• Title/Summary/Keyword: Likelihood test

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Testing Outliers in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.419-437
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    • 1995
  • Given the specific mean shift outlier model, several standard approaches to obtaining test statistic for outliers are discussed. Each of these is developed in detail for the nonlinear regression model, and each leads to an equivalent distribution. The geometric interpretations of the statistics and accuracy of linear approximation are also presented.

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Noise Robust Speaker Verification Using Subband-Based Reliable Feature Selection (신뢰성 높은 서브밴드 특징벡터 선택을 이용한 잡음에 강인한 화자검증)

  • Kim, Sung-Tak;Ji, Mi-Kyong;Kim, Hoi-Rin
    • MALSORI
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    • no.63
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    • pp.125-137
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    • 2007
  • Recently, many techniques have been proposed to improve the noise robustness for speaker verification. In this paper, we consider the feature recombination technique in multi-band approach. In the conventional feature recombination for speaker verification, to compute the likelihoods of speaker models or universal background model, whole feature components are used. This computation method is not effective in a view point of multi-band approach. To deal with non-effectiveness of the conventional feature recombination technique, we introduce a subband likelihood computation, and propose a modified feature recombination using subband likelihoods. In decision step of speaker verification system in noise environments, a few very low likelihood scores of a speaker model or universal background model cause speaker verification system to make wrong decision. To overcome this problem, a reliable feature selection method is proposed. The low likelihood scores of unreliable feature are substituted by likelihood scores of the adaptive noise model. In here, this adaptive noise model is estimated by maximum a posteriori adaptation technique using noise features directly obtained from noisy test speech. The proposed method using subband-based reliable feature selection obtains better performance than conventional feature recombination system. The error reduction rate is more than 31 % compared with the feature recombination-based speaker verification system.

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A New Statistical Voice Activity Detector Based on UMP Test (UMP 테스트에 근거한 새로운 통계적 음성검출기)

  • Jang, Keun-Won;Chang, Joon-Hyuk;Kim, Dong-Kook
    • The Journal of the Acoustical Society of Korea
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    • v.26 no.1
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    • pp.16-24
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    • 2007
  • Voice activity detectors (VADs) are important in wireless communication and speech signal processing. In the conventional VAD methods. an expression for the likelihood ratio test (LRT) based on statistical models is derived. Then, speech or noise is decided by comparing the value of the expression with a threshold. We propose a new method with the modified decision rule based on the Gaussian distribution and the uniformly most power (UMP) test. This method requires the distribution of the absolute value of the incoming speech signal. Then we can obtain the final decision through the relation between the Rayleigh distributions. This VAD method can detect speech without a priori signal-to-noise ratio (SNR) which is required in the conventional VAD algorithms. Additionally, in the various VAD performance tests, the proposed VAD method is shown to be more effective than the traditional scheme.

A Test of the Multivariate Normality Based on Likelihood Functions (가능도 함수를 기초로 한 다변량 정규성 검정)

  • Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.223-232
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    • 2002
  • The present paper develops a test of the multivariate normality based on nonlinear transformations and the likelihood function. For checking the normality, we test the shape parameter which indexes the family of transformations. A score test and a parametric bootstrap test are used to evaluate the discrepancy between the data and a multivariate normal distribution. In order to compare the performance of our test with the existing tests, a simulation study was carried out for several situations where nuisance parameters have to be estimated. The results showed that the proposed method is superior to the existing methods.

Speech detection using the probability of spectral occupancy (주파수 차지확률을 이용한 음성검출기 제안)

  • Hong, Seong-Bong;Ki, Tae-Young;Kim, Nam-Soo;Kim, Taejeong
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.171-174
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    • 2000
  • In this paper, we improve statistical-model-based speech detector using the probability that a speech occupies a frequency bin. While the previous method assumes speech energy occupies all the frequency components and use them with equal weights in the likelihood ratio test for speech detection, the proposed method assumes speech energy occupies just some frequency componets and use them with different weights in accordance with the probabilities of spectral occupancy in the test. The probability is iteratively up-dated for speech frames to contribute to the likelihood ratio test. The proposed method well reflects the characteristic distribution of speech spectrum, and yields better detection performance.

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A Projected Exponential Family for Modeling Semicircular Data

  • Kim, Hyoung-Moon
    • The Korean Journal of Applied Statistics
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    • v.23 no.6
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    • pp.1125-1145
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    • 2010
  • For modeling(skewed) semicircular data, we derive a new exponential family of distributions. We extend it to the l-axial exponential family of distributions by a projection for modeling any arc of arbitrary length. It is straightforward to generate samples from the l-axial exponential family of distributions. Asymptotic result reveals that the linear exponential family of distributions can be used to approximate the l-axial exponential family of distributions. Some trigonometric moments are also derived in closed forms. The maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for a goodness of t test of the l-axial exponential family of distributions. Samples of orientations are used to demonstrate the proposed model.

Parameter Estimation of the Two-Parameter Exponential Distribution under Three Step-Stress Accelerated Life Test

  • Moon, Gyoung-Ae;Kim, In-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1375-1386
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    • 2006
  • In life testing, the lifetimes of test units under the usual conditions are so long that life testing at usual conditions is impractical. Testing units are subjected to conditions of high stress to yield informations quickly. In this paper, the inferences of parameters on the three step-stress accelerated life testing are studied. The two-parameter exponential distribution with a failure rate function that a log-quadratic function of stress and the tempered failure rate model are considered. We obtain the maximum likelihood estimators of the model parameters and their confidence regions. A numerical example will be given to illustrate the proposed inferential procedures.

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Reliability Demonstration Test for a Finite Population Based on the Conjugacy of the Beta-Binomial Distribution (베타-이항분포의 공액성을 근거로 한 유한 모집단의 신뢰성 입증 시험)

  • Jeon, Jong-Seon;Ahn, Sun-Eung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.2
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    • pp.98-105
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    • 2012
  • This paper describes the Bayesian approach for reliability demonstration test based on the samples from a finite population. The Bayesian approach involves the technical method about how to combine the prior distribution and the likelihood function to produce the posterior distribution. In this paper, the hypergeometric distribution is adopted as a likelihood function for a finite population. The conjugacy of the beta-binomial distribution and the hypergeometric distribution is shown and is used to make a decision about whether to accept or reject the finite population judging from a viewpoint of faulty goods. A numerical example is also given.

ON ASYMPTOTIC TESTS IN TEREE-FACTOR FACTORIAL DESIGNS WITH NO REPLICATIONS

  • See, Kyoung-Ah
    • Journal of applied mathematics & informatics
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    • v.6 no.1
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    • pp.31-50
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    • 1999
  • We revisit the problems of testing three-factor classifica-tion models with a single observation per cell. A common approach in analyzing such nonreplicated data is to omit the highest order in-teraction and regard it as error. This paper discusses the use of a multiplicative model(See and Smith 1996 and 1998) which is applied on residuals in order to separate the variablility due to three-factor interaction from what is counted as random error. in particualr to test the significance of the interaction term we derived an approxi-mated distribution of the likelihood ratio test statistic based on the quadrilinear model known as Tucher's three-mode principal compo-nent model. The derivation utilizes the distribution of the eignevalues of the Wishart matrix.

Optimal Design of Accelerated Degradation Tests with Two Stress Variables in the Case that the Degradation Characteristic Follows Weibull Distribution (열화특성치가 와이블분포를 따르는 경우 두 가지 스트레스 변수를 고려한 가속열화시험의 최적 설계)

  • Lim, Heonsang;Kim, Yong Soo
    • Journal of Applied Reliability
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    • v.13 no.2
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    • pp.87-98
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    • 2013
  • Accelerated degradation tests (ADTs) measuring failure-related degradation characteristic at the accelerated condition are widely used to assess the reliability of highly reliable products. Often, however, little degradation could be observed even in single-stress ADTs due to the high reliability of test unit, and as a result poor estimate of the reliability may be obtained. ADTs with multiple stress variables can be employed to overcome such difficulties. In this paper, optimal ADT plans with two stress variables are developed assuming that the degradation characteristic follows Weibull distribution by determining the stress levels, the proportion of test units allocated to each stress level such that the asymptotic variance of the maximum likelihood estimator of the q-th quantile of the lifetime distribution at the use condition is minimized.