• Communications for Statistical Applications and Methods
• /
• 제24권1호
• /
• pp.29-41
• /
• 2017

The estimation problem of expected time to failure of units is studied in a discrete set up. A simple step-stress accelerated life testing is considered with a Type-I censored sample from geometric distribution that is a commonly used distribution to model the lifetime of a device in discrete case. Maximum likelihood estimators as well as the associated distributions are derived. Exact, approximate and bootstrap approaches construct confidence intervals that are compared via a simulation study. Optimal confidence intervals are suggested in view of the expected width and coverage probability criteria. An illustrative example is also presented to explain the results of the paper. Finally, some conclusions are stated.

• 한국조사연구학회:학술대회논문집
• /
• 한국조사연구학회 2006년도 춘계학술대회 발표논문집
• /
• pp.131-159
• /
• 2006

This paper consider multinomial group testing which is concerned with classification each of N given units into one of k disjoint categories. In this paper, we propose exact Bayesian, approximate Bayesian, bootstrap methods for estimating individual category proportions using the multinomial group testing model proposed by Bar-Lev et al (2005). By the comparison of Mcan Squre Error (MSE), it is shown that the exact Bayesian method has a bettor efficiency and consistency than maximum likelihood method. We suggest an approximate Bayesian approach using Markov Chain Monte Carlo (MCMC) for posterior computation. We derive exact credible intervals based on the exact Bayesian estimators and present confidence intervals using the bootstrap and MCMC. These intervals arc shown to often have better coverage properties and similar mean lengths to maximum likelihood method already available. Furthermore the proposed models are illustrated using data from a HIV blooding test study throughout California, 2000.

• Communications for Statistical Applications and Methods
• /
• 제4권3호
• /
• pp.929-941
• /
• 1997

In this paper, we propose the minimum risk estimator (MRE) and the approximate maximum likelihood estimator (AMLE) of the location and the scale parameters of the two-parameter exponential distribution with Type-II censoring. The MRE's can be derived by minimizing the mean squared error among the class of estimators which include some estimators as special cases. We show that the MRE's are more efficient than the other estimators of the scale and the location parameter in the terms of the mean squared error.

• 한국정보통신학회논문지
• /
• 제10권5호
• /
• pp.910-920
• /
• 2006

본 논문에서는 평탄 페이딩과 근거리/원거리 현상이 존재할 때 안테나 어레이를 사용하는 DS-CDMA 신호의 코드 타이밍을 추정하는 문제를 다루고자 한다. 페이딩 과정의 시변 페이딩 특성을 보다 잘 활용할 수 있도록 DS-CDMA 시스템에 대한 희망하는 사용자의 코드 타이밍을 추정하는 최대가능성 알고리즘을 유도한다. 코드 타이밍 추정기의 개발에 있어서 주어진 관찰 비트들을 포함하는 윈도우를 각각의 부-윈도우가 충분히 큰 길이를 갖도록 나눈다. 제안된 방법은 채널 페이딩의 일관성 시간과 연관된 똑같은 크기를 가지는 부-윈도우들을 이용한다. 또한 페이딩 속도를 추정하지 않고 충분히 긴 관찰 비트들을 두 개의 연속적 인 부-윈도우로 나누는 방법을 대안으로 제시한다. 알고리즘의 유도과정은 공간적으로 상관성이 있는 다중안테나를 바탕으로 한다. 공간적인 페이딩 상관성이 제안된 알고리즘의 동기 획득 및 평균 동기 획득 성능에 미치는 영향을 분석한다.

• Journal of the Korean Data and Information Science Society
• /
• 제20권5호
• /
• pp.961-969
• /
• 2009

A hybrid censoring is a mixture of Type-I and Type-II censoring schemes. This paper deals with estimation based on Type-I hybrid censored samples from the half triangle distribution. We derive some estimators of the scale parameter of the half triangle distribution based on Type-I hybrid censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

• Communications for Statistical Applications and Methods
• /
• 제3권2호
• /
• pp.175-185
• /
• 1996

For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

• Journal of the Korean Data and Information Science Society
• /
• 제8권2호
• /
• pp.143-152
• /
• 1997

본 논문에서는, Marshall-Olkin의 이변량 지수모형을 따르는 두개의 부품으로 이루어진 시스템에서 두 부품의 수명 $(X_{1},\;X_{2}$들이 이변량 1종 중단된 자료로 관찰되는 경우, $P(X_{1}\;<\;X_{2})$에 대한 최우추정량을 구하고 근사적 정 규성을 밝힌다. 그리고 그 추정량을 기초로 $P(X_{1}\;<\;X_{2})$에 대한 근사적 검정법을 제안하고, 몬테칼로 모의실험을 통하여 여러가지 상황에서 제안된 추정량의 근사적 검정력을 계산하여 비교하였다.