• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.1C
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• pp.110-116
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• 2008

Maximum likelihood(ML) diretion-of-arrival(DOA) estimation is essentially optimization of multivariable nonlinear cost function. Since the final estimate is highly dependent on the initial estimate, an initialization is critical in nonlinear optimization. We propose a multi-dimensional(M-D) search scheme of uniform exhaustive search and improved exhaustive search. Improved exhaustive search is superior to uniform exhaustive search in terms of the computational complexity and the accuracy of the estimates.

• Journal of the Korean Statistical Society
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• v.32 no.1
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• pp.1-10
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• 2003

We consider obtaining graphical summaries of uncertainty in estimates of parameters in nonlinear models. A nonlinear constrained optimization algorithm is developed for likelihood based confidence intervals for the functions of parameters in the model The results are applied to the problem of finding significance levels in nonlinear models.

• International Journal of Reliability and Applications
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• v.9 no.1
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• pp.31-52
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• 2008

In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.

• Journal of Korea Water Resources Association
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• v.52 no.11
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• pp.931-940
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• 2019

In hydrologic models, parameters are mainly used to reflect hydrologic elements or to supplement the simplified models. In this process, the proper selection of the parameters in the model can reduce the uncertainty. Accordingly, this study attempted to quantify the uncertainty of SWAT parameters using the General Likelihood Uncertainty Estimation (GLUE). Uncertainty analysis on SWAT parameters was conducted by using the formal and informal likelihood measures. The Lognormal function and Nash-Sutcliffe Efficiency (NSE) were used for formal and informal likelihood, respectively. Subjective factors are included in the selection of the likelihood function and the threshold, but the behavioral models were created by selecting top 30% lognormal for formal likelihood and NSE above 0.5 for informal likelihood. Despite the subjectivity in the selection of the likelihood and the threshold, there was a small difference between the formal and informal likelihoods. In addition, among the SWAT parameters, ALPHA_BF which reflects baseflow characteristics is the most sensitive. Based on this study, if the range of SWAT model parameters satisfying a certain threshold for each watershed is classified, it is expected that users will have more practical or academic access to the SWAT model.

• The Korean Journal of Applied Statistics
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• v.29 no.5
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• pp.887-896
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• 2016

The Neyman-Scott Rectangular Pulse (NSRP) model is used to model the hourly rainfall series. This model uses a modest number of parameters to represent the rainfall processes and underlying physical phenomena such as the arrival of a storm or rain cells. In this paper, we proposed approximated likelihood function for the NSRP model and applied the proposed method to precipitation data in Seoul.

• International Journal of Reliability and Applications
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• v.17 no.1
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• pp.65-84
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• 2016

Motivated by the recent work of Cordeiro and Castro (2011), we study the Kumaraswamy exponentiated Frechet distribution (KEF). We derive some mathematical properties of the (KEF) including moment generating function, moments, quantile function and incomplete moment. We provide explicit expressions for the density function of the order statistics and their moments. In addition, the method of maximum likelihood and least squares and weighted least squares estimators are discuss for estimating the model parameters. A real data set is used to illustrate the importance and flexibility of the new distribution.

• Journal of the Korean Data Analysis Society
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• v.20 no.6
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• pp.2747-2757
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• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

• The Journal of the Acoustical Society of Korea
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• v.20 no.8
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• pp.58-66
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• 2001

In this paper, a computationally efficient time delay and doppler estimation algorithm is proposed for active sonar with Linear Frequency Modulated (LFM) signal. To reduce the computational burden of the conventional estimation algorithm, an algebraic equation is used which represents the relationship between the time delay and doppler in cross-ambiguity function of the LFM signal. The algebraic equation is derived based on the Fast maximum Likelihood (FML) method. Using this algebraic relation, the time delay and doppler are estimated with two 1-D search instead of the conventional 2-D search. The estimation errors of the proposed algorithm are analyzed for various SNR's. The simulation result demonstrates the good performance of the proposed algorithm.

• Journal of KIISE:Software and Applications
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• v.35 no.7
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• pp.417-423
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• 2008

In this paper we present a probabilistic method for source separation in the case here each source has a certain temporal structure. We tackle the problem of source separation by maximum pseudo-likelihood estimation, representing the latent function which characterizes the temporal structure of each source by a random process with a Gaussian prior. The resulting pseudo-likelihood of the data is Gaussian, determined by a mixing matrix as well as by the predictive mean and covariance matrix that can easily be computed by Gaussian process (GP) regression. Gradient-based optimization is applied to estimate the demixing matrix through maximizing the log-pseudo-likelihood of the data. umerical experiments confirm the useful behavior of our method, compared to existing source separation methods.