• Title/Summary/Keyword: Likelihood test

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

  • 황형태
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.151-157
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    • 1995
  • The method for detecting the best treatment is considered by means of hypothesis testing in the exponential case. The likelihood ratio test for a given hypothesis is derived to control the error probability, and the minimum powers in the interested regions are calculated to design the sampling plan.

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Parametric Tests and Estimation of Mean Change in Discrete Distributions

  • Kim, Jae-Hee;Cheon, Soo-Young
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.511-518
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    • 2009
  • We consider the problem of testing for change and estimating the unknown change-point in a sequence of time-ordered observations from the binomial and Poisson distributions. Including the likelihood ratio test, Gombay and Horvath (1990) tests are studied and the proposed change-point estimator is derived from their test statistic. A power study of tests and a comparison study of change-point estimators are done via simulation.

Test for Independence in Bivariate Weibull Model under Bivariate Random Censorship

  • Cho, Jang-Sik;Cho, Kil-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.789-797
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    • 2003
  • In this paper, we consider two components system which have bivariate weibull model with bivariate random censored data. We proposed large sample test for independence based on maximum likelihood estimator and relative frequency estimator, respectively. Also we derive asymptotic properties for the large sample tests and present a numerical study.

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Utterance Verification Using Anti-models Based on Neighborhood Information (이웃 정보에 기초한 반모델을 이용한 발화 검증)

  • Yun, Young-Sun
    • MALSORI
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    • no.67
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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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Fault Detection and Isolation of Integrated Inertial/Satellite Navigation Systems Using the Generalized Likelihood Ratio Test (일반공산비 기법을 이용한 INS/GPS 통합시스템의 고장 검출 및 격리)

  • Shin, Jung-Hoon;Im, Yu-Chul;Yoo, Jun
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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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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    • v.7 no.1
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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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A Comparative Study of Assessing Average Bioequivalence in $2{\times}2$ Crossover Design with Missing Observations

  • Park, Sang-Gue;Choi, Ji-Yun
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.245-257
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    • 2006
  • A modified Anderson and Hauck(1983) test for analyzing a two-sequence two-period crossover design in bioequivalence trials is proposed when some observations at the second period are missing. It is based on the maximum likelihood estimators of average bioequivalence model and designed for handling missing at random(MAR) situation. The performance of the proposed test is compared to other tests using Monte Carlo simulations.

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Goodness-of-fit Test for the Extreme Value Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1441-1448
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    • 2008
  • We propose the modified quantile-quantile (Q-Q) plot using the approximate maximum likelihood estimators and the modified normalized sample Lorenz curve (NSLC) plot for the extreme value distribution based on multiply Type-II censored samples. Using two example data sets, we picture the modified Q-Q plot and the modified NSLC plot.

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Estimation of Freund model under censored data

  • Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.403-409
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    • 2012
  • We consider a life testing experiment in which several two-component shared parallel systems are put on test, and the test is terminated at a predesigned experiment time. In this thesis, the maximum likelihood estimators for parameters of Freund's bivariate exponential distribution under the system level life testing are obtained. Results of comparative studies based on Monte Carlo simulation are presented.