• 제목/요약/키워드: likelihood ratio

검색결과 710건 처리시간 0.026초

Influence Measures for the Likelihood Ratio Test on Independence of Two Random Vectors

  • Jung, Kang-Mo
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2001년도 추계학술대회
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    • pp.13-16
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    • 2001
  • We compare methods for detecting influential observations that have a large influence on the likelihood ratio test statistics that the two sets of variables are uncorrelated with one another. For this purpose we derive results of the deletion diagnostic, the influence function, the standardized influence matrix and the local influence. An illustrative example is given.

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Test and Estimation for Exponential Mean Change

  • Kim, Jae-Hee
    • Communications for Statistical Applications and Methods
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    • 제15권3호
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    • pp.421-427
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    • 2008
  • This paper deals with the problem of testing for the existence of change in mean and estimating the change-point when the data are from the exponential distributions. The likelihood ratio test statistic and Gombay and Horvath (1990) test statistic are compared in a power study when there exists one change-point in the exponential means. Also the change-point estimator using the likelihood ratio and the change-point estimators based on Gombay and Horvath (1990) statistic are compared for their detecting capability via simulation.

Tests of Hypotheses in Multiple Samples based on Penalized Disparities

  • Park, Chanseok;Ayanendranath Basu;Ian R. Harris
    • Journal of the Korean Statistical Society
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    • 제30권3호
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    • pp.347-366
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    • 2001
  • Robust analogues of the likelihood ratio test are considered for testing of hypotheses involving multiple discrete distributions. The test statistics are generalizations of the Hellinger deviance test of Simpson(1989) and disparity tests of Lindsay(1994), obtained by looking at a 'penalized' version of the distances; harris and Basu (1994) suggest that the penalty be based on reweighting the empty cells. The results show that often the tests based on the ordinary and penalized distances enjoy better robustness properties than the likelihood ratio test. Also, the tests based on the penalized distances are improvements over those based on the ordinary distances in that they are much closer to the likelihood ratio tests at the null and their convergence to the x$^2$ distribution appears to be dramatically faster; extensive simulation results show that the improvement in performance of the tests due to the penalty is often substantial in small samples.

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Closeness of Lindley distribution to Weibull and gamma distributions

  • Raqab, Mohammad Z.;Al-Jarallah, Reem A.;Al-Mutairi, Dhaifallah K.
    • 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.

Landslide Susceptibility Analysis and its Verification using Likelihood Ratio, Logistic Regression and Artificial Neural Network Methods: Case study of Yongin, Korea

  • Lee, S.;Ryu, J. H.
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2003년도 Proceedings of ACRS 2003 ISRS
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    • pp.132-134
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    • 2003
  • The likelihood ratio, logistic regression and artificial neural networks methods are applied and verified for analysis of landslide susceptibility in Yongin, Korea using GIS. From a spatial database containing such data as landslide location, topography, soil, forest, geology and land use, the 14 landsliderelated factors were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by likelihood ratio, logistic regression and artificial neural network methods. Before the calculation, the study area was divided into two sides (west and east) of equal area, for verification of the methods. Thus, the west side was used to assess the landslide susceptibility, and the east side was used to verify the derived susceptibility. The results of the landslide susceptibility analysis were verified using success and prediction rates. The v erification results showed satisfactory agreement between the susceptibility map and the exis ting data on landslide locations.

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Likelihood ratio in estimating gamma distribution parameters

  • Rahman, Mezbahur;Muraduzzaman, S. M.
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.345-354
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    • 2010
  • The Gamma Distribution is widely used in Engineering and Industrial applications. Estimation of parameters is revisited in the two-parameter Gamma distribution. The parameters are estimated by minimizing the likelihood ratios. A comparative study between the method of moments, the maximum likelihood method, the method of product spacings, and minimization of three different likelihood ratios is performed using simulation. For the scale parameter, the maximum likelihood estimate performs better and for the shape parameter, the product spacings estimate performs better. Among the three likelihood ratio statistics considered, the Anderson-Darling statistic has inferior performance compared to the Cramer-von-Misses statistic and the Kolmogorov-Smirnov statistic.

Inference for Order Restrictions on Odds in 2 * k Contingency Tables

  • Oh, Myong-Sik
    • Journal of the Korean Statistical Society
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    • 제25권3호
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    • pp.381-391
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    • 1996
  • In the analysis of contingency table with ordered categories, the relationship between odds for adjacent categories has received con-siderable interest. We consider likelihood ratio tests of independence against an order restriction on odds in 2 $\times$ k contingency tables.

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다양한 신뢰도 척도를 이용한 SVM 기반 발화검증 연구 (SVM-based Utterance Verification Using Various Confidence Measures)

  • 권석봉;김회린;강점자;구명완;류창선
    • 대한음성학회지:말소리
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    • 제60호
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    • pp.165-180
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    • 2006
  • In this paper, we present several confidence measures (CM) for speech recognition systems to evaluate the reliability of recognition results. We propose heuristic CMs such as mean log-likelihood score, N-best word log-likelihood ratio, likelihood sequence fluctuation and likelihood ratio testing(LRT)-based CMs using several types of anti-models. Furthermore, we propose new algorithms to add weighting terms on phone-level log-likelihood ratio to merge word-level log-likelihood ratios. These weighting terms are computed from the distance between acoustic models and knowledge-based phoneme classifications. LRT-based CMs show better performance than heuristic CMs excessively, and LRT-based CMs using phonetic information show that the relative reduction in equal error rate ranges between $8{\sim}13%$ compared to the baseline LRT-based CMs. We use the support vector machine to fuse several CMs and improve the performance of utterance verification. From our experiments, we know that selection of CMs with low correlation is more effective than CMs with high correlation.

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THE FAILURE RATE AND LIKELIHOOD RATION ORDERINGS OF STANDBY REDUNDANT SYSTEMS

  • Choi, In-Kyeong;Kim, Gie-Whan
    • Journal of applied mathematics & informatics
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    • 제5권1호
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    • pp.41-50
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    • 1998
  • There are various notions of partial ordering between life-times of systems; stochastic ordering failure rate ordering and likeli-hood ration ordering. In this paper we show that for series systems with non i.i.d. exponential lifetimes of components standby redundancy at component level is better than that at system level in failure rate or-dering and likelihood ratio ordering. We also demonstrate that for 2-component parallel systems with i.i.d. exponential lifetimes of com-ponents standby system redundancy is better than standby component redundancy in failure rate ordering and likelihood ratio ordering.

Statistical Inference Concerning Local Dependence between Two Multinomial Populations

  • Oh, Myong-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.413-428
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    • 2003
  • If a restriction is imposed only to a (proper) subset of parameters of interest, we call it a local restriction. Statistical inference under a local restriction in multinomial setting is studied. The maximum likelihood estimation under a local restriction and likelihood ratio tests for and against a local restriction are discussed. A real data is analyzed for illustrative purpose.

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