophisticate analysis tools. For instance, the Wald method for the interval estimation of a proportion would not work well. In fact, it is well known that the Wald confidence interval behaves very poorly in many sampling schemes. In this note, the property of the Wald interval is investigated in terms of the coverage probability and the expected width. An alternative confidence interval based on the Agresti-Coull's approach is recommended.

Bootstrap Confidence Intervals of the Process Capability Index Based on the EDF Expected Loss (EDF 기대손실에 기초한 공정능력지수의 붓스트랩 신뢰구간)

  • 임태진;송현석
    • Journal of Korean Society for Quality Management
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    • v.31 no.4
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    • pp.164-175
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    • 2003
  • This paper investigates bootstrap confidence intervals of the process capability index(PCI) based on the expected loss derived from the empirical distribution function(EDF). The PCI based on the expected loss is too complex to derive its confidence interval analytically, so the bootstrap method is a good alternative. We propose three types of the bootstrap confidence interval; the standard bootstrap(SB), the percentile bootstrap(PB), and the acceleration biased­corrected percentile bootstrap(ABC). We also perform a comprehensive simulation study under various process distributions, in order to compare the accuracy of the coverage probability of the bootstrap confidence intervals. In most cases, the coverage probabilities of the bootstrap confidence intervals from the EDF PCI turned out to be more accurate than those from the PCI based on the normal distribution. It is expected that the bootstrap confidence intervals from the EDF PCI can be utilized in real processes where the true distribution family may not be known.

A simulation study for various propensity score weighting methods in clinical problematic situations (임상에서 발생할 수 있는 문제 상황에서의 성향 점수 가중치 방법에 대한 비교 모의실험 연구)

  • Siseong Jeong;Eun Jeong Min
    • The Korean Journal of Applied Statistics
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    • v.36 no.5
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    • pp.381-397
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    • 2023
  • The most representative design used in clinical trials is randomization, which is used to accurately estimate the treatment effect. However, comparison between the treatment group and the control group in an observational study without randomization is biased due to various unadjusted differences, such as characteristics between patients. Propensity score weighting is a widely used method to address these problems and to minimize bias by adjusting those confounding and assess treatment effects. Inverse probability weighting, the most popular method, assigns weights that are proportional to the inverse of the conditional probability of receiving a specific treatment assignment, given observed covariates. However, this method is often suffered by extreme propensity scores, resulting in biased estimates and excessive variance. Several alternative methods including trimming, overlap weights, and matching weights have been proposed to mitigate these issues. In this paper, we conduct a simulation study to compare performance of various propensity score weighting methods under diverse situation, such as limited overlap, misspecified propensity score, and treatment contrary to prediction. From the simulation results overlap weights and matching weights consistently outperform inverse probability weighting and trimming in terms of bias, root mean squared error and coverage probability.

Bandwidth Management of WiMAX Systems and Performance Modeling

  • Li, Yue;He, Jian-Hua;Xing, Weixi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.2 no.2
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    • pp.63-81
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    • 2008
  • WiMAX has been introduced as a competitive alternative for metropolitan broadband wireless access technologies. It is connection oriented and it can provide very high data rates, large service coverage, and flexible quality of services (QoS). Due to the large number of connections and flexible QoS supported by WiMAX, the uplink access in WiMAX networks is very challenging since the medium access control (MAC) protocol must efficiently manage the bandwidth and related channel allocations. In this paper, we propose and investigate a cost-effective WiMAX bandwidth management scheme, named the WiMAX partial sharing scheme (WPSS), in order to provide good QoS while achieving better bandwidth utilization and network throughput. The proposed bandwidth management scheme is compared with a simple but inefficient scheme, named the WiMAX complete sharing scheme (WCPS). A maximum entropy (ME) based analytical model (MEAM) is proposed for the performance evaluation of the two bandwidth management schemes. The reason for using MEAM for the performance evaluation is that MEAM can efficiently model a large-scale system in which the number of stations or connections is generally very high, while the traditional simulation and analytical (e.g., Markov models) approaches cannot perform well due to the high computation complexity. We model the bandwidth management scheme as a queuing network model (QNM) that consists of interacting multiclass queues for different service classes. Closed form expressions for the state and blocking probability distributions are derived for those schemes. Simulation results verify the MEAM numerical results and show that WPSS can significantly improve the network’s performance compared to WCPS.