• Title/Summary/Keyword: Maximum likelihood method

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Maximum penalized likelihood estimation for a stress-strength reliability model using complete and incomplete data

  • Hassan, Marwa Khalil
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.355-371
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    • 2018
  • The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

A Study on Maximum Likelihood Method for Multi Target Estimation (다중 목표물 추정을 위한 최대 우도 방법에 대한 연구)

  • Lee, Min-Soo
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.13 no.3
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    • pp.165-170
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    • 2013
  • In spatial, desired target direction of arrival estimation is to find a incidental signal direction on receive antennas. In this paper, we were an estimation a desired target direction of arrival using maximum likelihood method. Direction of arrival estimation method estimated a desired target calculating the maximum likelihood sensitivity using singular value decomposition above threshold signals among receive signals in maximum likelihood method. Through simulation, we were analysis a performance to compare existing method and proposal method. In direction of arrival estimation, proposed method is effectivity to decrease processing time because it is not doing an eigen decomposition in direction of arrival estimation, and desired target correctly estimated. We showed that proposal method improve more target estimation than general method.

Statistical Inferences for Bivariare Exponential Distribution in Reliability and Life Testing Problems

  • PARK, BYUNG-GU
    • Journal of Korean Society for Quality Management
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    • v.13 no.1
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    • pp.31-40
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    • 1985
  • In this paper, statistical estimation of the parameters of the bivariate exponential distribution are studied. Bayes estimators of the parameters are obtained and compared with the maximum likelihood estimators which are introduced by Freund. We know that the method of moments estimators coincide with the maximum likelihood estimators and Bayes estimators are more efficient than the maximum likelihood estimators in moderate samples. The asymptotic distributions of the maximum likelihood estimators and the estimator of mean time to system failure are obtained.

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An Estimation of Parameters in Weibull Distribution Using Least Squares Method under Random Censoring Model (임의 중단모형에서 최소제곱법을 이용한 와이블분포의 모수 추정)

  • Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.263-272
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    • 1996
  • In this parer, under random censorship model, an estimation of scale and shape parameters in Weibull lifetime model is considered. Based on nonparametric estimator of survival function, the least square method is proposed. The proposed estimation method is simple and the performance of the proposed estimator is as efficient as maximum likelihood estimators. An example is presented, using field winding data. Simulation studies are performed to compare the performaces of the proposed estimator and maximum likelihood estimator.

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Land Surface Classification With Airborne Multi-spectral Scanner Image Using A Neuro-Fuzzy Model (뉴로-퍼지 모델을 이용한 항공다중분광주사기 영상의 지표면 분류)

  • Han, Jong-Gyu;Ryu, Keun-Ho;Yeon, Yeon-Kwang;Chi, Kwang-Hoon
    • The KIPS Transactions:PartD
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    • v.9D no.5
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    • pp.939-944
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    • 2002
  • In this paper, we propose and apply new classification method to the remotely sensed image acquired from airborne multi-spectral scanner. This is a neuro-fuzzy image classifier derived from the generic model of a 3-layer fuzzy perceptron. We implement a classification software system with the proposed method for land cover image classification. Comparisons with the proposed and maximum-likelihood classifiers are also presented. The results show that the neuro-fuzzy classification method classifies more accurately than the maximum likelihood method. In comparing the maximum-likelihood classification map with the neuro-fuzzy classification map, it is apparent that there is more different as amount as 7.96% in the overall accuracy. Most of the differences are in the "Building" and "Pine tree", for which the neuro-fuzzy classifier was considerably more accurate. However, the "Bare soil" is classified more correctly with the maximum-likelihood classifier rather than the neuro-fuzzy classifier.

Likelihood-Based Inference on Genetic Variance Component with a Hierarchical Poisson Generalized Linear Mixed Model

  • Lee, C.
    • Asian-Australasian Journal of Animal Sciences
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    • v.13 no.8
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    • pp.1035-1039
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    • 2000
  • This study developed a Poisson generalized linear mixed model and a procedure to estimate genetic parameters for count traits. The method derived from a frequentist perspective was based on hierarchical likelihood, and the maximum adjusted profile hierarchical likelihood was employed to estimate dispersion parameters of genetic random effects. Current approach is a generalization of Henderson's method to non-normal data, and was applied to simulated data. Underestimation was observed in the genetic variance component estimates for the data simulated with large heritability by using the Poisson generalized linear mixed model and the corresponding maximum adjusted profile hierarchical likelihood. However, the current method fitted the data generated with small heritability better than those generated with large heritability.

Reliability Estimation of Generalized Geometric Distribution

  • Abouammoh, A.M.;Alshangiti, A.M.
    • International Journal of Reliability and Applications
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    • v.9 no.1
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    • pp.31-52
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    • 2008
  • In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.

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Multi-Pulse Amplitude and Location Estimation by Maximum-Likelihood Estimation in MPE-LPC Speech Synthesis (MPE-LPC음성합성에서 Maximum- Likelihood Estimation에 의한 Multi-Pulse의 크기와 위치 추정)

  • 이기용;최홍섭;안수길
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.9
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    • pp.1436-1443
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    • 1989
  • In this paper, we propose a maximum-likelihood estimation(MLE) method to obtain the location and the amplitude of the pulses in MPE( multi-pulse excitation)-LPC speech synthesis using multi-pulses as excitation source. This MLE method computes the value maximizing the likelihood function with respect to unknown parameters(amplitude and position of the pulses) for the observed data sequence. Thus in the case of overlapped pulses, the method is equivalent to Ozawa's crosscorrelation method, resulting in equal amount of computation and sound quality with the cross-correlation method. We show by computer simulation: the multi-pulses obtained by MLE method are(1) pseudo-periodic in pitch in the case of voicde sound, (2) the pulses are random for unvoiced sound, (3) the pulses change from random to periodic in the interval where the original speech signal changes from unvoiced to voiced. Short time power specta of original speech and syunthesized speech obtained by using multi-pulses as excitation source are quite similar to each other at the formants.

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A Comparative Study Of Maximum Likelihood Method With Bayesian Approach In Statistical Parameter Estimation Of Static Systems (정적계통의 통계적 퍼래미터 추정에 있어 최우도법과 Bayes식방법과의 비교연구)

  • 한만춘;최경삼
    • 전기의세계
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    • v.22 no.2
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    • pp.51-56
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    • 1973
  • The comparative study of maximum likelihood estimation with Bayesian approach was made by statistical & computational methods in center of a priori information of static systems and the effect of a priori information on the accuracy of the estimatiion was also analyzed. Through the numerical computations of some examples by digital computer, we concluded that maximum likelihood method is better than Bayesian estimation except for almost certain a priori informations. The study may therefore contribute in identification problems of dynamical systems connected with a priori informations.

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Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.229-239
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    • 2007
  • We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.