• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 1989년도 가을 학술발표회 논문집
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• pp.46-50
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• 1989

Methods for the estimation of the coefficient matrices in the equation of motion for a linear multi-degree-of-freedom structure arc studied. For this purpose, the equation of motion is transformed into an auto-regressive and moving average with auxiliary input (ARMAX) model. The ARMAX parameters are evaluated using several methods of parameter estimation; such as toe least squares, the instrumental variable, the maximum likelihood and the limited Information maximum likelihood methods. Then the parameters of the equation of motion are recovered therefrom. Numerical example is given for a 3-story building model subjected to an earthquake exitation.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.923-931
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• 2005

The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2004년도 춘계학술대회
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• pp.83-90
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• 2004

We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censord samples. We propose some estimators by using the approximate maximum likelihood estimation method. The proposed estimators are compared in the sense of the mean squared error.

• Journal of the Korean Statistical Society
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• 제33권3호
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• pp.255-269
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• 2004

This paper develops log-density estimation for directional data. The methodology is to use expansions with respect to spherical harmonics followed by estimating the unknown parameters by maximum likelihood. Minimax rates of convergence in terms of the Kullback-Leibler information divergence are obtained.

• 품질경영학회지
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• 제15권1호
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• pp.20-32
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• 1987

Estimation for the parameters of a bivariate exponential (BVE) model of Marshall and Olkin (1967) is investigated for the cases of complete sampling and time-truncated parallel sampling. Maximum likelihood estimators, method of moment estimators and Bayes estimators for the parameters of a BVE model are obtained and compared with each other. A Monte Cario simulation study for a moderate sized samples indicates that the Bayes estimators of parameters perform better than their maximum likelihood and method of moment estimators.

• Communications for Statistical Applications and Methods
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• 제20권1호
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• pp.29-39
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• 2013

This paper derives maximum likelihood estimators (MLEs) and some approximate MLEs (AMLEs) of unknown parameters of the generalized exponential distribution when data are lower record values. We derive approximate Bayes estimators through importance sampling and obtain corresponding Bayes predictive intervals for unknown parameters for lower record values from the generalized exponential distribution. For illustrative purposes, we examine the validity of the proposed estimation method by using real and simulated data.

• 한국정보과학회:학술대회논문집
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• 한국정보과학회 2002년도 가을 학술발표논문집 Vol.29 No.2 (2)
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• pp.268-270
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• 2002

최근 음성 인식 시스템의 성능 향상을 위해 화자 적응 (speaker adaptation)에 대한 연구가 활발히 진행되고 있다. HMM 기반 인식 시스템의 모델 파라미터를 수정하는 화자 적응의 경우, MAP방법과 MLLR 방법에 대한 연구가 주류를 이루고 있다. 두 방법은 adaptation data의 양에 따라서 서로 다른 성능을 보인다. 본 논문에서는 기존 두 방법을 Maximum-likelihood Estimation(MLE)를 이용하여 화자 적응을 수행하는 방법을 제안한다. 제안한 방법을 KAIST 통신연구실에서 구축한 한국어 도시이름 500단어 인식 시스템에 적용하여 adaptation data의 양에 상관없이 항상 높은 성능을 나타냈으며, 기존의 방법에 대해서 최고 4.37%의 인식률 향상을 보였다.

• Journal of the Korean Data and Information Science Society
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• 제15권3호
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• pp.593-603
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• 2004

We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censored samples. We propose two estimators by using the approximate maximum likelihood estimation method for Weibull and extreme value distributions. The proposed estimators are compared in the sense of the mean squared error.

• Journal of the Korean Data and Information Science Society
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• 제15권1호
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• pp.273-284
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• 2004

Bayes estimation of parameters is considered for two independent exponential distributions with ordered means. Order restricted Bayes estimators for means are obtained with respect to inverted gamma, noninformative prior and uniform prior distributions, and their asymptotic properties are established. It is shown that the maximum likelihood estimator, restricted maximum likelihood estimator, unrestricted Bayes estimator, and restricted Bayes estimator of the mean are all consistent and have the same limiting distribution. These estimators are compared with the corresponding unrestricted Bayes estimators by Monte Carlo simulation.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 ITC-CSCC -3
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• pp.1807-1810
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• 2002

This paper presents a technique for avoid- ing indefiniteness in Maximum Likelihood (ML) criteria for Direction-of-Arrival (DOA) finding using a sensor ar- ray with arbitrary configuration. The ML criterion has singular points in the solution space where the criterion becomes indefinite. Solutions fly iterative techniques for ML bearing estimation may oscillate because of numerical instability which occurs due to the indefiniteness, when bearings more than one approach to the identical value. The oscillation makes the condition for terminating iterations complex. This paper proposes a technique for avoiding the indefiniteness in ML criteria.