• Communications for Statistical Applications and Methods
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• 제25권4호
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• pp.355-371
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• 2018

The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

• 한국인터넷방송통신학회논문지
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• 제13권3호
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• pp.165-170
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• 2013

공간상에서 원하는 목표물의 도래 방향 추정은 수신 안테나에 입사하는 신호의 입사 방향을 찾는 것이다. 본 논문에서는 최대 우도 추정 방법을 이용하여 원하는 목표물의 도래 방향을 추정하였다. 도래 방향 추정방법은 최대 우도 방법에서 수신 신호 한계점 이상의 신호에 특이 값 분해를 적용하여 최대 우도 추정의 첨예도를 계산하여 원하는 목표물을 추정하였다. 모의실험을 통하여 본 연구에서 제안된 방법의 성능을 기존 방법과 비교분석하였다. 목표물 도래방향 추정에서 본 연구에서 제안한 방법이 고유치 전개를 하지 않기 때문에 처리시간 단축에서 효과적이고 원하는 목표물의 방향을 정확히 추정하였다. 본 연구에서 제안한 방법이 목표물 추정에서 기존 방법보다 우수함을 나타내었다.

• 품질경영학회지
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• 제13권1호
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• pp.31-40
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• 1985

In this paper, statistical estimation of the parameters of the bivariate exponential distribution are studied. Bayes estimators of the parameters are obtained and compared with the maximum likelihood estimators which are introduced by Freund. We know that the method of moments estimators coincide with the maximum likelihood estimators and Bayes estimators are more efficient than the maximum likelihood estimators in moderate samples. The asymptotic distributions of the maximum likelihood estimators and the estimator of mean time to system failure are obtained.

• Journal of the Korean Data and Information Science Society
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• 제7권2호
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• pp.263-272
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• 1996

임의의 기계에 대한 수명의 분포는 와이블분포를 하는 경우가 흔하다. 그리고 현실적으로 기계의 수명시간을 검정할 때, 시험시간및 여러 환경적인 제약에 의하여 표본으로 주어진 기계의 수명을 모두 관측하기는 어렵다. 그래서, 본 연구에서는 임의 중단모형 하에서 와이블분포의 모수를 최소제곱법(least squares method)을 이용하여 추정하고 기존의 최대우도추정량(maximum likelihood estimates)과 효율성의 측면에서 비교하고자 한다.

• 정보처리학회논문지D
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• 제9D권5호
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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.

• Asian-Australasian Journal of Animal Sciences
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• 제13권8호
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• pp.1035-1039
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• 2000

This study developed a Poisson generalized linear mixed model and a procedure to estimate genetic parameters for count traits. The method derived from a frequentist perspective was based on hierarchical likelihood, and the maximum adjusted profile hierarchical likelihood was employed to estimate dispersion parameters of genetic random effects. Current approach is a generalization of Henderson's method to non-normal data, and was applied to simulated data. Underestimation was observed in the genetic variance component estimates for the data simulated with large heritability by using the Poisson generalized linear mixed model and the corresponding maximum adjusted profile hierarchical likelihood. However, the current method fitted the data generated with small heritability better than those generated with large heritability.

• International Journal of Reliability and Applications
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• 제9권1호
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• pp.31-52
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• 2008

In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.

• 대한전자공학회논문지
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• 제26권9호
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• pp.1436-1443
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• 1989

In this paper, we propose a maximum-likelihood estimation(MLE) method to obtain the location and the amplitude of the pulses in MPE( multi-pulse excitation)-LPC speech synthesis using multi-pulses as excitation source. This MLE method computes the value maximizing the likelihood function with respect to unknown parameters(amplitude and position of the pulses) for the observed data sequence. Thus in the case of overlapped pulses, the method is equivalent to Ozawa's crosscorrelation method, resulting in equal amount of computation and sound quality with the cross-correlation method. We show by computer simulation: the multi-pulses obtained by MLE method are(1) pseudo-periodic in pitch in the case of voicde sound, (2) the pulses are random for unvoiced sound, (3) the pulses change from random to periodic in the interval where the original speech signal changes from unvoiced to voiced. Short time power specta of original speech and syunthesized speech obtained by using multi-pulses as excitation source are quite similar to each other at the formants.

• 전기의세계
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• 제22권2호
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• pp.51-56
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• 1973

The comparative study of maximum likelihood estimation with Bayesian approach was made by statistical & computational methods in center of a priori information of static systems and the effect of a priori information on the accuracy of the estimatiion was also analyzed. Through the numerical computations of some examples by digital computer, we concluded that maximum likelihood method is better than Bayesian estimation except for almost certain a priori informations. The study may therefore contribute in identification problems of dynamical systems connected with a priori informations.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.229-239
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• 2007

We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.