• Title/Summary/Keyword: maximum likelihood

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Assessing the accuracy of the maximum likelihood estimator in logistic regression models (로지스틱 회귀모형에서 최우추정량의 정확도 산정)

  • 이기원;손건태;정윤식
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.393-399
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    • 1993
  • When we compute the maximum likelihood estimators of the parameters for the logistic regression models, which are useful in studying the relationship between the binary response variable and the explanatory variable, the standard error calculations are usually based on the second derivative of log-likelihood function. On the other hand, an estimator of the Fisher information motivated from the fact that the expectation of the cross-product of the first derivative of the log-likelihood function gives the Fisher information is expected to have similar asymptotic properties. These estimators of Fisher information are closely related with the iterative algorithm to get the maximum likelihood estimator. The average numbers of iterations to achieve the maximum likelihood estimator are compared to find out which method is more efficient, and the estimators of the variance from each method are compared as estimators of the asymptotic variance.

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Simplified Maximum Likelihood Estimation of the Frequencies of Multiple Sinusoids (간략화된 최우도 방법을 사용한 다중 정현파의 주파수 추정)

  • Ahn, Tae-Chon;Oh, Sung-Kwun
    • The Journal of the Acoustical Society of Korea
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    • v.13 no.4
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    • pp.20-31
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    • 1994
  • The maximum likelihood(ML) estimation has excellent accuracy for frequency estimation of multiple sinusoids, but the maximum likelihood function requires much loss owing to the high nonlinearity. This paper presents a simplified maximum likelihood estimation, in order to improve the nonlinearity of the maximum likelihood estimation for frequencies of sinusoids in signals. This method is applied to the frequency estimation of sinusoidal signals corrupted by white or colored measurement noise. Monte-carlo simulations are conducted for the comparison of ML method with the best MFBLP method, in terms of sampled mean, root mean square and relative bias. The power spectral density and the position of frequency in unit circle are appeared in figures.

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Land Surface Classification With Airborne Multi-spectral Scanner Image Using A Neuro-Fuzzy Model (뉴로-퍼지 모델을 이용한 항공다중분광주사기 영상의 지표면 분류)

  • Han, Jong-Gyu;Ryu, Keun-Ho;Yeon, Yeon-Kwang;Chi, Kwang-Hoon
    • The KIPS Transactions:PartD
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    • v.9D no.5
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    • pp.939-944
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    • 2002
  • In this paper, we propose and apply new classification method to the remotely sensed image acquired from airborne multi-spectral scanner. This is a neuro-fuzzy image classifier derived from the generic model of a 3-layer fuzzy perceptron. We implement a classification software system with the proposed method for land cover image classification. Comparisons with the proposed and maximum-likelihood classifiers are also presented. The results show that the neuro-fuzzy classification method classifies more accurately than the maximum likelihood method. In comparing the maximum-likelihood classification map with the neuro-fuzzy classification map, it is apparent that there is more different as amount as 7.96% in the overall accuracy. Most of the differences are in the "Building" and "Pine tree", for which the neuro-fuzzy classifier was considerably more accurate. However, the "Bare soil" is classified more correctly with the maximum-likelihood classifier rather than the neuro-fuzzy classifier.

Performance of the Maximum-Likelihood Detector by Estimation of the Trellis Targets on the Sixteen-Level Cell NAND Flash Memory (16레벨셀 낸드 플래시 메모리에서 트렐리스 정답 추정 기법을 이용한 최대 유사도 검출기의 성능)

  • Park, Dong-Hyuk;Lee, Jae-Jin
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.47 no.7
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    • pp.1-7
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    • 2010
  • In this paper, we use the maximum-likelihood detection by the estimation of trellis targets on the 16-level cell NAND flash memory. This mechanism has a performance gain by using a maximum-likelihood detector. The NAND flash memory channel is a memory channel because of the coupling effect. Thus, we use the known data arrays to finding the targets of trellis. The maximum-likelihood detection by proposed scheme performs better than the threshold detection on the 16-level cell NAND flash memory channel.

Maximum Trimmed Likelihood Estimator for Categorical Data Analysis (범주형 자료분석을 위한 최대절사우도추정)

  • Choi, Hyun-Jip
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.229-238
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    • 2009
  • We propose a simple algorithm for obtaining MTL(maximum trimmed likelihood) estimates. The algorithm finds the subset to use to obtain the global maximum in the series of eliminating process which depends on the likelihood of cells in a contingency table. To evaluate the performance of the algorithm for MTL estimators, we conducted simulation studies. The results showed that the algorithm is very competitive in terms of computational burdens required to get the same or the similar results in comparison with the complete enumeration.

The difference of selectivity of gill net between least square method with polynomials in Kitahara's and maximum likelihood analysis (자망 선택성에서 다항식을 사용한 경우의 Kitahara에 의한 최소제곱법과 최우법의 차이)

  • Park, Hae-Hoon;Millar, Russell B.;Bae, Bong-Seong;An, Heui-Chun;Hwang, Seon-Jae
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.46 no.3
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    • pp.223-231
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    • 2010
  • This paper showed the difference between the selectivity of gill net by least square method with polynomials in Kitahara's and that by maximum likelihood analysis for Japanese sandfish and Korean flounder. Catch experiments for Japanese sandfish using commercial vessels off the eastern coast of Korea were conducted with six different mesh sizes between October and December 2007 and those for Korean flounder with five different mesh sizes between 2008 and 2009. The mesh size of 50% probability of catch corresponding to biological maturity length of fish was not different between that by least square method and that by maximum likelihood analysis for Japanese sandfish, however, a little different for Korean flounder, that is, those mesh sizes of 50% probability of catch for biological maturity length of Korean flounder were 10.6cm and 10.1cm by least square method and maximum likelihood analysis, respectively.

A Comparative Study of the Parameter Estimation Method about the Software Mean Time Between Failure Depending on Makeham Life Distribution (메이크헴 수명분포에 의존한 소프트웨어 평균고장간격시간에 관한 모수 추정법 비교 연구)

  • Kim, Hee Cheul;Moon, Song Chul
    • Journal of Information Technology Applications and Management
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    • v.24 no.1
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    • pp.25-32
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    • 2017
  • For repairable software systems, the Mean Time Between Failure (MTBF) is used as a measure of software system stability. Therefore, the evaluation of software reliability requirements or reliability characteristics can be applied MTBF. In this paper, we want to compare MTBF in terms of parameter estimation using Makeham life distribution. The parameter estimates used the least square method which is regression analyzer method and the maximum likelihood method. As a result, the MTBF using the least square method shows a non-decreased pattern and case of the maximum likelihood method shows a non-increased form as the failure time increases. In comparison with the observed MTBF, MTBF using the maximum likelihood estimation is smallerd about difference of interval than the least square estimation which is regression analyzer method. Thus, In terms of MTBF, the maximum likelihood estimation has efficient than the regression analyzer method. In terms of coefficient of determination, the mean square error and mean error of prediction, the maximum likelihood method can be judged as an efficient method.

Estimation for the Triangular Distribution under Progressive Type-II Censoring

  • Kang, Suk-Bok;Han, Jun-Tae;Jung, Won-Tae
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.765-774
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    • 2008
  • In this paper, we derive the approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator of the scale parameter in a triangular distribution based on progressive Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation for various progressive censoring schemes.

Comparison of Nonparametric Maximum Likelihood and Bayes Estimators of the Survival Function Based on Current Status Data

  • Kim, Hee-Jeong;Kim, Yong-Dai;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.111-119
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    • 2007
  • In this paper, we develop a nonparametric Bayesian methodology of estimating an unknown distribution function F at the given survival time with current status data under the assumption of Dirichlet process prior on F. We compare our algorithm with the nonparametric maximum likelihood estimator through application to simulated data and real data.

A COMPARATIVE EVALUATION OF THE ESTIMATORS OF THE 2-PARAMETER GENERALIZED PARETO DISTRIBUTION

  • Singh, V.P.;Ahmad, M.;Sherif, M.M.
    • Water Engineering Research
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    • v.4 no.3
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    • pp.155-173
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    • 2003
  • Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

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