• Title/Summary/Keyword: Loss Estimation

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A Note on Admissibility and Finite Admissibility in Estimation

  • Byung Hwee Kim;Tae Ryoung Park
    • Communications for Statistical Applications and Methods
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    • v.1 no.1
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    • pp.87-93
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    • 1994
  • Consider the problem of estimating the parameter of the model in which an observable random variable is represented by a unknown scalar parameter plus another random variable and the parameter, sample, and decision spaces consist of all integers. We first characterize the class of all admissible estimators and then characterize the class of all finitely admissible estimators. Finally, we show that two classes are identical.

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Systematic Classification and Estimation of Quality Cost. (품질코스트시스템의 체계적 분류 및 산정모형 개발)

  • 서경범;박명규
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.50
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    • pp.363-372
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    • 1999
  • This paper is to propose models for systematic classification and estimation of quality costs. Especially in this research, quality costs are categorized into three aspects, ie., conventional quality cost system, ZD(Zero Defect) quality cost system and Taguchi quality system. In conclusion, I hope that this study will have contribution to application of quality loss system for all the business in Korea.

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Statistical Estimation of Typhoon-Induced Rainfall around Korean Peninsular (한반도의 태풍 동반 강우의 통계적 예측)

  • Ku, Hye-Yun;Lee, Sung-Su;Lee, Young-Kyu
    • 한국방재학회:학술대회논문집
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    • 2008.02a
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    • pp.93-96
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    • 2008
  • Considering the loss due to typhoon is increasing, estimation and analysis of a typhoon's influence has become more important. On this basis, the statistical models were presented in this paper by two principal elements. Comparisons between the estimated rainfall rate of these models and the observed value in the duration of Typhoon NARI(2007) were analyzed to confirm the availability of these models.

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Parametric Empirical Bayes Estimation of A Constant Hazard with Right Censored Data

  • Mashayekhi, Mostafa
    • International Journal of Reliability and Applications
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    • v.2 no.1
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    • pp.49-56
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    • 2001
  • In this paper we consider empirical Bayes estimation of the hazard rate and survival probabilities with right censored data under the assumption that the hazard function is constant over the period of observation and the prior distribution is gamma. We provide an estimator of the first derivative of the prior moment generating function that converges at each point to the true value in $L_2$ and use it to obtain, easy to compute, asymptotically optimal estimators under the squared error loss function.

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Three-phase Transformer Model and Parameter Estimation for ATP

  • Cho Sung-Don
    • Journal of Electrical Engineering and Technology
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    • v.1 no.3
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    • pp.302-307
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    • 2006
  • The purpose of this paper is to develop an improved three-phase transformer model for ATP and parameter estimation methods that can efficiently utilize the limited available information such as factory test reports. In this paper, improved topologically-correct duality-based models are developed for three-phase autotransformers having shell-form cores. The problem in the implementation of detailed models is the lack of complete and reliable data. Therefore, parameter estimation methods are developed to determine the parameters of a given model in cases where available information is incomplete. The transformer nameplate data is required and relative physical dimensions of the core are estimated. The models include a separate representation of each segment of the core, including hysteresis of the core, ${\lambda}-i$ saturation characteristic and core loss.

Automatic Estimation of Spatially Varying Focal Length for Correcting Distortion in Fisheye Lens Images

  • Kim, Hyungtae;Kim, Daehee;Paik, Joonki
    • IEIE Transactions on Smart Processing and Computing
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    • v.2 no.6
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    • pp.339-344
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    • 2013
  • This paper presents an automatic focal length estimation method to correct the fisheye lens distortion in a spatially adaptive manner. The proposed method estimates the focal length of the fisheye lens by generating two reference focal lengths. The distorted fisheye lens image is finally corrected using the orthographic projection model. The experimental results showed that the proposed focal length estimation method is more accurate than existing methods in terms of the loss rate.

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A Fast and Low-complexity Motion Estimation for HEVC

  • Kim, Sungoh;Park, Chansik;Chun, Hyungju;Kim, Jaemoon
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2013.06a
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    • pp.173-175
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    • 2013
  • In this paper, we propose a fast and low-complexity Motion Estimation (ME) algorithm for High Efficiency Video Coding (HEVC). Motion estimation occupies 77~81% of the amount of computation in HEVC. After all, the main key of codec implementation is to find a fast and low-complexity motion estimation algorithm and architecture. The proposed algorithm uses only 1% of the amount of operations compared to full search algorithm while maintaining compression performance with slight loss of 0.6% (BDBR).

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Bayesian estimation in the generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Se, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.977-989
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    • 2011
  • The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide Bayesian estimation of the shape parameter and reliability function in the generalized half logistic distribution based on progressively Type-II censored data under various loss functions. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, we examine the validity of our estimation using real data and simulated data.

A Robust Estimation for the Composite Lognormal-Pareto Model

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.311-319
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    • 2013
  • Cooray and Ananda (2005) proposed a composite lognormal-Pareto model to analyze loss payment data in the actuarial and insurance industries. Their model is based on a lognormal density up to an unknown threshold value and a two-parameter Pareto density. In this paper, we implement the minimum density power divergence estimation for the composite lognormal-Pareto density. We compare the performances of the minimum density power divergence estimator (MDPDE) and the maximum likelihood estimator (MLE) by simulations and an example. The minimum density power divergence estimator performs reasonably well against various violations in the distribution. The minimum density power divergence estimator better fits small observations and better resists against extraordinary large observations than the maximum likelihood estimator.

Complexity Reduced Blind Subspace Channel Estimation for DS/CDMA DMB Downlink (DS/CDMA DMB 하향 링크에서 복잡도가 감소된 블라인드 부분 공간 채널 추정)

  • Yang Wan-Chul;Lee Byung-Seub
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.15 no.9
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    • pp.863-871
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    • 2004
  • In this paper, we propose a subspace channel estimation technique for DS/CDMA DMB down link system, which can obtain reduction in numerical complexity by using of matched filtering outputs. The complexity reduction is considerable when the channel length is small and the system is moderately loaded. Previously proposed subspace-based blind channel estimation algorithm suffer from high numerical complexity for systems with large spreading gains. Although the proposed algerian suffers a slight performance loss, it becomes negligible for large observation length. Performance is evaluated through simulations and the derivation of the analytical MSE.