• Journal of applied mathematics & informatics
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• 제27권5_6호
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• pp.1429-1433
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• 2009

The likelihood distance for the joint distribution of two multivariate normal distributions with common covariance matrix is explicitly derived. It is useful for identifying outliers which do not follow the joint multivariate normal distribution with common covariance matrix. The likelihood distance derived here is a good ground for the use of a generalized Wilks statistic in influence analysis of two multivariate normal data.

• Journal of applied mathematics & informatics
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• 제25권1_2호
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• pp.489-493
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• 2007

Two diagnostic measures based on the likelihood distance for constrained regression with linear constraints on regression coefficients are derived. They are used for identifying influential observations in constrained regression. A numerical example is provided for illustration.

• Communications for Statistical Applications and Methods
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• 제6권3호
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• pp.967-976
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• 1999

In this paper we study the Hellinger distance based goodness-of-fit tests that are analogs of likelihood ratio tests. The minimum Hellinger distance estimator (MHDE) in normal models provides an excellent robust alternative to the usual maximum likelihood estimator. Our simulation results show that the Hellinger deviance test (Simpson 1989) based goodness-of-fit test is robust when data contain outliers. The proposed hellinger deviance test(Simpson 1989) is a more direcct method for obtaining robust inferences than an automated outlier screen method used before the likelihood ratio test data analysis.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.253-260
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• 2014

The intraclass correlation model has a long history of applications in several fields of research. Case deletion diagnostic methods for the intraclass correlation model are proposed. Based on the likelihood equations, we derive a formula for a case deletion diagnostic method which enables us to investigate the influence of observations on the maximum likelihood estimates of the model parameters. Using the Taylor series expansion we develop an approximation to the likelihood distance. Numerical examples are provided for illustration.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.229-239
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• 2007

We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

• Communications for Statistical Applications and Methods
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• 제7권2호
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• pp.371-383
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• 2000

Lindsay (1994) and Basu et al (1997) show that another density-based distance called the negative exponential disparity (NED) is an excellent competitor to the Hellinger distance (HD) in generating an asymptotically fully efficient and robust estimator. Bhattacharya and Basu (1996) consider estimation of the locations of several normal populations when an order relation between them is known to be true. They empirically show that the robust HD based weighted likelihood estimators compare favorably with the M-estimators based on Huber's $\psi$ function, the Gastworth estimator, and the trimmed mean estimator. In this paper we investigate the performance of the weighted likelihood estimator based on the NED as a robust alternative relative to that based on the HD. The NED based estimator is found to be quite competitive in the settings considered by Bhattacharya and Basu.

• 한국컴퓨터정보학회논문지
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• 제15권6호
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• pp.73-80
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• 2010

어휘 인식 시스템은 부정확한 어휘 제공과 유사한 음소 인식으로 인식률이 저하되며 이는 유사한 음소인식 오인식과 효율적 특징 추출 처리를 위한 방법을 필요로 한다. 따라서 본 논문에서는 음소가 갖는 특징을 기반으로 바타챠랴 거리 측정법을 이용한 음소 유사율 오류 보정 개선 시스템을 제안하였다. 음소 유사율은 모노폰으로 훈련시킨 훈련 데이터의 음소에 HMM 특징 추출 방법을 이용하였으며 유사한 음소는 바타챠랴 거리 측정법을 이용하여 정확한 음소로 인식할 수 있도록 유도하여 인식률 향상 효과를 얻을 수 있었다. 이를 유클리디안 거리 측정법과 동적타임 워핑 시스템에 비교한 시스템 성능 평가 결과 1.2%의 향상된 97.91% 인식률을 보였다.

• 전자공학회논문지SC
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• 제41권5호
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• pp.9-18
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• 2004

본 논문에서는 펄스레이더를 이용한 차량검지 알고리즘을 제안하였다. 제안된 알고리즘은 likelihood개념을 이용한 likelihood ration를 통해 하나의 펄스신호에서 분류위치를 추출하고 추출된 분리점을 기준으로 신호를 분리, 간략화 하였다. 이렇게 처리 된 펄스신호에서 연속된 신호의 유클리드거리를 이용하여 단순 군집 탐색 알고리즘에 의해 차량을 검지하였고, 실험을 통해 제안된 알고리즘의 유용성을 확인하였다.

• Communications for Statistical Applications and Methods
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• 제24권2호
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• pp.129-142
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• 2017

In this paper we consider the problem of the model selection/discrimination among three different positively skewed lifetime distributions. Lindley, Weibull, and gamma distributions have been used to effectively analyze positively skewed lifetime data. This paper assesses how much closer the Lindley distribution gets to Weibull and gamma distributions. We consider three techniques that involve the likelihood ratio test, asymptotic likelihood ratio test, and minimum Kolmogorov distance as optimality criteria to diagnose the appropriate fitting model among the three distributions for a given data set. Monte Carlo simulation study is performed for computing the probability of correct selection based on the considered optimality criteria among these families of distributions for various choices of sample sizes and shape parameters. It is observed that overall, the Lindley distribution is closer to Weibull distribution in the sense of likelihood ratio and Kolmogorov criteria. A real data set is presented and analyzed for illustrative purposes.

• Journal of the Korean Statistical Society
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• 제25권1호
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• pp.145-151
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• 1996

The local behaviour of the surface formed by the perturbed maximum likelihood estimator of the squared Mahalanobis distance is investigated. The study of the local behaviour allows a simultaneous perturbation on the samples of interest and it is effective in identifying influential observations.