• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.605-614
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• 2008

Oh (2008) has proposed the one-sided likelihood ratio test of the equality of two agreement measures. However the use of this test may be limited since the computations of test statistic and critical value are not easy. We propose a test for comparing two dependent agreements using some well known tests for marginal homogeneity, for instance, Bhapkar test, Stuart-Maxwell test. Data obtained from 2008 world figure skating championship ladies single is analyzed for illustration purposes.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.50 no.8
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• pp.541-550
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• 2022

An effective real time fault diagnosis approach for UAV engine is drawn from IMM filter and GLRT methods. For this purpose based on the linear diagnosis model derived from engine dynamic performance analysis the Kalman filter for residual estimation and each method are applied to the fault diagosis of the actuator for engine control sensors. From the process of the IMM filter application the effective FDI measure is obtained and the state responses due to actuator fault are estimated. Likewise from the GLRT method the fault magnitudes of actuator and sensors are estimated associated with some FDI functionings. The numerical simulations verify the effectiveness of the IMM filter for FDI and the GLRT in estimating the fault magnitudes of each fault mode.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.455-467
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• 2003

There has been a long debate on the applicability of the chi-square approximation to statistics based on small sample size. Extending comparison results among Pearson chi-square Χ$^2$, generalized likelihood .ratio G$^2$, and the power divergence Ι(2/3) statistics suggested by Rudas(1986), recently developed disparity statistics (BWHD(1/9), BWCS(1/3), NED(4/3)) we compared and analyzed in this paper. By Monte Carlo studies about the independence model of two dimension contingency tables, the conditional model and one variable independence model of three dimensional tables, simulated 90 and 95 percentage points and approximate 95% confidence intervals for the true percentage points are obtained. It is found that the Χ$^2$, Ι(2/3), BWHD(1/9) test statistics have very similar behavior and there seem to be applcable for small sample sizes than others.

• Journal of Institute of Control, Robotics and Systems
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• v.10 no.1
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• pp.1-9
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• 2004

Inertial navigation system with hardware redundancy must use FDI(Fault Detection and Isolation) method to remove the influence of faulty sensors. Until now, several FDI methods such as PSA(Parity Space Approach), GLT(Generalized Likelihood ratio Test) and OPT(Optimal Parity vector Test) method are generally used. However, because these FDI methods only consider the situation that the system has one faulty sensor, these methods cannot be directly adapted for the system with two faulty sensors. To solve this problem, in this paper, PSA method is analyzed and based on this result, new FDI method called EPSA is proposed to consider a detection and an isolation of two faulty sensors in inertial navigation system.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.63 no.11
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• pp.1545-1550
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• 2014

Fault detection and diagnosis (FDD) of photovoltaic (PV) power systems is one of significant techniques for reducing economic loss due to abnormality occurred in PV modules. This paper presents a new FDD method against PV power systems by using statistical comparison. This comparative approach includes deviation signals between the outputs of two neighboring PV modules. We first define a binary hypothesis testing under such deviation and make use of a generalized likelihood ratio testing (GLRT) theory to derive its FDD algorithm. Additionally, a recursive computational mechanism for our proposed FDD algorithm is presented for improving a computational effectiveness in practice. We carry out a real-time experiment to test reliability of the proposed FDD algorithm by utilizing a lab based PV test-bed system.

• The Korean Journal of Applied Statistics
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• v.23 no.1
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• pp.13-28
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• 2010

Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.

• ETRI Journal
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• v.25 no.3
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• pp.171-178
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• 2003

To improve the detection performance of surveillance radars with polarization diversity, we developed an adaptive polarimetric processor and compared it with other polarimetric processors. We derived our adaptive polarimetric processor, called the polarization discontinuity detector (PDD), from the generalized likelihood ratio (GLR) test principle for the unspecified target component. We derived closed-form expressions of its probabilities of detection and false alarm, and compared its performance to that of the adaptive polarization canceller (APC) and Kelly's GLR processor. The PDD had a performance similar to Kelly's GLR in Gaussian clutter, and both the PDD and Kelly's GLR, which have embedded constant false alarm rates (CFARs), outperformed the APC, especially when the target polarization state was close to the clutter's polarization state. The important difference is that the PDD is much simpler than Kelly's GLR for hardware/software implementation, because the PDD does not require a costly two-parameter filter bank to cover the unknown target polarization state as Kelly's GLR does.

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.543-557
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• 2006

This paper is concerned with the applicability of the chi-square approximation to the six disparity statistics: the Pearson chi-square, the generalized likelihood ratio, the power divergence, the blended weight chi-square, the blended weight Hellinger distance, and the negative exponential disparity statistic. Three dimensional contingency tables of small and moderate sample sizes are generated to be fitted to all possible hierarchical log-linear models: the completely independent model, the conditionally independent model, the partial association models, and the model with one variable independent of the other two. For models with direct solutions of expected cell counts, point estimates and confidence intervals of the 90 and 95 percentage points of six statistics are explored. For model without direct solutions, the empirical significant levels and the empirical powers of six statistics to test the significance of the three factor interaction are computed and compared.

• Journal of Institute of Control, Robotics and Systems
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• v.4 no.1
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• pp.56-61
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• 1998

The velocity measurement error in the velocity-aided SDINS on the maneuvering vehicle is unavoidable and degrades the performance of the SDINS. The characteristics of the velocity measurement error can be modeled as a random bias. This paper proposes a new method for estimating the velocity measurement error in the SDINS. The generalized likelihood ratio test is used for detecting the error and a modified separate-bias Kalman filter in the feedback configuration is suggested for estimating the magnitude of the velocity measurement error.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.365-376
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• 2003

In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.