• Journal of the Korean Statistical Society
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• v.31 no.3
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• pp.329-342
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• 2002

We deal with asymptotic properties of Maximum Likelihood Estimator(MLE) for the parameters appearing in a Hilbert space-valued Stochastic Differential Equation(SDE) and a Stochastic Partial Differential Equation(SPDE). In paractice, the available data are only the finite dimensional projections to the solution of the equation. Using these data we obtain MLE and consider the asymptotic properties as the dimension of projections increases. In particular we explore a relationship between the conditions for the solution and asymptotic properties of MLE.

• Journal of Korean Institute of Industrial Engineers
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• v.33 no.1
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• pp.52-60
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• 2007

Estimating parameters of the lifetime distribution is investigated when field failure data are not completelyreported. To take into account the reality and the accuracy of the estimates in such a case, the failure reportingprobability is incorporated in estimating parameters, Firstly, method of maximum likelihood estimate (MLE) isused to estimate parameters of the lifetime distribution when failure reporting probability is known, Secondly,Expectation and Maximization (EM) algorithm is used to estimate the failure reporting probability and parame-ters of the lifetime distribution simultaneously when failure reporting probability is unknown. For both cases,procedures of estimation are illustrated for single Weibull distribution and mixed Weibull distribution. Simula-tion results show that MLE obtained by the proposed method is more accurate than the conventional MLE.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2005.05a
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• pp.678-685
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• 2005

Estimating parameters of the lifetime distribution is investigated when field failure data are not completely reported. To take into account the reality and the accuracy of the estimates in such a case, the failure reporting probability is incorporated in estimating parameters. Firstly, method of maximum likelihood estimate(MLE) is used to estimate parameters of the lifetime distribution when failure reporting probability is known. Secondly, Expectation and Maximization(EM) algorithm is used to estimate the failure reporting probability and parameters of the lifetime distribution simultaneously when failure reporting probability is unknown. For both case, procedures of estimation are illustrated for single Weibull distribution and mixed Weibull distribution. Simulation results show that MLE obtained by the proposed method is more accurate than the conventional MLE.

• Journal of Korean Society for Quality Management
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• v.37 no.3
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• pp.33-38
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• 2009

When we estimate the parameters of software reliability models, we usually use maximum liklihood estimator(MLE). But this method is required a large data set. In particular, when we want to estimate it with small observed data such as early stages of testing, we give rise to the non-existence of MLE. Therefore, it is interesting to look into the influence of parameter estimators obtained using MLE. In this paper, we use two non-homogenous poisson process software reliability growth model: delayed S-shaped model and log power model. In this paper, we calculate the sensitivity of estimators about failure intensity function for two SRGMs respectively.

• IEIE Transactions on Smart Processing and Computing
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• v.3 no.6
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• pp.372-381
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• 2014

This study examined a radar signal active cancelation technique, which is a theoretical way of achieving stealth by employing a baseband process that involves sampling the incoming hostile radar signal, analyzing its characteristics, and generating countermeasure signals to cancel out the linear-FM signal of the hostile radar signal reflected from the airborne target. To successfully perform an active cancelation, the effects of errors in the countermeasure signal were first analyzed. To generate the countermeasure signal that requires very fast and accurate processing, the down-sampling technique with the suboptimal maximum likelihood estimation (sMLE) scheme was proposed to improve the speed of the estimation process while preserving the estimation accuracy. The simulation results showed that the proposed down-sampling technique using a 2048 FFT size yields substantial power reduction despite its small FFT size and exhibits similar performance to the sMLE scheme using the 32768 FFT size.

• Journal of Welding and Joining
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• v.28 no.1
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• pp.72-76
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• 2010

Irregular fluctuation of penetration depth in CW single mode fiber laser welding is analyzed statistically and chaotically. Among various chaos theories, one of the basic concept referred as Lyapunov exponent is applied to the analysis to quantify the irregularity of penetration. Especially, maximal Lyapunov exponent (MLE) is known as the representative value indicating chaotic degree of the system dynamics. MLE calculation method of experimental data is applied to longitudinal spiking defect in fiber laser weld. Laser power modulation is suggested as a remedy then the computed MLE value is compared to CW case. It is shown that the adoption of chaos theory, MLE computation, can be used as a measurement standard to prove the validity of the solutions to prevent the unexpected chaotic behavior of weld through this work.

• Proceedings of the KIEE Conference
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• 1998.07a
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• pp.396-398
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• 1998

Two estimators for the scale (${\delta}$) and shape (${\beta}$) parameters and percentiles of the Weibull distribution were compared. These estimators are maximum likelihood estimator (MLE) and the best linear unbiased estimator (BLUE). The performance of these estimators are compared by mean square error and studied in complete and type II censored samples of size 10 and 25. The overall performance of the MLE was similar to that of the BLUE.

• Journal of Integrative Natural Science
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• v.6 no.2
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• pp.111-117
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• 2013

We propose a mean value function for software failures in NHPP software reliability model. And we deal with the maximum likelihood estimation and the least squares estimation in the proposed mean value function. The explicit mean value function solution for the proposed model is presented by MLE and LSE in two data sets. The values of SSE and MSE is presented in two data sets by MLE and LSE. We compare the predicted number of faults with the actual two data sets using the proposed mean value function.

• Journal of Korean Institute of Industrial Engineers
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• v.42 no.4
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• pp.256-262
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• 2016

The Weibull is widely used in reliability analysis, and several studies have attempted to improve estimation of the distribution's parameters. least squares estimation (LSE) or Maximum likelihood estimation (MLE) are often used to estimate distribution parameters. However, it has been proven that Bayesian methods are more suitable for small sample sizes than LSE and MLE. In this work, the Weibull parameter estimation accuracy of LSE, MLE, and Bayesian method are compared for sample sets with 3 to 30 data points. The Bayesian method was most accurate for sample sizes under 25, and the accuracy of the Bayesian method was similar to LSE and MLE as the sample size increased.

• Journal of the Korean Mathematical Society
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• v.33 no.1
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• pp.69-79
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• 1996