• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.287-293
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• 2003

In this paper we consider the problem of parameter change based on the cusum test proposed by Lee et al. (2003). The cusum test statistic is constructed utilizing the estimator minimizing density-based divergence measures. It is shown that under regularity conditions, the test statistic has the limiting distribution of the sup of standard Brownian bridge. Simulation results demonstrate that the cusum test is robust when there arc outliers.

• Journal of applied mathematics & informatics
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• v.26 no.1_2
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• pp.177-189
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• 2008

In this paper, we have considered an investigation on goodness of fit tests based on divergence measures. In the case of categorical data, under certain regularity conditions, we obtained asymptotic distribution of these tests. Also, we have proposed a modified test that improves the rate of convergence. In continuous case, we used our modified entropy estimator [10], for Kullback-Leibler information estimation. A comparative study based on simulation results is discussed also.

• Journal of Internet Computing and Services
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• v.13 no.1
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• pp.1-6
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• 2012

In the paper, an information divergence called Kullback-Leiber divergence, which measures the average of the logarithmic difference between two probability density functions, is utilized to derive a novel method for spectrum sensing in cognitive radio systems. In the proposed sensing method, we test whether the observed samples are drawn from the noise distribution by using Kullback-Leiber divergence. It is shown by numerical results that under the same conditions, the proposed Kullback-Leiber divergence-based spectrum sensing always outperforms the energy detection based spectrum sensing significantly, especially in low SNR regime and in fading circumstance.