• Title/Summary/Keyword: 최소분산추정

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Goodness-of-fit test for normal distribution based on parametric and nonparametric entropy estimators (모수적 엔트로피 추정량과 비모수적 엔트로피 추정량에 기초한 정규분포에 대한 적합도 검정)

  • Choi, Byungjin
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.847-856
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    • 2013
  • In this paper, we deal with testing goodness-of-fit for normal distribution based on parametric and nonparametric entropy estimators. The minimum variance unbiased estimator for the entropy of the normal distribution is derived as a parametric entropy estimator to be used for the construction of a test statistic. For a nonparametric entropy estimator of a data-generating distribution under the alternative hypothesis sample entropy and its modifications are used. The critical values of the proposed tests are estimated by Monte Carlo simulations and presented in a tabular form. The performance of the proposed tests under some selected alternatives are investigated by means of simulations. The results report that the proposed tests have better power than the previous entropy-based test by Vasicek (1976). In applications, the new tests are expected to be used as a competitive tool for testing normality.

Study on the estimation of environmental effects on milk yield in Holstein (Holstein종(種)의 유량(乳量)에 영향(影響)을 미치는 환경효과(環境效果) 추정(推定)에 관한 연구(硏究))

  • Yun, Doo Hag;Choi, Kwang Soo
    • Current Research on Agriculture and Life Sciences
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    • v.9
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    • pp.37-49
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    • 1991
  • This study was conducted to estimate the effects of year, age of dam at calving, farm and lactation period on milk yield with the data of 4,008 cows' records which were collected at 32 farms by Korea Animal Improvement Association from 1985 to 1989. The results obtained in this study are summarized as follows: 1. The average performance of the dairy cattle in the study were $5,959.23{\pm}2,113.03kg$ in actual milk yield, $49.19{\pm}22.77$ months in age of dam at calving, $27.11{\pm}5.13$ months in age at first calving and $255.11{\pm}79.68$ days in lactation period. 2. The percentages of variance component for different sources were 29.39% for the residuals, 1.91% for years, 4.86% for age at calving, 8.89% for farms and 54.94% for lactation period. 3. The overall mean of least-square estimate on the milk yield was 6,229.31kg. In the effects of year, the least-square means of milk yield were estimated 6,000.76kg in 1985-1987, 6,028.11kg in 1988 and 6,659.07kg in 1989. 4. The least-square means of calving age on the milk yield were estimated 5,456.01kg in less than 24 months, 6,565.48kg in 61-66 months which were the highest least-square means. This effects were gradually increased until the 61-66months and gradually decreased after the 61-66months, with highly significant differences among different months of age at calving(p<0.01). 5. In the effects of farm, the least-square means of milk yield were estimated 4,959.50 kg in the lowest farm and 7,497.07kg in the highest farm. Among the milk yield of each farm the effects showed highly significant difference(p<0.01). 6. The least-square means of milk yield in the effects of lactation period were gradually increased with the lapse of the lactation period. Among the lactation period the effects showed highly significant difference(p<0.01).

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Near field acoustic source localization using beam space focused minimum variance beamforming (빔 공간 초점 최소 분산 빔 형성을 이용한 근접장 음원 위치 추정)

  • Kwon, Taek-Ik;Kim, Ki-Man;Kim, Seongil;Ahn, Jae-kyun
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.2
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    • pp.100-107
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    • 2017
  • The focused MVDR (Minimum Variance Distortionless Response) can be applied for source localization in near field. However, if the number of sensors are increased, it requires a large amount of calculation to obtain the inverse of the covariance matrix. In this paper we propose a focused MVDR method using that beam space is formed from output of far field beamformer at the subarray. The performances of the proposed method was evaluated by simulation. As a result of simulation, the proposed method has the higher spatial resolution performance then the conventional delay-and-sum beamformer.

Statistical estimation of the epochs of observation for the 28 determinative stars in the Shi Shi Xing Jing and the table in Cheonsang Yeolcha Bunyajido (석씨성경과 천상열차분야지도의 이십팔수 수거성 관측 연도의 통계적 추정)

  • Ahn, Sang-Hyeon
    • The Bulletin of The Korean Astronomical Society
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    • v.44 no.2
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    • pp.61.3-61.3
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    • 2019
  • The epochs of observation for the 28 determinative stars in the Shi Shi Xing Jing and Cheonsang Yeolcha Bunyajido are estimated by using two fitting methods. The coordinate values in these tables were thought to be measured with meridian instruments, and so they have the axis-misalignment errors and random errors. We adopt a Fourier method, and also we devise a least square fitting method. We do bootstrap resamplings to estimate the variance of the epochs. As results, we find that both data sets were made during the 1st century BCE or the latter period of the Former Han dynasty. The sample mean of the epoch for the SSXJ data is earlier by about 15-20 years than that for the Cheonsang Yeolcha Bunyajido. However, their variances are so large that we cannot decide whether the Shi Shi Xing Jing data was formed around 77 BCE and the Cheonsang Yeolcha Bunyajido was measured in 52 BCE. We need either more data points or data points measured with better precision. We will discuss on the other 120 coordinates of stars listed in the Shi Shi Xing Jing.

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Estimation of Variance Component and Environment Effects on Somatic Cell Scores by Parity in Dairy Cattle (젖소집단의 산차에 따른 체세포점수의 환경효과 및 분산성분 추정)

  • 조광현;나승환;서강석;김시동;박병호;이영창;박종대;손삼규;최재관
    • Journal of Animal Science and Technology
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    • v.48 no.1
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    • pp.39-48
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    • 2006
  • This study utilized test day of somatic cell score data of dairy cattle from 2000 to 2004. The number of data used were 124,635 of first parity, 134,308 of second parity, 77,862 of third parity, 41,787 of forth parity and 37,412 of fifth parity. The data was analyzed by least square mean method using GLM to estimate the effects of calving year, age, lactation stage, parity and season on somatic cell score. Variance component estimation using test day model was determined by using expectation maximization algorithm- restricted maximum likelihood (EM-REML) analysis method. In each parity, somatic cell score was low for younger group and was relatively high in older groups. Likewise, for lactation stage, the score was low in early-lactation and high in late-lactation in first parity and second parity. Nevertheless, for the third, fourth and fifth parity, however, high somatic cell score was observed in mid-lactation. Generally, the score was high in the peak. Although in fourth and fifth parity, the score was low in late-lactation. Environmental effect of season, somatic cell score was generally low from September to November for all parities. The score was high between June and August when the milk production is usually low. The heritability in each parity were 0.05, 0.09, 0.10, 0.05 and 0.05 for parity 1, 2, 3, 4, 5, respectively. Genetic variance value was estimated to be high in second, third and fifth parity in early-lactation and to be low in first and forth parity.

Efficient Correlation Channel Modeling for Transform Domain Wyner-Ziv Video Coding (Transform Domain Wyner-Ziv 비디오 부호를 위한 효과적인 상관 채널 모델링)

  • Oh, Ji-Eun;Jung, Chun-Sung;Kim, Dong-Yoon;Park, Hyun-Wook;Ha, Jeong-Seok
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.47 no.3
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    • pp.23-31
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    • 2010
  • The increasing demands on low-power, and low-complexity video encoder have been motivating extensive research activities on distributed video coding (DVC) in which the encoder compresses frames without utilizing inter-frame statistical correlation. In DVC encoder, contrary to the conventional video encoder, an error control code compresses the video frames by representing the frames in the form of syndrome bits. In the meantime, the DVC decoder generates side information which is modeled as a noisy version of the original video frames, and a decoder of the error-control code corrects the errors in the side information with the syndrome bits. The noisy observation, i.e., the side information can be understood as the output of a virtual channel corresponding to the orignal video frames, and the conditional probability of the virtual channel model is assumed to follow a Laplacian distribution. Thus, performance improvement of DVC systems depends on performances of the error-control code and the optimal reconstruction step in the DVC decoder. In turn, the performances of two constituent blocks are directly related to a better estimation of the parameter of the correlation channel. In this paper, we propose an algorithm to estimate the parameter of the correlation channel and also a low-complexity version of the proposed algorithm. In particular, the proposed algorithm minimizes squared-error of the Laplacian probability distribution and the empirical observations. Finally, we show that the conventional algorithm can be improved by adopting a confidential window. The proposed algorithm results in PSNR gain up to 1.8 dB and 1.1 dB on Mother and Foreman video sequences, respectively.

Error analysis of acoustic target detection and localization using Cramer Rao lower bound (크래머 라오 하한을 이용한 음향 표적 탐지 및 위치추정 오차 분석)

  • Park, Ji Sung;Cho, Sungho;Kang, Donhyug
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.3
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    • pp.218-227
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    • 2017
  • In this paper, an algorithm to calculate both bearing and distance error for target detection and localization is proposed using the Cramer Rao lower bound to estimate the minium variance of their error in DOA (Direction Of Arrival) estimation. The performance of arrays in detection and localization depends on the accuracy of DOA, which is affected by a variation of SNR (Signal to Noise Ratio). The SNR is determined by sonar parameters such as a SL (Source Level), TL (Transmission Loss), NL (Noise Level), array shape and beam steering angle. For verification of the suggested method, a Monte Carlo simulation was performed to probabilistically calculate the bearing and distance error according to the SNR which varies with the relative position of the target in space and noise level.

Method for Channel Estimation in Ambient Backscatter Communication (주변 후방산란 통신에서의 채널 추정기법)

  • Kim, Soo-Hyun;Lee, Donggu;Sun, Young-Ghyu;Sim, Issac;Hwang, Yu-Min;Shin, Yoan;Kim, Dong-In;Kim, Jin-Young
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.19 no.4
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    • pp.7-12
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    • 2019
  • Ambient backscatter communication is limited to channel estimation technique through a pilot signal, which is a channel estimation method in current RF communication, due to transmission power efficiency. In a limited transmission power environment, the research of traditional ambient backscatter communication has been studied assuming that it is an ideal channel without signal distortions due to channel conditions. In this paper, we propose an expectation-maximization(EM) algorithm, one of the blind channel estimation techniques, as a channel estimation method in ambient backscatter communication system which is the state of channel following normal distribution. In the proposed system model, the simulations confirm that channel estimate through EM algorithm is approaching the lower bound of the mean square error compared with the Bayesian Cramer-Rao Boundary(BCRB) to check performance. It shows that the channel parameter can be estimated in the ambient backscatter communication system.

Signal Estimation of Target Using Modified Bartlett Method of Weight Updating (가중치 갱신의 수정 Bartlett 방법을 이용한 목표물 신호 추정)

  • Lee, Kwan-Hyeong;Joo, Jong-Hyuk
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.4
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    • pp.330-336
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    • 2016
  • In this paper, we studied for modified bartlett method to estimate desired information signal. Constrained length of bartlett method is assigned as one, and estimate desired information signal to compensate for delay time. Modified bartlett method is an optimum direction-of-arrival (DoA) estimation algorithm to apply delay time compensation to update optimum weight. The optimum weight is used linear constrained minimum variance method(LCMV). Through simulation, we are comparative analysis proposed algorithm and general Bartlett and MUSIC method. In desired signal estimation, condition simulation is an array antenna element numbers 6 or 9 and desired information signals number 3. We show the superior performance of the proposed algorithm relative to the existing method in estimation of desired information signal.

Convergence Behavior of the Least Mean Fourth Algorithm for a Multiple Sinusoidal Input (복수 정현파 입력신호에 대한 최소평균사승 알고리듬의 수렴 특성에 관한 연구)

  • Lee, Kang-Seung;Lee, Jae-Chon;Youn, Dae-Hee
    • The Journal of the Acoustical Society of Korea
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    • v.14 no.1
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    • pp.22-30
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    • 1995
  • In this Paper we study the convergence behavior of the least mean fourth (LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach and Widrow.

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