• Title/Summary/Keyword: The maximum likelihood method

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Analytical Fragility Curves for Bridge (교량의 해석적 손상도 곡선)

  • Lee, Jong-Heon
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.3 no.4
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    • pp.155-162
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    • 1999
  • This paper presents a generation of analytical fragility curves for bridge. The analytical fragility curves are constructed on the basis of nonlinear dynamic analysis. Two-parameter lognormal distribution functions are used to represent the fragility curves with the parameters estimated by the maximum likelihood method. To demonstrate the development of analytical fragility curves, two of representative bridges with a precast prestressed continuous deck in the Memphis. Tennessee area are used.

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Stability of SA Fragility Curves on Elastic Modulus (탄성계수에 대한 SA 손상도 곡선의 안정성)

  • Lee, Jong-Heon
    • Journal of the Korean Society of Industry Convergence
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    • v.9 no.3
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    • pp.207-214
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    • 2006
  • In this paper, the stability of SA(Spectral Acceleration) fragility curves is studied for the two sets of elastic modulus of concrete. In doing that, general purpose structural analysis program and generally used probability density function are used. The results of structural analysis are represented by Bernoulli distribution which says damage or no damage. By the use of Maximum Likelihood Method, two parameters of lognormal distribution - median and standard deviation - are found. With them, the fragility curves are constructed.

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A Study on Estimation of Parameters in Bivariate Exponential Distribution

  • Kim, Jae Joo;Park, Byung-Gu
    • Journal of Korean Society for Quality Management
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    • v.15 no.1
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    • pp.20-32
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    • 1987
  • Estimation for the parameters of a bivariate exponential (BVE) model of Marshall and Olkin (1967) is investigated for the cases of complete sampling and time-truncated parallel sampling. Maximum likelihood estimators, method of moment estimators and Bayes estimators for the parameters of a BVE model are obtained and compared with each other. A Monte Cario simulation study for a moderate sized samples indicates that the Bayes estimators of parameters perform better than their maximum likelihood and method of moment estimators.

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Bootstrap Confidence Intervals for a One Parameter Model using Multinomial Sampling

  • Jeong, Hyeong-Chul;Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.465-472
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    • 1999
  • We considered a bootstrap method for constructing confidenc intervals for a one parameter model using multinomial sampling. The convergence rates or the proposed bootstrap method are calculated for model-based maximum likelihood estimators(MLE) using multinomial sampling. Monte Carlo simulation was used to compare the performance of bootstrap methods with normal approximations in terms of the average coverage probability criterion.

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VELOCITY ANALYSIS OF M13 BY MAXIMUM LIKELIHOOD METHOD

  • Oh, K.S.;Lin, D. N. C.
    • Journal of The Korean Astronomical Society
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    • v.25 no.1
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    • pp.1-9
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    • 1992
  • We present new approach to analysis of velocity data of globular clusters. Maximum likelihood method is applied to get model parameters such as central potential, anisotropy radius, and total mass fractions in each mass class. This method can avoid problems in conventional binning method of chi-square. We utilize three velocity components, one from line of sight radial velocity and two from proper motion data. In our simplified scheme we adopt 3 mass-component model with unseen high mass stars, intermediate visible stars, and low mass dark remnants. Likelihood values are obtained for 124 stars in M13 for various model parameters. Our preferred model shows central potential of $W_o=7$ and anisotropy radius with 7 core radius. And it suggests non-negligible amount of unseen high mass stars and considerable amount of dark remnants in M13.

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Prior Maximum Likelihood Detection Verifier Design in MIMO Receivers (MIMO 수신기에서 사전 Maximum Likelihood 검파 검증기 설계)

  • Jeon, Hyoung-Goo;Bae, Jin-Ho;Lee, Dong-Hoon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.11A
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    • pp.1063-1071
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    • 2008
  • This paper proposes a prior maximum likelihood (ML) detection verifier which has an ability to verify if the zero forcing (ZF) detection results are identical to the ML detection results. Since more than 90% of ZF detection results are identical to ML detection results, the proposed verifier makes it possible to omit the computationally complex ML detection in 90% cases of MIMO signal detections. The proposed verifier is designed by using the diversity gain obtained from converting MIMO signal into single input multiple output (SIMO) signals. In the proposed method, single input multiple output (SIMO) signals for each transmit antenna are separated from MIMO signals after the MIMO signals are detected by ZF method. Computer simulations show that the true alarm probability of the proposed verifier is more than 80% and the false alarm probability is less than $10^{-4}$.

A Comparison of Bayesian and Maximum Likelihood Estimations in a SUR Tobit Regression Model (SUR 토빗회귀모형에서 베이지안 추정과 최대가능도 추정의 비교)

  • Lee, Seung-Chun;Choi, Byongsu
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.991-1002
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    • 2014
  • Both Bayesian and maximum likelihood methods are efficient for the estimation of regression coefficients of various Tobit regression models (see. e.g. Chib, 1992; Greene, 1990; Lee and Choi, 2013); however, some researchers recognized that the maximum likelihood method tends to underestimate the disturbance variance, which has implications for the estimation of marginal effects and the asymptotic standard error of estimates. The underestimation of the maximum likelihood estimate in a seemingly unrelated Tobit regression model is examined. A Bayesian method based on an objective noninformative prior is shown to provide proper estimates of the disturbance variance as well as other regression parameters

LOCAL INFLUENCE ON THE GOODNESS-OF-FIT TEST STATISTIC IN MAXIMUM LIKELIHOOD FACTOR ANALYSIS

  • Jung, Kang-Mo
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.489-498
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    • 1998
  • The influence of observations the on the goodness-of-fit test in maximum likelihood factor analysis is investigated by using the local influence method. under an appropriate perturbation the test statistic forms a surface. One of main diagnostics is the maximum slope of the perturbed surface the other is the direction vector cor-responding to the curvature. These influence measures provide the information about jointly influence measures provide the information about jointly influential observations as well as individ-ually influential observations.

Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • v.14 no.1
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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Gradient-Search Based CDMA Multiuser Detection with Estimation of User Powers (Gradient 탐색에 기초한 CDMA 다중사용자 검출과 전력 추정)

  • Choi Yang-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.9C
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    • pp.882-888
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    • 2006
  • Multiuser detection can significantly increase system capacity and improve service quality compared with the existing matched filter. In this paper, we introduce an method which efficiently calculates the maximum likelihood (ML) metric based on the gradient search (GS). The ML detection needs user powers as well as their spreading codes. A method is also proposed that allows us to detect data bits with the estimation of user powers when they are unknown. Computer simulation shows that the proposed method can nearly achieve the same performance as the GS with perfectly hewn user powers.