• Title/Summary/Keyword: S-Parameter

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Accuracy of Multiple Outlier Tests in Nonlinear Regression

  • Kahng, Myung-Wook
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.131-136
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    • 2011
  • The original Bates-Watts framework applies only to the complete parameter vector. Thus, guidelines developed in that framework can be misleading when the adequacy of the linear approximation is very different for different subsets. The subset curvature measures appear to be reliable indicators of the adequacy of linear approximation for an arbitrary subset of parameters in nonlinear models. Given the specific mean shift outlier model, the standard approaches to obtaining test statistics for outliers are discussed. The accuracy of outlier tests is investigated using subset curvatures.

DETECTING INRLUENTIAL OBSERVATIONS ONTRANSFORMATION PARAMETER IN BOX-COX MODEL

  • Kim, Choong-Rak;Jeong, Mee-Seon
    • Journal of the Korean Statistical Society
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    • v.21 no.1
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    • pp.35-46
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    • 1992
  • On Box-Cox transformation, one or few responses are influential on transformation parameter estimator. To detect influential observatins, several diagnostics (Cook and Wang 1983, Hinkley and Wang 1988, Lawrance 1988, Tsai and Wu 1990) have been suggested. We compare these diagnostics and denote the necessity of multiple cases deletion which is important especially when the masking effect is present. Also, analytic expression of Tsai and Wu's diagnostic is given. We suggest a computationally feasible and useful algorithm based on the basic building blocks, and present descriptive examples using artificial data.

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A Computer Program for Weibull Parameter Estimation (와이블분포(分布) 모수추정(母數推定)의 컴퓨터 프로그램)

  • Eom, Tae-Won;Jeong, Su-Il
    • Journal of Korean Society for Quality Management
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    • v.9 no.1
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    • pp.51-60
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    • 1981
  • This paper deals with the estimation of the Weibull parameters, which have a close relation with product reliability characteristics. Among the many kinds of estimation methods, Ishikawa's Weibull Probability Paper (WPP) is commonly used. The WPP is very convenient, but it has a great disadvantage in estimation accuracy by plotting method. It is very difficult to get the same results even if one use the same data several times. A computer program for the regression method is used for the parameter estimation to reduce these errors.

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On the identification of the multivariable stochastic linear systems (다변수 스토캐스틱 선형 계통의 추정에 관한 연구)

  • 양흥석;남현도
    • 전기의세계
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    • v.31 no.5
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    • pp.361-367
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    • 1982
  • The problem of parameter identification for multivariable stochastic linear systems from output measurements, which are corrupted by noises, is considered. A modified Luenberger's input/output canonical form is used for reducing the number of unknown coefficients. A computationally and conceptionally simple systematic procedure for parameter estimation is obtained using output correlation method. The estimates are shown to be asymptotically normal, unbiased and consistent. Numerical examples are presented to illustrate the identification method.

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Goodness-of-fit Test for Rayleigh Distribution

  • Sultan, K.S.
    • International Journal of Reliability and Applications
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    • v.8 no.1
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    • pp.41-51
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    • 2007
  • In this paper, we use the moments of order statistics derived by Lieblein (1955) to develop the correlation goodness-of-fit test for the Rayleigh distribution. In such we simulate the percentage points of the test statistics for the one-parameter and two-parameter cases. In addition, we calculate the power of the proposed tests based on some alterative distributions. Finally, we apply the procedures developed in the paper to some real data.

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GEOMETRICAL PROPERTIES OF t-DISTRIBUTION

  • CHO, BONG SIK;BAEK, HOH YOO
    • Honam Mathematical Journal
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    • v.28 no.3
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    • pp.433-438
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    • 2006
  • The Fisher information matrix plays a significant role in statistical inference in connection with estimation and properties of variance of estimators. In this paper, the parameter space of the t-distribution using its Fisher's matrix is defined. The Riemannian and scalar curvatures to parameter space are calculated.

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Jackknife Estimation in an Exponential Model

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.193-200
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    • 2004
  • Parametric estimation of truncated point in a truncated exponential distribution will be considered. The MLE, bias reducing estimator and the ordinary jackknife estimator of the truncated parameter will be compared by mean square errors. And the MME and MLE of mean parameter and estimations of the right tail probability in the distribution will be compared by their MSE's.

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Extraction of Speaker Recognition Parameter Using Chaos Dimension (카오스차원에 의한 화자식별 파라미터 추출)

  • Yoo, Byong-Wook;Kim, Chang-Seok
    • Speech Sciences
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    • v.1
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    • pp.285-293
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    • 1997
  • This paper was constructed to investigate strange attractor in considering speech which is regarded as chaos in that the random signal appears in the deterministic raising system. This paper searches for the delay time from AR model power spectrum for constructing fit attractor for speech signal. As a result of applying Taken's embedding theory to the delay time, an exact correlation dimension solution is obtained. As a result of this consideration of speech, it is found that it has more speaker recognition characteristic parameter, and gains a large speaker discrimination recognition rate.

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A study on the Synchronous Machine Modeling by Parameter Modification (매계분수 기정에 의한 동기식의 모델링에 관한 연구)

  • 김준현;유석구;설용태
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.32 no.11
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    • pp.379-386
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    • 1983
  • In this paper,the more accurate and simple synchronous machine model is derived by parameter modification method. At first, the flux linkage state space model is composed by redefining the parameters of synchronous machine and considering the saturation effect approximately. After that, this modified model is apply to the power system model and the effects of power system stability is analyzed by this model's characteristics in fault condition. As the result, the modified synchronous machine model shows more accurate and simple than the privious one.

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