• Title/Summary/Keyword: Likelihood Ratio Test

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A Test Based on Euler Angles of a Rotationally Symmetric Spherical Distribution

  • Shin, Yang-Kyu
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.67-77
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    • 1999
  • For a orientation-shift model supported on the unit sphere, Euler angles are the conventional measure to parametrize orientation-shifts. The essential role which is played by rotationally symmetry of an underlying distribution is reviewed. In this paper we propose the inference procedure based on Euler angles for the rotationally symmetric spherical distribution. The likelihood ratio test(LRT) based on the Euler angles is worked out. The asymptotic distribution of the test under the null hypotheses and certain contiguous alternatives is obtained.

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An Order Statistic-Based Spectrum Sensing Scheme for Cooperative Cognitive Radio Networks in Non-Gaussian Noise Environments (비정규 잡음 환경에서 협력 무선인지 네트워크를 위한 순서 기반 스펙트럼 센싱 기법)

  • Cho, Hyung-Weon;Lee, Youngpo;Yoon, Seokho;Bae, Suk-Neung;Lee, Kwang-Eog
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37A no.11
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    • pp.943-951
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    • 2012
  • In this paper, we propose a novel spectrum sensing scheme based on the order statistic for cooperative cognitive radio network in non-Gaussian noise environments. Specifically, we model the ambient noise as the bivariate isotropic symmetric ${\alpha}$-stable random variable, and then, propose a cooperative spectrum sensing scheme based on the order of observations and the generalized likelihood ratio test. From numerical results, it is confirmed that the proposed scheme offers a substantial performance improvement over the conventional scheme in non-Gaussian noise environments.

Voice Activity Detection Based on Real-Time Discriminative Weight Training (실시간 변별적 가중치 학습에 기반한 음성 검출기)

  • Chang, Sang-Ick;Jo, Q-Haing;Chang, Joon-Hyuk
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.45 no.4
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    • pp.100-106
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    • 2008
  • In this paper we apply a discriminative weight training employing power spectral flatness measure (PSFM) to a statistical model-based voice activity detection (VAD) in various noise environments. In our approach, the VAD decision rule is expressed as the geometric mean of optimally weighted likelihood ratio test (LRT) based on a minimum classification error (MCE) method which is different from the previous works in th at different weights are assigned to each frequency bin and noise environments depending on PSFM. According to the experimental results, the proposed approach is found to be effective for the statistical model-based VAD using the LRT.

Noisy Speech Enhancement Based on Complex Laplacian Probability Density Function (복소 라플라시안 확률 밀도 함수에 기반한 음성 향상 기법)

  • Park, Yun-Sik;Jo, Q-Haing;Chang, Joon-Hyuk
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.44 no.6
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    • pp.111-117
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    • 2007
  • This paper presents a novel approach to speech enhancement based on a complex Laplacian probability density function (pdf). With a use of goodness-of-fit (GOF) test we show that the complex Laplacian pdf is more suitable to describe the conventional Gaussian pdf. The likelihood ratio (LR) is applied to derive the speech absence probability in the speech enhancement algorithm. The performance of the proposed algorithm is evaluated by the objective test and yields better results compared with the conventional Gaussian pdf-based scheme.

Voice Personality Transformation Using a Probabilistic Method (확률적 방법을 이용한 음성 개성 변환)

  • Lee Ki-Seung
    • The Journal of the Acoustical Society of Korea
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    • v.24 no.3
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    • pp.150-159
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    • 2005
  • This paper addresses a voice personality transformation algorithm which makes one person's voices sound as if another person's voices. In the proposed method, one person's voices are represented by LPC cepstrum, pitch period and speaking rate, the appropriate transformation rules for each Parameter are constructed. The Gaussian Mixture Model (GMM) is used to model one speaker's LPC cepstrums and conditional probability is used to model the relationship between two speaker's LPC cepstrums. To obtain the parameters representing each probabilistic model. a Maximum Likelihood (ML) estimation method is employed. The transformed LPC cepstrums are obtained by using a Minimum Mean Square Error (MMSE) criterion. Pitch period and speaking rate are used as the parameters for prosody transformation, which is implemented by using the ratio of the average values. The proposed method reveals the superior performance to the previous VQ-based method in subjective measures including average cepstrum distance reduction ratio and likelihood increasing ratio. In subjective test. we obtained almost the same correct identification ratio as the previous method and we also confirmed that high qualify transformed speech is obtained, which is due to the smoothly evolving spectral contours over time.

Application of the Weibull-Poisson long-term survival model

  • Vigas, Valdemiro Piedade;Mazucheli, Josmar;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.325-337
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    • 2017
  • In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.

Comparison Density Representation of Traditional Test Statistics for the Equality of Two Population Proportions

  • Jangsun Baek
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.112-121
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    • 1995
  • Let $p_1$ and $p_2$ be the proportions of two populations. To test the hypothesis $H_0 : p_1 = p_2$, we usually use the $x^2$ statistic, the large sample binomial statistic Z, and the Generalized Likelihood Ratio statistic-2log $\lambda$developed based on different mathematical rationale, respectively. Since testing the above hypothesis is equivalent to testing whether two populations follow the common Bernoulli distribution, one may also test the hypothesis by comparing 1 with the ratio of each density estimate and the hypothesized common density estimate, called comparison density, which was devised by Parzen(1988). We show that the above traditional test statistics ate actually estimating the measure of distance between the true densities and the common density under $H_0$ by representing them with the comparison density.

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Comparative Study on Statistical Packages Analyzing Survival Model - SAS, SPSS, STATA -

  • Cho, Mi-Soon;Kim, Soon-Kwi
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.2
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    • pp.487-496
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    • 2008
  • Recently survival analysis becomes popular in a variety of fields so that a number of statistical packages are developed for analyzing the survival model. In this paper, several types of survival models are introduced and considered briefly. In addition, widely used three packages(SAS, SPSS, and STATA) for survival data are reviewed and their characteristics are investigated.

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Bayesian Multiple Comparisons for K-Exponential Populations with Type-II Censored Data by Fractional Bayes Factors

  • Mun, Gyeong-Ae;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.1
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    • pp.67-77
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    • 2002
  • We propose the Bayesian testing for the equality of K-exponential populations means with Type-II censored data. Specially we use the fractional Bayesian factors suggested by O'Hagan (1995) based on the noninformative priors for the parameters. And, we investigate the usefulness of the proposed Bayesian testing procedures via both real data analysis and simulations and compare the classical likelihood ratio(LR) test with the proposed Bayesian test.

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Tests for Mean Change with the Modified Cusum Statistics

  • Kim, Jae-Hee;Kim, Na-Yeon
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.187-199
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    • 2003
  • We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

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