• 제목/요약/키워드: Efficiency of Estimator

검색결과 237건 처리시간 0.024초

A Composite LMMSE Channel Estimator for Spectrum-Efficient OFDM Transmit Diversity

  • Seo, Jeong-Wook;Jeon, Won-Gi;Paik, Jong-Ho;Jo, Min-Ho;Kim, Dong-Ku
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제2권4호
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    • pp.209-221
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    • 2008
  • In this paper, we propose a subcarrier allocation method and a composite linear minimum mean square error (LMMSE) channel estimator to increase spectrum efficiency in orthogonal frequency division multiplexing (OFDM) transmit diversity. The pilot symbols for OFDM transmit (Alamouti) diversity are exclusively allocated in two OFDM symbols in different antennas, which causes serious degradation of spectrum efficiency. To reduce the number of pilot symbols, our subcarrier allocation method uses repetition-coded data symbols, and the proposed channel estimator maintains good bit error rate (BER) performance.

The Minimum Squared Distance Estimator and the Minimum Density Power Divergence Estimator

  • Pak, Ro-Jin
    • Communications for Statistical Applications and Methods
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    • 제16권6호
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    • pp.989-995
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    • 2009
  • Basu et al. (1998) proposed the minimum divergence estimating method which is free from using the painful kernel density estimator. Their proposed class of density power divergences is indexed by a single parameter $\alpha$ which controls the trade-off between robustness and efficiency. In this article, (1) we introduce a new large class the minimum squared distance which includes from the minimum Hellinger distance to the minimum $L_2$ distance. We also show that under certain conditions both the minimum density power divergence estimator(MDPDE) and the minimum squared distance estimator(MSDE) are asymptotically equivalent and (2) in finite samples the MDPDE performs better than the MSDE in general but there are some cases where the MSDE performs better than the MDPDE when estimating a location parameter or a proportion of mixed distributions.

P-수준교체표본에서 교체그룹내 상관관계를 고려한 일반화 복합추정량 (Generalized Composite Estimator with Intraclass Correlation in p-level Rotation Sampling)

  • 박유성;배경화;김기환
    • 응용통계연구
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    • 제14권1호
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    • pp.81-90
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    • 2001
  • 모집단의 변화를 효과적으로 추정하기 위한 반복조사 방법으로 겨체표본조사를 고려할 수 있다. 교체표본조사는 크게 일수준교체표본조사와 다수준교체표본조사로 나누어지며 모집단의 특성, 특성의 변화를 추정하기 위하여 복합추정량을 사용하고 있다. 본 논문에서는 다수준교체표본조사의 경우 교체그룹내 표본개체들의 상관관계를 고려한 일반화복합추정량과 추정량의 분산을 최소화시키는 최적계수를제시하였다. 또한 수치예에서는 교체그룹내 표본개체의 수, 교체그룹내 상관정도의 변화에 따라 표본개체들의 상관관계를 고려한 일반화 복합추정량의 효율성을 제시하였다.

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확률적 DEA모형에 의한 품목농협의 효율성 분석 (An Analysis of the Efficiency of Item-based Agricultural Cooperative Using the DEA Model)

  • 이상호
    • 농업생명과학연구
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    • 제45권6호
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    • pp.279-289
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    • 2011
  • 이 논문에서는 부트스트래핑 DEA 모형을 이용하여 품목농협의 효율성 분석 값의 통계적 유의성을 분석하였다. 분석결과, 첫째, 일반적 DEA모형에 의한 기술효율성은 0.878로 추정된 반면, 부트스트래핑 기법을 적용하면 0.804로 추정되었다. 그러나 두 값의 차이는 신뢰구간 범위 내에 있기 때문에 통계적으로는 유의하지 않다. 또한 95% 유의수준하에서 기술효율성의 통계적 신뢰수준은 0.726에서 0.874로 분석되었다. 둘째, 일반적 DEA모형에서 효율적인 품목농협으로 추정된 19개 농협 모두 부트스트래핑 기법을 적용한 경우 비효율적인 것으로 추정되었다. 이는 일반적 DEA모형의 경우 비효율적인 품목농협이 효율적인 것으로 추정될 수 있다는 것이다.

l-STEP GENERALIZED COMPOSITE ESTIMATOR UNDER 3-WAY BALANCED ROTATION DESIGN

  • KIM K. W.;PARK Y. S.;KIM N. Y.
    • Journal of the Korean Statistical Society
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    • 제34권3호
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    • pp.219-233
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    • 2005
  • The 3-way balanced multi-level rotation design has been discussed (Park Kim and Kim, 2003), where the 3-way balancing is done on interview time, in monthly sample and rotation group and recall time. A greater advantage of 3-way balanced design is accomplished by an estimator. To obtain the advantage, we generalized previous generalized composite estimator (GCE). We call this as l-step GCE. The variance of the l-step GCE's of various characteristics of interest are presented. Also, we provide the coefficients which minimize the variance of the l-step GCE. Minimizing a weighted sum of variances of all concerned estimators of interest, we drive one set of the compromise coefficient of l-step GCE's to preserve additivity of estimates.

On Convex Combination of Local Constant Regression

  • Mun, Jung-Won;Kim, Choong-Rak
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.379-387
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    • 2006
  • Local polynomial regression is widely used because of good properties such as such as the adaptation to various types of designs, the absence of boundary effects and minimax efficiency Choi and Hall (1998) proposed an estimator of regression function using a convex combination idea. They showed that a convex combination of three local linear estimators produces an estimator which has the same order of bias as a local cubic smoother. In this paper we suggest another estimator of regression function based on a convex combination of five local constant estimates. It turned out that this estimator has the same order of bias as a local cubic smoother.

Interval Estimation of the Difference of two Population Proportions using Pooled Estimator

  • Hong, Chong-Sun
    • Communications for Statistical Applications and Methods
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    • 제9권2호
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    • pp.389-399
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    • 2002
  • In order to examine whether the difference between two point estimates of population proportions is statistically significant, data analysts use two techniques. The first is to explore the overlap between two associated confidence intervals. Second method is to test the significance which is introduced at most statistical textbooks under the common assumptions of consistency, asymptotic normality, and asymptotic independence of the estimates. Under the null hypothesis which is two population proportions are equal, the pooled estimator of population proportion is preferred as a point estimator since two independent random samples are considered to be collected from one population. Hence as an alternative method, we could obtain another confidence interval of the difference of the population proportions with using the pooled estimate. We conclude that, among three methods, the overlapped method is under-estimated, and the difference of the population proportions method is over-estimated on the basis of the proposed method.

Folded Ranked Set Sampling for Asymmetric Distributions

  • Bani-Mustafa, Ahmed;Al-Nasser, Amjad D.;Aslam, Muhammad
    • Communications for Statistical Applications and Methods
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    • 제18권1호
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    • pp.147-153
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    • 2011
  • In this paper a new sampling procedure for estimating the population mean is introduced. The performance of the new population mean estimator is discussed, along with its properties, and it is shown that the proposed method generates an unbiased estimator. The relative efficiency of the suggested estimator is computed, in regards to the simple random sample(SRS), and comparisons are made to the ranked set sampling(RSS) and extreme ranked set sampling(ERSS) estimators used for asymmetric distributions. The results indicate that the proposed estimator is more efficient than the estimators based on the ERSS. In addition, the folded ranked set sampling(FRSS) procedure has an advantage over the RSS and ERSS in that it reduces the number of unused sampling units.

단위 무응답 보정에서 보조변수의 선택에 관한 연구 (A Study on Auxiliary Variable Selection in Unit Nonresponse Calibration)

  • 손창균;홍기학;이기성
    • 응용통계연구
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    • 제16권1호
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    • pp.33-44
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    • 2003
  • 조사과정에서 필연적으로 발생하는 무응답을 보정하기 위해 보조정보를 사용해야 한다. 이 때, 이용 가능한 보조정보의 차원이 크면, 계산과정에서 많은 시간이 소요되며 데이터를 다루기가 매우 어렵다. 또한 추정량의 분산이 보조전보의 차원에 의존하기 때문에 과소추정의 문제가 발생한다. 이러한 문제를 해결하기 위해 무응답 보정에서 적절한 보조정보의 선택 방법을 제안하였고, 이에 대한 효율성을 모의실험을 통해 살펴보았다.

The Efficiency of Conditional MLE for Pure Birth Processes

  • Yoon, Jong-Ook;Kim, Joo-Hwan
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2002년도 정기학술대회
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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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