• 응용통계연구
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• 제8권2호
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• pp.121-132
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• 1995

정상조건에서 수명이 상당히 긴 다수의 부품으로 구성된 직렬형 시스템의 수명검사를 현실적으로 수행하기 위해 부분적 단계충격 수명검사의 최적 검사계획에 관하여 고찰하였다. 시스템을 구성하고 있는 부품의 수명이 서로 독립인 지수분포를 따르는 것으로 가정하여 각 부품의 고장률과 가속인자의 최우추정량을 구하였다. 또한 각 부품의 고장률과 가속인자에 관한 최우추정량의 일반화 점근분산의 합과 각 부품의 가속인자에 관한 최우추정량의 점근분산의 합을 구하여 이를 최소가 되게 하는 최적변환시점의 결정방법을 제안하였다.

• Journal of the Korean Statistical Society
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• 제28권4호
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• pp.415-433
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• 1999

This paper considers the design of step-stress accelerated life tests for the Weibull distribution with a nonconstant shape parameter under Type I censoring. It is assumed that scale and shape parameters are log-linear functions of (possibly transformed) stress and that a cumulative exposure model holds for the effect of changing stress. The asymptotic variance of the maximum likelihood estimator of a stated quantile at design stress is used as an optimality criterion. The optimum three step-stress plans are presented for selected values of design parameters and the effects of errors in pre- estimates of the design parameters are investigated.

• 응용통계연구
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• 제24권5호
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• pp.871-881
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• 2011

In this paper we propose a logistic regression method to estimate the survival function and the median survival time in interval-censored data. The proposed method is motivated by the data augmentation technique with no sacrifice in augmenting data. In addition, we develop a cross validation criterion to determine the size of data augmentation. We compare the proposed estimator with other existing methods such as the parametric method, the single point imputation method, and the nonparametric maximum likelihood estimator through extensive numerical studies to show that the proposed estimator performs better than others in the sense of the mean squared error. An illustrative example based on a real data set is given.

• 한국통신학회논문지
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• 제21권6호
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• pp.1522-1532
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• 1996

In this paper, we compare the performance of channel estimators with the L$_{1}$-norm and L$_{2}$-norm criteria in impulaive noise environment, and show than the L$_{1}$-norm criterion is appropriate for that situation. Also, it is shown that the performance of the conventional maximum likelihood sequence detector(MLSD) can be improved by applying the same principle to mobile channels. That is, the performance of the conventional MLSD, which is known to be optimal under the Gaussian noise assumption, degrades in the impulsive noise of radio mobile communication channels. So, we proposed the MLSD which can reduce the effect of impulsive noise effectively by applying the results of channel estimators. Finally, it is confirmed by computer simulation that the performance of MLSD is significantly affected depending on the types of branch metrics, and that, in the impulsive noise environments, the proposed one with new branch metrics performs better thatn the conventional branch metric, l y(k)-s(k) l$^{[-992]}$ .

• 음성과학
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• 제7권4호
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• pp.11-26
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• 2000

In this paper, we propose the HMM with the MIN module. Because initial and re-estimated variance vectors are important elements for performance in HMM recognition systems, we propose a method which compensates for the mismatched statistical feature of training and test data. The MIN module function is a differentiable function similar to the sigmoid function. Unlike a continuous density function, it does not include variance vectors of the data set. The proposed hybrid HMM/MIN module is a unified network in which the observation probability in the HMM is replaced by the MIN module neural network. The parameters in the unified network are re-estimated by the gradient descent method for the Maximum Likelihood (ML) criterion. In estimating parameters, the variance vector is not estimated because there is no variance element in the MIN module function. The experiment was performed to compare the performance of the proposed HMM and the conventional HMM. The experiment measured an isolated number for speaker independent recognition.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.285-294
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• 2005

This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. Method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, three dimensional nonlinear equations are simplified to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, L-ME (or MME) is recommended to use for small sample size( n$\le$100) while MLE is good for large sample size.

• Journal of applied mathematics & informatics
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• 제37권1_2호
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• pp.105-121
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• 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.

• 한국통신학회논문지
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• 제35권8A호
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• pp.768-776
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• 2010

본 논문에서는 다중 안테나를 사용하는 인지무선 시스템과 허가된 사용자(주사용자)가 공존하는 환경을 고려한다. 여기에서 부사용자 송신기는 직교 시공간 부호(OSTBC)를 사용하고 수신기는 Maximum Likelihood(ML) 검출 방식을 사용한다. Flat 페이딩 채널에서 ML 검출기를 사용할 경우, 최적의 precoder는 고유 빔포밍 방법이다. 본 논문에서는 벡터의 유사성에 기반한 가중치를 적용하여 간섭을 최소화하는 선형 precoding 알고리즘을 제안한다. 시뮬레이션 결과를 통해 제안된 알고리즘이 기존의 ZF(Zero-forcing) 빔포밍보다 최소 2~8dB 우수한 간섭억압 능력을 보여 우수한 SER 성능과 최대 8bps/Hz의 Capacity 증가를 보이는 것으로 나타났다.

• Communications for Statistical Applications and Methods
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• 제26권6호
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• pp.527-538
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• 2019

This paper considers the issue of obtaining the optimal design in Poisson regression model when the sample size is small. Poisson regression model is widely used for the analysis of count data. Asymptotic theory provides the basis for making inference on the parameters in this model. However, for small size experiments, asymptotic approximations, such as unbiasedness, may not be valid. Therefore, first, we employ the second order expansion of the bias of the maximum likelihood estimator (MLE) and derive the mean square error (MSE) of MLE to measure the quality of an estimator. We then define DM-optimality criterion, which is based on a function of the MSE. This criterion is applied to obtain locally optimal designs for small size experiments. The effect of sample size on the obtained designs are shown. We also obtain locally DM-optimal designs for some special cases of the model.

• 한국음향학회지
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• 제30권6호
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• pp.324-329
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• 2011

본 논문에서는 조건 사후 최대 확률 (conditional maximum a posteriori, CMAP)과 음성 스펙트럼 변이 조건을 기반으로 한 새로운 음성 검출기 (voice activity detection, VAD)를 제안한다. 제안된 음성 검출기는 통계적 모델을 기반으로 한 우도비 테스트 (likelihood ratio test, LRT)의 문턱값을 결정하는데 조건 사후 최대 확률과 스펙트럼 변이의 상태 값을 조건부 확률로 부과한다. 제안된 알고리즘을 다양한 잡음 환경에서 기존의 CMAP 기반의 음성 검출기와 비교한 결과 전체적으로 향상된 성능을 보였으며 특히 SNR이 낮은 조건에서 향상 폭이 컸다.