• Title/Summary/Keyword: 우도비

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Likelihood based inference for the ratio of parameters in two Maxwell distributions (두 개의 맥스웰분포의 모수비에 대한 우도함수 추론)

  • Kang, Sang-Gil;Lee, Jeong-Hee;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.89-98
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    • 2012
  • In this paper, the ratio of parameters in two independent Maxwell distributions is parameter of interest. We proposed test statistics, which converge to standard normal distribution, based on likelihood function. The exact distribution for testing the ratio is hard to obtain. We proposed the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for testing the ratio. Through simulation, we show that the modified signed log-likelihood ratio statistic converges faster than signed log-likelihood ratio statistic to standard normal distribution. We compare two statistics in terms of type I error and power. We give an example using real data.

The Evaluation on the Prediction Ratio of Landslide Hazard Area based on Geospatial Information (공간정보 기반 산사태 발생지역 예측비율 평가)

  • Lee, Geun-Sang;Lee, Ho-Jun;Go, Sin-Young;Cho, Gi-Sung
    • Journal of Cadastre & Land InformatiX
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    • v.44 no.2
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    • pp.113-124
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    • 2014
  • Recently landslide occurs frequently by heavy rainfall, therefore there area many studies to analyze the vulnerable district of landslide and forecast the occurrence of landslide. This study analyzed soil characteristics in the occurrence district of landslide and the occurrence possibility of landslide ranked high in well draining soil as the result of frequency ratio according to the characteristics of drainage. Also as the result of frequency ratio of slope derived from DEM data, the occurrence possibility of landslide ranked high in slope range of $20{\sim}40^{\circ}$. And Also as the result of frequency ratio of aspect by geospatial analysis, the occurrence possibility of landslide ranked high in north aspect. Also, it is possible to evaluate the vulnerability of landslide by overlapping frequency ratio of the drainage of soil, slope and aspect. And future prediction ratio of landslide occurrence can be evaluated by performing the analysis and validation process respectively on the subject of the occurrence district of landslide.

일반화 감마분포에서의 누율계산과 지표모수에 대한 Bartlett 검정

  • 나종화
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.533-540
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    • 1997
  • 일반화 감마분포(generalized gamma distribution)에서 지표모수(index parameter)에 대한 추론은 생존시간(lifetime)과 관련한 모형의 선택문제에서 매우 중요하다. 이에 대한 정확한(exact) 추론법은 알려져 있지 않다. 본 연구에서는 이에 대한 점근적(asymptotic) 검정법으로 소표본에서도 우도비 검정에 비해 효율이 뛰어난 Bartlett 검정을 제안하고, 이의 요율적 수행을 위한 대체 모형으로 부터의 누율계산(cumulant computation) 법을 제시하였다. 또한 실제자료에 대해 본 논문에서 제시한 누율계산과정을 이용하여 Bartlett 검정을 실시한 결과 기존의 우도비 검정과는 상당히 큰 차이가 남을 확인하였다. 따라서 모형의 선택 등의 문제에서 제안된 방법은 소표본의 경우에 더욱 효율적이라 할 수 있다.

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A Generalized Likelihood Ratio Test in Outlier Detection (이상점 탐지를 위한 일반화 우도비 검정)

  • Jang Sun Baek
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.225-237
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    • 1994
  • A generalized likelihood ratio test is developed to detect an outlier associated with monitoring nuclear proliferation. While the classical outlier detection methods consider continuous variables only, our approach allows both continuous and discrete variables or a mixture of continuous and discrete variables to be used. In addition, our method is free of the normality assumption, which is the key assumption in most of the classical methods. The proposed test is constructed by applying the bootstrap to a generalized likelihood ratio. We investigate the performance of the test by studying the power with simulations.

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The likelihood ratio test for detecting the best treatment among several exponential populations (지수분표에 있어서 최우수 처리의 판별을 위한 우도비 검정)

  • 황형태
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.151-157
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    • 1995
  • The method for detecting the best treatment is considered by means of hypothesis testing in the exponential case. The likelihood ratio test for a given hypothesis is derived to control the error probability, and the minimum powers in the interested regions are calculated to design the sampling plan.

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Voice Activity Detection based on DBN using the Likelihood Ratio (우도비를 이용한 DBN 기반의 음성 검출기)

  • Kim, S.K.;Lee, S.M.
    • Journal of rehabilitation welfare engineering & assistive technology
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    • v.8 no.3
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    • pp.145-150
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    • 2014
  • In this paper, we propose a novel scheme to improve the performance of a voice activity detection(VAD) which is based on the deep belief networks(DBN) with the likelihood ratio(LR). The proposed algorithm applies the DBN learning method which is trained in order to minimize the probability of detection error instead of the conventional decision rule using geometric mean. Experimental results show that the proposed algorithm yields better results compared to the conventional VAD algorithm in various noise environments.

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Discriminative Weight Training for a Statistical Model-Based Voice Activity Detection (통계적 모델 기반의 음성 검출기를 위한 변별적 가중치 학습)

  • Kang, Sang-Ick;Jo, Q-Haing;Park, Seung-Seop;Chang, Joon-Hyuk
    • The Journal of the Acoustical Society of Korea
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    • v.26 no.5
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    • pp.194-198
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    • 2007
  • In this paper, we apply a discriminative weight training to a statistical model-based voice activity detection(VAD). In our approach, the VAD decision rule is expressed as the geometric mean of optimally weighted likelihood ratios(LRs) based on a minimum classification error(MCE) method which is different from the previous works in that different weights are assigned to each frequency bin which is considered more realistic. According to the experimental results, the proposed approach is found to be effective for the statistical model-based VAD using the LR test.

Statistical Model-Based Voice Activity Detection Using the Second-Order Conditional Maximum a Posteriori Criterion with Adapted Threshold (적응형 문턱값을 가지는 2차 조건 사후 최대 확률을 이용한 통계적 모델 기반의 음성 검출기)

  • Kim, Sang-Kyun;Chang, Joon-Hyuk
    • The Journal of the Acoustical Society of Korea
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    • v.29 no.1
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    • pp.76-81
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    • 2010
  • In this paper, we propose a novel approach to improve the performance of a statistical model-based voice activity detection (VAD) which is based on the second-order conditional maximum a posteriori (CMAP). In our approach, the VAD decision rule is expressed as the geometric mean of likelihood ratios (LRs) based on adapted threshold according to the speech presence probability conditioned on both the current observation and the speech activity decisions in the pervious two frames. Experimental results show that the proposed approach yields better results compared to the statistical model-based and the CMAP-based VAD using the LR test.

Voice Activity Detection Based on Discriminative Weight Training with Feedback (궤환구조를 가지는 변별적 가중치 학습에 기반한 음성검출기)

  • Kang, Sang-Ick;Chang, Joon-Hyuk
    • The Journal of the Acoustical Society of Korea
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    • v.27 no.8
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    • pp.443-449
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    • 2008
  • One of the key issues in practical speech processing is to achieve robust Voice Activity Deteciton (VAD) against the background noise. Most of the statistical model-based approaches have tried to employ equally weighted likelihood ratios (LRs), which, however, deviates from the real observation. Furthermore voice activities in the adjacent frames have strong correlation. In other words, the current frame is highly correlated with previous frame. In this paper, we propose the effective VAD approach based on a minimum classification error (MCE) method which is different from the previous works in that different weights are assigned to both the likelihood ratio on the current frame and the decision statistics of the previous frame.

Assessment of the uncertainty in the SWAT parameters based on formal and informal likelihood measure (정형·비정형 우도에 의한 SWAT 매개변수의 불확실성 평가)

  • Seong, Yeon Jeong;Lee, Sang Hyup;Jung, Younghun
    • Journal of Korea Water Resources Association
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    • v.52 no.11
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    • pp.931-940
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    • 2019
  • In hydrologic models, parameters are mainly used to reflect hydrologic elements or to supplement the simplified models. In this process, the proper selection of the parameters in the model can reduce the uncertainty. Accordingly, this study attempted to quantify the uncertainty of SWAT parameters using the General Likelihood Uncertainty Estimation (GLUE). Uncertainty analysis on SWAT parameters was conducted by using the formal and informal likelihood measures. The Lognormal function and Nash-Sutcliffe Efficiency (NSE) were used for formal and informal likelihood, respectively. Subjective factors are included in the selection of the likelihood function and the threshold, but the behavioral models were created by selecting top 30% lognormal for formal likelihood and NSE above 0.5 for informal likelihood. Despite the subjectivity in the selection of the likelihood and the threshold, there was a small difference between the formal and informal likelihoods. In addition, among the SWAT parameters, ALPHA_BF which reflects baseflow characteristics is the most sensitive. Based on this study, if the range of SWAT model parameters satisfying a certain threshold for each watershed is classified, it is expected that users will have more practical or academic access to the SWAT model.