• Title/Summary/Keyword: Method of Maximum Likelihood

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New approach for analysis of progressive Type-II censored data from the Pareto distribution

  • Seo, Jung-In;Kang, Suk-Bok;Kim, Ho-Yong
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.569-575
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    • 2018
  • Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

Applications of the Type III Asymptotic Distribution for Extreme Sea Level Computations (극한 파고 계산에 있어서 Type III 분포의 응용)

  • T.I. Lee;S.H. Kwon;Y.K. Chon
    • Journal of the Society of Naval Architects of Korea
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    • v.29 no.2
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    • pp.1-7
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    • 1992
  • The computational methods of extreme sea level are developed in this study. Based on type III asymptotic distribution, non-linear multiple regression method, skewness method and maximum likelihood method are used to evaluate the parameters of the distribution. The difference between real data and evaluated distribution function is fitted to get more desirable accuracy by employing polynominals. The numerical examples are given in the last section in order to illustrate the application of the present scheme.

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Comparison of Parameter Estimation for Weibull Distribution

  • Wang, Fu-Kwun;J. Bert Keats;B. Y. Leu
    • International Journal of Reliability and Applications
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    • v.4 no.1
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    • pp.41-50
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    • 2003
  • This paper represents the first comprehensive comparison of the Newton-Raphson's method and Simple Iterative Procedure (SIP) in the maximum likelihood estimation of the two-parameter Weibull distribution. Computer simulation is employed to compare these two methods for multiply censored, singly censored data (Type I or Type Ⅱ censoring) and complete data. Results indicate the Newton-Raphson's with the Menon's estimated value, as an initial point remains the effective iterative procedure for estimating the parameters.

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Aperiodic Preventive Maintenance Model and Parameter Estimation

  • Kim, Hee-Soo;Yum, Joon-Keun;Park, Dong-Ho
    • International Journal of Reliability and Applications
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    • v.1 no.1
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    • pp.15-26
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    • 2000
  • This paper considers an aperiodic preventive maintenance (PM) model for repairable systems, in which the time intervals between two consecutive preventive maintenances are unequal. To propose such an aperiodic PM model, we assume that each PM reduces the current hazard rate by a certain amount which depends on the number of PMs performed previously. If the system fails between PMs, the minimal repair is performed and the hazard rate remains unchanged after the repair. We give the exact expressions for the hazard rate function for the aperiodic PM model. Based on the proposed aperiodic PM model, we suggest the maximum likelihood method to estimate the parameters characterizing the model and apply the method to the case of Weibull distribution. Numerical examples for estimating the parameters are presented for the purpose of illustration.

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A Statistical Analysis on Fatigue Life Distribution in Spheroidal Graphite Cast Iron (구상흑연주철의 피로수명분포에 대한 통계적 해석)

  • Jang, Seong-Su;Kim, Sang-Tae
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.9 s.180
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    • pp.2353-2360
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    • 2000
  • Statistical fatigue properties of metallic materials are increasingly required for reliability design purpose. In this study, static and fatigue tests were conducted and the normal, log-normal, two -parameter Weibull distributions at the 5% significance level are compared using the Kolmogorov-Smirnov goodness-of-fit test. Parameter estimation were compared with experimental results using the maximum likelihood method and least square method. It is found that two-parameter Weibull distribution and maximum likelihood method provide a good fit for static and fatigue life data. Therefore, it is applicable to the static and fatigue life analysis of the spheroidal graphite cast iron. The P-S-N curves were evaluated using log-normal distribution, which showed fatigue life behavior very well.

Noise Robust Speaker Verification Using Subband-Based Reliable Feature Selection (신뢰성 높은 서브밴드 특징벡터 선택을 이용한 잡음에 강인한 화자검증)

  • Kim, Sung-Tak;Ji, Mi-Kyong;Kim, Hoi-Rin
    • MALSORI
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    • no.63
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    • pp.125-137
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    • 2007
  • Recently, many techniques have been proposed to improve the noise robustness for speaker verification. In this paper, we consider the feature recombination technique in multi-band approach. In the conventional feature recombination for speaker verification, to compute the likelihoods of speaker models or universal background model, whole feature components are used. This computation method is not effective in a view point of multi-band approach. To deal with non-effectiveness of the conventional feature recombination technique, we introduce a subband likelihood computation, and propose a modified feature recombination using subband likelihoods. In decision step of speaker verification system in noise environments, a few very low likelihood scores of a speaker model or universal background model cause speaker verification system to make wrong decision. To overcome this problem, a reliable feature selection method is proposed. The low likelihood scores of unreliable feature are substituted by likelihood scores of the adaptive noise model. In here, this adaptive noise model is estimated by maximum a posteriori adaptation technique using noise features directly obtained from noisy test speech. The proposed method using subband-based reliable feature selection obtains better performance than conventional feature recombination system. The error reduction rate is more than 31 % compared with the feature recombination-based speaker verification system.

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A Maximum Likelihood Method of Code Tracking Loop Using Matched Filter in Multi-path Channel (다중경로 채널에서 정합필터를 이용한 코드 추적 루프최대 우도 알고리즘)

  • Son, Seung-Ho;Lee, Sang-Uk
    • Journal of Satellite, Information and Communications
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    • v.5 no.1
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    • pp.54-57
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    • 2010
  • The navigation system like GPS which is core technology is based on Code Division Multiple Access(CDMA) techniques. To receive satellite signal smoothly in CDMA, received signals have to synchronize with spread code. In this paper, we focus on the code tracking methods among synchronization techniques. The conventional delay lock loop(DLL) is unsuitable for multi-path channel. We will introduce how it overcomes distortion by multi-path. We will propose method that separates out multi-path signals and tracks the each path signals. And we will confirm performance of proposed method using Spirent simulator.

A Study on the Classification for Satellite Images using Hybrid Method (하이브리드 분류기법을 이용한 위성영상의 분류에 관한 연구)

  • Jeon, Young-Joon;Kim, Jin-Il
    • The KIPS Transactions:PartB
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    • v.11B no.2
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    • pp.159-168
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    • 2004
  • This paper presents hybrid classification method to improve the performance of satellite images classification by combining Bayesian maximum likelihood classifier, ISODATA clustering and fuzzy C-Means algorithm. In this paper, the training data of each class were generated by separating the spectral signature using ISODATA clustering. We can classify according to pixel's membership grade followed by cluster center of fuzzy C-Means algorithm as the mean value of training data for each class. Bayesian maximum likelihood classifier is performed with prior probability by result of fuzzy C-Means classification. The results shows that proposed method could improve performance of classification method and also perform classification with no concern about spectral signature of the training data. The proposed method Is applied to a Landsat TM satellite image for the verifying test.

A Speaker Pruning Method for Reducing Calculation Costs of Speaker Identification System (화자식별 시스템의 계산량 감소를 위한 화자 프루닝 방법)

  • 김민정;오세진;정호열;정현열
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.6
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    • pp.457-462
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    • 2003
  • In this paper, we propose a speaker pruning method for real-time processing and improving performance of speaker identification system based on GMM(Gaussian Mixture Model). Conventional speaker identification methods, such as ML (Maximum Likelihood), WMR(weighting Model Rank), and MWMR(Modified WMR) we that frame likelihoods are calculated using the whole frames of each input speech and all of the speaker models and then a speaker having the biggest accumulated likelihood is selected. However, in these methods, calculation cost and processing time become larger as the increase of the number of input frames and speakers. To solve this problem in the proposed method, only a part of speaker models that have higher likelihood are selected using only a part of input frames, and identified speaker is decided from evaluating the selected speaker models. In this method, fm can be applied for improving the identification performance in speaker identification even the number of speakers is changed. In several experiments, the proposed method showed a reduction of 65% on calculation cost and an increase of 2% on identification rate than conventional methods. These results means that the proposed method can be applied effectively for a real-time processing and for improvement of performance in speaker identification.

Integration of Multi-spectral Remote Sensing Images and GIS Thematic Data for Supervised Land Cover Classification

  • Jang Dong-Ho;Chung Chang-Jo F
    • Korean Journal of Remote Sensing
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    • v.20 no.5
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    • pp.315-327
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    • 2004
  • Nowadays, interests in land cover classification using not only multi-sensor images but also thematic GIS information are increasing. Often, although useful GIS information for the classification is available, the traditional MLE (maximum likelihood estimation techniques) does not allow us to use the information, due to the fact that it cannot handle the GIS data properly. This paper propose two extended MLE algorithms that can integrate both remote sensing images and GIS thematic data for land-cover classification. They include modified MLE and Bayesian predictive likelihood estimation technique (BPLE) techniques that can handle both categorical GIS thematic data and remote sensing images in an integrated manner. The proposed algorithms were evaluated through supervised land-cover classification with Landsat ETM+ images and an existing land-use map in the Gongju area, Korea. As a result, the proposed method showed considerable improvements in classification accuracy, when compared with other multi-spectral classification techniques. The integration of remote sensing images and the land-use map showed that overall accuracy indicated an improvement in classification accuracy of 10.8% when using MLE, and 9.6% for the BPLE. The case study also showed that the proposed algorithms enable the extraction of the area with land-cover change. In conclusion, land cover classification results produced through the integration of various GIS spatial data and multi-spectral images, will be useful to involve complementary data to make more accurate decisions.