• The Korean Journal of Applied Statistics
• /
• v.24 no.6
• /
• pp.1271-1284
• /
• 2011

The entropy-based test of fit for the inverse Gaussian distribution presented by Mudholkar and Tian(2002) can only be applied to the composite hypothesis that a sample is drawn from an inverse Gaussian distribution with both the location and scale parameters unknown. In application, however, a researcher may want a test of fit either for an inverse Gaussian distribution with one parameter known or for an inverse Gaussian distribution with both the two partameters known. In this paper, we introduce tests of fit for the inverse Gaussian distribution based on the Kullback-Leibler information as an extension of the entropy-based test. A window size should be chosen to implement the proposed tests. By means of Monte Carlo simulations, window sizes are determined for a wide range of sample sizes and the corresponding critical values of the test statistics are estimated. The results of power analysis for various alternatives report that the Kullback-Leibler information-based goodness-of-fit tests have good power.

• Journal of Korea Society of Industrial Information Systems
• /
• v.9 no.2
• /
• pp.1-8
• /
• 2004

In this paper, we propose three estimators of Kullback-Leibler Information functions using the data from accelerated life tests. This acceleration model is assumed to be a cumulative exposure model. Some asymptotic properties of proposed estimators are proved. Simulations are performed for comparing the small sample properties of the proposed estimators under use condition of accelerated life test.

• The Korean Journal of Applied Statistics
• /
• v.13 no.2
• /
• pp.563-573
• /
• 2000

In this paper, we propose three estimators of Kullback-Leibler Information functions using the data from accelerated life tesb. This acceleration model is assumed to be a tampered random variable model. Some asymptotic properties of proposed estimators are proved. Simulations are performed for comparing the small sample properties of the proposed estimators under use condition of accelerated life test.

• The Korean Journal of Applied Statistics
• /
• v.20 no.1
• /
• pp.79-89
• /
• 2007

A test for normality introduced by Arizono and Ohta(1989) is based on fullback-Leibler discrimination information. The test statistic is derived from the discrimination information estimated using sample entropy of Vasicek(1976) and the maximum likelihood estimator of the variance. However, these estimators are biased and so it is reasonable to make use of unbiased estimators to accurately estimate the discrimination information. In this paper, Arizono-Ohta test for normality is improved. The derived test statistic is based on the bias-corrected entropy estimator and the uniformly minimum variance unbiased estimator of the variance. The properties of the improved KL test are investigated and Monte Carlo simulation is performed for power comparison.

• Journal of Broadcast Engineering
• /
• v.23 no.6
• /
• pp.768-779
• /
• 2018

In this paper, we propose a novel video quality function for video processing based on MSSSIM to select an appropriate video processing filter and to accommodate multiple processing filters to each pixel block in a picture frame by a mathematical selection law so as to maintain video quality and to reduce the bitrate of compressed video. In viewpoint of video compression, since the properties of video quality and bitrate is different for each picture of video frames and for each areas in the same frame, it is difficult for the video filter with single property to satisfy the object of increasing video quality and decreasing bitrate. Consequently, to maintain the subjective video quality in spite of decreasing bitrate, we propose the methodology about the MSSSIM as the measure of subjective video quality, the KL-Divergence as the measure of bitrate, and the combination method of those two measurements. Moreover, using the proposed combinatorial measurement, when we use the multiple image filters with mutually different properties as a pre-processing filter for video, we can verify that it is possible to compress video with maintaining the video quality under decreasing the bitrate, as possible.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.1
• /
• pp.31-39
• /
• 2006

In many cases, we frequently get a desired information based on the appropriate statistical analysis of collected data sets. Lots of statistical theory rely on the assumption of the normality of the data. In this paper, we compare the empirical power of some normality tests including sample entropy quantity. Monte carlo simulation is conducted for the calculation of empirical power of considered normality tests by varying sample sizes for various distributions.

• Journal of Korean Society for Quality Management
• /
• v.31 no.4
• /
• pp.194-202
• /
• 2003

In this paper, we propose goodness of fit test statistics for exponentiality in accelerated life tests data based on Kullback­Leibler information functions. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter using the data from accelerated life tests is or is not specified under null hypothesis. And we compare the power of the proposed test statistics with Kolmogorov­Smirnov, Cramer von Mises and Anderson­Darling statistics in the small sample.

• Communications for Statistical Applications and Methods
• /
• v.19 no.1
• /
• pp.1-11
• /
• 2012

We present methods to study the log-density ratio of the conditional densities of the predictors given the response variable in the logistic regression model. This allows us to select which predictors are needed and how they should be included in the model. If the conditional distributions are skewed, the distributions can be considered as gamma distributions. A simulation study shows that the linear and log terms are required in general. If the conditional distributions of xjy for the two groups overlap significantly, we need both the linear and log terms; however, only the linear or log term is needed in the model if they are well separated.

• Journal of Korea Society of Industrial Information Systems
• /
• v.27 no.4
• /
• pp.37-45
• /
• 2022

In this paper, a multi agent-multi task assignment problem, which is a representative problem of combinatorial optimization, is presented. The objective of the problem is to determine the coordinated agent-task assignment that maximizes the sum of the achievement rates of each task. The achievement rate is represented as a concave down increasing function according to the number of agents assigned to the task. The problem is expressed as an NP-hard problem with a non-linear objective function. In this paper, to solve the assignment problem, we propose a hybrid cross-entropy algorithm as an effective and efficient solution methodology. In fact, the general cross-entropy algorithm might have drawbacks (e.g., slow update of parameters and premature convergence) according to problem situations. Compared to the general cross-entropy algorithm, the proposed method is designed to be less likely to have the two drawbacks. We show that the performances of the proposed methods are better than those of the general cross-entropy algorithm through numerical experiments.

• The Journal of the Acoustical Society of Korea
• /
• v.42 no.1
• /
• pp.32-41
• /
• 2023

Recently, studies on reverberation suppression using Non-negative Matrix Factorization (NMF) have been actively conducted. The NMF method uses a cost function based on the Kullback-Leibler divergence for optimization. And some constraints are added such as temporal continuity, pulse length, and energy ratio between reverberation and target. The tendency of constraints are controlled by hyperparameters. Therefore, in order to effectively suppress reverberation, hyperparameters need to be optimized. However, related studies are insufficient so far. In this paper, the reverberation suppression performance according to the three hyperparameters of the NMF was analyzed by using sea experimental data. As a result of analysis, when the value of hyperparameters for time continuity and pulse length were high, the energy ratio between the reverberation and the target showed better performance at less than 0.4, but it was confirmed that there was variability depending on the ocean environment. It is expected that the analysis results in this paper will be utilized as a useful guideline for planning precise experiments for optimizing hyperparameters of NMF in the future.