• Communications for Statistical Applications and Methods
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• v.27 no.1
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• pp.97-108
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• 2020

This paper compares several methods for estimating parameters of normal inverse Gaussian distribution. Ordinary maximum likelihood estimation and the method of moment estimation often do not work properly due to restrictions on parameters. We examine the performance of adjusted estimation methods along with the ordinary maximum likelihood estimation and the method of moment estimation by simulation and real data application. We also see the effect of the initial value in estimation methods. The simulation results show that the ordinary maximum likelihood estimator is significantly affected by the initial value; in addition, the adjusted estimators have smaller root mean square error than ordinary estimators as well as less impact on the initial value. With real datasets, we obtain similar results to what we see in simulation studies. Based on the results of simulation and real data application, we suggest using adjusted maximum likelihood estimates with adjusted method of moment estimates as initial values to estimate the parameters of normal inverse Gaussian distribution.

• Communications for Statistical Applications and Methods
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• v.27 no.1
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• pp.47-64
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• 2020

In this paper, we derive some estimators of the scale parameter of the exponentiated half-logistic distribution based on the multiply Type-I hybrid censoring scheme. We assume that the shape parameter λ is known. We obtain the maximum likelihood estimator of the scale parameter σ. The scale parameter is estimated by approximating the given likelihood function using two different Taylor series expansions since the likelihood equation is not explicitly solved. We also obtain Bayes estimators using prior distribution. To obtain the Bayes estimators, we use the squared error loss function and general entropy loss function (shape parameter q = -0.5, 1.0). We also derive interval estimation such as the asymptotic confidence interval, the credible interval, and the highest posterior density interval. Finally, we compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. The average length of 95% intervals and the corresponding coverage probability are also obtained.

• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.1-8
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• 2004

We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Robin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method. A numerical example is also presented to illustrate the method.

• Proceedings of the KSRS Conference
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• 2004.10a
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• pp.291-293
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• 2004

The aim of this study was to cross-validate a spatial probabilistic model of landslide likelihood ratios at Boun, Janghung and Yongin, in Korea, using a Geographic Information System (GIS). Landslide locations within the study areas were identified by interpreting aerial photographs, satellite images and field surveys. Maps of the topography, soil type, forest cover, lineaments and land cover were constructed from the spatial data sets. The 14 factors that influence landslide occurrence were extracted from the database and the likelihood ratio of each factor was computed. 'Landslide susceptibility maps were drawn for these three areas using likelihood ratios derived not only from the data for that area but also using the likelihood ratios calculated from each of the other two areas (nine maps in all) as a cross-check of the validity of the method For validation and cross-validation, the results of the analyses were compared, in each study area, with actual landslide locations. The validation and cross-validation of the results showed satisfactory agreement between the susceptibility map and the existing landslide locations.

• Journal of the Korean Statistical Society
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• v.35 no.1
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• pp.63-77
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• 2006

Maximum product of spacings estimator is proposed in this paper as a competent alternative of maximum likelihood estimator for the parameters of exponentiated-Weibull distribution, which does work even when the maximum likelihood estimator does not exist. In addition, a Bayes type estimator known as generalized maximum likelihood estimator is also obtained for both of the shape parameters of the aforesaid distribution. Though, the closed form solutions for these proposed estimators do not exist yet these can be obtained by simple appropriate numerical techniques. The relative performances of estimators are compared on the basis of their relative risk efficiencies obtained under symmetric and asymmetric losses. An example based on simulated data is considered for illustration.

• ETRI Journal
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• v.31 no.3
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• pp.282-291
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• 2009

An online mean-shift object tracking algorithm, which consists of a learning stage and an estimation stage, is proposed in this work. The learning stage selects the features for tracking, and the estimation stage composes a likelihood image and applies the mean shift algorithm to it to track an object. The tracking performance depends on the quality of the likelihood image. We propose two schemes to generate and integrate likelihood images: one based on the discrete AdaBoost (DAB) and the other based on the real AdaBoost (RAB). The DAB scheme uses tuned feature values, whereas RAB estimates class probabilities, to select the features and generate the likelihood images. Experiment results show that the proposed algorithm provides more accurate and reliable tracking results than the conventional mean shift tracking algorithms.

• The Journal of the Acoustical Society of Korea
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• v.19 no.8
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• pp.47-53
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• 2000

In order to classify the underwater vehicles due to propeller propulsion, maximum likelihood classifier was developed. Propeller produces the cavitation and noise during its work. Cavitation-bubble makes the nonlinear medium in the water. The nonlinearity of cavitation leads to the generation of a complete spectrum of combination harmonics of the tonals of noise, and modulation of cavitation noise with propeller shaft-rates and blade-rates. The optimal estimator was derived mathematically and its capabilities were proven by simulation and real test.

• Asian-Australasian Journal of Animal Sciences
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• v.13 no.8
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• pp.1035-1039
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• 2000

This study developed a Poisson generalized linear mixed model and a procedure to estimate genetic parameters for count traits. The method derived from a frequentist perspective was based on hierarchical likelihood, and the maximum adjusted profile hierarchical likelihood was employed to estimate dispersion parameters of genetic random effects. Current approach is a generalization of Henderson's method to non-normal data, and was applied to simulated data. Underestimation was observed in the genetic variance component estimates for the data simulated with large heritability by using the Poisson generalized linear mixed model and the corresponding maximum adjusted profile hierarchical likelihood. However, the current method fitted the data generated with small heritability better than those generated with large heritability.

• Communications for Statistical Applications and Methods
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• v.25 no.4
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• pp.355-371
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• 2018

The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.313-322
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• 2015

A mixture distribution of a discrete uniform or degenerated distribution and two binomial distribution is proposed and a method of obtaining the maximum likelihood estimates of the parameters is provided. For the proposed model simulation studies were conducted to see performance of the maximum likelihood estimates and a mixture of a degenerated distribution and two binomial distributions was applied to fit a lecture evaluation data to show a good result.