• Title/Summary/Keyword: estimation of distribution

Search Result 3,353, Processing Time 0.035 seconds

Simulation study on the estimation of multinomial proportions

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
    • /
    • v.23 no.2
    • /
    • pp.411-417
    • /
    • 2012
  • In this paper, we consider the estimation of multinomial proportions. Multinomial distribution is the most important multivaritate distribution. Estimation of multinomial parameters for multinomial distribution is widely applicable to many practical research areas including genetics. We investigated the properties of several frequency substitution estimates and derived the maximum likelihood estimate of multinomial proportions of Hardy Weinberg proportions. Phenotype and genotype frequencies of allele are used to the estimation of multinomial proportions. These estimates are then analyzed via numerical data. Small sample Monte Carlo simulation is conducted to compare considered estimates of multinomial proportions.

Variance estimation for distribution rate in stratified cluster sampling with missing values

  • Heo, Sunyeong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.2
    • /
    • pp.443-449
    • /
    • 2017
  • Estimation of population proportion like the distribution rate of LED TV and the prevalence of a disease are often estimated based on survey sample data. Population proportion is generally considered as a special form of population mean. In complex sampling like stratified multistage sampling with unequal probability sampling, the denominator of mean may be random variable and it is estimated like ratio estimator. In this research, we examined the estimation of distribution rate based on stratified multistage sampling, and determined some numerical outcomes using stratified random sample data with about 25% of missing observations. In the data used for this research, the survey weight was determined by deterministic way. So, the weights are not random variable, and the population distribution rate and its variance estimator can be estimated like population mean estimation. When the weights are not random variable, if one estimates the variance of proportion estimator using ratio method, then the variances may be inflated. Therefore, in estimating variance for population proportion, we need to examine the structure of data and survey design before making any decision for estimation methods.

A Novel Approach for Blind Estimation of Reverberation Time using Gamma Distribution Model

  • Hamza, Amad;Jan, Tariqullah;Jehangir, Asiya;Shah, Waqar;Zafar, Haseeb;Asif, M.
    • Journal of Electrical Engineering and Technology
    • /
    • v.11 no.2
    • /
    • pp.529-536
    • /
    • 2016
  • In this paper we proposed an unsupervised algorithm to estimate the reverberation time (RT) directly from the reverberant speech signal. For estimation process we use maximum likelihood estimation (MLE) which is a very well-known and state of the art method for estimation in the field of signal processing. All existing RT estimation methods are based on the decay rate distribution. The decay rate can be obtained either from the energy envelop decay curve analysis of noise source when it is switch off or from decay curve of impulse response of an enclosure. The analysis of a pre-existing method of reverberation time estimation is the foundation of the proposed method. In one of the state of the art method, the reverberation decay is modeled as a Laplacian distribution. In this paper, the proposed method models the reverberation decay as a Gamma distribution along with the unification of an effective technique for spotting free decay in reverberant speech. Maximum likelihood estimation technique is then used to estimate the RT from the free decays. The method was motivated by our observation that the RT of a reverberant signal when falls in specific range, then the decay rate of the signal follows Gamma distribution. Experiments are carried out on different reverberant speech signal to measure the accuracy of the suggested method. The experimental results reveal that the proposed method performs better and the accuracy is high in comparison to the state of the art method.

A Study on the Sale Estimate Model of a Large-Scale Store in Korea (국내 대형점의 매출추정모델 설정 방안 연구)

  • Youn, Myoung-Kil;Kim, Jong-Jin;Park, Chul-Ju;Shim, Kyu-Yeol
    • Journal of Distribution Science
    • /
    • v.11 no.12
    • /
    • pp.5-11
    • /
    • 2013
  • Purpose - The purpose of this study was to construct a turnover estimation model by investigating research by Park et al. (2006) on the market area of domestic distribution. The study investigated distribution by using a new tool for the turnover estimation technique. This study developed and discussed the turnover estimation technique of Park et al. (2006), applying it to a large-scale retailer in "D"city that was suitable for on-the-spot distribution. It constructed the new model in accordance with test procedures keeping to this retail business location, to apply its procedures to a specific situation and improve the turn over estimation process. Further, it investigated the analysis and procedures of existing turnover estimation cases to provide problems and alternatives for turnover estimation for a large-scale retailer in "D"city. Finally, it also discussed problems and scope for further research. Research design, data, and methodology - This study was conducted on the basis of "virtue" studies. In other words, it took into account the special quality of the structure of Korea's trade zones. The researcher sought to verify a sale estimate model for use in a distribution industry's location. The main purpose was to enable the sale estimate model (that is, the individual model's presentation) to be practically used in real situations in Korea by supplementing processes and variables. Results - The sale estimate model is constructed, first, by conducting a data survey of the general trading area. Second, staying within the city's census of company operating areas, the city's total consumption expenditure is derived by applying the large-scale store index. Third, the probability of shopping is investigated. Fourth, the scale of sales is estimated using the process of singularity. The correct details need to be verified for the model construction and the new model will need to be a distinct sale estimate model, with this being a special quality for business conditions. This will need to be a subsequent research task. Conclusions - The study investigated, tested, and supplemented the turnover estimation model of Park et al. (2006) in a market area in South Korea. Supplementation of some procedures and variables could provide a turnover estimation model in South Korea that would be an independent model. The turnover estimation model is applied, first, by undertaking an investigation of the market area. Second, a census of the intercity market area is carried out to estimate the total consumption of the specific city. Consumption is estimated by applying indexes of large-scale retailers. Third, an investigation is undertaken on the probability of shopping. Fourth, the scale of turnover is estimated. Further studies should investigate each department as well as direct and indirect variables. The turnover estimation model should be tested to construct new models depending on the type of region and business. In-depth and careful discussion by researchers is also needed. An upgraded turnover estimation model could be developed for Korea's on-the-spot distribution.

Goodness-of-fit tests for randomly censored Weibull distributions with estimated parameters

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.5
    • /
    • pp.519-531
    • /
    • 2017
  • We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.

Development of Probability Distribution Estimation Program for Fatigue Crack Growth Lives (피로균열전파수명의 확률분포추정 프로그램 개발)

  • 김선진;안석환;윤성환
    • Journal of Advanced Marine Engineering and Technology
    • /
    • v.25 no.5
    • /
    • pp.1058-1064
    • /
    • 2001
  • In this paper, the development of probability distribution estimation program for fatigue crack growth lives was summarize. The probability distribution estimation program of life was developed to increase the reliability of life estimation. In this study, it is considered that the cause of scatter in fatigue crack growth data is due to material inhomogeneity. The material resistance to fatigue crack growth is modelled as a spatial stochastic process, which varies randomly along the crack path. We developed the GUI program to estimate the probability distribution and reliability using the non-Gaussian stochastic process method. This program can be used for the reliability assessment.

  • PDF

Reliability in Two Independent Uniform and Power Function-Half Normal Distribution

  • Woo, Jung-Soo
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.3
    • /
    • pp.325-332
    • /
    • 2008
  • We consider estimation of reliability P(Y < X) and distribution of the ratio when X and Y are independent uniform random variable and power function random variable, respectively and also consider the estimation problem when X and Y are independent uniform random variable and a half-normal random variable, respectively.

A Novel Sliding Mode Observer for State of Charge Estimation of EV Lithium Batteries

  • Chen, Qiaoyan;Jiang, Jiuchun;Liu, Sijia;Zhang, Caiping
    • Journal of Power Electronics
    • /
    • v.16 no.3
    • /
    • pp.1131-1140
    • /
    • 2016
  • A simple design for a sliding mode observer is proposed for EV lithium battery SOC estimation in this paper. The proposed observer does not have the limiting conditions of existing observers. Compared to the design of previous sliding mode observers, the new observer does not require a solving matrix equation and it does not need many observers for all of the state components. As a result, it is simple in terms of calculations and convenient for engineering applications. The new observer is suitable for both time-variant and time-invariant models of battery SOC estimation, and the robustness of the new observer is proved by Liapunov stability theorem. Battery tests are performed with simulated FUDS cycles. The proposed observer is used for the SOC estimation on both unchanging parameter and changing parameter models. The estimation results show that the new observer is robust and that the estimation precision can be improved base on a more accurate battery model.

Reliability Estimation of Generalized Geometric Distribution

  • Abouammoh, A.M.;Alshangiti, A.M.
    • International Journal of Reliability and Applications
    • /
    • v.9 no.1
    • /
    • pp.31-52
    • /
    • 2008
  • In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.

  • PDF

Influence Analysis of Sampling Points on Accuracy of Storage Reliability Estimation for One-shot Systems (원샷 시스템의 저장 신뢰성 추정 정확성에 대한 샘플링 시점의 영향 분석)

  • Chung, Yong H.;Oh, Bong S.;Lee, Hong C.;Park, Hee N.;Jang, Joong S.;Park, Sang C.
    • Journal of Applied Reliability
    • /
    • v.16 no.1
    • /
    • pp.32-40
    • /
    • 2016
  • Purpose: The purpose of this study is to analyze the effect of sampling points on accuracy of storage reliability estimation for one-shot systems by assuming a weibull distribution as a storage reliability distribution. Also propose method for determining of sampling points for increase the accuracy of reliability estimation. Methods: Weibull distribution was divided into three sections for confirming the possible to estimate the parameters of the weibull distribution only some section's sample. Generate quantal response data for failure data. And performed parameter estimation with quantal response data. Results: If reduce sample point interval of 1 section, increase the accuracy of reliability estimation although sampling only section 1. Even reduce total number of sampling point, reducing sampling time interval of the 1 zone improve the accuracy of reliability estimation. Conclusion: Method to increase the accuracy of reliability estimation is increasing number of sampling and the sampling points. But apply this method to One-shot system is difficult because test cost of one-shot system is expensive. So propose method of accuracy of storage reliability estimation of one-shot system by adjustment of the sampling point. And by dividing the section it could reduce the total sampling point.