• Title/Summary/Keyword: Likelihood Analysis

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Risk Analysis System in Fuzzy Set Theory (퍼지 집합론을 이용한 위험분석 시스템)

  • 홍상우
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.13 no.21
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    • pp.29-41
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    • 1990
  • An assessment of risk in industrial and urban environments is essential in the prevention of accident and in the analysis of situations which are hazardous to public health and safety. The risk imposed by a particular hazard increases with the likelihood of occurence of the event, the exposure and the possible consequence of that event. In a traditional approach, the calculation of a quantitative value of risk is usually based on an assignment of numerical values of each of the risk factors. Then the product of the values of likelihood, exposure and consequences called risk score is derived. However vagueness and imprecision in mathematical quantification of risk are equated with fuzziness rather than randomness. In this paper, a fuzzy set theoretic approach to risk analysis is proposed as an alternative to the techniques currently used in the area of systems safety. Then the concept of risk evaluation using linguistic representation of the likelihood, exposure and consequences is introduced. A risk assessment model using approximate reasoning technique based on fuzzy logic is presented to drive fuzzy values of risk and numerical example for risk analysis is also presented to illustrate the results.

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On Bootstrapping; Bartlett Adjusted Empirical Likelihood Ratio Statistic in Regression Analysis

  • Woochul Kim;Duk-Hyun Ko;Keewon Lee
    • Journal of the Korean Statistical Society
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    • v.25 no.2
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    • pp.205-216
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    • 1996
  • The bootstrap calibration method for empirical likelihood is considered to make a confidence region for the regression coefficients. Asymptotic properties are studied regarding the coverage probability. Small sample simulation results reveal that the bootstrap calibration works quite well.

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Empirical Bayes Estimate for Mixed Model with Time Effect

  • Kim, Yong-Chul
    • Communications for Statistical Applications and Methods
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    • v.9 no.2
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    • pp.515-520
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    • 2002
  • In general, we use the hierarchical Poisson-gamma model for the Poisson data in generalized linear model. Time effect will be emphasized for the analysis of the observed data to be collected annually for the time period. An extended model with time effect for estimating the effect is proposed. In particularly, we discuss the Quasi likelihood function which is used to numerical approximation for the likelihood function of the parameter.

Minimum Hellinger Distance Bsed Goodness-of-fit Tests in Normal Models: Empirical Approach

  • Dong Bin Jeong
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.967-976
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    • 1999
  • In this paper we study the Hellinger distance based goodness-of-fit tests that are analogs of likelihood ratio tests. The minimum Hellinger distance estimator (MHDE) in normal models provides an excellent robust alternative to the usual maximum likelihood estimator. Our simulation results show that the Hellinger deviance test (Simpson 1989) based goodness-of-fit test is robust when data contain outliers. The proposed hellinger deviance test(Simpson 1989) is a more direcct method for obtaining robust inferences than an automated outlier screen method used before the likelihood ratio test data analysis.

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Influence Analysis on a Test Statistic in Canonical Correlation Analysis

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.347-355
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    • 2001
  • We propose a method for detecting influential observations that have a large influence on the likelihood ratio test statistic for the two sets of variables are uncorrelated with one another. For this purpose we derive a local influence measure for the likelihood ratio test statistic under certain perturbation scheme. An illustrative example is given to show the effectiveness of the proposed method on the identification of influential observations.

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LOCAL INFLUENCE ON THE GOODNESS-OF-FIT TEST STATISTIC IN MAXIMUM LIKELIHOOD FACTOR ANALYSIS

  • Jung, Kang-Mo
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.489-498
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    • 1998
  • The influence of observations the on the goodness-of-fit test in maximum likelihood factor analysis is investigated by using the local influence method. under an appropriate perturbation the test statistic forms a surface. One of main diagnostics is the maximum slope of the perturbed surface the other is the direction vector cor-responding to the curvature. These influence measures provide the information about jointly influence measures provide the information about jointly influential observations as well as individ-ually influential observations.

Inference for Order Restrictions on Odds in 2 * k Contingency Tables

  • Oh, Myong-Sik
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.381-391
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    • 1996
  • In the analysis of contingency table with ordered categories, the relationship between odds for adjacent categories has received con-siderable interest. We consider likelihood ratio tests of independence against an order restriction on odds in 2 $\times$ k contingency tables.

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A Joint Frailty Model for Competing Risks Survival Data (경쟁위험 생존자료에 대한 결합 프레일티모형)

  • Ha, Il Do;Cho, Geon-Ho
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1209-1216
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    • 2015
  • Competing-risks events are often observed in a clustered clinical study such as a multi-center clinical trial. We propose a joint modelling approach via a shared frailty term for competing risks survival data from a cluster. For the inference we use the hierarchical likelihood (or h-likelihood), which avoids an intractable integration. We derive the corresponding h-likelihood procedure. The proposed method is illustrated via the analysis of a practical data set.

Maximum Likelihood Receivers for DAPSK Signaling

  • Xiao Lei;Dong Xiaodai;Tjhung Tjeng T.
    • Journal of Communications and Networks
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    • v.8 no.2
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    • pp.205-211
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    • 2006
  • This paper considers the maximum likelihood (ML) detection of 16-ary differential amplitude and phase shift keying (DAPSK) in Rayleigh fading channels. Based on the conditional likelihood function, two new receiver structures, namely ML symbol-by-symbol receiver and ML sequence receiver, are proposed. For the symbol-by-symbol detection, the conventional DAPSK detector is shown to be sub-optimum due to the complete separation in the phase and amplitude detection, but it results in very close performance to the ML detector provided that its circular amplitude decision thresholds are optimized. For the sequence detection, a simple Viterbi algorithm with only two states are adopted to provide an SNR gain around 1 dB on the amplitude bit detection compared with the conventional detector.

Prole likelihood estimation of generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Han, Song-Hui;Seo, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.597-603
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    • 2011
  • The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide prole likelihood estimation of the shape parameter and scale parameter in the generalized half logistic distribution based on progressively Type-II censored data. We also introduce approximate maximum prole likelihood estimates for the scale parameter. As an illustration, we examine the validity of our estimation using real data and simulated data.