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Wyświetlanie 31-45 z 77
Tytuł:
Estimation of Population Mean in Post-Stratified Sampling Using Known Value of Some Population Parameter(S)
Autorzy:
Onyeka, Aloy C.
Powiązania:
https://bibliotekanauki.pl/articles/465814.pdf
Data publikacji:
2012
Wydawca:
Główny Urząd Statystyczny
Tematy:
Auxiliary information
general family of estimators post-stratified sampling
mean squared errors
Opis:
Following Khoshnevisan et.al. (2007) and Koyuncu and Kadilar (2009), this paper develops a general family of combined estimators of the population mean in post-stratified sampling (PSS) scheme, using known values of some population parameters of an auxiliary variable. Properties of the proposed family of estimators, including conditions for optimal efficiency, are obtained up to first order approximations. The results are illustrated empirically.
Źródło:
Statistics in Transition new series; 2012, 13, 1; 65-78
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sample partitioning estimation for ergodic diffusions: application to Ornstein-Uhlenbeck diffusion
Autorzy:
Ramos, Luís
Powiązania:
https://bibliotekanauki.pl/articles/729918.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
ergodic diffusions
martingale estimating functions
transition and invariant densities
maximum likelihood estimators
Opis:
When a diffusion is ergodic its transition density converges to its invariant density, see Durrett (1998). This convergence enabled us to introduce a sample partitioning technique that gives in each sub-sample, maximum likelihood estimators. The averages of these being a natural choice as estimators. To compare our estimators with the optimal we obtained from martingale estimating functions, see Sørensen (1998), we used the Ornstein-Uhlenbeck process for which exact simulations can be carried out.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2010, 30, 1; 117-122
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Wybrane statystyki odporne
Some Robust Statistical Methods
Autorzy:
Trzpiot, Grażyna
Powiązania:
https://bibliotekanauki.pl/articles/586408.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Estymatory
Metody statystyczne
Modele regresji
Statystyka
Estimators
Regression models
Statistical methods
Statistics
Opis:
Outliers are sample values that cause surprise in relation to the majority of the sample. This is not a pejorative term; outliers may be correct, but they should always be checked for transcription errors. Many robust and resistant methods have been developed since 1960 to be less sensitive to outliers. This methods can be used instead or be even better than classical one. Robust methods were used early in me works (Trzpiot 2009, 2011a, 2011b) as an application in finance and economy. This article has a descriptive character, connected with new book for students.
Źródło:
Studia Ekonomiczne; 2013, 152; 163-173
2083-8611
Pojawia się w:
Studia Ekonomiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Introduction to the Special Section on State and Parameter Estimation Methods for Sensorless Drives
Autorzy:
Barut, M.
Hinkkanen, M.
Orlowska-Kowalska, T.
Powiązania:
https://bibliotekanauki.pl/articles/1193677.pdf
Data publikacji:
2018
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
sensorless control
extended Kalman filter
unscented Kalman filter
MRAS estimators
neural networks
Opis:
This short article constitutes an introductory part of the Special Section (SS) on State and Parameter Estimation Methods in Sensorless Drives. In the current issue of the journal, the first part of this section is published. Accepted articles are focussed mainly on estimation of the state variables and parameters for vector-controlled induction motor (IM) drives, using different concepts, such as different types of Kalman filters (KFs) and model reference adaptive systems (MRASs). The KF was also proposed for brushless DC motor (BLDC). Also, neural networks (NNs) have been proposed for mechanical state variables’ estimation of the drive system with elastic couplings.
Źródło:
Power Electronics and Drives; 2018, 3, 38; 111-113
2451-0262
2543-4292
Pojawia się w:
Power Electronics and Drives
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A General Class of Mean Estimators Using Mixture of Auxiliary Variables for Two-Phase Sampling in the Presence of Non-Response
Autorzy:
Ahmad, Zahoor
Zubair, Rahma
Shahid, Ummara
Powiązania:
https://bibliotekanauki.pl/articles/465687.pdf
Data publikacji:
2014
Wydawca:
Główny Urząd Statystyczny
Tematy:
non-response
multi-auxiliary variables
regression-cum-ratioexponential
estimators
no information case
Opis:
In this paper we have proposed a general class of estimators for two-phase sampling to estimate the population mean in the case when non-responses occur at the first phase. Furthermore, several continuous and categorical auxiliary variable(s) have been simultaneously used while constructing the class. Also, it is assumed that the information on all auxiliary variables is not available for population, which is often the case. The expressions of the mean square error of the suggested class have been derived and several special cases of the proposed class have been identified. The empirical study has also been conducted.
Źródło:
Statistics in Transition new series; 2014, 15, 4; 501-524
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Cost Efficiency of Sampling Designs
Autorzy:
Liberts, Mārtiņš
Powiązania:
https://bibliotekanauki.pl/articles/466071.pdf
Data publikacji:
2013
Wydawca:
Główny Urząd Statystyczny
Tematy:
cost efficiency
simulation study
survey cost estimation
survey methodology
variance of estimators
Opis:
The aim of a sample survey is to obtain high quality estimates of population parameters with low cost. The expected precision of estimates and the expected data collection cost are usually unknown making the choice of sampling design a complicated task. Analytical methods can not be used often because of the complexity of the sampling design or data collection process. The aim of this paper is to develop a mathematical framework to compare chosen sampling designs with respect to the expected precision of estimates and the data collection cost. As a result a framework is developed which employs artificial population data generation, survey sampling techniques, survey cost modelling, Monte Carlo simulation experiments and other techniques. The framework is applied to analyse the cost efficiency of the sampling design currently used for the Latvian Labour Force Survey.
Źródło:
Statistics in Transition new series; 2013, 14, 1; 7-30
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Reliability Estimation of Burr Type III Distribution under Improved Adaptive Progressive Censoring with Application to Surface Coating
Autorzy:
Asadi, Saeid
Panahi, Hanieh
Anwar, Sadia
Lone, Showkat Ahmad
Powiązania:
https://bibliotekanauki.pl/articles/24200833.pdf
Data publikacji:
2023
Wydawca:
Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
Tematy:
Bayesian and Frequentist Estimators
Burr III
improved adaptive
progressive
stress-strength seliability
Opis:
The stress-strength reliability (SSRe) model is widely investigated in reliability engineering to determine the probability of the strength component overcomes the stress imposed on it. In this paper, we studied the estimation of SSRemodel based on the Burr III distribution under the improved adaptive progressive type-II censoring scheme (IAPrgCS-II). Estimation methods of the SSReparameters are developed using frequentist and Bayesian approaches. The point and interval estimations using the maximum likelihood are considered to estimate the parameters. Two approximations are applied to compute the Bayes estimates. A simulation study is conducted for the comparison of the methods of estimation. Also, parallel to the development of reliability studies, it is necessary tostudy its application in different sciences such as engineering. Therefore, the droplet splashing (DrS) data under two wettabilities are proposed as an application of the considered SSRe model and methods. The results show us that the reliability model can be used to amend the quality of coatings.
Źródło:
Eksploatacja i Niezawodność; 2023, 25, 2; art. no. 163054
1507-2711
Pojawia się w:
Eksploatacja i Niezawodność
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Specialized, MSE-optimal m-estimators of the rule probability especially suitable for machine learning
Autorzy:
Piegat, A.
Landowski, M.
Powiązania:
https://bibliotekanauki.pl/articles/205508.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
machine learning
rule probability
probability estimation
m-estimators
decision trees
rough set theory
Opis:
The paper presents an improved sample based rule- probability estimation that is an important indicator of the rule quality and credibility in systems of machine learning. It concerns rules obtained, e.g., with the use of decision trees and rough set theory. Particular rules are frequently supported only by a small or very small number of data pieces. The rule probability is mostly investigated with the use of global estimators such as the frequency-, the Laplace-, or the m-estimator constructed for the full probability interval [0,1]. The paper shows that precision of the rule probability estimation can be considerably increased by the use of m-estimators which are specialized for the interval [phmin, phmax] given by the problem expert. The paper also presents a new interpretation of the m-estimator parameters that can be optimized in the estimators.
Źródło:
Control and Cybernetics; 2014, 43, 1; 133-160
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A comparative study of a class of direct estimators for domain mean with a direct ratio estimator for domain mean using auxiliary character
Autorzy:
Khare, Brij Behari
Ashutosh, Ashutosh
Rai, Piyush Kant
Powiązania:
https://bibliotekanauki.pl/articles/1054559.pdf
Data publikacji:
2021-06-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
domain
auxiliary character
direct ratio estimator
class of estimators
mean square error (MSE)
Opis:
Estimation techniques for a domain parameter play a very significant role in the theory of sample surveys. In the recent years many advanced methodologies have been developed for domain estimation. In particular, direct and synthetic estimators are applied for the estimation of domain mean in the government and private sectors under certain assumptions as to the size of the samples relating to particular domains. The findings demonstrate that the direct estimator fails to perform more efficiently as compared to the synthetic estimator when reliable units are not directly accessible in the studied domains. Moreover, due to the fact that small units belong to the sample of the studied domain, the direct estimator produces an unacceptably large standard error. In contrast, if a sufficient number of units are available in the studied domain, the direct estimator produces effective results. This paper presents the theoretical aspects of the proposed class of direct estimators for domain mean with the use of a single auxiliary character, compared with an existing direct ratio estimator for domain mean (given in section 3.2). In addition, an empirical study has been provided to support the validity of the proposed estimators. The findings prove that the proposed estimators outperform the direct ratio estimator for domain mean using a single auxiliary character in the case of two studied populations and their analysed domains considered from Sarndal et al. (1992).
Źródło:
Statistics in Transition new series; 2021, 22, 2; 189-200
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Standard Deviation of the Mean of Autocorrelated Observations Estimated with the Use of the Autocorrelation Function Estimated From the Data
Autorzy:
Zięba, A.
Ramza, P.
Powiązania:
https://bibliotekanauki.pl/articles/220588.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
autocorrelated data
time series
effective number of observations
estimators of variance
measurement uncertainty
Opis:
Prior knowledge of the autocorrelation function (ACF) enables an application of analytical formalism for the unbiased estimators of variance s²a and variance of the mean s²a(x‾). Both can be expressed with the use of so-called effective number of observations neff. We show how to adopt this formalism if only an estimate {rk} of the ACF derived from a sample is available. A novel method is introduced based on truncation of the {rk} function at the point of its first transit through zero (FTZ). It can be applied to non-negative ACFs with a correlation range smaller than the sample size. Contrary to the other methods described in literature, the FTZ method assures the finite range 1 < nˆeff ≤ n for any data. The effect of replacement of the standard estimator of the ACF by three alternative estimators is also investigated. Monte Carlo simulations, concerning the bias and dispersion of resulting estimators sa and sa(x‾), suggest that the presented formalism can be effectively used to determine a measurement uncertainty. The described method is illustrated with the exemplary analysis of autocorrelated variations of the intensity of an X-ray beam diffracted from a powder sample, known as the particle statistics effect.
Źródło:
Metrology and Measurement Systems; 2011, 18, 4; 529-542
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On some calibration estimators of subpopulation total for longitudinal data
Autorzy:
Żądło, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/657601.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
longitudinal data
general linear mixed model
empirical best linear unbiased predictor
calibration estimators
Opis:
The problem of modeling longitudinal profiles is considered assuming that the population and elements affiliation to subpopulation may change in time. The considerations are based on a model with auxiliary variables for longitudinal data with subject specific (in this case - element and subpopulation specific) random components (compare Verbeke, Molenberghs, 2000; Hedeker, Gibbons, 2006) which is a special case of the General Linear Mixed Model. In the paper calibration estimators of subpopulation total for data from one period are presented and some modifications for the case of longitudinal data are proposed. Design-based mean squared errors and its estimators are also presented. In the simulation study accuracy of the estimators is compared with Horvitz-Thomson estimator and the best empirical linear unbiased predictor derived for the considered model.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2011, 252
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An algorithm for Bayes parameter identification with quadratic asymmetrical loss function
Autorzy:
Kulczycki, P.
Mazgaj, A.
Powiązania:
https://bibliotekanauki.pl/articles/970992.pdf
Data publikacji:
2005
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sterowanie optymalne
parameter identification
Bayes decision
quadratic asymmetrical loss function
kernel estimators
optimal control
Opis:
The paper deals with the estimation problem of model parameter values, in tasks where overestimation implies results other than underestimation, and wliere losses arising from this can be described by a quadratic function with different coefficients characterizing positive and negative errors. In the approach presented, the Bayes decision rule was used, allowing for minimizing potential losses. Calculation algorithms were based on the theory of statistical kernel estimators, which frees the method from distribution type. The result constitutes a complete numerical procedure enabling effective calculation of the value of an identified parameter or - in the multidimensional case - the vector of parameters. The method is aimed at both of the main contemporary approaches to uncertainty modeling: probabilistic and fuzzy logic. It is universal in nature and can be applied in a wide range of tasks of engineering, economy, sociology, biomedicine and other related fields.
Źródło:
Control and Cybernetics; 2005, 34, 4; 1127-1148
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Strong law of large numbers for additive extremum estimators
Autorzy:
Mexia, João
Real, Pedro
Powiązania:
https://bibliotekanauki.pl/articles/729890.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Kolmogorov's strong law of large numbers
multiple regression
almost sure convergence
additive extremum estimators
Opis:
Extremum estimators are obtained by maximizing or minimizing a function of the sample and of the parameters relatively to the parameters. When the function to maximize or minimize is the sum of subfunctions each depending on one observation, the extremum estimators are additive. Maximum likelihood estimators are extremum additive whenever the observations are independent. Another instance of additive extremum estimators are the least squares estimators for multiple regressions when the usual assumptions hold. A strong law of large numbers is derived for additive extremum estimators. This law requires only the existence of first order moments and may be of interest in connection with maximum likelihood estimators, since the usual assumption that the observations are identically distributed is discarded.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2001, 21, 2; 81-88
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Likelihood and parametric heteroscedasticity in normal connected linear models
Autorzy:
Mexia, Joao
Real, Pedro
Powiązania:
https://bibliotekanauki.pl/articles/729942.pdf
Data publikacji:
2000
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
linear model
connected model
normal model
maximum likelihood estimators
score function
Newton-Raphson method
Opis:
A linear model in which the mean vector and covariance matrix depend on the same parameters is connected. Limit results for these models are presented. The characteristic function of the gradient of the score is obtained for normal connected models, thus, enabling the study of maximum likelihood estimators. A special case with diagonal covariance matrix is studied.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2000, 20, 2; 177-188
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On Accuracy of Calibration Estimators Supported by Auxiliary Variables from Past Periods Based on Simulation Analyses
O estymacji kalibrowanej wspomaganej informacjami o zmiennych dodatkowych z okresów przeszłych
Autorzy:
Stachurski, Tomasz
Żądło, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/655075.pdf
Data publikacji:
2017
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
estymatory kalibrowane
statystyka małych obszarów
badania wielookresowe
calibration estimators
small area estimation
longitudinal surveys
Opis:
W badaniach reprezentacyjnych nierzadko zachodzi potrzeba szacowania nie tylko parametrów populacji, ale także parametrów podpopulacji (domen). W artykule rozważany jest problem estymacji wartości globalnej w domenach. W takim przypadku może być stosowany estymator Horvitza‑Thompsona. Niemniej jednak nie uwzględnia on informacji dodatkowych o elementach populacji, które zazwyczaj są dostępne. Dlatego podjęto próbę zbadania własności estymatorów kalibrowanych, w których będą wykorzystywane informacje o zmiennych dodatkowych z bieżącego oraz przeszłych okresów.
In sample surveys there is often a need to estimate not only population characteristics, but subpopulation characteristics as well. We consider the problem of estimating the total value in domains (subpopulations). In this case, the Horvitz‑Thompson estimator could be used. Nevertheless, it does not use any additional information about population units, which are usually known. To increase estimation accuracy we propose to use calibration estimators with auxiliary variables from the current and past periods. In the simulation studies based on real and generated data, we show the influence of using auxiliary information from past periods on the accuracy, and compare properties of two calibration estimators of domain totals in longitudinal surveys.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2017, 4, 330
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 31-45 z 77

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