• Title/Summary/Keyword: location estimator

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Estimation for Two-Parameter Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1319-1328
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    • 2006
  • For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Heart Beat Interval Estimation Algorithm for Low Sampling Frequency Electrocardiogram Signal (낮은 샘플링 주파수를 가지는 심전도 신호를 이용한 심박 간격 추정 알고리즘)

  • Choi, Byunghun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.7
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    • pp.898-902
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    • 2018
  • A novel heart beat interval estimation algorithm is presented based on parabola approximation method. This paper presented a two-step processing scheme; a first stage is finding R-peak in the Electrocardiogram (ECG) by Shannon energy envelope estimator and a secondary stage is computing the interpolated peak location by parabola approximation. Experimental results show that the proposed algorithm performs better than with the previous method using low sampled ECG signals.

A Sharp Cramer-Rao type Lower-Bound for Median-Unbiased Estimators

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.187-198
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    • 1994
  • We derive a new Cramer-Rao type lower bound for the reciprocal of the density height of the median-unbiased estimators which improves most of the previous lower bounds and is attainable under much weaker conditions. We also identify useful necessary and sufficient condition for the attainability of the lower bound which is considerably weaker than those for the mean-unbiased estimators. It is shown that these lower bounds are attained not only for the family of continuous distributions with monotone likelihood ratio (MLR) property but also for the location and scale families with strong unimodal property.

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AMLE for the Gamma Distribution under the Type-I censored sample

  • Kang, Suk-Bok;Lee, Hwa-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.1
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    • pp.57-64
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    • 2000
  • By assuming a Type-I censored sample, we propose the approximate maximum likelihood estimators(AMLE) of the scale and location parameters of the gamma distribution. We compare the proposed estimators with the maximum likelihood estimators(MLE) in the sense of the mean squared errors(MSE) through Monte Carlo method.

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Statistical Inference for Peakedness Ordering Between Two Distributions

  • Oh, Myong-Sik
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.109-114
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    • 2003
  • The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter, which is peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose nonparametric maximum likelihood estimator of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

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Estimation for the Skewed Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae;Park, Sun-Mi
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.125-133
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    • 2004
  • In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.203-210
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    • 2004
  • When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

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Estimation for the Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.183-195
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    • 2006
  • In this paper, we derive several approximate maximum likelihood estimators of the scale and location parameters in the Rayleigh distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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AMLE for the Rayleigh Distribution with Type-II Censoring

  • Kang, Suk-Bok;Cho, Young-Suk;Hwang, Kwang-Mo
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.405-413
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    • 1999
  • By assuming a type-II censoring, we propose the approximate maximum likelihood estimators (AMLEs) of the location and the scale parameters of the two-parameter Rayleigh distribution and calculate the asymptotic variances and covariance of the AMLEs.

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Estimation for the Double Exponential Distribution Based on Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Suk;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.1
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    • pp.115-126
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    • 2005
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the double exponential distribution based on Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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