• KSII Transactions on Internet and Information Systems (TIIS)
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• v.6 no.4
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• pp.1063-1075
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• 2012

To locate an object accurately in the wireless sensor networks, the distance measure based on time-delay plays an important role. In this paper, we propose a maximum likelihood (ML) time-delay estimation algorithm in multi-path wireless propagation channel. We get the joint probability density function after sampling the frequency domain response of the multi-path channel, which could be obtained by the vector network analyzer. Based on the ML criterion, the time-delay values of different paths are estimated. Considering the ML function is non-linear with respect to the multi-path time-delays, we first obtain the coarse values of different paths using the subspace fitting algorithm, then take them as an initial point, and finally get the ML time-delay estimation values with the pattern searching optimization method. The simulation results show that although the ML estimation variance could not reach the Cramer-Rao lower bounds (CRLB), its performance is superior to that of subspace fitting algorithm, and could be seen as a fine algorithm.

• The Journal of Asian Finance, Economics and Business
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• v.5 no.1
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• pp.11-16
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• 2018

This research examines the alternative ways of estimating the coefficient of non-diversifiable risk, namely beta coefficient, in Capital Asset Pricing Model (CAPM) introduced by Sharpe (1964) that is an essential element of assessing the value of diverse assets. The non-parametric methods used in this research are the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator). The Jackknife, the resampling technique, is also employed to validate the results. According to finance literature and common practices, these coecients have often been estimated using Ordinary Least Square (LS) regression method and monthly return data set. The empirical results of this research pointed out that the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) performed much better than Ordinary Least Square (LS) in terms of eciency for large-cap stocks trading actively in the United States markets. Interestingly, the empirical results also showed that daily return data would give more accurate estimation than monthly return data in both Ordinary Least Square (LS) and robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) regressions.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.390-390
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• 2019

Application of Hidden Markov Model (HMM) to the hydrological time series would be an innovative way to identify extreme rainfall events in a series. Even though the optimum number of hidden states can be identify based on maximizing the log-likelihood or minimizing Bayesian information criterion. However, occasionally value for the log-likelihood keep increasing with the state which gives false identification of the optimum hidden state. Therefore, this study attempts to identify optimum number of hidden states for Colombo station, Sri Lanka as fundamental approach to identify frequency and percentage of extreme rainfall events for the station. Colombo station consisted of daily rainfall values between 1961 and 2015. The representative station is located at the wet zone of Sri Lanka where the major rainfall season falls on May to September. Therefore, HMM was ran for the season of May to September between 1961 and 2015. Results showed more or less similar log-likelihood which could be identified as maximum for states between 4 to 7. Therefore, measure of central tendency (i.e. mean, median, mode, standard deviation, variance and auto-correlation) for observed and simulated daily rainfall series was carried to each state to identify optimum state which could give statistically compatible results. Further, the method was applied for the second major rainfall season (i.e. October to February) for the same station as a comparison.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.341-352
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• 2003

Collecting data through experiment, the observers are an import source of measurement error and the inference on the measure of agreement, say kappa, is necessary. The models commonly used are complicated general mixture model, which have many nuisance parameters. Orthogonalization of parameters reduce the effect of nuisance parameter. Orthogonalization of estimating function gives the same effect as the parameter orthogonalization. In this study, the method for orthogonalization of estimating equation is studied and applied to the Beta-binomial model to examine the properties of the estimate of kappa. As a result, the likelihood function is insensitive to the change of the nuisance parameter and bias is smaller than the result of m.1.e. when kappa has extreme values

• ETRI Journal
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• v.32 no.5
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• pp.795-800
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• 2010

Embedding a large vocabulary speech recognition system in mobile devices requires a reduced acoustic model obtained by eliminating redundant model parameters. In conventional optimization methods based on the minimum description length (MDL) criterion, a binary Gaussian tree is built at each state of a hidden Markov model by iteratively finding and merging similar mixture components. An optimal subset of the tree nodes is then selected to generate a downsized acoustic model. To obtain a better binary Gaussian tree by improving the process of finding the most similar Gaussian components, this paper proposes a new distance measure that exploits the difference in likelihood values for cases before and after two components are combined. The mixture weight of Gaussian components is also introduced in the component merging step. Experimental results show that the proposed method outperforms MDL-based optimization using either a Kullback-Leibler (KL) divergence or weighted KL divergence measure. The proposed method could also reduce the acoustic model size by 50% with less than a 1.5% increase in error rate compared to a baseline system.

• Journal of Astronomy and Space Sciences
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• v.28 no.4
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• pp.267-271
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• 2011

I developed an enhanced correction method for Ricean bias which occurs in linear polarization measurement. Two known methods for Ricean bias correction are reviewed. In low signal-to-noise area, the method based on the mode of the equation gives better representation of the fractional polarization. But a caution should be given that the accurate estimation of noise level, i.e. ${\sigma}$ of the polarized flux, is important. The maximum likelihood method is better choice for high signal-to-noise area. I suggest a hybrid method which uses the mode of the equation at the low signal-to-noise area and takes the maximum likelihood method at the high signal-to-noise area. A modified correction coefficient for the mode solution is proposed. The impact on the depolarization measure analysis is discussed.

• Korean Journal of Optics and Photonics
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• v.10 no.1
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• pp.1-4
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• 1999

A confocal microscope system was used to study the bursts of fluorescence photons from single dye molecules excited at 638 nm by a short-pulsed diode laser with a repetition rate of 17 MHz. A red dye, JA22, in ethylene glycol solution was used as a sample. The fluorescence decay curves of single molecules were acquired using a time-correlated single photon counting and analyzed by a maximum likelihood estimator. It was possible to measure the fluorescence decay times with an error probability of 21% at photon number of more than 40 per dye molecule.

• Journal of the Korean Statistical Society
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• v.35 no.2
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• pp.167-177
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• 2006

An important role of statistical analysis in science is interpreting observed data as evidence, that is 'what do the data say?'. Although standard statistical methods (hypothesis testing, estimation, confidence intervals) are routinely used for this purpose, the theory behind those methods contains no defined concept of evidence and no answer to the basic question 'when is it correct to say that a given body of data represent evidence supporting one statistical hypothesis against another?' (Royall, 1997). In this article, we use likelihood ratios to measure evidence provided by record values in favor of a hypothesis and against an alternative. This hypothesis is concerned on mean of an exponential model and prediction of future record values.

• Journal of the Korean Data and Information Science Society
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• v.7 no.2
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• pp.257-262
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• 1996

When we are estimate the smoothing parameter in spline regression model, we deal the diagnostic of influence observations as posteriori analysis. When we use Generalized Maximum Likelihood Function as the estimation method of smoothing parameter, we propose the diagnostic measure for influencial observations in the obtained estimate, and we introduce the finding method of the proper smoothing parameter estimate.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.297-307
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• 2006

Most methods for describing the relationship among random variables require specific probability distributions and some assumptions of random variables. The mutual information based on the entropy to measure the dependency among random variables does not need any specific assumptions. And the redundancy which is a analogous version of the mutual information was also proposed. In this paper, the redundancy and mutual information are explored to multi-dimensional categorical data. It is found that the redundancy for categorical data could be expressed as the function of the generalized likelihood ratio statistic under several kinds of independent log-linear models, so that the redundancy could also be used to analyze contingency tables. Whereas the generalized likelihood ratio statistic to test the goodness-of-fit of the log-linear models is sensitive to the sample size, the redundancy for categorical data does not depend on sample size but its cell probabilities itself.