• Title/Summary/Keyword: Method of maximum likelihood

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Estimation for Two-Parameter Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1319-1328
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    • 2006
  • For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for the Power Function Distribution Based on Type- II Censored Samples

  • Kang, Suk-Bok;Jung, Won-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1335-1344
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    • 2008
  • The maximum likelihood method does not admit explicit solutions when the sample is multiply censored and progressive censored. So we shall propose some approximate maximum likelihood estimators (AMLEs) of the scale parameter for the power function distribution based on multiply Type-II censored samples and progressive Type-II censored samples when shape parameter is known. We compare the proposed estimators in the sense of the mean squared error (MSE) through Monte Carlo simulation for various censoring schemes.

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Estimation for the Generalized Extreme Value Distribution Based on Multiply Type-II Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.817-826
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    • 2007
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the location parameter in a generalized extreme value distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Goodness-of-fit Test for the Weibull Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.349-361
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    • 2009
  • In this paper, we derive the approximate maximum likelihood estimators of the shape parameter and the scale parameter in a Weibull distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We develop three modified empirical distribution function type tests for the Weibull distribution based on multiply Type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

Estimation in a Half-Triangle Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.793-801
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    • 2007
  • For multiply Type-II censored samples from a half-triangle distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location parameter in the half-triangle distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Parameter Estimation for an Infinite Dimensional Stochastic Differential Equation

  • Kim, Yoon-Tae
    • Journal of the Korean Statistical Society
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    • v.25 no.2
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    • pp.161-173
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    • 1996
  • When we deal with a Hilbert space-valued Stochastic Differential Equation (SDE) (or Stochastic Partial Differential Equation (SPDE)), depending on some unknown parameters, the solution usually has a Fourier series expansion. In this situation we consider the maximum likelihood method for the statistical estimation problem and derive the asymptotic properties (consistency and normality) of the Maximum Likelihood Estimator (MLE).

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A Computationally Efficient Signal Detection Method for Spatially Multiplexed MIMO Systems (공간다중화 MIMO 시스템을 위한 효율적 계산량의 신호검출 기법)

  • Im, Tae-Ho;Kim, Jae-Kwon;Yi, Joo-Hyun;Yun, Sang-Boh;Cho, Yong-Soo
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.7C
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    • pp.616-626
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    • 2007
  • 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 recently by many researchers. Among the previous methods, maximum likelihood detection with QR decomposition and M-algorithm (QRM-MM)), and sphere decoding (SD) schemes have been reported to achieve a (near) maximum likelihood (ML) performance. In this paper, we propose a novel signal detection method that achieves a near ML performance in a computationally efficient manner. The proposed method is demonstrated via a set of computer simulations that the proposed method achieves a near ML performance while requiring a complexity that is comparable to that of the conventional MMSE-OSIC. We also show that the log likelihood ratio (LLR) values for all bits are obtained without additional calculation but as byproduct in the proposed detection method, while in the previous QRM-MLD, SD, additional computation is necessary after the hard decision for LLR calculation.

MCE Training Algorithm for a Speech Recognizer Detecting Mispronunciation of a Foreign Language (외국어 발음오류 검출 음성인식기를 위한 MCE 학습 알고리즘)

  • Bae, Min-Young;Chung, Yong-Joo;Kwon, Chul-Hong
    • Speech Sciences
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    • v.11 no.4
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    • pp.43-52
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    • 2004
  • Model parameters in HMM based speech recognition systems are normally estimated using Maximum Likelihood Estimation(MLE). The MLE method is based mainly on the principle of statistical data fitting in terms of increasing the HMM likelihood. The optimality of this training criterion is conditioned on the availability of infinite amount of training data and the correct choice of model. However, in practice, neither of these conditions is satisfied. In this paper, we propose a training algorithm, MCE(Minimum Classification Error), to improve the performance of a speech recognizer detecting mispronunciation of a foreign language. During the conventional MLE(Maximum Likelihood Estimation) training, the model parameters are adjusted to increase the likelihood of the word strings corresponding to the training utterances without taking account of the probability of other possible word strings. In contrast to MLE, the MCE training scheme takes account of possible competing word hypotheses and tries to reduce the probability of incorrect hypotheses. The discriminant training method using MCE shows better recognition results than the MLE method does.

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Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation

  • Lee, Juhee;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.627-641
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    • 2021
  • An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

Soft-Decision Algorithm with Low Complexity for MIMO Systems Using High-Order Modulations (고차 변조 방식을 사용하는 MIMO 시스템을 위한 낮은 복잡도를 갖는 연판정 알고리즘)

  • Lee, Jaeyoon;Kim, Kyoungtaek
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.40 no.6
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    • pp.981-989
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    • 2015
  • In a log likelihood ratio(LLR) calculation of the detected symbol, multiple-input multiple-output(MIMO) system applying an optimal or suboptimal algorithm such as a maximum likelihood(ML) detection, sphere decoding(SD), and QR decomposition with M-algorithm Maximum Likelihood Detection(QRM-MLD) suffers from exponential complexity growth with number of spatial streams and modulation order. In this paper, we propose a LLR calculation method with very low complexity in the QRM-MLD based symbol detector for a high order modulation based $N_T{\times}N_R$ MIMO system. It is able to approach bit error rate(BER) performance of full maximum likelihood detector to within 1 dB. We also analyze the BER performance through computer simulation to verify the validity of the proposed method.