• Journal of the Korean Statistical Society
• /
• v.26 no.2
• /
• pp.261-276
• /
• 1997

In the context of binary response regression, the problem of constructing Bayesian goodness-of-link test for testing logit link versus probit link is considered. Based upon the well known facts that cdf of logistic variate .approx. cdf of $t_{8}$/.634 and, as .nu. .to. .infty., cdf of $t_{\nu}$ approximates to that of N(0,1), Bayes factor is derived as a test criterion. A synthesis of the Gibbs sampling and a marginal likelihood estimation scheme is also proposed to compute the Bayes factor. Performance of the test is investigated via Monte Carlo study. The new test is also illustrated with an empirical data example.e.

• Journal of the Korean Institute of Intelligent Systems
• /
• v.21 no.1
• /
• pp.25-28
• /
• 2011

In this paper, we study some properties of condition for fuzzy data, agrement index by ratio of area and the uniformly most powerful fuzzy test of hypothesis. Also, we suggest a confidence bound for uniformly most powerful fuzzy test. For illustration, we take the most powerful critical fuzzy region from exponential distribution by likelihood ratio and test the hypothesis of ${\chi}^2$-distribution by agreement index.

• Journal of the Korean Data and Information Science Society
• /
• v.9 no.2
• /
• pp.289-298
• /
• 1998

We investigate the distribution of likelihood ratio test(LRT) of null hypothesis a sample is from single gamma with unknown shape and scale against the alternative hypothesis a sample is from a mixture of two gammas, each with unknown scale and unknown (but equal) scale. To obtain stable maximum likelihood estimates(MLE) of a mixture of two gamma distributions, the EM(Dempster, Laird, and Robin(1977))and Modified Newton(Jensen and Johansen(1991)) algorithms were implemented. Based on EM, we made a simple structure likelihood equation for each parameter and could obtain stable solution by Modified Newton Algorithms. Simulation study was conducted to investigate the distribution of LRT for sample size n = 25, 50, 75, 100, 50, 200, 300, 400, 500 with 2500 replications. To determine the small sample distribution of LRT, I considered the model of a gamma distribution with shape parameter equal to 1 + f(n) and scale parameter equal to 2. The simulation results indicate that the null distribution is essentially invariant to the value of the shape parameter. Modeling of the null distribution indicates that it is well approximated by a gamma distribution with shape parameter equal to the quantity $0.927+1.18/\sqrt{n}$ and scale parameter equal to 2.16.

• Proceedings of the KSRS Conference
• /
• 2005.10a
• /
• pp.116-119
• /
• 2005

As to the synthetical estimation of land covering parameters or the compounded land covering classification for multi-resolution satellite data, former researches mainly adopted linear or nonlinear regression models to describe the regression relationship of land covering parameters caused by the degradation of spatial resolution, in order to improve the retrieval accuracy of global land covering parameters based on 1;he lower resolution satellite data. However, these methods can't authentically represent the complementary characteristics of spatial resolutions among different satellite data at arithmetic level. To resolve the problem above, a new compounded land covering classification method at arithmetic level for multi-resolution satellite data is proposed in this .paper. Firstly, on the basis of unsupervised clustering analysis of the higher resolution satellite data, the likelihood distribution scatterplot of each cover type is obtained according to multiple-to-single spatial correspondence between the higher and lower resolution satellite data in some local test regions, then Parzen window approach is adopted to derive the real likelihood functions from the scatterplots, and finally the likelihood functions are extended from the local test regions to the full covering area of the lower resolution satellite data and the global covering area of the lower resolution satellite is classified under the maximum likelihood rule. Some experimental results indicate that this proposed compounded method can improve the classification accuracy of large-scale lower resolution satellite data with the support of some local-area higher resolution satellite data.

• Smart Structures and Systems
• /
• v.12 no.2
• /
• pp.181-207
• /
• 2013

In this paper, a statistical reference-free real-time damage detection methodology is proposed for detecting joint and member damage of truss bridge structures. For the statistical damage sensitive index (DSI), wavelet packet decomposition (WPD) in conjunction with the log likelihood ratio was suggested. A sensitivity test for selecting a wavelet packet that is most sensitive to damage level was conducted and determination of the level of decomposition was also described. Advantages of the proposed method for applications to real-time health monitoring systems were demonstrated by using the log likelihood ratios instead of likelihood ratios. A laboratory truss bridge structure instrumented with accelerometers and a shaker was used for experimental verification tests of the proposed methodology. The statistical reference-free real-time damage detection algorithm was successfully implemented and verified by detecting three damage types frequently observed in truss bridge structures - such as loss of bolts, loosening of bolts at multiple locations, sectional loss of members - without reference signals from pristine structure. The DSI based on WPD and the log likelihood ratio showed consistent and reliable results under different damage scenarios.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.7 no.3
• /
• pp.393-397
• /
• 2006

The study about Accelerated Life Test and analysis of failed data is increased in order to predict and evaluate reliability of products, according as the development cycle of products is reduced. Therefore, the decision of optimal distribution function about failed data for accurate analysis of failed data and test condition for Accelerated Life Test is very important. This paper compares Anderson-Darling method with Likelihood Function method for the decision of optimal distribution function about failed data. Anderson-Darling considers only failed data and Likelihood Function considers both failed data and life-stress relationship in decision of distribution function. In the results of comparison about two methods, we found that the distribution function chosen by each method is different and the life time predicted by each decided distribution function is different.

• Journal of the Korean Statistical Society
• /
• v.35 no.4
• /
• pp.355-376
• /
• 2006

To identify whether the sequence of observations follows a chain dependent process and whether the chain dependent or repeated observations follow stationary process or not, alternative procedures are suggested in this paper. These test procedures are formulated on the basis of logistic regression model under the likelihood ratio test criterion and applied to the daily rainfall occurrence data of Bangladesh for selected stations. These test procedures indicate that the daily rainfall occurrences follow a chain dependent process, and the different types of transition probabilities and overall transition probabilities of Markov chain for the occurrences of rainfall follow a stationary process in the Mymensingh and Rajshahi areas, and non-stationary process in the Chittagong, Faridpur and Satkhira areas.

• Journal of the Korean Data and Information Science Society
• /
• v.23 no.1
• /
• pp.89-98
• /
• 2012

In this paper, the ratio of parameters in two independent Maxwell distributions is parameter of interest. We proposed test statistics, which converge to standard normal distribution, based on likelihood function. The exact distribution for testing the ratio is hard to obtain. We proposed the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for testing the ratio. Through simulation, we show that the modified signed log-likelihood ratio statistic converges faster than signed log-likelihood ratio statistic to standard normal distribution. We compare two statistics in terms of type I error and power. We give an example using real data.

• Journal of Korean Society for Quality Management
• /
• v.23 no.4
• /
• pp.52-57
• /
• 1995

Testing problem of equality between two linear regressions is considered. Chow test is discussed and likelihood ratio test(LR test), F-test and Score test are derived. Score test are compared with other tests and show they are asymptotically equivalent.

• Journal of the Institute of Electronics Engineers of Korea SC
• /
• v.41 no.5
• /
• pp.9-18
• /
• 2004

This paper presents a vehicle detecting algorithm using microwave system signals. The Proposed algerian decides the breakpoint of signals using the likelihood criteria. The decided signals are segmented and simplified. The proposed searching algorithm uses the Euclid distance from the weighted signal data. We tested the proposed algorithm to compare with the segmentation which is a method using smoothing and edge detection. We confirm that the proposed algorithm is very useful for detecting vehicles by field test.