• Title/Summary/Keyword: a priori statistics

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Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.237-249
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    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

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ESTIMATING VARIOUS MEASURES IN NORMAL POPULATION THROUGH A SINGLE CLASS OF ESTIMATORS

  • Sharad Saxena;Housila P. Singh
    • Journal of the Korean Statistical Society
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    • v.33 no.3
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    • pp.323-337
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    • 2004
  • This article coined a general class of estimators for various measures in normal population when some' a priori' or guessed value of standard deviation a is available in addition to sample information. The class of estimators is primarily defined for a function of standard deviation. An unbiased estimator and the minimum mean squared error estimator are worked out and the suggested class of estimators is compared with these classical estimators. Numerical computations in terms of percent relative efficiency and absolute relative bias established the merits of the proposed class of estimators especially for small samples. Simulation study confirms the excellence of the proposed class of estimators. The beauty of this article lies in estimation of various measures like standard deviation, variance, Fisher information, precision of sample mean, process capability index $C_{p}$, fourth moment about mean, mean deviation about mean etc. as particular cases of the proposed class of estimators.

Applicability of Cluster Analysis and Discriminant Analysis (집락분석과 판별분석의 활용성연구)

  • Chae, Seong-San;Hwang, Jung-Yeon
    • Journal of Korean Society for Quality Management
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    • v.22 no.2
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    • pp.143-153
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    • 1994
  • Cluster analysis is a primitive technique in which no assumptions are made concerning the data structure. And the number of groups is known a priori discriminant analysis provides an information how well N individuals are classified into their own groups. In this study, clustering, which is any partition of a collection of data points, generated by the application of eight hierarchical clustering methods was re-classified by discriminant analysis. Then correct classification ratios were obtained for the application of discriminant analysis through each clustering method and the direct application of discriminant analysis. By comparing the correct classification ratios, the applicability of cluster analysis and discriminant analysis considered.

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Hierarchical and Empirical Bayes Estimators of Gamma Parameter under Entropy Loss

  • Chung, Youn-Shik
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.221-235
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    • 1999
  • Let be $X_1$,...,$X_p$, $p\geq2$ independent random variables where each $X_i$ has a gamma distribution with $\textit{k}_i$ and $\theta_i$ The problem is to simultaneously estimate $\textit{p}$ gamma parameters $\theta_i$ and $\theta_i{^-1}$ under entropy loss where the parameters are believed priori. Hierarch ical Bayes(HB) and empirical Bayes(EB) estimators are investigated. And a preference of HB estimator over EB estimator is shown using Gibbs sampler(Gelfand and Smith 1990). Finally computer simulation is studied to compute the risk percentage improvements of the HB estimator and the estimator of Dey Ghosh and Srinivasan(1987) compared to UMVUE estimator of $\theta^{-1}$.

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Adaptive Blind MMSE Equalization for SIMO Channel

  • Ahn, Kyung-Seung;Baik, Heung-Ki
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.8A
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    • pp.753-762
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    • 2002
  • Blind equalization of transmission channel is important in communication areas and signal processing applications because it does not need training sequences, nor dose it require a priori channel information. In this paper, an adaptive blind MMSE channel equalization technique based on second-order statistics in investigated. We present an adaptive blind MMSE channel equalization using multichannel linear prediction error method for estimating cross-correlation vector. They can be implemented as RLS or LMS algorithms to recursively update the cross-correlation vector. Once cross-correlation vector is available, it can be used for MMSE channel equalization. Unlike many known subspace methods, our proposed algorithms do not require channel order estimation. Therefore, our algorithms are robust to channel order mismatch. Performance of our algorithms and comparisons with existing algorithms are shown for real measured digital microwave channel.

Joint Blind Data/Channel Estimation Based on Linear Prediction

  • Ahn, Kyung-Seung;Byun, Eul-Chool;Baik, Heung-Ki
    • Proceedings of the IEEK Conference
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    • 2001.09a
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    • pp.869-872
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    • 2001
  • Blind identification and equalization of communication channel is important because it does not need training sequence, nor does it require a priori channel information. So, we can increase the bandwidth efficiency. The linear prediction error method is perhaps the most attractive in practice due to the insensitive to blind channel estimator and equalizer length mismatch as well as for its simple adaptive algorithms. In this paper, we propose method for fractionally spaced blind equalizer with arbitrary delay using one-step forward prediction error filter from second-order statistics of the received signals for SIMO channel. Our algorithm utilizes the forward prediction error as training sequences for data estimation and desired signal for channel estimation.

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Multichannel Blind Equalization using Multistep Prediction and Adaptive Implementation

  • Ahn, Kyung-Seung;Hwang, Ho-Sun;Hwang, Tae-Jin;Baik, Heung-Ki
    • Proceedings of the IEEK Conference
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    • 2001.06a
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    • pp.69-72
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    • 2001
  • Blind equalization of transmission channel is important in communication areas and signal processing applications because it does not need training sequence, nor does it require a priori channel information. Recently, Tong et al. proposed solutions for this problem exploit the diversity induced by antenna array or time oversampling, leading to the second order statistics techniques, fur example, subspace method, prediction error method, and so on. The linear prediction error method is perhaps the most attractive in practice due to the insensitive to blind equalizer length mismatch as well as for its simple adaptive filter implementation. Unfortunately, the previous one-step prediction error method is known to be limited in arbitrary delay. In this paper, we induce the optimal delay, and propose the adaptive blind equalizer with multi-step linear prediction using RLS-type algorithm. Simulation results are presented to demonstrate the proposed algorithm and to compare it with existing algorithms.

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Lane Detection Using Road Geometry Estimation

  • Lee, Choon-Young;Park, Min-Seok;Lee, Ju-Jang
    • 제어로봇시스템학회:학술대회논문집
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    • 1998.10a
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    • pp.226-231
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    • 1998
  • This paper describes how a priori road geometry and its estimation may be used to detect road boundaries and lane markings in road scene images. We assume flat road and road boundaries and lane markings are all Bertrand curves which have common principal normal vectors. An active contour is used for the detection of road boundary, and we reconstruct its geometric property and make use of it to detect lane markings. Our approach to detect road boundary is based on minimizing energy function including edge related term and geometric constraint term. Lane position is estimated by pixel intensity statistics along the parallel curve shifted properly from boundary of the road. We will show the validity of our algorithm by processing real road images.

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Development of the Bayesian method and its application to the water resources field (베이지안 기법의 발전 및 수자원 분야에의 적용)

  • Na, Wooyoung;Yoo, Chulsang
    • Journal of Korea Water Resources Association
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    • v.54 no.1
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    • pp.1-13
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    • 2021
  • The Bayesian method is a very useful statistical tool in various fields including water resources. Therefore, in this study, the background of the Bayesian statistics and its application to the water resources field are reviewed. First, the history of the Bayesian method from the birth to the present, and the achievements of Bayesian statisticians are summarized. Next, the derivation of the Bayes' theorem, which is the basis of the Bayesian method, is presented, and the roles of the three elements of the Bayes' theorem: priori distribution, likelihood function, and posteriori distribution are explained. In addition, the unique features and advantages of the Bayesian statistics are summarized. Finally, the cases in water resources where the Bayesian method is applied are summarized by dividing them into several categories. With a prevalence of information and big data in the future, the Bayesian method is expected to be used more actively in the water resources field.

Channel Error Detwction and Concealment Technqiues for the MPEG-2 Video Standard (MPEG-2 동영상 표준방식에 대한 채널 오차의 검출 및 은폐 기법)

  • 김종원;박종욱;이상욱
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.10
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    • pp.2563-2578
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    • 1996
  • In this paper, channel error characteristics are investigated to alleviate the channel error propagation problem of the digital TV transmission systems. First, error propagation problems, which are mainly caused by the inter-frame dependancy and variable length coding of the MPEG-2 baseline encoder, are intensively analyzed. Next, existing channel resilient schemes are systematically classified into two kinds of schemes; one for the encoder and the other for the decoder. By comparing the performance and implementation cost, the encoder side schemes, such as error localization, layered coding, error resilience bit stream generation techniques, are described in this paper. Also, in an effort to consider the parcticality of the real transmission situation, an efficient error detection scheme for a decoder system is proposed by employing a priori information of the bit stream syntas, checking the encoding conditions at the encoder stage, and exploiting the statistics of the image itself. Finally, subsequent error concealment technique based on the DCT coefficient recovery algorithm is adopted to evaluate the performance of the proposed error resilience technique. The computer simulation results show that the quality of the received image is significantly improved when the bit error rate is as high as 10$^{-5}$ .

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