• Communications for Statistical Applications and Methods
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• v.17 no.1
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• pp.67-77
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• 2010

In multinomial scheme with step-wise sampling, maximum likelihood estimates of multinomial probabilities are improved when some frequencies are merged. In this study, for cell probabilities in a I by J independent contingency tables, exact MLE and step-wise estimation methods are applied and the results are compared using MSE and Bias.

• Journal of KIISE:Software and Applications
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• v.36 no.4
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• pp.273-282
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• 2009

Missing data is one of the common problems in building analysis or prediction models using software project data. Missing imputation methods are known to be more effective missing data handling method than deleting methods in small software project data. While K nearest neighbor imputation is a proper missing imputation method in the software project data, it cannot use non-missing information of incomplete project instances. In this paper, we propose an approach to missing data imputation for numerical software project data by combining K nearest neighbor and maximum likelihood estimation; we also extend the average absolute error measure by normalization for accurate evaluation. Our approach overcomes the limitation of K nearest neighbor imputation and outperforms on our real data sets.

• The Journal of Engineering Geology
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• v.3 no.1
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• pp.51-61
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• 1993

Restricted maximum likelihood(RML) method was used to determine the parameters of generalized covariance, and universal krigig with RML was applied to estimate a groundwater level distribution of nonstationarv random function. Universal kriging with RML was compared to IRF-k with weighted least squares method for the comparison of their accuracies. Cross validation shows that two methods have nearly the same ability for the estimation of groundwater levels. Scattergram of estimates versus true values and contour maps of groundwater levels have nearly the same results. The reason why two methods produced the same results is thought to be the non-Gaussian distribution and the snaall number of sample data.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.957-981
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• 2017

A generalized linear mixed model is an extension of a generalized linear model that allows random effect as well as provides flexibility in developing a suitable model when observations are correlated or when there are other underlying phenomena that contribute to resulting variability. We describe maximum likelihood estimation methods for logistic regression models that include random effects - the Laplace approximation, Gauss-Hermite quadrature, adaptive Gauss-Hermite quadrature, and pseudo-likelihood. Applications are provided with social science problems by analyzing the effect of mental health and life satisfaction on volunteer activities from Korean welfare panel data; in addition, we observe that the inclusion of random effects in the model leads to improved analyses with more reasonable inferences.

• Journal of the Korean Data and Information Science Society
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• v.7 no.2
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• pp.263-272
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• 1996

In this parer, under random censorship model, an estimation of scale and shape parameters in Weibull lifetime model is considered. Based on nonparametric estimator of survival function, the least square method is proposed. The proposed estimation method is simple and the performance of the proposed estimator is as efficient as maximum likelihood estimators. An example is presented, using field winding data. Simulation studies are performed to compare the performaces of the proposed estimator and maximum likelihood estimator.

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.895-906
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• 2015

Diffusion is a mathematical tool to explain the fluctuation of financial assets and the movement of particles in a micro time scale. There are ongoing statistical trials to develop an estimation method for diffusion models based on likelihood. When we estimate diffusion models by applying the maximum likelihood estimation method on data observed at discrete time points, we need to know the transition density of the diffusion. In order to approximate the transition densities of diffusion models, we suggests the method to approximate the path integral of the random process with normal random variables, and compare the numerical properties of the method with other approximation methods.

• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.723-730
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• 2009

Missing values in time series can be treated as unknown parameters and estimated by maximum likelihood or as random variables and predicted by the expectation of the unknown values given the data. The purpose of this study is to impute missing values which are regarded as the maximum likelihood estimator and random variable in incomplete data and to compare with two methods using ARMA model. For illustration, the Mumps data reported from the national capital region monthly over the years 2001 ${\sim}$ 2006 are used, and results from two methods are compared with using SSF(Sum of square for forecasting error).

• 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.

• Korean Journal of Remote Sensing
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• v.29 no.1
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• pp.1-9
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• 2013

To classify the landfast ice in the north of the Greenland, observation data, multifrequency Synthetic Aperture Radar (SAR) images and texture images were used. The total four types of sea ice are first year ice, highly deformed ice, ridge and moderately deformed ice. The texture images that were processed by K-means algorithm showed higher accuracy than the ones that were processed by SAR images; however, overall accuracy of maximum likelihood algorithm using texture images did not show the highest accuracy all the time. It turned out that when using K-means algorithm, the accuracy of the multi SAR images were higher than the single SAR image. When using the maximum likelihood algorithm, the results of single and multi SAR images are differ from each other, therefore, maximum likelihood algorithm method should be used properly.

• The Journal of the Acoustical Society of Korea
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• v.41 no.2
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• pp.143-149
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• 2022

In this paper, we evaluate the underwater frequency diversity communication performance of Selective Combination (SC) using Maximum Likelihood Estimation (MLE). In an underwater multipath frequency selective channel, destructive interference fading due to delay spread of a received signal affects the increase in error and Signal to Noise Ratio (SNR) variability of an underwater acoustic communication. Selective Combination frequency diversity using a single sensor is applied as a transmission performance improvement technique according to the frequency selectivity of a channel. In the sea experiment applying MLE for SC decision value extraction, we evaluate the performance of SC frequency diversity and MLE-SC frequency diversity. In experiment result, we confirm through experiment that the Bit Error Rate (BER) is relatively lower when the decision value extracted through MLE-SC is applied than when the SC decision value is fixed.