• 제목/요약/키워드: Likelihood ratio

검색결과 717건 처리시간 0.03초

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

  • 황형태
    • 응용통계연구
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    • 제8권1호
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    • pp.151-157
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    • 1995
  • 다수의 지수분포에 있어서 최우수 처리를 판별하는 방법을 가설검정의 형식으로 연구하였다. 최우수 처리의 판별을 위해 적절한 가설을 설정하고, 주어진 유의수준을 만족시키는 우도비 검정 방법을 유도하였으며, 관심영역에서의 최소 검정력을 계산함으로써 실제 표본 설계가 가능하도록 하였다.

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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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    • 제23권1호
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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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    • 제10권3호
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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.

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

  • 신정훈;임유철;유준
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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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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    • 제7권1호
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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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    • 제26권4호
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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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    • 제16권6호
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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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    • 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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