• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.911-918
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• 2013

This study deals with the small sample likelihood based inference for the ratio of two normal variances. The small sample likelihood inference is an approximation method. The signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic, which converge to standard normal distribution, are proposed for the normal variance ratio. Through the simulation study, the coverage probabilities of confidence interval and power of the exact, the signed log-likelihood and the modified signed log-likelihood ratio statistic will be compared. A real data example will be provided.

• Journal of the Korean Data and Information Science Society
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• 제19권4호
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• pp.1173-1181
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• 2008

In this paper, when the parameter of interest is the shape parameter in Pareto distribution, we develop likelihood based inference for this parameter. Specially, we develop signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for the shape parameter. It is well-known that as sample size grows, the modified signed log-likelihood ratio statistic converges to standard normal distribution faster than the signed log-likelihood ratio statistic. But the computation of the modified signed log-likelihood statistic is hard or even impossible when the sufficient statistics and the ancillary statistics are not clear. In this case, one can consider an approximation to the modified signed log-likelihood statistic. Specially, when the parameter of interest is informationally orthogonal to the nuisance parameters, we propose the approximate modified signed log-likelihood statistic. Through simulation, we investigate the performances of the proposed statistics with the signed log-likelihood statistic.

• Journal of the Korean Data and Information Science Society
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• 제23권1호
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• pp.89-98
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• 2012

이 논문에서는 두 개의 Maxwell분포의 모수들의 동질성을 모수비에 근거하여 검정하는 근사통계량을 제안한다. Maxwell분포의 모수비에 대한 추정량이 복잡하여 정확한 분포를 유도하기는 매우 어렵다. 이러한 문제를 해결하기 위한 하나의 대안으로 표준정규분포로 근사적으로 수렴하는 통계량을 고려해야 한다. 이 논문에서 제안된 통계량은 표준정규분포로 수렴하며, 표본의 수가 작은 경우에도 사용할 수 있다. 특히, 본 논문에서는 부호화 로그 우도비 통계량과 수정된 부호화 로그 우도비 통계량을 개발한다. 일반적으로, 수정된 부호화 로그 우도비 통계량은 로그 우도비 통계량에 비해 표준정규분포로 수렴하는 속도가 매우 빠르다. 부호화 로그 우도비 통계량은 작은 표본으로도 표준정규분포로 매우 빨리 수렴한다. 제안된 통계량들의 성질들을 모의실험을 통하여 알아보고, 제안된 통계량을 예제를 통하여 연구한다.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.655-666
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• 2008

Small sample likelihood based inference for the shape parameter of the inverse Gaussian distribution is the purpose of this paper. When shape parameter is of interest, the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic are derived. Hsieh (1990) gave a statistical inference for the shape parameter based on an exact method. Throughout simulation, we will compare the statistical properties of the proposed statistics to the statistic given by Hsieh (1990) in term of confidence interval and power of test. We also discuss a real data example.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.963-972
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• 2006

This paper focuses on the likelihood based confidence intervals for two inverse gaussian distributions when the parameter of interest is common scale parameter. Confidence intervals based on signed loglikelihood ratio statistic and modified signed loglikelihood ratio statistics will be compared in small sample through an illustrative simulation study.

• 대한음성학회지:말소리
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• 제60호
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• pp.165-180
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• 2006

In this paper, we present several confidence measures (CM) for speech recognition systems to evaluate the reliability of recognition results. We propose heuristic CMs such as mean log-likelihood score, N-best word log-likelihood ratio, likelihood sequence fluctuation and likelihood ratio testing(LRT)-based CMs using several types of anti-models. Furthermore, we propose new algorithms to add weighting terms on phone-level log-likelihood ratio to merge word-level log-likelihood ratios. These weighting terms are computed from the distance between acoustic models and knowledge-based phoneme classifications. LRT-based CMs show better performance than heuristic CMs excessively, and LRT-based CMs using phonetic information show that the relative reduction in equal error rate ranges between $8{\sim}13%$ compared to the baseline LRT-based CMs. We use the support vector machine to fuse several CMs and improve the performance of utterance verification. From our experiments, we know that selection of CMs with low correlation is more effective than CMs with high correlation.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제7권4호
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• pp.767-783
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• 2013

This paper aims at designing a selective demodulation scheme based on Log-likelihood Ratio threshold (SDLT) instead of the conventional adaptive demodulation (ADM) scheme, by using rateless codes. The major difference is that the Log-likelihood ratio (LLR) threshold is identified as a key factor to control the demodulation rate, while the ADM uses decision region set (DRS) to adjust the bit rate. In the 16-QAM SDLT scheme, we deduce the decision regions over an additive white Gaussian channel, corresponding to the variation of LLR threshold and channel states. We also derived the equations to calculate demodulation rate and bit error rate (BER), which could be proven by simulation results. We present an adaptation strategy for SDLT, and compare it with ADM and adaptive modulation (AM). The simulation results show that our scheme not only significantly outperforms the ADM in terms of BER, but also achieves a performance as good as the AM scheme. Moreover, the proposed scheme can support much more rate patterns over a wide range of channel states.

• Smart Structures and Systems
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• 제12권2호
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• pp.181-207
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• 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.

• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.519-527
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• 2004

Relationship between the partial likelihood ratio statistics for logisitic models and the partial goodness-of-fit statistics for corresponding log-linear models is discussed. This paper shows how definitions of suppression in logistic model can be adapted for log-linear model and how they are related to confounding in terms of collapsibility for categorical data. Several $2{times}2{times}2$ contingency tables are illustrated.

• 한국통신학회논문지
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• 제31권2C호
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• pp.117-122
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• 2006

본 논문에서는 로그 최우비(log likelihood ratio, LLR)를 이용하여 Gray 부호화된 PAM신호를 위한 비트 연판정 계산식을 제안한다. 이 계산식은 Gray 매핑 특성을 이용하여 Max-Log-MAP 알고리듬에서 필요한 max0/min0 함수를 사용하지 않고 산술 연산만을 사용하기 때문에 구현이 간단하다. 제안된 식의 결과는 기존 Max-Log-MAP 알고리듬의 결과와 일치한다. 또한, 식에 사용되는 인자들은 송수신 시스템이 서로 공유하는 정보와 수신된 심벌 값만을 이용하여 계산한다. 따라서 본 논문에서 제안된 알고리듬은 일반적으로 많이 사용하는 이진 반복 복호기 등과 함께 실제 응용 설계에 적용이 가능하며, 특히 실제 설계에 적용되는 기존의 여러 가지 알고리듬에 비하여 구조가 유연하고 효율적이며 정확한 비트별 LLR을 제공하는 효율적인 방법 중의 하나이다.