• Title/Summary/Keyword: Maximum likelihood estimates

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The Application of Transition Probabilities Models on Estimating the Mobility of Industrial Manpower in Korea (산업인력(産業人力)의 이동(移動)에 관한 추이확률(推移確率) 모형(模型)의 응용(應用))

  • Gang, Jeong-Hyeok
    • Journal of Korean Society for Quality Management
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    • v.17 no.2
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    • pp.81-92
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    • 1989
  • A class of standard optimization techniques to estimate the stationary transition probabilities among states is discussed. With the use of aggregate time series data on employed labor in industrial sectors, the alternative restricted estimates including minimum absolute deviation, unweighted, weighted, generalized inverse, minimum chi-square and maximum likelihood are evaluated and compared. Analytic and numerical results are shown favorably with the viewpoint of the validity and predictive potentiality of model.

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On EM Algorithm For Discrete Classification With Bahadur Model: Unknown Prior Case

  • Kim, Hea-Jung;Jung, Hun-Jo
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.63-78
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    • 1994
  • For discrimination with binary variables, reformulated full and first order Bahadur model with incomplete observations are presented. This allows prior probabilities associated with multiple population to be estimated for the sample-based classification rule. The EM algorithm is adopted to provided the maximum likelihood estimates of the parameters of interest. Some experiences with the models are evaluated and discussed.

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A note on Box-Cox transformation and application in microarray data

  • Rahman, Mezbahur;Lee, Nam-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.967-976
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    • 2011
  • The Box-Cox transformation is a well known family of power transformations that brings a set of data into agreement with the normality assumption of the residuals and hence the response variable of a postulated model in regression analysis. Normalization (studentization) of the regressors is a common practice in analyzing microarray data. Here, we implement Box-Cox transformation in normalizing regressors in microarray data. Pridictabilty of the model can be improved using data transformation compared to studentization.

가속수명시험을 통한 신뢰성보험요율 추정 - 합금무계목인발강관의 사례를 중심으로 -

  • Hong, Yeon-Ung;Jeong, Yeong-Hun
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.1-5
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    • 2004
  • In this paper, we calculate the premium rate of reliability insurance policy for T11 composite metreial under the assumption of Weibull physics of failure and Arrhenius law. We also describe the performance factors which have an effect on failure characteristics of wiper motors. The maximum likelihood estimates of shape parameter and scale parameter are obtained by using interval censored real data of sample sizes 6 using MINITAB.

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Estimation of Weibull Lifetimes in Mixed Replacement Model (와이블분포를 따르는 수명시간의 추정)

  • 이태섭
    • Journal of the military operations research society of Korea
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    • v.22 no.2
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    • pp.215-226
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    • 1996
  • The estimation of lifetimes are examined when the distribution of lifetimes are Weibull. It is assumed that, due to physical restrictions and/or economic requirements, the lifetimes are investigated only at certain time intervals during the test period with 'mixed replacement' experiment, even though it is well known that 'with replacement' experiment produces better accuracy than 'without replacement' one. The maximum likelihood estimators are derived through the iterative method like as Lawless(1982). Also Cramer-Rao lower bounds are found as the asymptotic variances of the estimates.

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On Optimal Estimates of System Reliability (시스템 신뢰성(信賴性)의 최적추정(最適推定))

  • Kim, Jae-Ju
    • Journal of Korean Society for Quality Management
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    • v.7 no.2
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    • pp.7-10
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    • 1979
  • In this paper the Rao-Blackwell and Lehmann-$Scheff{\acute{e}}$ Theorem are used to drive the minimum variance unbiased estimators of system reliability for a number of distributions when a system consists of n Components whose random life times are assumed to be independent and identically distributed. For the case of a negative exponential life time, we obtain the maximum likelihood estimator of the system reliability and compair it with minimum variance unbiased estimator of the system reliability.

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Bayesian Estimation via the Griddy Gibbs Sampling for the Laplacian Autoregressive Time Series Model

  • Young Sook Son;Sinsup Cho
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.115-125
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    • 1995
  • This paper deals with the Bayesian estimation for the NLAR(1) model with Laplacian marginals. Assuming the independent uniform priors for two parameters of the NLAT(1) model, the griddy Gbbs sampler by Ritter and Tanner(1992) is used to obtain the Bayesian estimates. Random numbers generated form the uniform priors ate used as the grids for each parameter. Some simulations are conducted and compared with the maximum likelihood estimation result.

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RELIABILITY PREDICTION BASED ON DEGRADATION DATA

  • Kim, Jae-Joo;Jeong, Hai-Sung;Na, Myung-Hwan
    • Proceedings of the Korean Reliability Society Conference
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    • 2000.04a
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    • pp.177-183
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    • 2000
  • As monitoring, testing, and measuring techniques develop, predictive control of components and complete systems have become more practical and affordable. In this paper we develop a statistics-based approach assuming nonlinear degradation paths and time-dependent standard deviation. This approach can be extended to provide reliability estimates and limit value determination in the censoring case fur predictive maintenance policy.

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Genetic Aspects of Persistency of Milk Yield in Boutsico Dairy Sheep

  • Kominakis, A.P.;Rogdakis, E.;Koutsotolis, K.
    • Asian-Australasian Journal of Animal Sciences
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    • v.15 no.3
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    • pp.315-320
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    • 2002
  • Test-day records (n=13677) sampled from 896 ewes in 5-9 (${\mu}$=7.5) monthly test-days were used to estimate genetic and phenotypic parameters of test-day yields, lactation milk yield (TMY), length of the milking period (DAYS) and three measures of persistency of milk yield in Boutsico dairy sheep. Τhe measures of persistency were the slope of the regression line (${\beta}$), the coefficient of variation (CV) of the test-day milk yields and the maximum to average daily milk yield ratio (MA). The estimates of variance components were obtained under a linear mixed model by restricted maximum likelihood. The heritability of test-day yields ranged from 0.15 to 0.24. DAYS were found to be heritable ($h^2$=0.11). Heritability estimates of ${\beta}$, CV and MA were 0.15, 0.13, 0.10, respectively. Selection for maximum lactation yields is expected to result in prolonged milking periods, high rates of decline of yields after peak production, variable test-day yields and higher litter sizes. Selection for flatter lactation curves would reduce lactation yields, increase slightly the length of the milking period and decrease yield variation as well as litter size. The most accurate prediction of TMY was obtained with a linear regression model with the first five test-day records.

Application of Logit Model in Qualitative Dependent Variables (로짓모형을 이용한 질적 종속변수의 분석)

  • Lee, Kil-Soon;Yu, Wann
    • Journal of Families and Better Life
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    • v.10 no.1 s.19
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    • pp.131-138
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    • 1992
  • Regression analysis has become a standard statistical tool in the behavioral science. Because of its widespread popularity. regression has been often misused. Such is the case when the dependent variable is a qualitative measure rather than a continuous, interval measure. Regression estimates with a qualitative dependent variable does not meet the assumptions underlying regression. It can lead to serious errors in the standard statistical inference. Logit model is recommended as alternatives to the regression model for qualitative dependent variables. Researchers can employ this model to measure the relationship between independent variables and qualitative dependent variables without assuming that logit model was derived from probabilistic choice theory. Coefficients in logit model are typically estimated by the method of Maximum Likelihood Estimation in contrast to ordinary regression model which estimated by the method of Least Squares Estimation. Goodness of fit in logit model is based on the likelihood ratio statistics and the t-statistics is used for testing the null hypothesis.

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