• Title/Summary/Keyword: Likelihood Ratio

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The likelihood ratio test for detecting the best treatment among several exponential populations (지수분표에 있어서 최우수 처리의 판별을 위한 우도비 검정)

  • 황형태
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.151-157
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    • 1995
  • The method for detecting the best treatment is considered by means of hypothesis testing in the exponential case. The likelihood ratio test for a given hypothesis is derived to control the error probability, and the minimum powers in the interested regions are calculated to design the sampling plan.

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A Sharp Cramer-Rao type Lower-Bound for Median-Unbiased Estimators

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.187-198
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    • 1994
  • We derive a new Cramer-Rao type lower bound for the reciprocal of the density height of the median-unbiased estimators which improves most of the previous lower bounds and is attainable under much weaker conditions. We also identify useful necessary and sufficient condition for the attainability of the lower bound which is considerably weaker than those for the mean-unbiased estimators. It is shown that these lower bounds are attained not only for the family of continuous distributions with monotone likelihood ratio (MLR) property but also for the location and scale families with strong unimodal property.

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On a Bayesian P-value with the Coherence Property

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.731-740
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    • 2003
  • Schervish(1996) and Lavine and Schervish(1999) have shown that the classical P-values and the Bayes factors fail to achieve the so-called coherence property, respectively. In this paper, we propose a new type of Bayesian P-value, namely the type LR Bayesian P-value, satisfying the coherence property. The proposed Bayesian P-values are very easy to use with since they are simple functions of likelihood ratio. Their performances are discussed and compared with those of other methods under several situations.

Utterance Verification Using Anti-models Based on Neighborhood Information (이웃 정보에 기초한 반모델을 이용한 발화 검증)

  • Yun, Young-Sun
    • MALSORI
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    • no.67
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    • pp.79-102
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    • 2008
  • In this paper, we investigate the relation between Bayes factor and likelihood ratio test (LRT) approaches and apply the neighborhood information of Bayes factor to building an alternate hypothesis model of the LRT system. To consider the neighborhood approaches, we contemplate a distance measure between models and algorithms to be applied. We also evaluate several methods to improve performance of utterance verification using neighborhood information. Among these methods, the system which adopts anti-models built by collecting mixtures of neighborhood models obtains maximum error rate reduction of 17% compared to the baseline, linear and weighted combination of neighborhood models.

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Fault Detection and Isolation of Integrated Inertial/Satellite Navigation Systems Using the Generalized Likelihood Ratio Test (일반공산비 기법을 이용한 INS/GPS 통합시스템의 고장 검출 및 격리)

  • Shin, Jung-Hoon;Im, Yu-Chul;Yoo, Jun
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.55-55
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    • 2000
  • This paper presents a fault detection and isolation(FDI) method based on Ceneralized Likelihood Ratio(GLR) test for the tightly coupled INS/GPS. State and measurement GLR tests detect INS or GPS fault. Once the fault is detected, Multi-hypothesized GLR scheme performs the fault isolation between INS and GPS and find which satellite malfunctions. Simulation results show that the GLR method is effective enough to detect and isolate a fault of the integrated navigation system.

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On Testing Equality of Matrix Intraclass Covariance Matrices of $K$Multivariate Normal Populations

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.55-64
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    • 2000
  • We propose a criterion for testing homogeneity of matrix intraclass covariance matrices of K multivariate normal populations, It is based on a variable transformation intended to propose and develop a likelihood ratio criterion that makes use of properties of eigen structures of the matrix intraclass covariance matrices. The criterion then leads to a simple test that uses an asymptotic distribution obtained from Box's (1949) theorem for the general asymptotic expansion of random variables.

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The Bahadur Efficiency of the Power-Divergence Statistics Conditional on Margins for Testing homogeneity with Equal Sample Size

  • Kang, Seung-Ho
    • Journal of the Korean Statistical Society
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    • v.26 no.4
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    • pp.453-465
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    • 1997
  • The family of power-divergence statistics conditional on margins is considered for testing homogeneity of .tau. multinomial populations with equal sample size and the exact Bahadur slope is obtained. It is shown that the likelihood ratio test conditional on margins is the most Bahadur efficient among the family of power-divergence statistics.

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Comparing More than Two Agreement Measures Using Marginal Association

  • Oh, Myong-Sik
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.1023-1029
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    • 2009
  • Oh (2009) has proposed a likelihood ratio test for comparing two agreements for dependent observations based on the concept of marginal homogeneity and marginal stochastic ordering. In this paper we consider the comparison of more than two agreement measures. Simple ordering and simple tree ordering among agreement measures are investigated. Some test procedures, including likelihood ratio test, are discussed.

A Score Test for Detection of Outliers in Generalized Linear Models

  • Kahng, Myung-Wook;Kim, Min-Kyung
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.129-139
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    • 2004
  • We consider the problem of testing for outliers in generalized linear model. We proceed by first specifying a mean shift outlier model, assuming the suspect set of ourliers is known. Given this model, we discuss standard approaches to obtaining score test for outliers as an alternative to the likelihood ratio test.

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