• Journal of the Korean Data and Information Science Society
• /
• v.24 no.6
• /
• pp.1309-1317
• /
• 2013

There are various parameter estimation methods for the generalized exponential distribution under progressive type I interval censoring. Chen and Lio (2010) studied the parameter estimation method by the maximum likelihood estimation method, mid-point approximation method, expectation maximization algorithm and methods of moments. Among those, mid-point approximation method has the smallest mean square error in the generalized exponential distribution under progressive type I interval censoring. However, this method is difficult to derive closed form of solution for the parameter estimation using by maximum likelihood estimation method. In this paper, we propose two type of approximate maximum likelihood estimate to solve that problem. The simulation results show the obtained estimators have good performance in the sense of the mean square error. And proposed method derive closed form of solution for the parameter estimation from the generalized exponential distribution under progressive type I interval censoring.

• Journal of the Korean Data and Information Science Society
• /
• v.15 no.1
• /
• pp.49-57
• /
• 2004

In this paper, we calculate the premium rate of reliability insurance policy for wiper motors under the assumption of Weibull physics of failure. We also describe the performance factors which have an effect on failure characteristics of wiper motors. The maximum likelihood estimates of shape parameter and scale parameter are obtained by using interval censored real data of sample sizes 6 using MINITAB.

• Journal of the Korean Data and Information Science Society
• /
• v.24 no.4
• /
• pp.911-918
• /
• 2013

This study deals with the small sample likelihood based inference for the ratio of two normal variances. The small sample likelihood inference is an approximation method. The signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic, which converge to standard normal distribution, are proposed for the normal variance ratio. Through the simulation study, the coverage probabilities of confidence interval and power of the exact, the signed log-likelihood and the modified signed log-likelihood ratio statistic will be compared. A real data example will be provided.

• Communications for Statistical Applications and Methods
• /
• v.21 no.1
• /
• pp.93-103
• /
• 2014

This paper deals with the problem of predicting censored data in a half triangle distribution with an unknown parameter based on progressively Type-II censored samples. We derive maximum likelihood predictors and some approximate maximum likelihood predictors of censored failure times in a progressively Type-II censoring scheme. In addition, we construct the shortest-length predictive intervals for censored failure times. Finally, Monte Carlo simulations are used to assess the validity of the proposed methods.

• Phonetics and Speech Sciences
• /
• v.3 no.3
• /
• pp.91-98
• /
• 2011

In this paper, a multi-channel speech enhancement method using the linearly constrained minimum variance (LCMV) algorithm and a variable learning rate control is proposed. To control the learning rate for adaptive filters of the LCMV algorithm, the direction of arrival (DOA) is measured for each short-time input signal and the likelihood function of the target speech presence is estimated to control the filter learning rate. Using the likelihood measure, the learning rate is increased during the pure noise interval and decreased during the target speech interval. To optimize the parameter of the mapping function between the likelihood value and the corresponding learning rate, an exhaustive search is performed using the Bark's scale distortion (BSD) as the performance index. Experimental results show that the proposed algorithm outperforms the conventional LCMV with fixed learning rate in the BSD by around 1.5 dB.

• Journal of applied mathematics & informatics
• /
• v.37 no.1_2
• /
• pp.105-121
• /
• 2019

One of the main objective of manufacturing industries is to assess the capability performance of different processes. In this paper, we use the lifetime performance index $C_L$ as a criterion to measure larger-the-better type quality characteristic for evaluating the product performance. The lifetimes of products are assumed to follow a general class of inverted exponentiated distributions. We use maximum likelihood estimator to estimate the lifetime performance index under the assumption that data are progressive type I interval censored. We also obtain asymptotic distribution of this estimator. Based on this estimator, a new hypothesis testing procedure is developed with respect to a given lower specification limit. Finally, two numerical examples are discussed in support of the proposed testing procedure.

• International Journal of Reliability and Applications
• /
• v.3 no.1
• /
• pp.51-60
• /
• 2002

This paper presents the methodology for obtaining point and interval estimating of the parameters of a new two-parameter distribution with multiple-censored and singly censored data (Type-I censoring or Type-II censoring) as well as complete data, using the maximum likelihood method. The basis is the likelihood expression for multiple-censored data. Furthermore, this model can be extended to a three-parameter distribution that is added a scale parameter. Then, the parameter estimation can be obtained by the graphical estimation on probability plot.

• Communications for Statistical Applications and Methods
• /
• v.15 no.5
• /
• pp.655-666
• /
• 2008

Small sample likelihood based inference for the shape parameter of the inverse Gaussian distribution is the purpose of this paper. When shape parameter is of interest, the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic are derived. Hsieh (1990) gave a statistical inference for the shape parameter based on an exact method. Throughout simulation, we will compare the statistical properties of the proposed statistics to the statistic given by Hsieh (1990) in term of confidence interval and power of test. We also discuss a real data example.

• Geotechnical Engineering
• /
• v.14 no.3
• /
• pp.95-108
• /
• 1998

Downhole testing and seismic CPT (SCPT) have been widely used to evaluate stiffness profiles of the subgrade. Advantages of downhole testing and SCPT such as low cost, easy operation and a simple seismic source have got these testings more frequently adopted in site investigation. For the automated analysis of downhole testing and SCPT, the concept of interval measurements has been practiced. In this paper. a new inversion procedure to deal tilth the interval measurements for the automated downhole testing and SCPT (including a newlydeveloped continuous SCPT) is proposed. The forward modeling in the new inversion procedure incorporates ray path theory based on Snell's law. The formulation for the inversion analysis is derived from the maximum likelihood approach, which estimates the maximum likelihood of obtaining a particular travel time from a source to a receiver. Verification of the new inversion procedure was performed with numerical simulations of SCPT using synthesized profiles. The results of the inversion analyses performed for the synthetic data show that the new inversion analysis is a valid procedure which enhances Va profiles determined by downhole testing and SCPT.

• Journal of the Korean Data and Information Science Society
• /
• v.25 no.1
• /
• pp.169-176
• /
• 2014

Counting processes are widely used in many fields, whose properties are determined by the intensity function. For estimation of the parameters of the intensity functions when the process is observed continuously over a fixed interval, the likelihood function is of interest. However in the literature there are only heuristic derivations and some results are not coincident. We thus in this note derive the likelihood function of the counting process in a rigorous way. So this note fill up a hole in derivation of the likelihood function.