• Title/Summary/Keyword: Asymptotically efficient

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Negative Exponential Disparity Based Robust Estimates of Ordered Means in Normal Models

  • Bhattacharya, Bhaskar;Sarkar, Sahadeb;Jeong, Dong-Bin
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.371-383
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    • 2000
  • Lindsay (1994) and Basu et al (1997) show that another density-based distance called the negative exponential disparity (NED) is an excellent competitor to the Hellinger distance (HD) in generating an asymptotically fully efficient and robust estimator. Bhattacharya and Basu (1996) consider estimation of the locations of several normal populations when an order relation between them is known to be true. They empirically show that the robust HD based weighted likelihood estimators compare favorably with the M-estimators based on Huber's $\psi$ function, the Gastworth estimator, and the trimmed mean estimator. In this paper we investigate the performance of the weighted likelihood estimator based on the NED as a robust alternative relative to that based on the HD. The NED based estimator is found to be quite competitive in the settings considered by Bhattacharya and Basu.

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A Markov Decision Process (MDP) based Load Balancing Algorithm for Multi-cell Networks with Multi-carriers

  • Yang, Janghoon
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.8 no.10
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    • pp.3394-3408
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    • 2014
  • Conventional mobile state (MS) and base station (BS) association based on average signal strength often results in imbalance of cell load which may require more powerful processor at BSs and degrades the perceived transmission rate of MSs. To deal with this problem, a Markov decision process (MDP) for load balancing in a multi-cell system with multi-carriers is formulated. To solve the problem, exploiting Sarsa algorithm of on-line learning type [12], ${\alpha}$-controllable load balancing algorithm is proposed. It is designed to control tradeoff between the cell load deviation of BSs and the perceived transmission rates of MSs. We also propose an ${\varepsilon}$-differential soft greedy policy for on-line learning which is proven to be asymptotically convergent to the optimal greedy policy under some condition. Simulation results verify that the ${\alpha}$-controllable load balancing algorithm controls the behavior of the algorithm depending on the choice of ${\alpha}$. It is shown to be very efficient in balancing cell loads of BSs with low ${\alpha}$.

The Efficiency of Conditional MLE for Pure Birth Processes

  • Yoon, Jong-Ook;Kim, Joo-Hwan
    • Proceedings of the Korean Reliability Society Conference
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    • 2002.06a
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    • pp.367-386
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    • 2002
  • The Present paper is devoted to a study of the performance, in large samples, of a conditional maximum likelihood estimator(CMLE) for the parameter ${\lambda}$ in a pure birth processes(PBP). To conduct the conditional inference for the PBP, we drove the likelihood function of time-inhomogeneous Poisson processes. The limiting distributions of CMLE under the likelihoods $L_{t}$ or $\overline{L_{t}}$ are investigated. We found that the CMLE is asymptotically efficient with respect to the both $L_{t}$ or $\overline{L_{t}}$ under the efficiency criterion of Weiss & Wolfowitz(1974).

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Efficient Resource Allocation with Multiple Practical Constraints in OFDM-based Cooperative Cognitive Radio Networks

  • Yang, Xuezhou;Tang, Wei;Guo, Wei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.8 no.7
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    • pp.2350-2364
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    • 2014
  • This paper addresses the problem of resource allocation in amplify-and-forward (AF) relayed OFDM based cognitive radio networks (CRNs). The purpose of resource allocation is to maximize the overall throughput, while satisfying the constraints on the individual power and the interference induced to the primary users (PUs). Additionally, different from the conventional resource allocation problem, the rate-guarantee constraints of the subcarriers are considered. We formulate the problem as a mixed integer programming task and adopt the dual decomposition technique to obtain an asymptotically optimal power allocation, subcarrier pairing and relay selection. Moreover, we further design a suboptimal algorithm that sacrifices little on performance but could significantly reduce computational complexity. Numerical simulation results confirm the optimality of the proposed algorithms and demonstrate the impact of the different constraints.

ON THE COMPUTATION OF THE NON-PERIODIC AUTOCORRELATION FUNCTION OF TWO TERNARY SEQUENCES AND ITS RELATED COMPLEXITY ANALYSIS

  • Koukouvinos, Christos;Simos, Dimitris E.
    • Journal of applied mathematics & informatics
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    • v.29 no.3_4
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    • pp.547-562
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    • 2011
  • We establish a new formalism of the non-periodic autocorrelation function (NPAF) of two sequences, which is suitable for the computation of the NPAF of any two sequences. It is shown, that this encoding of NPAF is efficient for sequences of small weight. In particular, the check for two sequences of length n having weight w to have zero NPAF can be decided in $O(n+w^2{\log}w)$. For n > w^2{\log}w$, the complexity is O(n) thus we cannot expect asymptotically faster algorithms.

Intelligent Digital Controller Using Digital Redesign

  • Joo, Young-Hoon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.3 no.2
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    • pp.187-193
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    • 2003
  • In this paper, a systematic design method of the intelligent PAM fuzzy controller for nonlinear systems using the efficient tools-Linear Matrix Inequality and the intelligent digital redesign is proposed. In order to digitally control the nonlinear systems, the TS fuzzy model is used for fuzzy modeling of the given nonlinear system. The convex representation technique also can be utilized for obtaining TS fuzzy models. First, the analog fuzzy-model-based controller is designed such that the closed-loop system is globally asymptotically stable in the sense of Lyapunov stability criterion. The simulation results strongly convince us that the proposed method has great potential in the application to the industry.

Asymptotic Relative Efficiency of Chi-squared Type Tests Based on the Empirical Process

  • Lee, Sang-Yeol
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.337-346
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    • 1996
  • The chi-squared type statistic generated from the empirical process can be used for testing the goodness of fit hypothesis on iid random sample. Lee (1995) showed that under some conditions, the chi-squared type statistic is asymptotically maximin in the sense of Strasser (1985). Since the chi-squared type statistic depends on the choice of *points in the unit interval, it is worth investigating the points yielding more efficient tests. Motivated by this viewpoint, we are led to study the asymptotic relative efficiency of chi-squared type tests in the same setting of Lee (1995). Some examples are given for illustration.

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A CONSISTENT AND BIAS CORRECTED EXTENSION OF AKAIKE'S INFORMATION CRITERION(AIC) : AICbc(k)

  • Kwon, Soon H.;Ueno, M.;Sugeno, M.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.2 no.1
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    • pp.41-60
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    • 1998
  • This paper derives a consistent and bias corrected extension of Akaike's Information Criterion (AIC), $AIC_{bc}$, based on Kullback-Leibler information. This criterion has terms that penalize the overparametrization more strongly for small and large samples than that of AIC. The overfitting problem of the asymptotically efficient model selection criteria for small and large samples will be overcome. The $AIC_{bc}$ also provides a consistent model order selection. Thus, it is widely applicable to data with small and/or large sample sizes, and to cases where the number of free parameters is a relatively large fraction of the sample size. Relationships with other model selection criteria such as $AIC_c$ of Hurvich, CAICF of Bozdogan and etc. are discussed. Empirical performances of the $AIC_{bc}$ are studied and discussed in better model order choices of a linear regression model using a Monte Carlo experiment.

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A study on a nonparametric test for ordered alternatives in regreesion problem (회귀직선에서 순서대립가설에 대한 비모수적 검정법 연구)

  • 이기훈
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.237-245
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    • 1993
  • A nonparametric test for the parallelisim of k regression lines against ordered alternatives is proposed. The test statistic is weighted Jonckheere-type statistic applied to slope estimators obtained from each lines. The distribution of the proposed test statistic is asymptotically distribution-free. From the viewpoint of efficiencies, the proposed test desirable properties and is more efficient than the other nonparametric tests.

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On inference of multivariate means under ranked set sampling

  • Rochani, Haresh;Linder, Daniel F.;Samawi, Hani;Panchal, Viral
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.1-13
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    • 2018
  • In many studies, a researcher attempts to describe a population where units are measured for multiple outcomes, or responses. In this paper, we present an efficient procedure based on ranked set sampling to estimate and perform hypothesis testing on a multivariate mean. The method is based on ranking on an auxiliary covariate, which is assumed to be correlated with the multivariate response, in order to improve the efficiency of the estimation. We showed that the proposed estimators developed under this sampling scheme are unbiased, have smaller variance in the multivariate sense, and are asymptotically Gaussian. We also demonstrated that the efficiency of multivariate regression estimator can be improved by using Ranked set sampling. A bootstrap routine is developed in the statistical software R to perform inference when the sample size is small. We use a simulation study to investigate the performance of the method under known conditions and apply the method to the biomarker data collected in China Health and Nutrition Survey (CHNS 2009) data.