• Title/Summary/Keyword: Normalized Estimator

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Goodness-of-fit test for the logistic distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.195-209
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    • 2014
  • In this paper, we derive the estimators of the location parameter and the scale parameter in a logistic distribution based on multiply type-II censored samples by the approximate maximum likelihood estimation method. We use four modified empirical distribution function (EDF) types test for the logistic distribution based on multiply type-II censored samples using proposed approximate maximum likelihood estimators. We also propose the modified normalized sample Lorenz curve plot for the logistic distribution based on multiply type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

Goodness-of-fit tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Seo, Yeon-Ju;Jeong, Jina
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.903-914
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    • 2014
  • The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

Noise Suppression Using Normalized Time-Frequency Bin Average and Modified Gain Function for Speech Enhancement in Nonstationary Noisy Environments

  • Lee, Soo-Jeong;Kim, Soon-Hyob
    • The Journal of the Acoustical Society of Korea
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    • v.27 no.1E
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    • pp.1-10
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    • 2008
  • A noise suppression algorithm is proposed for nonstationary noisy environments. The proposed algorithm is different from the conventional approaches such as the spectral subtraction algorithm and the minimum statistics noise estimation algorithm in that it classifies speech and noise signals in time-frequency bins. It calculates the ratio of the variance of the noisy power spectrum in time-frequency bins to its normalized time-frequency average. If the ratio is greater than an adaptive threshold, speech is considered to be present. Our adaptive algorithm tracks the threshold and controls the trade-off between residual noise and distortion. The estimated clean speech power spectrum is obtained by a modified gain function and the updated noisy power spectrum of the time-frequency bin. This new algorithm has the advantages of simplicity and light computational load for estimating the noise. This algorithm reduces the residual noise significantly, and is superior to the conventional methods.

Edgeworth Expansion and Bootstrap Approximation for Survival Function Under Koziol-Green Model

  • Kil Ho;Seong Hwa
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.233-244
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    • 2000
  • Confidence intervals for survival function give useful information about the lifetime distribution. In this paper we develop Edgeworkth expansions as approximation to the true and bootstrap distributions of normalized nonparametric maximum likelihood estimator of survival function in the Koziol-Green model and then use these results to show that the bootstrap approximations have second order accuracy.

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A STUDY ON KERNEL ESTIMATION OF A SMOOTH DISTRIBUTION FUNCTION ON CENSORED DATA

  • Jee, Eun Sook
    • The Mathematical Education
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    • v.31 no.2
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    • pp.133-140
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    • 1992
  • The problem of estimating a smooth distribution function F at a point $\tau$ based on randomly right censored data is treated under certain smoothness conditions on F . The asymptotic performance of a certain class of kernel estimators is compared to that of the Kap lan-Meier estimator of F($\tau$). It is shown that the .elative deficiency of the Kaplan-Meier estimate. of F($\tau$) with respect to the appropriately chosen kernel type estimate. tends to infinity as the sample size n increases to infinity. Strong uniform consistency and the weak convergence of the normalized process are also proved.

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Noise Estimation based on Standard Deviation and Sigmoid Function Using a Posteriori Signal to Noise Ratio in Nonstationary Noisy Environments

  • Lee, Soo-Jeong;Kim, Soon-Hyob
    • International Journal of Control, Automation, and Systems
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    • v.6 no.6
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    • pp.818-827
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    • 2008
  • In this paper, we propose a new noise estimation and reduction algorithm for stationary and nonstationary noisy environments. This approach uses an algorithm that classifies the speech and noise signal contributions in time-frequency bins. It relies on the ratio of the normalized standard deviation of the noisy power spectrum in time-frequency bins to its average. If the ratio is greater than an adaptive estimator, speech is considered to be present. The propose method uses an auto control parameter for an adaptive estimator to work well in highly nonstationary noisy environments. The auto control parameter is controlled by a linear function using a posteriori signal to noise ratio(SNR) according to the increase or the decrease of the noise level. The estimated clean speech power spectrum is obtained by a modified gain function and the updated noisy power spectrum of the time-frequency bin. This new algorithm has the advantages of much more simplicity and light computational load for estimating the stationary and nonstationary noise environments. The proposed algorithm is superior to conventional methods. To evaluate the algorithm's performance, we test it using the NOIZEUS database, and use the segment signal-to-noise ratio(SNR) and ITU-T P.835 as evaluation criteria.

KPX's EMS Network Analysis Operation Status in Korea Power System (KPX의 한국 전력 계통에서 EMS 계통해석기능 활용실태 소개)

  • Kang, Hyung-Koo;Han, Hee-Cheon
    • Proceedings of the KIEE Conference
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    • 2005.11b
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    • pp.30-34
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    • 2005
  • Due to old Toshiba EMS's database size limit and hardware old aging, KPX(Korea Power Exchange) had introduced New EMS from AREVA(old ALSTOM) in July 2002. After then KPX had committed many man power and time to normalize EMS NA(Network Analysis) functions for using real power system. At initial stage, to normalize State Estimator which is the backbone of all other NA functions and DTS(Dispatcher Training Simulator}, KPX had corrected numerous topology errors, network model errors, non-scanned and wrongly scanned SCADA measured errors. After SE function study, running test and tuning, State Estimator could finally have been run properly and stably from June 2003. Based on SE running, KPX had normalized real time Contingency Analysis, and study mode Power Flow, STNET and DTS. From early 2004, dispatchers have been trained to use NA and DTS for the purpose of stable SE running, NA operation & results reading and urgent equipment outage reviewing. EMS NA have been greatly contributed to operate real time power system stably. Above NA normal operation by KPX own efforts under the no experience of NA running, KPX made a good precedent. This paper is intended to introduce EMS NA normalization process, operation status, and etc in Korea power system operation.

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Noise Reduction Using the Standard Deviation of the Time-Frequency Bin and Modified Gain Function for Speech Enhancement in Stationary and Nonstationary Noisy Environments

  • Lee, Soo-Jeong;Kim, Soon-Hyob
    • The Journal of the Acoustical Society of Korea
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    • v.26 no.3E
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    • pp.87-96
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    • 2007
  • In this paper we propose a new noise reduction algorithm for stationary and nonstationary noisy environments. Our algorithm classifies the speech and noise signal contributions in time-frequency bins, and is not based on a spectral algorithm or a minimum statistics approach. It relies on calculating the ratio of the standard deviation of the noisy power spectrum in time-frequency bins to its normalized time-frequency average. We show that good quality can be achieved for enhancement speech signal by choosing appropriate values for ${\delta}_t\;and\;{\delta}_f$. The proposed method greatly reduces the noise while providing enhanced speech with lower residual noise and somewhat higher mean opinion score (MOS), background intrusiveness (BAK) and signal distortion (SIG) scores than conventional methods.

Confidence bands for survival curve under the additive risk model

  • Song, Myung-Unn;Jeong, Dong-Myung;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • v.26 no.4
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    • pp.429-443
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    • 1997
  • We consider the problem of obtaining several types of simultaneous confidence bands for the survival curve under the additive risk model. The derivation uses the weak convergence of normalized cumulative hazard estimator to a mean zero Gaussian process whose distribution can be easily approxomated through simulation. The bands are illustrated by applying them from two well-known clinicla studies. Finally, simulation studies are carried outo to compare the performance of the proposed bands for the survival function under the additive risk model.

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A Study on Individual Tap-Power Estimation for Improvement of Adaptive Equalizer Performance

  • Kim, Nam-Yong
    • Journal of electromagnetic engineering and science
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    • v.4 no.1
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    • pp.23-29
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    • 2004
  • In this paper we analyze convergence constraints and time constant of IT-LMS algorithm and derive a method of making it's time constant independent of signal power by using input variance estimation. The method for estimating the input variance is to use a single-pole low-pass filter(LPF) with common smoothing parameter value, θ. The estimator is with narrow bandwidth for large θ but with wide bandwidth for small θ. This small θ gives long term average estimation(low frequency) of the fluctuating input variance well as short term variations (high frequency) of the input power. In our simulations of multipath communication channel equalization environments, the method with large θ has shown not as much improved convergence speed as the speed of the original IT-LMS algorithm. The proposed method with small θ=0.01 reach its minimum MSE in 100 samples whereas the IT-LMS converges in 200 samples. This shows the proposed, tap-power normalized IT-LMS algorithm can be applied more effectively to digital wireless communication systems.