• 제목/요약/키워드: Likelihood Ratio Model

검색결과 230건 처리시간 0.029초

Some Remarks on the Likelihood Inference for the Ratios of Regression Coefficients in Linear Model

  • Kim, Yeong-Hwa;Yang, Wan-Yeon;Kim, M.J.;Park, C.G.
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.251-261
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    • 2004
  • The paper focuses primarily on the standard linear multiple regression model where the parameter of interest is a ratio of two regression coefficients. The general model includes the calibration model, the Fieller-Creasy problem, slope-ratio assays, parallel-line assays, and bioequivalence. We provide an orthogonal transformation (cf. Cox and Reid (1987)) of the original parameter vector. Also, we give some remarks on the difficulties associated with likelihood based confidence interval.

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Automatic Speech Database Verification Method Based on Confidence Measure

  • Kang Jeomja;Jung Hoyoung;Kim Sanghun
    • 대한음성학회지:말소리
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    • 제51호
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    • pp.71-84
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    • 2004
  • In this paper, we propose the automatic speech database verification method(or called automatic verification) based on confidence measure for a large speech database. This method verifies the consistency between given transcription and speech using the confidence measure. The automatic verification process consists of two stages : the word-level likelihood computation stage and multi-level likelihood ratio computation stage. In the word-level likelihood computation stage, we calculate the word-level likelihood using the viterbi decoding algorithm and make the segment information. In the multi-level likelihood ratio computation stage, we calculate the word-level and the phone-level likelihood ratio based on confidence measure with anti-phone model. By automatic verification, we have achieved about 61% error reduction. And also we can reduce the verification time from 1 month in manual to 1-2 days in automatic.

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Closeness of Lindley distribution to Weibull and gamma distributions

  • Raqab, Mohammad Z.;Al-Jarallah, Reem A.;Al-Mutairi, Dhaifallah K.
    • Communications for Statistical Applications and Methods
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    • 제24권2호
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    • pp.129-142
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    • 2017
  • In this paper we consider the problem of the model selection/discrimination among three different positively skewed lifetime distributions. Lindley, Weibull, and gamma distributions have been used to effectively analyze positively skewed lifetime data. This paper assesses how much closer the Lindley distribution gets to Weibull and gamma distributions. We consider three techniques that involve the likelihood ratio test, asymptotic likelihood ratio test, and minimum Kolmogorov distance as optimality criteria to diagnose the appropriate fitting model among the three distributions for a given data set. Monte Carlo simulation study is performed for computing the probability of correct selection based on the considered optimality criteria among these families of distributions for various choices of sample sizes and shape parameters. It is observed that overall, the Lindley distribution is closer to Weibull distribution in the sense of likelihood ratio and Kolmogorov criteria. A real data set is presented and analyzed for illustrative purposes.

영과잉을 고려한 중심상업지구 교통사고모형 개발에 관한 연구 (Safety Performance Functions for Central Business Districts Using a Zero-Inflated Model)

  • 이상혁;우용한
    • 한국도로학회논문집
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    • 제18권4호
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    • pp.83-92
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    • 2016
  • PURPOSES : The purpose of this study was to develop safety performance functions (SPFs) that use zero-inflated negative binomial regression models for urban intersections in central business districts (CBDs), and to compare the statistical significance of developed models against that of regular negative binomial regression models. METHODS : To develop and analyze the SPFs of intersections in CBDs, data acquisition was conducted for dependent and independent variables in areas of study. We analyzed the SPFs using zero-inflated negative binomial regression model as well as regular negative binomial regression model. We then compared the results by analyzing the statistical significance of the models. RESULTS : SPFs were estimated for all accidents and injury accidents at intersections in CBDs in terms of variables such as AADT, Number of Lanes at Major Roads, Median Barriers, Right Turn with an Exclusive Turn Lane, Turning Guideline, and Front Signal. We also estimated the log-likelihood at convergence and the likelihood ratio of SPFs for comparing the zero-inflated model with the regular model. In he SPFs, estimated log-likelihood at convergence and the likelihood ratio of the zero-inflated model were at -836.736, 0.193 and -836.415, 0.195. Also estimated the log-likelihood at convergence and likelihood ratio of the regular model were at -843.547, 0.187 and -842.631, 0.189, respectively. These figures demonstrate that zero-inflated negative binomial regression models can better explain traffic accidents at intersections in CBDs. CONCLUSIONS : SPFs that use a zero-inflated negative binomial regression model demonstrate better statistical significance compared with those that use a regular negative binomial regression model.

클러터 환경에서의 GLRT 기반 표적 탐지성능 (Target Detection Performance in a Clutter Environment Based on the Generalized Likelihood Ratio Test)

  • 서진배;전주환;정지현;김진욱
    • 한국전자파학회논문지
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    • 제30권5호
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    • pp.365-372
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    • 2019
  • 본 논문에서는 일반화우도비검정(generalized likelihood ratio test: GLRT)에 있는 모르는 파라미터(표적의 크기, 클러터의 파라미터)를 최대우도추정(maximum likelihood estimation: MLE) 방법 또는 Newton-Raphson method를 통해 추정하는 방법에 대해서 제안하였다. 클러터 환경에서 표적을 탐지할 경우, 실제 환경과 유사하게 클러터의 수식적인 모델을 세우는 것이 중요하다. 이러한 서로 상관된 클러터 모델은 SIRV(Spherically Invariant Random Vector)를 이용하여 생성할 수 있다. 생성된 클러터 모델에 대한 일반화우도비검정 식을 세우고, 추정된 파라미터에 대한 일반화우도비검정의 탐지확률을 모의실험을 통해 확인하였다.

APPLICATION OF LIKELIHOOD RATIO A MODEL FOR LANDSLIDE SUSCEPTIBILITY MAPPING USING GIS AT JANGHUNG, KOREA

  • Choi, Jae-Won;Lee, Saro;Yu, Young-Tae
    • 한국GIS학회:학술대회논문집
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    • 한국GIS학회 2003년도 공동 춘계학술대회 논문집
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    • pp.63-63
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    • 2003
  • The aim of this study is to apply and verify of Bayesian probability model, the likelihood ratio and statistical model, at Janghung, Korea, using a Geographic Information System (GIS). Landslide locations were identified in the study area from interpretation of IRS satellite images, field surveys, and maps of the topography, soil type, forest cover, geology and land use were constructed to spatial database. The factors that influence landslide occurrence, such as slope, aspect and curvature of topography were calculated from the topographic database. Texture, material, drainage and effective soil thickness were extracted from the soil database, and type, diameter and density of forest were extracted from the forest database. Land use was classified from the Landsat TM image satellite image. As each factor's ratings, the likelihood ratio coefficient were overlaid for landslide susceptibility mapping, Then the landslide susceptibility map was verified and compared using the existing landslide location. The results can be used to reduce hazards associated with landslides management and to plan land use and construction.

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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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    • 제15권1호
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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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변화시점이 있는 영과잉-포아송모형에서 돌출대립가설에 대한 우도비검정 (Likelihood Ratio Test for the Epidemic Alternatives on the Zero-Inflated Poisson Model)

  • 김경무
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.247-253
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    • 1998
  • 영과잉-포아송모형에서 변화시점이 있는 경우, 돌출대립가설에 대한 우도비검정을 이용하여 변화시점의 유 무를 알아보았다. 변화시점에 대한 추정은 최소제곱법을 이용하였고 이를 최우추정법을 이용하기 위한 초기치로 활용하였다. 또한 대립가설에 대한 몇가지 흥미있는 모수들을 적률법을 이용하여 추정하였다. 모의실험을 통하여 이들 추정 량을 비교하였고 결과 변화시점에 대한 추정은 최소제곱법보다는 최우추정법이 바람직하게 나타났고 흥미있는 몇가지 모수들에 대해서는 최우추정량이 적률추정량보다 우수하게 나타났다.

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

  • 윤영선
    • 대한음성학회지:말소리
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    • 제67호
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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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Suppression and Collapsibility for Log-linear Models

  • Sun, Hong-Chong
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.519-527
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    • 2004
  • Relationship between the partial likelihood ratio statistics for logisitic models and the partial goodness-of-fit statistics for corresponding log-linear models is discussed. This paper shows how definitions of suppression in logistic model can be adapted for log-linear model and how they are related to confounding in terms of collapsibility for categorical data. Several $2{times}2{times}2$ contingency tables are illustrated.