• Title/Summary/Keyword: ESTIMATOR model

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Reliability for Series System in Bivariate Weibull Model under Bivariate Type I Censorship

  • Cho, Jang-Sik;Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.571-578
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    • 2003
  • In this paper, we consider two components system which have bivariate weibull model with bivariate type I censored data. We proposed maximum likelihood estimator and relative frequency estimator for the reliability of series system. Also, we construct approximate confidence intervals for the reliability based on the two proposed estimators. And we present a numerical study.

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System Reliability Estimation in Bivariate Pareto Model Affected by Common Stress : Bivariate Random Censored Data Case

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.791-799
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    • 2005
  • We consider two components parallel system in which the lifetimes have the bivariate Pareto model with bivariate random censored data. We assume that bivariate Pareto model is affected by common stress which is independent of the lifetimes of the components. We obtain estimators for the system reliability based on likelihood function and relative frequency. Also we construct approximated confidence intervals for the reliability based on maximum likelihood estimator and relative frequency estimator, respectively. Finally we present a numerical study.

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Simple Estimate of the Relative Risk under the Proportional Hazards Model

  • Lee, Sung-Won;Kim, Ju-Sung;Park, Jung-Sub
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.347-353
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    • 2004
  • We propose a simple nonparametric estimator of relative risk in the two sample case of the proportional hazards model for complete data. The asymptotic distribution of this estimator is derived using a functional equation. We obtain the asymptotic normality of the proposed estimator and compare with Begun's estimator by confidence interval through simulations.

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The Weight Function in the Bounded Influence Regression Quantile Estimator for the AR(1) Model with Additive Outliers

  • Jung Byoung Cheol;Han Sang Moon
    • Communications for Statistical Applications and Methods
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    • v.12 no.1
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    • pp.169-179
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    • 2005
  • In this study, we investigate the effects of the weight function in the bounded influence regression quantile (BIRQ) estimator for the AR(l) model with additive outliers. In order to down-weight the outliers of X -axis, the Mallows' (1973) weight function has been commonly used in the BIRQ estimator. However, in our Monte Carlo study, the BIRQ estimator using the Tukey's bisquare weight function shows less MSE and bias than that of using the Mallows' weight function or Huber's weight function. Thus, the use of the Tukey's weight function is recommended in the BIRQ estimator for our model.

Model-Based Prediction of the Population Proportion and Distribution Function Using a Logistic Regression

  • Park, Min-Gue
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.783-791
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    • 2008
  • Estimation procedure of the finite population proportion and distribution function is considered. Based on a logistic regression model, an approximately model- optimal estimator is defined and conditions for the estimator to be design-consistent are given. Simulation study shows that the model-optimal design-consistent estimator defined under a logistic regression model performs well in estimating the finite population distribution function.

Sensorless Vector Control of Induction Motor Using the Flux Estimator (자속추정기를 이용한 유도전동기 센서리스 벡터제어)

  • 김경서;조병국
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • v.52 no.2
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    • pp.87-92
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    • 2003
  • This paper presents a flux estimator for the sensorless vector control of induction motors. The proposed method utilize the combination of the voltage model based on stator equivalent model and the current model based on rotor equivalent model, which enables stable estimation of rotor flux in high speed region and in low speed region. The dynamic performance of proposed method is verified through the experiment. The experimental results show that motors ran easily start even under 150[%] load condition and operate continuously below 0.5[Hz].

Semiparametric accelerated failure time model for the analysis of right censored data

  • Jin, Zhezhen
    • Communications for Statistical Applications and Methods
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    • v.23 no.6
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    • pp.467-478
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    • 2016
  • The accelerated failure time model or accelerated life model relates the logarithm of the failure time linearly to the covariates. The parameters in the model provides a direct interpretation. In this paper, we review some newly developed practically useful estimation and inference methods for the model in the analysis of right censored data.

A Study on Estimator and Controller Design of VSC Hydraulic Unit (VSC 유압유닛의 압력 추정기 및 제어기 설계에 관한 연구)

  • Yoo Seung-Jin;Kim Beom-Joo;Lee Kyo-Il
    • Transactions of The Korea Fluid Power Systems Society
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    • v.2 no.4
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    • pp.7-13
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    • 2005
  • This paper presents modeling and ostimator/controller design for the hydraulic system in Vehicle Stability Control(VSC) system. A nonlinear mathematical model of the VSC hydraulic system is proposed and its accuracy is experimentally verified. A brake pressure estimator is then designed based on the derived mathematical model of VSC hydraulic system. And a disturbance observer, which compensates the estimation error between the brake pressure and the computed brake pressure is also designed to enhance the accuracy of the estimator. The proposed controller has the form of a feedback controller and determines explicitly the on/off ratio of valves' driving PWM signals by means of making use of the simplified mathematical model in the VSC hydraulic system. The performance of the designed controller whose feedback signal is generated by the brake pressure estimator is validated through experimental results.

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Pooling shrinkage estimator of reliability for exponential failure model using the sampling plan (n, C, T)

  • Al-Hemyari, Z.A.;Jehel, A.K.
    • International Journal of Reliability and Applications
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    • v.12 no.1
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    • pp.61-77
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    • 2011
  • One of the most important problems in the estimation of the parameter of the failure model, is the cost of experimental sampling units, which can be reduced by using any prior information available about ${\theta}$, and devising a two-stage pooling shrunken estimation procedure. We have proposed an estimator of the reliability function (R(t)) of the exponential model using two-stage time censored data when a prior value about the unknown parameter (${\theta}$) is available from the past. To compare the performance of the proposed estimator with the classical estimator, computer intensive calculations for bias, mean squared error, relative efficiency, expected sample size and percentage of the overall sample size saved expressions, were done for varying the constants involved in the proposed estimator (${\tilde{R}}$(t)).

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A Bayesian inference for fixed effect panel probit model

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.179-187
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    • 2016
  • The fixed effects panel probit model faces "incidental parameters problem" because it has a property that the number of parameters to be estimated will increase with sample size. The maximum likelihood estimation fails to give a consistent estimator of slope parameter. Unlike the panel regression model, it is not feasible to find an orthogonal reparameterization of fixed effects to get a consistent estimator. In this note, a hierarchical Bayesian model is proposed. The model is essentially equivalent to the frequentist's random effects model, but the individual specific effects are estimable with the help of Gibbs sampling. The Bayesian estimator is shown to reduce reduced the small sample bias. The maximum likelihood estimator in the random effects model is also efficient, which contradicts Green (2004)'s conclusion.