• 제목/요약/키워드: Estimation error estimator

검색결과 393건 처리시간 0.02초

Ratio and Product Type Exponential Estimators of Population Mean in Double Sampling for Stratification

  • Tailor, Rajesh;Chouhan, Sunil;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • 제21권1호
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    • pp.1-9
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    • 2014
  • This paper discusses the problem of estimation of finite population mean in double sampling for stratification. In fact, ratio and product type exponential estimators of population mean are proposed in double sampling for stratification. The biases and mean squared errors of proposed estimators are obtained upto the first degree of approximation. The proposed estimators have been compared with usual unbiased estimator, ratio and product estimators in double sampling for stratification. To judge the performance of the proposed estimators an empirical study has been carried out.

Three Stage Estimation for the Mean of a One-Parameter Exponential Family

  • M. AlMahmeed;A. Al-Hessainan;Son, M.S.;H. I. Hamdy
    • Communications for Statistical Applications and Methods
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    • 제5권2호
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    • pp.539-557
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    • 1998
  • This article is concerned with the problem of estimating the mean of a one-parameter exponential family through sequential sampling in three stages under quadratic error loss. This more general framework differs from those considered by Hall (1981) and others. The differences are : (i) the estimator and the final stage sample size are dependent; and (ii) second order approximation of a continuously differentiable function of the final stage sample size permits evaluation of the asymptotic regret through higher order moments. In particular, the asymptotic regret can be expressed as a function of both the skewness $\rho$ and the kurtosis $\beta$ of the underlying distribution. The conditions on $\rho$ and $\beta$ for which negative regret is expected are discussed. Further results concerning the stopping variable N are also presented. We also supplement our theoretical findings wish simulation results to provide a feel for the triple sampling procedure presented in this study.

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퍼지로직을 이용한 차량절대속도 추정 (Absolute Vehicle Speed Estimation using Fuzzy Logic)

  • 송철기;황진권
    • 한국자동차공학회논문집
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    • 제10권1호
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    • pp.179-186
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    • 2002
  • The absolute longitudinal speed of a vehicle is estimated by using vehicle acceleration data from an accelerometer and wheel speed data from standard 50-tooth antiknock braking system wheel speed sensors. An intuitive solution to this problem is, "When wheel slip is low, calculate absolute velocities from the wheel speeds; when wheel slip is high, calculate absolute velocity by integrating the accelerometer." Fuzzy logic is introduced to implement the above idea and a new algorithm of "modified velocities with step integration" is proposed. This algorithm is verified experimentally to estimate speed of a vehicle, and is also shown to estimate absolute longitudinal vehicle speed with a 6% worst-case error during a hard braking maneuver lasting three seconds.

Estimation for the Exponentiated Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang Suk-Bok;Park Sun-Mi
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.643-652
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    • 2005
  • It has been known that the exponentiated exponential distribution can be used as a possible alternative to the gamma distribution or the Weibull distribution in many situations. But the maximum likelihood method does not admit explicit solutions when the sample is multiply censored. So we derive the approximate maximum likelihood estimators for the location and scale parameters in the exponentiated exponential distribution that are explicit function of order statistics. We also compare the proposed estimators in the sense of the mean squared error for various censored samples.

Bayesian Estimation of the Reliability Function of the Burr Type XII Model under Asymmetric Loss Function

  • Kim, Chan-Soo
    • Communications for Statistical Applications and Methods
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    • 제14권2호
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    • pp.389-399
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    • 2007
  • In this paper, Bayes estimates for the parameters k, c and reliability function of the Burr type XII model based on a type II censored samples under asymmetric loss functions viz., LINEX and SQUAREX loss functions are obtained. An approximation based on the Laplace approximation method (Tierney and Kadane, 1986) is used for obtaining the Bayes estimators of the parameters and reliability function. In order to compare the Bayes estimators under squared error loss, LINEX and SQUAREX loss functions respectively and the maximum likelihood estimator of the parameters and reliability function, Monte Carlo simulations are used.

Calibration and Uncertainty Analysis of Sample-Time Error on High Jitter of Samplers

  • Cho, Chihyun;Lee, Joo-Gwang;Kang, Tae-Weon;Kang, No-Weon
    • Journal of electromagnetic engineering and science
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    • 제18권3호
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    • pp.169-174
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    • 2018
  • In this paper, we propose an estimation method using multiple in-phase and quadrature (IQ) signals of different frequencies to evaluate the sample-time errors in the sampling oscilloscope. The estimator is implemented by ODRPACK, and a novel iteration scheme is applied to achieve fast convergence without any prior information. Monte-Carlo simulation is conducted to confirm the proposed method. It clearly shows that the multiple IQ approach achieves more accurate results compared to the conventional method. Finally, the criteria for the frequency selection and the signal capture time are investigated.

Tests for equivalence/non-inferiority based on odds ratio in matched-pair design

  • 고혜정;이재원
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.319-324
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    • 2003
  • 본 논문에서는 matched-pair design에서의 두 처리간 동등성/ 비열등성 검정에 대해 고려하였다. 기존에 비율차이나 risk ratio관점에서 동등성/비열등성 검정을 시행한 것과는 달리, 본 논문에서는 odds ratio에 기초하여 두 가지 검정통계량을 유도하였다. (1) constrained maximum likelihood estimator(mle)를 이용한 fieller type 통계량 (2) 제약없이 구한 mle를 사용한 wald-type 통계량). 비율 차이나 risk ratio에 기초한 기존의 통계적 방법들(비율차이에 근거한 (3) score-type 통계량과 (4) wald-type 통계량, risk ratio에 기초한 (5) fieller-type 통계량과 (6) wald-type 통계량)과 본 논문에서 제시한 두가지 통계량의 성능을 비교하기 위해 모의실험을 시행하였다. 모의실험 결과, 본 논문에서 제안한 constrained mle를 사용한 fieller type 통계량은 empirical type I error 측면에서 매우 만족스러운 결과를 보이고 있으며, 특히 비대각 셀의 확률이 작아질 경우에도 안정적인 성능을 보여준다.

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Estimation of Reliability for a Tow-Component Parallel Stress-Strength System

  • Hong, Yeon-Woong
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.89-98
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    • 1999
  • In this paper we estimate the reliability of parallel system with two components. We assume that the strengths of these components follow bivariate exponential(BVE) models proposed by Marshall-Olkin(1967) Block-Basu(1974) Freund(1961) and Proschan-Sullo(1974) These two components are subjected to a normally distributed random stress which is independent of the strength of the components. If the strengths ($\textit{X}_1$, $\textit{X}_2$) are subjected to a stress($\textit{Y}$) then the system reliability ($\textit{R}$) is given by $\textit{R}=\textit{P}[\textit{Y} We present some numerical results and compare the bias and the mean square error of the maximum likelihood estimator and proposed estimators for a moderate sized samples when $(\textit{X}_1, \textit{X}_2)$ follow BVE of Marshall-Olkin.

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Reliability Estimation in an Exponentiated Logistic Distribution under Multiply Type-II Censoring

  • Han, Jun-Tae;Kang, Suk-Bok;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1081-1091
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    • 2007
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter in an exponentiated logistic 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. We also propose and compare the estimators of the reliability function by using the proposed estimators of the parameters.

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추정된 쿨롱 마찰을 보상한 볼-스크류 시스템의 위치제어 (Position Control of Ball-Screw Systems with Compensation of Estimated Coulomb Friction)

  • 김한메;최정주;이영진;김종식
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 춘계학술대회
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    • pp.893-898
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    • 2003
  • Coulomb friction is an important factor for precise position tracking control systems. The control systems with friction causes the steady state error because of being sensitive to the change of system condition and highly nonlinear characteristics. To overcome these problems, we use an estimation scheme of Coulomb friction to experiment for it's compensating. The estimated factor for Coulomb friction is used as a feed-forward compensator to improve the tracking performance of ball-screw systems. The tracking performance was improved by compensating the estimated friction torque in the feed-forward term. And, the sliding mode control which is derived from the Lyapunov stability theorem is applied for robust stability and reducing chattering. The experimental results show that the sliding mode controller with adaptive friction compensator has a good tracking performance compared with the friction uncompensated controller.

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