• Title/Summary/Keyword: M-estimators for scale

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Some Alternative Classes of Shrinkage Estimators for a Scale Parameter of the Exponential Distribution

  • Singh, Housila P.;Singh, Sarjinder;Kim, Jong-Min
    • The Korean Journal of Applied Statistics
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    • v.25 no.2
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    • pp.301-309
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    • 2012
  • This paper proposes some alternative classes of shrinkage estimators and analyzes their properties. In particular, some new shrinkage estimators are identified and compared with Pandey (1983), Pandey and Srivastav (1985) and Jani (1991) estimators. Numerical illustrations are also provided.

Robust Regression and Stratified Residuals for Left-Truncated and Right-Censored Data

  • Kim, Chul-Ki
    • Journal of the Korean Statistical Society
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    • v.26 no.3
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    • pp.333-354
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    • 1997
  • Computational algorithms to calculate M-estimators and rank estimators of regression parameters from left-truncated and right-censored data are developed herein. In the case of M-estimators, new statistical methods are also introduced to incorporate leverage assements and concomitant scale estimation in the presence of left truncation and right censoring on the observed response. Furthermore, graphical methods to examine the residuals from these data are presented. Two real data sets are used for illustration.

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Robust Regression for Right-Censored Data

  • Kim, Chul-Ki
    • Journal of Korean Society for Quality Management
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    • v.25 no.2
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    • pp.47-59
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    • 1997
  • In this paper we develop computational algorithms to calculate M-estimators of regression parameters from right-censored data that are naturally collected in quality control. In the case of M-estimators, a new statistical method is also introduced to incorporate concomitant scale estimation in the presence of right censoring on the observed responses. Furthermore, we illustrate this by simulations.

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A New Redescending M-Estimating Function

  • Pak, Ro-Jin
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.1
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    • pp.47-53
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    • 2002
  • A new redescending M-estimating function is introduced. The estimators by this new redescending function attain the same level of robustness as the existing redescending M-estimators, but have less asymptotic variances than others except few cases. We have focused on estimating a location parameter, but the method can be extended for a scale estimation.

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Uncooperative Person Recognition Based on Stochastic Information Updates and Environment Estimators

  • Kim, Hye-Jin;Kim, Dohyung;Lee, Jaeyeon;Jeong, Il-Kwon
    • ETRI Journal
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    • v.37 no.2
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    • pp.395-405
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    • 2015
  • We address the problem of uncooperative person recognition through continuous monitoring. Multiple modalities, such as face, height, clothes color, and voice, can be used when attempting to recognize a person. In general, not all modalities are available for a given frame; furthermore, only some modalities will be useful as some frames in a video sequence are of a quality that is too low to be able to recognize a person. We propose a method that makes use of stochastic information updates of temporal modalities and environment estimators to improve person recognition performance. The environment estimators provide information on whether a given modality is reliable enough to be used in a particular instance; such indicators mean that we can easily identify and eliminate meaningless data, thus increasing the overall efficiency of the method. Our proposed method was tested using movie clips acquired under an unconstrained environment that included a wide variation of scale and rotation; illumination changes; uncontrolled distances from a camera to users (varying from 0.5 m to 5 m); and natural views of the human body with various types of noise. In this real and challenging scenario, our proposed method resulted in an outstanding performance.

Moments and Estimation From Progressively Censored Data of Half Logistic Distribution

  • Sultan, K.S.;Mahmoud, M.R.;Saleh, H.M.
    • International Journal of Reliability and Applications
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    • v.7 no.2
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    • pp.187-201
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    • 2006
  • In this paper, we derive recurrence relations for the single and product moments of progressively Type-II right censored order statistics from half logistic distribution. Next, we derive the maximum likelihood estimators (MLEs) of the location and scale parameters of the half logistic distribution. In addition, we use the setup proposed by Balakrishnan and Aggarwala (2000) to compute the approximate best linear unbiased estimates (ABLUEs) of the location and scale parameters. Finally, we point out a simulation study to compare between the efficiency of the techniques considered for the estimation.

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Estimation of Reliability of k-out-of-m Stress-Strength Model in the Independent Exponential Case

  • Kim, Jae Joo;Choi, Sung Sup
    • Journal of Korean Society for Quality Management
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    • v.10 no.1
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    • pp.2-6
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    • 1982
  • Suppose a system with m components is subjected to a random stress. We consider the estimation of reliability when data consist of random samples from the stress distribution and the strength distributions. All the distributions are assumed to be independent exponential with unknown scale parameters. An explicit form of system reliability and the minimun variance unbiased estimator are obtained. The asymptotic distribution is also obtained by expanding the minimum variance unbiased estimator about the maximum likelihood estimator and establishing their equivalance. The performance of the two estimators is compared by Monte Carlo Simulation.

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More on Quick Analysis of Unreplicated Factorial Designs Avoiding Shrinkage and Inflation Deficiencies

  • Aboukalam, F.
    • International Journal of Reliability and Applications
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    • v.7 no.2
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    • pp.167-175
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    • 2006
  • Effective and quick methods that are easy to carry out even by hand, or easy to be programmed by hand-held calculators are needed for assessing the sizes of contrasts of unreplicated $2^P$ factorial designs. Moreover, they have the advantage to use the original numerical measurements which makes the analysis easier to explain. Basically, Lenth (1989) is one of the most familiar of such quick and powerful methods. Later on, Aboukalam (2001) proposes under constant effects an alternative sophisticated method to Lenth's method. The proposed method is the supreme from two considerable powers. The first utmost indicates less inflation deficiency while the other utmost indicates less shrinkage deficiency. Also under constant effects, Al-Shiha (2006) introduces an alternative quick method which is less shrinkage deficiency while the inflation deficiency is the same. If effects are random, Aboukalam (2005) introduces an alternative quick method in which the first power is favored as long as the second power is within a small margin. In the spirit of quickness and fixed effects, this article adds another method which is supreme from the two considerable powers. The method is based on a one step of the scale-part of a suggested M-estimate for location. Explicitly, we suggest adapting the skipped median (ASKM) estimate. Critical values of ASKM-method, for several sample sizes often used, are empirically computed.

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Families of Distributions Arising from Distributions of Ordered Data

  • Ahmadi, Mosayeb;Razmkhah, M.;Mohtashami Borzadaran, G.R.
    • Communications for Statistical Applications and Methods
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    • v.22 no.2
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    • pp.105-120
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    • 2015
  • A large family of distributions arising from distributions of ordered data is proposed which contains other models studied in the literature. This extension subsume many cases of weighted random variables such as order statistics, records, k-records and many others in variety. Such a distribution can be used for modeling data which are not identical in distribution. Some properties of the theoretical model such as moment, mean deviation, entropy criteria, symmetry and unimodality are derived. The proposed model also studies the problem of parameter estimation and derives maximum likelihood estimators in a weighted gamma distribution. Finally, it will be shown that the proposed model is the best among the previously introduced distributions for modeling a real data set.

SIMPLE RANKED SAMPLING SCHEME: MODIFICATION AND APPLICATION IN THE THEORY OF ESTIMATION OF ERLANG DISTRIBUTION

  • RAFIA GULZAR;IRSA SAJJAD;M. YOUNUS BHAT;SHAKEEL UL REHMAN
    • Journal of applied mathematics & informatics
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    • v.41 no.2
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    • pp.449-468
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    • 2023
  • This paper deals in the study of the estimation of the parameters of Erlang distribution based on rank set sampling and some of its modifications. Here we considered Maximum Likelihood (ML) and the Bayesian technique to estimate the shape and scale parameter of Erlang distribution based on RSS and its some modifications such as ERSS, MRSS, and MRSSu. The derivation for unknown parameters of Erlang distribution is well presented using normal approximation to the asymptotic distribution of ML estimators. But due to the complexity involves in the integral, the Bayes estimator of unknown parameters is obtained using MCMC method. Further, we compared the MSE of estimation in different sampling schemes with different set sizes and cycle size. A real-life data application is also given to illustrate the efficiency of the proposed scheme.