• Title/Summary/Keyword: Error distribution

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Estimation for the Double Rayleigh Distribution Based on Multiply Type-II Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.367-378
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    • 2008
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the location parameter in a double Rayleigh distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

Estimation of Suitable Methodology for Determining Weibull Parameters for the Vortex Shedding Analysis of Synovial Fluid

  • Singh, Nishant Kumar;Sarkar, A.;Deo, Anandita;Gautam, Kirti;Rai, S.K.
    • Journal of Biomedical Engineering Research
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    • v.37 no.1
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    • pp.21-30
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    • 2016
  • Weibull distribution with two parameters, shape (k) and scale (s) parameters are used to model the fatigue failure analysis due to periodic vortex shedding of the synovial fluid in knee joints. In order to determine the later parameter, a suitable statistical model is required for velocity distribution of synovial fluid flow. Hence, wide applicability of Weibull distribution in life testing and reliability analysis can be applied to describe the probability distribution of synovial fluid flow velocity. In this work, comparisons of three most widely used methods for estimating Weibull parameters are carried out; i.e. the least square estimation method (LSEM), maximum likelihood estimator (MLE) and the method of moment (MOM), to study fatigue failure of bone joint due to periodic vortex shedding of synovial fluid. The performances of these methods are compared through the analysis of computer generated synovial fluidflow velocity distribution in the physiological range. Significant values for the (k) and (s) parameters are obtained by comparing these methods. The criterions such as root mean square error (RMSE), coefficient of determination ($R^2$), maximum error between the cumulative distribution functions (CDFs) or Kolmogorov-Smirnov (K-S) and the chi square tests are used for the comparison of the suitability of these methods. The results show that maximum likelihood method performs well for most of the cases studied and hence recommended.

Prediction of Wind Damage Risk based on Estimation of Probability Distribution of Daily Maximum Wind Speed (일 최대풍속의 추정확률분포에 의한 농작물 강풍 피해 위험도 판정 방법)

  • Kim, Soo-ock
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.19 no.3
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    • pp.130-139
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    • 2017
  • The crop damage caused by strong wind was predicted using the wind speed data available from Korean Meteorological Administration (KMA). Wind speed data measured at 19 automatic weather stations in 2012 were compared with wind data available from the KMA's digital forecast. Linear regression equations were derived using the maximum value of wind speed measurements for the three-hour period prior to a given hour and the digital forecasts at the three-hour interval. Estimates of daily maximum wind speed were obtained from the regression equation finding the greatest value among the maximum wind speed at the three-hour interval. The estimation error for the daily maximum wind speed was expressed using normal distribution and Weibull distribution probability density function. The daily maximum wind speed was compared with the critical wind speed that could cause crop damage to determine the level of stages for wind damage, e.g., "watch" or "warning." Spatial interpolation of the regression coefficient for the maximum wind speed, the standard deviation of the estimation error at the automated weather stations, the parameters of Weibull distribution was performed. These interpolated values at the four synoptic weather stations including Suncheon, Namwon, Imsil, and Jangsu were used to estimate the daily maximum wind speed in 2012. The wind damage risk was determined using the critical wind speed of 10m/s under the assumption that the fruit of a pear variety Mansamgil would begin to drop at 10 m/s. The results indicated that the Weibull distribution was more effective than the normal distribution for the estimation error probability distribution for assessing wind damage risk.

A Study on the Estimation of Optimal Probability Distribution Function for Seafarers' Behavior Error (선원 행동오류에 대한 최적 확률분포함수 추정에 관한 연구)

  • Park, Deuk-Jin;Yang, Hyeong-Seon;Yim, Jeong-Bin
    • Journal of Navigation and Port Research
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    • v.43 no.1
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    • pp.1-8
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    • 2019
  • Identifying behavioral errors of seafarers that have led to marine accidents is a basis for research into prevention or mitigation of marine accidents. The purpose of this study is to estimate the optimal probability distribution function needed to model behavioral errors of crew members into three behaviors (i.e., Skill-, Rule-, Knowledge-based). Through use of behavioral data obtained from previous accidents, we estimated the optimal probability distribution function for the three behavioral errors and verified the significance between the probability values derived from the probability distribution function. Maximum Likelihood Estimation (MLE) was applied to the probability distribution function estimation and variance analysis (ANOVA) used for the significance test. The obtained experimental results show that the probability distribution function with the smallest error can be estimated for each of the three behavioral errors for eight types of marine accidents. The statistical significance of the three behavioral errors for eight types of marine accidents calculated using the probability distribution function was observed. In addition, behavioral errors were also found to significantly affect marine accidents. The results of this study can be applied to predicting marine accidents caused by behavioral errors.

The Bias Error due to Windows for the Wigner-Ville Distribution Estimation (위그너-빌 분포함수의 계산시 창문함수의 적용에 의한 바이어스 오차)

  • 박연규;김양한
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 1995.10a
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    • pp.80-85
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    • 1995
  • Too see the effects of finite record on the estimation of WVD in practice, a window which has time varying length is examined. Its length increases linearly with time in the first half of the record, and decreases from the center of the record. The bias error due to this window decreases inversely proportionally to the window length as time increases in the first half. In the second half, the bias error increases and the resolution decreases as time increases. The bias error due to the smoothing of WVD, which is obtained by two-dimensional convolution of the true WVD and the smoothing window, which has fixed lengths along time and frequency axes, is derived for arbitrary smoothing window function. In the case of using a Gaussian window as a smoothing window, the bias error is found to be expressed as an infinite summation of differential operators. It is demonstrated that the derived formula is well applicable to the continuous WVD, but when WVD has some discontinuities, it shows the trend of the error. This is a consequence of the assumption of the derivation, that is the continuity of WVD. For windows other than Gaussian window, the derived equation is shown to be well applicable for the prediction of the bias error.

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Error Estimation Based on the Bhattacharyya Distance for Classifying Multimodal Data (Multimodal 데이터에 대한 분류 에러 예측 기법)

  • Choe, Ui-Seon;Kim, Jae-Hui;Lee, Cheol-Hui
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.39 no.2
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    • pp.147-154
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    • 2002
  • In this paper, we propose an error estimation method based on the Bhattacharyya distance for multimodal data. First, we try to find the empirical relationship between the classification error and the Bhattacharyya distance. Then, we investigate the possibility to derive the error estimation equation based on the Bhattacharyya distance for multimodal data. We assume that the distribution of multimodal data can be approximated as a mixture of several Gaussian distributions. Experimental results with remotely sensed data showed that there exist strong relationships between the Bhattacharyya distance and the classification error and that it is possible to predict the classification error using the Bhattacharyya distance for multimodal data.

On the Distribution of Phase Error in the Rician Fading Channel (라이시안 감쇄 채널에서의 위상오류 분포)

  • 김민종;한영열
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.13 no.8
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    • pp.797-803
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    • 2002
  • In this paper we derive the probability density function of the phase error of the received signal over Rician fading channel and verify its propriety as the probability density function using the zeroth moment. In general, for the error probability over fading channel we compute the error probability in the first place when it is only AWGN, and then we get the final result by averaging the first result and the probability density function of the corresponding fading channel. In this paper, however, we compute the error probability by double integration after the probability density function over fading channel is computed.

Statistical Model of 3D Positions in Tracking Fast Objects Using IR Stereo Camera (적외선 스테레오 카메라를 이용한 고속 이동객체의 위치에 대한 확률모델)

  • Oh, Jun Ho;Lee, Sang Hwa;Lee, Boo Hwan;Park, Jong-Il
    • Journal of the Institute of Electronics and Information Engineers
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    • v.52 no.1
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    • pp.89-101
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    • 2015
  • This paper proposes a statistical model of 3-D positions when tracking moving targets using the uncooled infrared (IR) stereo camera system. The proposed model is derived from two errors. One is the position error which is caused by the sampling pixels in the digital image. The other is the timing jitter which results from the irregular capture-timing in the infrared cameras. The capture-timing in the IR camera is measured using the jitter meter designed in this paper, and the observed jitters are statistically modeled as Gaussian distribution. This paper derives an integrated probability distribution by combining jitter error with pixel position error. The combined error is modeled as the convolution of two error distributions. To verify the proposed statistical position error model, this paper has some experiments in tracking moving objects with IR stereo camera. The 3-D positions of object are accurately measured by the trajectory scanner, and 3-D positions are also estimated by stereo matching from IR stereo camera system. According to the experiments, the positions of moving object are estimated within the statistically reliable range which is derived by convolution of two probability models of pixel position error and timing jitter respectively. It is expected that the proposed statistical model can be applied to estimate the uncertain 3-D positions of moving objects in the diverse fields.

Performance Enhancement of Algorithms based on Error Distributions under Impulsive Noise (충격성 잡음하에서 오차 분포에 기반한 알고리듬의 성능향상)

  • Kim, Namyong;Lee, Gyoo-yeong
    • Journal of Internet Computing and Services
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    • v.19 no.3
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    • pp.49-56
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    • 2018
  • Euclidean distance (ED) between error distribution and Dirac delta function has been used as an efficient performance criterion in impulsive noise environmentsdue to the outlier-cutting effect of Gaussian kernel for error signal. The gradient of ED for its minimization has two components; $A_k$ for kernel function of error pairs and the other $B_k$ for kernel function of errors. In this paper, it is analyzed that the first component is to govern gathering close together error samples, and the other one $B_k$ is to conduct error-sample concentration on zero. Based upon this analysis, it is proposed to normalize $A_k$ and $B_k$ with power of inputs which are modified by kernelled error pairs or errors for the purpose of reinforcing their roles of narrowing error-gap and drawing error samples to zero. Through comparison of fluctuation of steady state MSE and value of minimum MSE in the results of simulation of multipath equalization under impulsive noise, their roles and efficiency of the proposed normalization method are verified.

An analysis of error probabilities for VSB signals in the presence of cochannel interference on the frequency selective fading channel (주파수 선택성 페이딩 채널에서 동일채널 간섭신호가 존재하는 경우 VSB 신호의 오율 분석)

  • 이종열;정영모;이상욱
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.9
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    • pp.2433-2443
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    • 1996
  • In this paper, a new technique is proposed for obtaining the error probabilities of the VSB(vestigial sideband modulation) signal in the presence of the cochannel interference and frequency-selective fading channel. For the receivers, a suboptimal matched filter receiver and the MLSE(maximum likelihood sequence estimation) receiver, which is known to be optimal on the fading channel, are considered. First, for the matched filter receiver, the distributions of the random variables, which determine the SER(symbol error rate) are obtained by decomposing the multi-path fading channel into Rayleigh distributed main path and Gaussian distributed remained path channels. the random variables mean the energy of the main path and subpath respecitively, and SER can be calculated from the distribution of them. Next, for the case of the MLSE receover, it is found that the random variables are expressed as a function of integrals. In order to obtain the distribution for the random variables, we expanded each element of integrals with the KL(Karhunen-Loeve) transformation. And it is derived that the distributions for the transformed random variables are given by a sum of chi-square distributions. Finally, we calculated the error rate derived formula on the two-ray fading channel, which is one of widely used models for the frequency-selective fading channel. From the numerical results, it is found that for the matched filer receiver, performance degradation is significant, while the performance degradation at the MLSE receiver is insignificant on the frequency-selective fading channel. However, in case of cochannel interference environment, the error rateis found to increase significantly both at the matched filter and at the MLSE receiver.

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