• 제목/요약/키워드: Maximum likelihood estimation (MLE)

검색결과 149건 처리시간 0.026초

Unbiasedness or Statistical Efficiency: Comparison between One-stage Tobit of MLE and Two-step Tobit of OLS

  • Park, Sun-Young
    • International Journal of Human Ecology
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    • 제4권2호
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    • pp.77-87
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    • 2003
  • This paper tried to construct statistical and econometric models on the basis of economic theory in order to discuss the issue of statistical efficiency and unbiasedness including the sample selection bias correcting problem. Comparative analytical tool were one stage Tobit of Maximum Likelihood estimation and Heckman's two-step Tobit of Ordinary Least Squares. The results showed that the adequacy of model for the analysis on demand and choice, we believe that there is no big difference in explanatory variables between the first selection model and the second linear probability model. Since the Lambda, the self- selectivity correction factor, in the Type II Tobit is not statistically significant, there is no self-selectivity in the Type II Tobit model, indicating that Type I Tobit model would give us better explanation in the demand for and choice which is less complicated statistical method rather than type II model.

소프트웨어 테스트 노력 함수의 파라미터 산출에 관한 연구 (A Study on the Parameter Estimation for Testing Effort Function of Software)

  • 최규식;김필중
    • Journal of Information Technology Applications and Management
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    • 제11권2호
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    • pp.191-204
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    • 2004
  • Many software reliability growth model(SRGM) have been proposed for past several decades. Most of these propositions assumed the S/W debugging testing efforts be constant or even did not consider them. A few papers were presented as the software reliability evaluation considering the testing effort was important afterwards. The testing effort forms which have been presented by this kind of papers were exponential, Rayleigh, Weibull, or Logistic functions, and one of these 4 types was used as a testing effort function depending on the S/W developing circumstances. We consider the methology to evaluate the SRGN using least square estimator(LSE) and maximum likelihood estimator(MLE) for those 4 functions, and then examine parameters applying actual data adopted from real field test of developing S/W.

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열화가 감마과정을 따르는 경우 가속열화시험의 최적 계획 (Planning Accelerated Degradation Tests: the Case of Gamma Degradation Process)

  • 임헌상;임대은
    • 품질경영학회지
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    • 제43권2호
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    • pp.169-184
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    • 2015
  • Purpose: This paper is concerned with optimally designing accelerated degradation test (ADT) plans based on a gamma process for the degradation model. Methods: By minimizing the asymptotic variance of the MLE of the q-th quantile of the lifetime distribution at the use condition, the test stress levels and the proportion of test units allocated to each stress level are optimally determined. Results: The optimal plans of ADT are developed for various combination of parameters. In addition, a method for determining the sample size is developed, and sensitivity analysis procedures are illustrated with an example. Conclusion: It is important to optimally design ADT based on a gamma process under the condition that a degradation process should be always nonnegative and strictly increasing over time.

신경회로망을 이용한 소형 무인항공기 시스템 식별 (System Identification of a Small Unmanned Air Vehicle Using Neural Networks)

  • 송용규;전병호
    • 한국항공우주학회지
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    • 제35권10호
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    • pp.912-917
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    • 2007
  • 논문에서는 신경회로망을 이용하여 소형 무인항공기의 횡/방향 운동 파라미터를 추정하고 기존 파라미터 추정기법인 퓨리에변환을 이용한 추정기법(FTR)과 후처리 기법인 최대공산법(MLE)의 추정 결과와 비교하여 신경회로망 기법을 이용한 파라미터 추정 결과의 신뢰성과 가능성을 확인하였다. 또한 파라미터 추정 결과를 이용하여 선형시스템을 구성하고 비행체의 특성을 확인하였으며, 선형 시뮬레이션을 통하여 추정된 파라미터의 타당성을 검증하였다.

Minimum Disparity Estimation for Normal Models: Small Sample Efficiency

  • Cho M. J.;Hong C. S.;Jeong D. B.
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.149-167
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    • 2005
  • The minimum disparity estimators introduced by Lindsay and Basu (1994) are studied empirically. An extensive simulation in this paper provides a location estimate of the small sample and supplies empirical evidence of the estimator performance for the univariate contaminated normal model. Empirical results show that the minimum generalized negative exponential disparity estimator (MGNEDE) obtains high efficiency for small sample sizes and dominates the maximum likelihood estimator (MLE) and the minimum blended weight Hellinger distance estimator (MBWHDE) with respect to efficiency at the contaminated model.

Estimation of Maximal Tolerated Dose in Sequential Phase I Clinical Trials

  • Park, In-Hye;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.543-564
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    • 1999
  • The principal aim of a sequential phase I clinical trial in which the toxicity reponses of a group of patient(s) determine the dose level of the next patient(s) group is to estimate the maximal tolerated dose(MTD) of a new drug, In this paper we compared with a simulation study the performance of the MTD estimates that are determined by a stopping rule in a design and also those that are determined by analyzing the data after a clinical trial is terminated. To the latter belong the mean median mode and maximum likelihood estimates. For the Standard Methods the stopping rule MTD is quite inefficient but the median MTD has a best efficiency and is robust with respect to the three different toxicity curves. The problem of non-convergence of MLE MTD is severe. A more improved MTD estimate is produced by combining the advantages of the various MTD estimates and its efficiency is better than the single median MTD estimate especially for the toxicity curve of an unlucky choice of dose levels. The simulation results suggest that simple types of phase I designs can be combined with relatively standard analytic techniques to provide a more efficient MTD estimate.

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Distance Extraction by Means of Photon-Counting Passive Sensing Combined with Integral Imaging

  • Yeom, Seok-Won;Woo, Yong-Hyen;Baek, Won-Woo
    • Journal of the Optical Society of Korea
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    • 제15권4호
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    • pp.357-361
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    • 2011
  • Photon-counting sensing is a widely used technique for low-light-level imaging applications. This paper proposes a distance information extraction method with photon-counting passive sensing under low-lightlevel conditions. The photo-counting passive sensing combined with integral imaging generates a photon-limited elemental image array. Maximum-likelihood estimation (MLE) is used to reconstruct the photon-limited image at certain depth levels. The distance information is extracted at the depth level that minimizes the sum of the standard deviation of the corresponding photo-events in the elemental image array. Experimental and simulation results confirm that the proposed method can extract the distance information of the object under low-light-level conditions.

Photon Counting Linear Discriminant Analysis with Integral Imaging for Occluded Target Recognition

  • Yeom, Seok-Won;Javidi, Bahram
    • Journal of the Optical Society of Korea
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    • 제12권2호
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    • pp.88-92
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    • 2008
  • This paper discusses a photon-counting linear discriminant analysis (LDA) with computational integral imaging (II). The computational II method reconstructs three-dimensional (3D) objects on the reconstruction planes located at arbitrary depth-levels. A maximum likelihood estimation (MLE) can be used to estimate the Poisson parameters of photon counts in the reconstruction space. The photon-counting LDA combined with the computational II method is developed in order to classify partially occluded objects with photon-limited images. Unknown targets are classified with the estimated Poisson parameters while reconstructed irradiance images are trained. It is shown that a low number of photons are sufficient to classify occluded objects with the proposed method.

마스크 데이터를 이용한 컴포넌트의 고장발생확률 추정 (Estimating Outbreak Probabilities of Systems and Components with Masked Data)

  • 박창규
    • 산업경영시스템학회지
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    • 제25권6호
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    • pp.7-11
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    • 2002
  • This paper estimates defect and outbreak probabilities of each individual component from some subset of masked data where the exact component causing system failure might be unknown. A system consists of k components that fails whenever there is a defect in at least one of the components. Due to cost and time constraints it is not feasible to learn exactly which components are defective. Because, test procedures ascertain that the defective components belong to some subset of the k components. This phenomenon is termed masking. We describe a, b, c type in which a sample of masked subsets is subjected to intensive failure analysis. This recorded data of a, b, c type enables maximum likelihood estimation of defect probability of each individual component and leads to outbreak of the defective components in future masked failures.

유사 프로젝트(ACE64/256)로부터 얻은 경험 데이터에 의한 소프트웨어 신뢰도 예측 (Software Reliability Prediction Incorporating Information from a Similar Project (ACE64/256))

  • 이재기;신상권;남상식;박권철
    • 전자통신동향분석
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    • 제15권5호통권65호
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    • pp.94-102
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    • 2000
  • 시험기간 동안 수집된 고장 데이터를 이용하여 소프트웨어 신뢰도를 예측할 수 있는 모델은 많으나 이 예측 방법은 정확하지 못하며, 특히 초기 시험 단계에서는 더욱 더 부정확하여 예측자들은 이러한 소프트웨어 신뢰도 모델의 적용을 주저한다. 한편 소프트웨어 신뢰도 성장 모델은 유사 프로젝트나 개발 초기에 얻은 정보를 가지고는 신뢰도 예측 데이터로 활용이 불가능하다. 예를 들면 최근의 소프트웨어 시스템들은 항시 유사 프로젝트들로부터 활용이 가능한 일련의 정보와 동일 응용 영역의 초기 또는 최신의 정보들이 변경, 개선되기 때문이다. 본 논문에서는 유사한 프로젝트로부터 얻은 공통의 데이터들을 활용하여 소프트웨어 신뢰도를 예측할 수 있는 방법들을 제안한다. 특히 일반적으로 사용되고 있는 Goel-Okumoto(G-O) 모델이나 고장 검출률을 이용하거나 시험 데이터를 활용하는 방법 등을 이용하여 모델 파라미터를 추정하고 실제 프로젝트 수행중에 얻어진 각종 결과를 토대로 해서 Numerical Algorithm이 아닌 통계적인 관점의 분석 결과와 MLE(Maximum Likelihood Estimation) 추정 방법 등을 동원하여 초기에 우리 프로젝트에 맞는 정확한 소프트웨어 신뢰도 평가 방법을 제안하였다.