• 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.

• Magazine of the Korean Society of Agricultural Engineers
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• v.39 no.3
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• pp.83-95
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• 1997

This study was conducted to derive optimal design floods by Gamma distribution models of the annual maximum series at eight watersheds along Geum , Yeong San and Seom Jin river Systems, Design floods obtained by different methods for evaluation of parameters and for plotting positions in the Gamma distribution models were compared by the relative mean errors and graphical fit along with 95% confidence interval plotted on Gamma probability paper. The results were analyzed and summarized as follows. 1.Adequacy for the analysis of flood flow data used in this study was confirmed by the tests of Independence, Homogeneity and detection of Outliers. 2.Basic statistics and parameters were calculated by Gamma distribution models using Methods of Moments and Maximum Likelihood. 3.It was found that design floods derived by the method of maximum likelihood and Hazen plotting position formular of two parameter Gamma distribution are much closer to those of the observed data in comparison with those obtained by other methods for parameters and for plotting positions from the viewpoint of relative mean errors. 4.Reliability of derived design floods by both maximum likelihood and method of moments with two parameter Gamma distribution was acknowledged within 95% confidence interval.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.493-505
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• 2017

Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.9C
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• pp.734-742
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• 2008

In spatially multiplexed MIMO systems that enable high data rate transmission over wireless communication channels, the spatial demultiplexing at the receiver is a challenging task and various demultiplexing methods have been developed. Among the previous methods, maximum likelihood detection with QR decomposition and M-algorithm (QRM-MLD), sphere decoding (SD), QOC, and MOC schemes have been reported to achieve a (near) maximum likelihood (ML) hard decision performance. In general, however, the reliability of soft output of these schemes is not satisfactory. In this paper, we propose a method which enhances the reliability of soft output. By computer simulations, we demonstrate the improved performance by the proposed method.

• Journal of the Institute of Convergence Signal Processing
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• v.3 no.1
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• pp.8-14
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• 2002

In this paper, we realized a real-time text-independent speaker recognition system using gaussian mixture model, and applied frame level likelihood normalization method which shows its effects in verification system. The system has three parts as front-end, training, recognition. In front-end part, cepstral mean normalization and silence removal method were applied to consider speaker's speaking variations. In training, gaussian mixture model was used for speaker's acoustic feature modeling, and maximum likelihood estimation was used for GMM parameter optimization. In recognition, likelihood score was calculated with speaker models and test data at frame level. As test sentences, we used text-independent sentences. ETRI 445 and KLE 452 database were used for training and test, and cepstrum coefficient and regressive coefficient were used as feature parameters. The experiment results show that the frame-level likelihood method's recognition result is higher than conventional method's, independently the number of registered speakers.

• Journal of Electrical Engineering and Technology
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• v.10 no.3
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• pp.1342-1348
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• 2015

The objective of this study is to propose a method to calculate prediction intervals for one-day-ahead hourly forecasts of photovoltaic power generation and to evaluate its performance. One year of data of two systems, representing contrasting examples of forecast’ accuracy, were used. The method is based on the maximum likelihood estimation, the similarity between the input data of future and past forecasts of photovoltaic power, and on an assumption about the distribution of the error of the forecasts. Two assumptions for the forecast error distribution were evaluated, a Laplacian and a Gaussian distribution assumption. The results show that the proposed method models well the photovoltaic power forecast error when the Laplacian distribution is used. For both systems and intervals calculated with 4 confidence levels, the intervals contained the true photovoltaic power generation in the amount near to the expected one.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.9
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• pp.4264-4279
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• 2017

In this paper, maximum likelihood-based automatic lexicon generation using mixed-syllables is proposed for unlimited vocabulary voice interface for East Asian languages (e.g. Korean, Chinese and Japanese) in AI-assistant based interaction with mobile devices. The conventional lexicon has two inevitable problems: 1) a tedious repetition of out-of-lexicon unit additions to the lexicon, and 2) the propagation of errors during a morpheme analysis and space segmentation. The proposed method provides an automatic framework to solve the above problems. The proposed method produces a level of overall accuracy similar to one of previous methods in the presence of one out-of-lexicon word in a sentence, but the proposed method provides superior results with the absolute improvements of 1.62%, 5.58%, and 10.09% in terms of word accuracy when the number of out-of-lexicon words in a sentence was two, three and four, respectively.

• Journal of the Korean Statistical Society
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• v.21 no.2
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• pp.187-200
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• 1992

Samples are often found to be too heterogeneous to be explained by a one-parameter family of models in the sense that the implicit mean-variance relationship in such a family is violated by the data. This phenomenon is often called over-dispersion. The most frequently used method in dealing with over-dispersion is to mix a one-parameter family creating a two parameter marginal mixture family for the data. In this paper, we investigate performance of estimators such as maximum likelihood estimator, method of moment estimator, and maximum quasi-likelihood estimator in negative binomial and beta-binomial distribution. Simulations are done for various mean parameter and dispersion parameter in both distributions, and we conclude that the moment estimators are very superior in the sense of bias and asymptotic relative efficiency.

• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.147-161
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• 2016

This paper introduces the four parameter new generalized inverse Weibull distribution and investigates the potential usefulness of this model with application to reliability data from engineering studies. The new extended model has upside-down hazard rate function and provides an alternative to existing lifetime distributions. Various structural properties of the new distribution are derived that include explicit expressions for the moments, moment generating function, quantile function and the moments of order statistics. The estimation of model parameters are performed by the method of maximum likelihood and evaluate the performance of maximum likelihood estimation using simulation.

• Communications for Statistical Applications and Methods
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• v.20 no.5
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• pp.405-416
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• 2013

This paper develops a maximum profile likelihood estimator of unknown parameters of the exponentiated Gumbel distribution based on upper record values. We propose an approximate maximum profile likelihood estimator for a scale parameter. In addition, we derive Bayes estimators of unknown parameters of the exponentiated Gumbel distribution using Lindley's approximation under symmetric and asymmetric loss functions. We assess the validity of the proposed method by using real data and compare these estimators based on estimated risk through a Monte Carlo simulation.