• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.791-799
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• 2005

We consider two components parallel system in which the lifetimes have the bivariate Pareto model with bivariate random censored data. We assume that bivariate Pareto model is affected by common stress which is independent of the lifetimes of the components. We obtain estimators for the system reliability based on likelihood function and relative frequency. Also we construct approximated confidence intervals for the reliability based on maximum likelihood estimator and relative frequency estimator, respectively. Finally we present a numerical study.

• 한국데이터정보과학회:학술대회논문집
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• 2004.04a
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• pp.203-210
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• 2004

When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

• Communications for Statistical Applications and Methods
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• v.20 no.5
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• pp.417-425
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• 2013

We consider an extended version of a logarithmic series distribution and discuss the estimation of its parameters by the method of moments and the method of maximum likelihood. Test procedures are suggested to test the significance of the additional parameter of this distribution and all procedures are illustrated with the help of real life data sets. In addition, a simulation study is conducted to assess the performance of the estimators.

• International Journal of Reliability and Applications
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• v.3 no.1
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• pp.51-60
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• 2002

This paper presents the methodology for obtaining point and interval estimating of the parameters of a new two-parameter distribution with multiple-censored and singly censored data (Type-I censoring or Type-II censoring) as well as complete data, using the maximum likelihood method. The basis is the likelihood expression for multiple-censored data. Furthermore, this model can be extended to a three-parameter distribution that is added a scale parameter. Then, the parameter estimation can be obtained by the graphical estimation on probability plot.

• Journal of Korean Society for Quality Management
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• v.25 no.2
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• pp.1-14
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• 1997

This paper considers maximum likelihood (ML) estimation of lifetime distribution under stress bounded ramp tests in which the stress is increased linearly from used condition stress to the stress u, pp.r bound. The following assumptions are used: exponential lifetime distribution under a constant stress, an inverse power law relationship between stress and mean of exponential lifetime distribution, and a cumulative exposure model for the effect of changing stress. Likelihood equations for the parameters involved in the model and asymptotic distribution of the estimators are obtained, and a numerical example is given.

• Journal of the Korean Statistical Society
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• v.32 no.3
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• pp.261-270
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• 2003

This paper introduces a new density estimator which is Hellinger consistent under a simple condition. A number of issues are discussed, such as extension to Kullback-Leibler consistency, robustness, the Bayes version of the estimator and the maximum likelihood case. An illustration is presented.

• Journal of Korea Water Resources Association
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• v.45 no.2
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• pp.191-201
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• 2012

This study reviewed the parameter estimation procedure of the Freund bivariate exponential distribution for the decision of the annual maximum rainfall event. The method of moments was reviewed first, whose results were compared with those from the method of maximum likelihood. Both methods were applied to the hourly rainfall data of the Seoul rain gauge station measured from 1961 to 2010 to select the annual maximum rainfall events, which were also compared each other. The results derived are as follows. First, when applying the method of moments for the parameter estimation, it was found necessary to consider the correlation coefficient between the two variables as well as the mean and variance. Second, the method of maximum likelihood was better to reproduce the mean, but the method of moments was better to reproduce the annual variation of the variance. Third, The annual maximum rainfall events derived were very similar in both cases. Among differently selected annual maximum rainfall events, those with the higher rainfall amount were selected by the method of maximum likelihood, but those with the higher rainfall intensity by the method of moments.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.31 no.2A
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• pp.103-109
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• 2006

OFDM system has a disadvantage of sensitiveness about the effect of the frequency offset caused by the discord of oscillators in transmitter and receiver. The frequency offset can be divided into integral part and decimal part. Although the frequency offset of integral part do not effect orthogonality between subcarriers, it makes the bit error probability become to 0.5 because of circular transient among transmitted data symbols. This paper proposes a new estimation scheme of the frequency offset of integral part by Maximum Likelihood (ML) demanding only one training symbol in multipath fading channel environment. This proposed scheme not only can reduce the number of training symbol but do not increase the complexity and it shows the better performance by simulation.

• Journal of Communications and Networks
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• v.11 no.1
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• pp.20-25
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• 2009

The maximum likelihood detection with QR decomposition and M-algorithm (QRM-MLD) has been presented as a suboptimum multiple-input multiple-output (MIMO) detection scheme which can provide almost the same performance as the optimum maximum likelihood (ML) MIMO detection scheme but with the reduced complexity. However, due to the lack of parallelism and the regularity in the decoding structure, the conventional QRM-MLD which uses the tree-structure still has very high complexity for the very large scale integration (VLSI) implementation. In this paper, we modify the tree-structure of conventional QRM-MLD into trellis-structure in order to obtain high operational parallelism and regularity and then apply the Viterbi algorithm to the QRM-MLD to ease the burden of the VLSI implementation.We show from our selected numerical examples that, by using the QRM-MLD with our proposed trellis-structure, we can reduce the complexity significantly compared to the tree-structure based QRM-MLD while the performance degradation of our proposed scheme is negligible.

• Communications for Statistical Applications and Methods
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• v.17 no.1
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• pp.67-77
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• 2010

In multinomial scheme with step-wise sampling, maximum likelihood estimates of multinomial probabilities are improved when some frequencies are merged. In this study, for cell probabilities in a I by J independent contingency tables, exact MLE and step-wise estimation methods are applied and the results are compared using MSE and Bias.