• Journal of the Korean Statistical Society
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• 제25권1호
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• pp.39-48
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• 1996

A new method that uses information obtained not only from randomization device but also from direct question is introduced. The new maximum likelihood estimator is compared with those of Warner(1965) and Mangat(l994). For a choice of randomized device, we propose a choice depending on the sample size n and show that our estimator is more efficient than that of Mangat under the randomization device. The proposed procedure is extended to more general one which can be easily applied to some specific cases. Under the specified conditions, it is shown that the variance of this generalized estimator is smaller than that of Warner.

• Journal of the Korean Statistical Society
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• 제27권3호
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• pp.319-329
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• 1998

In the linear regression model with an autocorrelated disturbances, the Cochrane-Orcutt estimator (COE) is a well known alternative to the Generalized Least Squares estimator (GLSE). The efficiency of COE has been studied empirically in a Monte Carlo study when the unknown parameters are estimated by maximum likelihood method. In this paper, it is theoretically proved that the COE is shown to be inferior to the GLSE. The comparisons are based on the difference of corresponding information matrices or the ratio of their determinants.

• East Asian Economic Review
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• 제26권2호
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• pp.143-169
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• 2022

This study investigates the effect of economic factors on immigration using the gravity model of immigration. Cross-sectional regression and panel data analyses are conducted from 2000 to 2019 using the OECD International Migration Database, which consists of 36 destination countries and 201 countries of origin. The Poisson pseudo-maximum-likelihood method, which can effectively correct potential biased estimates caused by zeros in the immigration data, is used for estimation. The results indicate that the economic factors strengthened after the global financial crisis. Additionally, this effect varies depending on the type of immigration (the income level of origin country). The gravity model applied to immigration performs reasonably well, but it is necessary to consider the country-specific and time-varying characteristics.

• 대한전기학회논문지
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• 제35권6호
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• pp.246-256
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• 1986

Determination of an aerodynamic structure is a very important problem in missile modeling. The structure problem is to choose an appropriate set of aerodynamic coefficients to represent chosen missile dynamics. A methodology and criteria to determine a structure from windtunnel data are presented in this paper. Aerodynamic coeffecients in the determined structure are then identified by parameter identification algorithms. The identified coefficients are in turn used to verify appropriateness of the structure. The extended Kalman filter (EKF) and the maximum likelihood mithod (ML) are adopted as the parameter identification algorithm. Both methods exhibit satisfactory results. While the model identified by the ML more closely follows dynamics of the chosen missile than that by the EKF.

• 대한전기학회논문지
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• 제38권12호
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• pp.971-982
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• 1989

An integrating position estimation algorithm has been developed for the navigation system of a free-ranging AGV system. The navigation system focused in this research work consists of redundant wheel encoders for the relative position measurement and a vision sensor for the absolute position measurement. A maximum likelihood method and an extended Kalman filter are implemented for enhancing the performance of the position estimator. The maximum likelihood estimator processes noisy, redundant wheel encoder measurements and yields efficient estimates for the AGV motion between each sampling interval. The extended Kalman filter fuses inharmonious positional data from the deadreckoner and the vision sensor and computes the optimal position estimate. The simulation results show that the proposed position estimator solves a generalized estimation problem for locating the vehicle accurately in space.

• Journal of the Korean Data and Information Science Society
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• 제21권2호
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• pp.317-325
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• 2010

In this paper, we develop four modified empirical distribution function (EDF) type tests using approximate maximum likelihood estimators for the half-logistic distribution based on multiply Type-II censored samples. We also propose modified normalize sample Lorenz curve polt and new test statistics. We compare the above test statistics in the sense of the power for various censored samples. We present an example to illustrate this method.

• Communications for Statistical Applications and Methods
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• 제27권4호
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• pp.413-430
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• 2020

The multiply Type-II hybrid censoring scheme is disadvantaged by an experiment time that is too long. To overcome this limitation, we propose a generalized multiply Type-II hybrid censoring scheme. Some estimators of the scale parameter of the exponential distribution are derived under a generalized multiply Type-II hybrid censoring scheme. First, the maximum likelihood estimator of the scale parameter of the exponential distribution is obtained under the proposed censoring scheme. Second, we obtain the Bayes estimators under different loss functions with a noninformative prior and an informative prior. We approximate the Bayes estimators by Lindleys approximation and the Tierney-Kadane method since the posterior distributions obtained by the two priors are complicated. In addition, the Bayes estimators are obtained by using the Markov Chain Monte Carlo samples. Finally, all proposed estimators are compared in the sense of the mean squared error through the Monte Carlo simulation and applied to real data.

• 한국정보통신학회논문지
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• 제11권6호
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• pp.1150-1155
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• 2007

OFDM은 IEEE802.11a와 HiperLAN2와 같은 여러 가지 무선 표준에 적용되고 있는 다중 캐리어 변조 기술이다. OFDM의 문제 중 하나는 송신기와 수신기 캐리어 주파수 사이의 주파수 offset에 민감하다는 것이다. 이러한 주파수 옵셋은 OFDM 심볼에 ICI(Inter-carrier interference)를 유발한다. 본 논문에서는 ICI의 영향을 제거하는 3가지 방법, 즉 ICI self-cancellation(SC), 최대가능도 추정(Maximum Likelihood), 확장 칼만 필터(Extended Kalman Filtering) 방법을 제안하고 성능을 비교 평가한다.

• 응용통계연구
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• 제10권1호
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• pp.177-187
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• 1997

고정효과가 하나인 이원혼합모형에서의 고정효과 유의성검정에 대한 검정력 분석을 고려한다. 고정효과 수준간의 차이를 검정하는데 사용되는 일반화 최소제곱 F 통계량을 헨더슨의 방법 III, 사전추측값이 1인 MINQUE 추정량, 최우추정법, 제한적 최우 추정법을 이용하여 구하고 이 검정 통계량들의 검정력을 모의실험을 통하여 알아본다. 모의실험의 결과는 결론적으로 검정력의 측면에서 살펴본 효율성은 4가지 추정량 모두 대체적으로 비슷한 것으로 판명되었다.

• Wind and Structures
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• 제23권4호
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• pp.351-366
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• 2016

Nowadays, wind energy is the most rapidly developing technology and energy source and it is reusable. Due to its cleanliness and reusability, there have been rapid developments made on transferring the wind energy systems to electric energy systems. Converting the wind energy to electrical energy can be done only with the wind turbines. So installing a wind turbine depends on the wind speed at that location. The expected wind power can be estimated using a perfect probability distribution. In this paper Weibull and Weibull distribution with multiple parameters has been used in deriving the mathematical expression for estimating the wind power. Statistically the parameters of Weibull and Weibull distribution are estimated using the maximum likelihood techniques. We derive a probability distribution for the power output of a wind turbine with given rated wind speeds for the regions where the wind speed histograms present a bimodal pdf and compute the first order moment of this distribution.