• Title/Summary/Keyword: Maximum likelihood estimation (MLE)

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Statistical Analysis for NDI Results of Aircraft Engine Component for Determining Crack Initiation Period (균열발생시기 결정을 위한 항공기 엔진 구성품의 비파괴검사 결과에 대한 통계적 분석)

  • Choi, Jae-Man;Kwon, Young-Han;Choi, Hwan-Seo;Yang, Seung-Hyo;Woo, Sang-Wook;Cho, Soon-Mi;Lee, Seung-Joo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.12
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    • pp.1482-1487
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    • 2009
  • In this study statistical analysis was performed for NDI(Non-Destructive Inspection) results of F100 engine front seal support assembly. NDI results can be statistically considered as Quantal Response Data. It is found that the suitable probability distribution to the failure data is normal distribution through MLE(Maximum Likelihood Estimation) of the Quantal Response Data. Moreover, Cumulative Distribution Function, failure rate function and B-Life are calculated on the supposed distribution.

Comparison of different estimators of P(Y

  • Hassan, Marwa KH.
    • International Journal of Reliability and Applications
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    • v.18 no.2
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    • pp.83-98
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    • 2017
  • Stress-strength reliability problems arise frequently in applied statistics and related fields. In the context of reliability, the stress-strength model describes the life of a component, which has a random strength X and is subjected to random stress Y. The component fails at the instant that the stress applied to it exceeds the strength and the component will function satisfactorily whenever X > Y. The problem of estimation the reliability parameter in a stress-strength model R = P[Y < X], when X and Y are two independent two-parameter Lindley random variables is considered in this paper. The maximum likelihood estimator (MLE) and Bayes estimator of R are obtained. Also, different confidence intervals of R are obtained. Simulation study is performed to compare the different proposed estimation methods. Example in real data is used as practical application of the proposed procedure.

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System reliability estimation in multicomponent exponential stress-strength models

  • Pandit, Parameshwar V.;Kantu, Kala J.
    • International Journal of Reliability and Applications
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    • v.14 no.2
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    • pp.97-105
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    • 2013
  • A stress-strength model is formulated for a multi-component system consisting of k identical components. The k components of the system with random strengths ($X_1$, $X_2$, ${\ldots}$, $X_k$) are subjected to one of the r random stresses ($X_{k+1}$, $X_{k+2}$, ${\ldots}$, $X_{k+r}$). The estimation of system reliability based on maximum likelihood estimates (MLEs) and Bayes estimators in k component system are obtained when the system is either parallel or series with the assumption that strengths and stresses follow exponential distribution. A simulation study is conducted to compare MLE and Bayes estimator through the mean squared errors of the estimators.

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Bayesian Estimation of Three-parameter Bathtub Shaped Lifetime Distribution Based on Progressive Type-II Censoring with Binomial Removal

  • Chung, Younshik
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2747-2757
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    • 2018
  • We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

Estimation of a source range using acoustic wavefront in bottom reflection environment (해저면 반사 환경에서 음파의 파면을 이용하는 음원의 거리 추정)

  • Joung-Soo Park;Jungyong Park;Su-Uk Son;Ho Seuk Bae
    • The Journal of the Acoustical Society of Korea
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    • v.43 no.3
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    • pp.324-334
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    • 2024
  • The Wavefront Curvature Ranging (WCR) is an estimation method for a source range from the wavefront curvature of acoustic waves. The conventional method uses trigonometry to estimate the source range by assuming the sound speed as a constant. Because of this assumption, range error occurs in the ocean environment where the bottom reflection is clearly separated. In order to reduce the range error, Matched Wavefront Curvature Ranging (MWCR) was proposed applying the sound speed structure in the ocean environment and Maximum Likelihood Estimation (MLE). The range error was reduced in the results of the simulation on the proposed method. In the future, this method will be applicable to the sonar system if the reliability of ranging is confirmed by measured signal.

A Novel Approach for Blind Estimation of Reverberation Time using Gamma Distribution Model

  • Hamza, Amad;Jan, Tariqullah;Jehangir, Asiya;Shah, Waqar;Zafar, Haseeb;Asif, M.
    • Journal of Electrical Engineering and Technology
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    • v.11 no.2
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    • pp.529-536
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    • 2016
  • In this paper we proposed an unsupervised algorithm to estimate the reverberation time (RT) directly from the reverberant speech signal. For estimation process we use maximum likelihood estimation (MLE) which is a very well-known and state of the art method for estimation in the field of signal processing. All existing RT estimation methods are based on the decay rate distribution. The decay rate can be obtained either from the energy envelop decay curve analysis of noise source when it is switch off or from decay curve of impulse response of an enclosure. The analysis of a pre-existing method of reverberation time estimation is the foundation of the proposed method. In one of the state of the art method, the reverberation decay is modeled as a Laplacian distribution. In this paper, the proposed method models the reverberation decay as a Gamma distribution along with the unification of an effective technique for spotting free decay in reverberant speech. Maximum likelihood estimation technique is then used to estimate the RT from the free decays. The method was motivated by our observation that the RT of a reverberant signal when falls in specific range, then the decay rate of the signal follows Gamma distribution. Experiments are carried out on different reverberant speech signal to measure the accuracy of the suggested method. The experimental results reveal that the proposed method performs better and the accuracy is high in comparison to the state of the art method.

Bayesian parameter estimation and prediction in NHPP software reliability growth model (NHPP소프트웨어 신뢰도 성장모형에서 베이지안 모수추정과 예측)

  • Chang, Inhong;Jung, Deokhwan;Lee, Seungwoo;Song, Kwangyoon
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.755-762
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    • 2013
  • In this paper we consider the NHPP software reliability model. And we deal with the maximum likelihood estimation and the Bayesian estimation with conjugate prior for parameter inference in the mean value function of Goel-Okumoto model (1979). The parameter estimates for the proposed model is presented by MLE and Bayes estimator in data set. We compare the predicted number of faults with the actual data set using the proposed mean value function.

Design of Range Measurement Systems Using Ultrasound and Camera Focusing (초음파와 카메라의 초점화를 이용한 거리계측 시스템 설계)

  • Moon, Chang-Soo;Do, Yong-Tae
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.595-597
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    • 2004
  • In this paper range measurement systems using ultrasonic and visual sensors are designed. By varying the focus of a camera, the range to a target pattern is computed. Pour different methods are tested for the focusing-based range measurement. The best result is obtained when counting edge pixels found by Laplacian operator. Higher accuracy can be obtained by fusing the measurement of camera focusing with that of ultrasonic sensor. The system designed is experimented within the range of 300-450mm.

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Parameter Estimation in a Complex Non-Stationary and Nonlinear Diffusion Process

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.29 no.4
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    • pp.489-499
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    • 2000
  • We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.

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Estimation of the Lorenz Curve of the Pareto Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.285-292
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    • 1999
  • In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.

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