• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.289-298
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• 1998

We investigate the distribution of likelihood ratio test(LRT) of null hypothesis a sample is from single gamma with unknown shape and scale against the alternative hypothesis a sample is from a mixture of two gammas, each with unknown scale and unknown (but equal) scale. To obtain stable maximum likelihood estimates(MLE) of a mixture of two gamma distributions, the EM(Dempster, Laird, and Robin(1977))and Modified Newton(Jensen and Johansen(1991)) algorithms were implemented. Based on EM, we made a simple structure likelihood equation for each parameter and could obtain stable solution by Modified Newton Algorithms. Simulation study was conducted to investigate the distribution of LRT for sample size n = 25, 50, 75, 100, 50, 200, 300, 400, 500 with 2500 replications. To determine the small sample distribution of LRT, I considered the model of a gamma distribution with shape parameter equal to 1 + f(n) and scale parameter equal to 2. The simulation results indicate that the null distribution is essentially invariant to the value of the shape parameter. Modeling of the null distribution indicates that it is well approximated by a gamma distribution with shape parameter equal to the quantity $0.927+1.18/\sqrt{n}$ and scale parameter equal to 2.16.

• Smart Structures and Systems
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• v.12 no.2
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• pp.181-207
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• 2013

In this paper, a statistical reference-free real-time damage detection methodology is proposed for detecting joint and member damage of truss bridge structures. For the statistical damage sensitive index (DSI), wavelet packet decomposition (WPD) in conjunction with the log likelihood ratio was suggested. A sensitivity test for selecting a wavelet packet that is most sensitive to damage level was conducted and determination of the level of decomposition was also described. Advantages of the proposed method for applications to real-time health monitoring systems were demonstrated by using the log likelihood ratios instead of likelihood ratios. A laboratory truss bridge structure instrumented with accelerometers and a shaker was used for experimental verification tests of the proposed methodology. The statistical reference-free real-time damage detection algorithm was successfully implemented and verified by detecting three damage types frequently observed in truss bridge structures - such as loss of bolts, loosening of bolts at multiple locations, sectional loss of members - without reference signals from pristine structure. The DSI based on WPD and the log likelihood ratio showed consistent and reliable results under different damage scenarios.

• Journal of Korean Society for Quality Management
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• v.23 no.4
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• pp.52-57
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• 1995

Testing problem of equality between two linear regressions is considered. Chow test is discussed and likelihood ratio test(LR test), F-test and Score test are derived. Score test are compared with other tests and show they are asymptotically equivalent.

• Journal of the Korean Statistical Society
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• v.19 no.2
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• pp.171-175
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• 1990

A diagnostic test for detecting nonconstant variance in mixed linear models based on the score statistic is derived through the technique of model expansion, and compared to the log likelihood ratio test.

• Journal of Electrical Engineering and Technology
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• v.6 no.4
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• pp.563-572
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• 2011

Reliability is an essential factor in a navigation system. Therefore, an integrity monitoring system is considered one of the most important parts in an avionic navigation system. A fault due to systematic malfunctioning definitely requires integrity reinforcement through systematic analysis. In this paper, we propose a method to detect faults of the GPS signal by using a distributed nonlinear filter based probability test. In order to detect faults, consistency is examined through a likelihood ratio between the main and auxiliary particle filters (PFs). Specifically, the main PF which includes all the measurements and the auxiliary PFs which only do partial measurements are used in the process of consistency testing. Through GPS measurement and the application of the autonomous integrity monitoring system, the current study illustrates the performance of the proposed fault detection algorithm.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.38B no.10
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• pp.832-842
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• 2013

Cognitive Radio has attracted intensive interests of the researchers, recently. The data rate always increases in the emerging technologies. The increased data rate poses mainly two challenges for spectrum sensing. One is that the state of primary user (PU) is fast and alternatively varying between "on/off" in a spectrum sensing window. The other is that the asynchronicity among the reports in a cooperative spectrum sensing setting becomes more apparent. Both of them would deteriorate the spectrum sensing performance. Thus, we propose an asynchronous cooperative spectrum sensing method to cope with these two challenges. A likelihood ratio test based spectrum sensing is developed for a single cooperator. The likelihood ratio is obtained in the setting of fast varying PU state. The likelihood ratio test is uniformly powerful according to the Neyman-pearson lemma. Furthermore, the asynchronicity among the cooperators are studied. Two sets of fusion weights are discussed for the asynchronous time among cooperators. One is designed based on the condition probability of the PU state variation and the other one is designed based on the queueing theory. The simulation results are provided with different fusion methods. The performance improvements are demonstrated.

• Communications for Statistical Applications and Methods
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• v.16 no.3
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• pp.511-518
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• 2009

We consider the problem of testing for change and estimating the unknown change-point in a sequence of time-ordered observations from the binomial and Poisson distributions. Including the likelihood ratio test, Gombay and Horvath (1990) tests are studied and the proposed change-point estimator is derived from their test statistic. A power study of tests and a comparison study of change-point estimators are done via simulation.

• The Mathematical Education
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• v.28 no.1
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• pp.29-33
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• 1989

• 대한예방의학회:학술대회논문집
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• 1994.02b
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• pp.164-168
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• 1994

Single serologic tests may occasionally influence clinicians in making diagnoses. The antistreptolysin O (ASO) test is a frequently used tool for detecting recent Streptococcus pyogenes infection and is helpful in the diagnosis of diseases like rheumatic fever. Using data from a 1989 prospective study of 600 healthy male military recruits, in which 43% experienced S. pyogenes upper respiratory tract infection (2-dilution rise in ASO), this report compared two methods of interpreting a single ASO titer. Using the 'upper limit of normal' (80 percentile) method, recruits with an ASO titer of greater than 400 showed evidence of recent S. pyogenes infection. This method had a sensitivity and specificity of only 65.9 and 81.9% respectively. In contrast to the 'yes-no'. dichotomy of the 'upper limit of normal' method. the likelihood ratio method statistics were ASO value specific, more consistent with clinical judgment, and better emphasized the caution clinicians must use in interpreting a single ASO test.

• Proceedings of the IEEK Conference
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• 2000.09a
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• pp.171-174
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• 2000

In this paper, we improve statistical-model-based speech detector using the probability that a speech occupies a frequency bin. While the previous method assumes speech energy occupies all the frequency components and use them with equal weights in the likelihood ratio test for speech detection, the proposed method assumes speech energy occupies just some frequency componets and use them with different weights in accordance with the probabilities of spectral occupancy in the test. The probability is iteratively up-dated for speech frames to contribute to the likelihood ratio test. The proposed method well reflects the characteristic distribution of speech spectrum, and yields better detection performance.