• Title/Summary/Keyword: constrained maximum likelihood estimation

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Constrained Estimation of the Numbers of Trials in Several Binomial Populations

  • Oh, Myongsik;Lee, Eun-Kyoung
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.699-709
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    • 2000
  • The constrained maximum likelihood estimation of the number of trials in several binomial populations under order restriction, such as simple order, is discussed. The estimation procedure is based on, so called, pool adjacent violators algorithm. Three handy estimators are given and their performances are compared using an artificial example.

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Tests for equivalence/non-inferiority based on odds ratio in matched-pair design

  • Go, Hye-Jeong;Lee, Jae-Won
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.319-324
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    • 2003
  • 본 논문에서는 matched-pair design에서의 두 처리간 동등성/ 비열등성 검정에 대해 고려하였다. 기존에 비율차이나 risk ratio관점에서 동등성/비열등성 검정을 시행한 것과는 달리, 본 논문에서는 odds ratio에 기초하여 두 가지 검정통계량을 유도하였다. (1) constrained maximum likelihood estimator(mle)를 이용한 fieller type 통계량 (2) 제약없이 구한 mle를 사용한 wald-type 통계량). 비율 차이나 risk ratio에 기초한 기존의 통계적 방법들(비율차이에 근거한 (3) score-type 통계량과 (4) wald-type 통계량, risk ratio에 기초한 (5) fieller-type 통계량과 (6) wald-type 통계량)과 본 논문에서 제시한 두가지 통계량의 성능을 비교하기 위해 모의실험을 시행하였다. 모의실험 결과, 본 논문에서 제안한 constrained mle를 사용한 fieller type 통계량은 empirical type I error 측면에서 매우 만족스러운 결과를 보이고 있으며, 특히 비대각 셀의 확률이 작아질 경우에도 안정적인 성능을 보여준다.

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A Smooth Estimation of Failure Rate Function (고장률 함수의 평활추정)

  • 나명환;이현우;김재주
    • Journal of Korean Society for Quality Management
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    • v.25 no.3
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    • pp.51-61
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    • 1997
  • We introduce a method of estimating an unknown failure rate function based on sample data. We estimate failure rate function by a function s from a space of cubic splines constrained to be linear (or constant) in tails using maximum likelihood estimation. The number of knots are determined by Bayesian Information Criterion(BIC). Examples using simulated data are used to illustrate the performance of this method.

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Delay-Constrained Bottleneck Location Estimator and Its Application to Scalable Multicasting

  • Kim, Sang-Bum;Youn, Chan-Hyun
    • ETRI Journal
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    • v.22 no.4
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    • pp.1-12
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    • 2000
  • Designing a reliable multicast-based network that scales to the size of a multicast group member is difficult because of the diversity of user demands. The loss inferences of internal nodes by end-to-end measurements do not require the use of complete statistics because of the use of maximum likelihood estimation. These schemes are very efficient and the inferred value converges fast to its true value. In the theoretical analysis, internal delay estimation is possible but the analysis is very complex due to the continuity property of the delay. In this paper, we propose the use of a bottleneck location estimator. This can overcome the analytical difficulty of the delay estimation using the power spectrum of the packet interarrival time as the performance metric. Both theoretical analysis and simulation results show that the proposed scheme can be used for bottleneck location inference of internal links in scalable multicasting.

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Structure and Motion Estimation with Expectation Maximization and Extended Kalman Smoother for Continuous Image Sequences (부드러운 카메라 움직임을 위한 EM 알고리듬을 이용한 삼차원 보정)

  • Seo, Yong-Duek;Hong, Ki-Sang
    • Journal of KIISE:Software and Applications
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    • v.31 no.2
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    • pp.245-254
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    • 2004
  • This paper deals with the problem of estimating structure and motion from long continuous image sequences, applying the Expectation Maximization algorithm based on extended Kalman smoother to impose the time-continuity of the motion parameters. By repeatedly estimating the state transition matrix of the dynamic equation and the parameters of noise processes in the dynamic and measurement equations, this optimization gives the maximum likelihood estimates of the motion and structure parameters. Practically, this research is essential for dealing with a long video-rate image sequence with partially unknown system equation and noise. The algorithm is implemented and tested for a real image sequence.