• Communications for Statistical Applications and Methods
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• 제16권6호
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• pp.1055-1066
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• 2009

Many articles have considered a hybrid censoring scheme, which is a mixture of Type-I and Type-II censoring schemes. We introduce a double hybrid censoring scheme and derive some approximate maximum likelihood estimators(AMLEs) of the scale parameter for the half logistic distribution under the proposed double hybrid censored samples. The scale parameter is estimated by approximate maximum likelihood estimation method using two different Taylor series expansion types. We also obtain the maximum likelihood estimator(MLE) and the least square estimator(LSE) of the scale parameter under the proposed double hybrid censored samples. We compare the proposed estimators in the sense of the mean squared error. The simulation procedure is repeated 10,000 times for the sample size n = 20(10)40 and various censored samples. The performances of the AMLEs and MLE are very similar in all aspects but the MLE and LSE have not a closed-form expression, some numerical method must be employed.

• 전산구조공학
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• 제2권4호
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• pp.111-116
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• 1989

구조설계에 작용되는 하중과 이로 인한 동적거동의 측정기록을 바탕으로 하여 구조계의 미지계수 행렬을 추정하는 방법에 대하여 연구하였다. 이를 위하여 통상 미분방정식으로 주어지는 운동방정식을 ARMAX 모형식으로 변환시켜 ARMAX 식의 계수행렬을 추정한 후, 이로부터 운동방정식의 계수행렬을 구하였다. ARMAX 계수의 추정은 최소자승법, Instrumental Variable방법, Maximum Likelihood방법 및 Limited Information Maximum Likelihood방법을 사용하여 수행하였으며, 지진 하중을 받는 3층 건물 모형을 예제로 하여 각 방법의 효율성을 비교분석하였다.

• Communications for Statistical Applications and Methods
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• 제23권3호
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• pp.241-250
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• 2016

In this paper, we consider statistical inferences on the estimation of the parameters of a Weibull distribution when data are randomly censored. Maximum likelihood estimators (MLEs) and approximate MLEs are derived to estimate the parameters. We consider two cases for the censoring model: the assumption that the censoring distribution does not involve any parameters of interest and a censoring distribution that follows a Weibull distribution. A simulation study is conducted to compare the performances of the estimators. The result shows that the MLEs and the approximate MLEs are similar in terms of biases and mean square errors; in addition, the assumption of the censoring model has a strong influence on the estimation of scale parameter.

• Journal of the Korean Data and Information Science Society
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• 제14권4호
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• pp.983-988
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• 2003

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 approximate maximum likelihood estimators by approximating the likelihood equations appropriately. We present an example to illustrate these estimation methods.

• Communications for Statistical Applications and Methods
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• 제30권4호
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• pp.411-421
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• 2023

This paper provides a new estimation equation based on the concept of a minimum distance between the empirical and theoretical distribution functions under the most widely used progressive Type-II censoring scheme. For illustrative purposes, simulated and real datasets from a three-parameter Weibull distribution are analyzed. For comparison, the most popular estimation methods, the maximum likelihood and maximum product of spacings estimation methods, are developed together. In the analysis of simulated datasets, the excellence of the provided estimation method is demonstrated through the degree of the estimation failure of the likelihood-based method, and its validity is demonstrated through the mean squared errors and biases of the estimators obtained from the provided estimation equation. In the analysis of the real dataset, two types of goodness-of-fit tests are performed on whether the observed dataset has the three-parameter Weibull distribution under the progressive Type-II censoring scheme, through which the performance of the new estimation equation provided is examined.

• 한국수자원학회논문집
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• 제45권2호
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• pp.191-201
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• 2012

본 연구에서는 연최대치 독립 호우사상의 결정에 사용되는 Freund 이변량 지수분포의 매개변수 추정과정을 구체적으로 검토하였다. 먼저, 모멘트법을 이용하는 경우를 구체적으로 검토하고, 그 결과를 최우도법을 적용한 결과와 비교하였다. 두 방법을 1961~2010년 서울지점의 시강우 자료에 적용하여 연최대치 독립 호우사상을 선정하고, 그 결과를 비교 검토하였다. 이러한 과정을 통해 얻은 결과는 다음과 같다. 첫째, 매개변수 추정방법으로 모멘트법을 적용하는 경우에는 두변량의 평균과 분산뿐만 아니라 상관계수도 고려해 주어야 하는 것으로 나타났다. 둘째, 최우도법은 두변량의 평균에 대한 재현성이 우수하고, 모멘트법은 분산의 경년변동을 잘 나타내는 것으로 나타났다. 셋째, 모멘트법과 최우도법을 통해 선정한 연최대치 독립 호우사상들은 대체로 유사한 것으로 나타났다. 다르게 선정된 호우사상은 최우도법의 경우에는 총 강우량이 큰 것, 모멘트법의 경우에는 강우강도가 큰 것으로 나타났다.

• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.493-505
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• 2017

Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

• Journal of Communications and Networks
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• 제15권3호
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• pp.245-251
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• 2013

This paper addresses the issue of time-difference-of-arrival (TDOA) estimation for complex noncircular signals. First, under the wide-sense stationary assumption, we derive the maximum likelihood (ML) estimator and the Cramer-Rao lower bound for Gaussian noncircular signals in Gaussian circular noise. The ML estimator uses the second-order statistics information of a noncircular signal more comprehensively when compared with the cross-correlation (CC) and the conjugate CC estimators. Further, we present a scheme to modify the traditional signal-selective TDOA methods for noncircular signals on the basis of the cyclostationarity of man-made signals. This scheme simultaneously exploits the information contained in both the cyclic cross-correlation (CCC) and the conjugate CCC of a noncircular signal.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권10호
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• pp.5035-5048
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• 2016

Nano scale networks are futuristic networks deemed as enablers for the Internet of Nano Things, Body area nano networks, target tracking, anomaly/ abnormality detection at molecular level and neuronal therapy / drug delivery applications. Molecular communication is considered the most compatible communication technology for nano devices. However, connectivity in such networks is very low due to inter-symbol interference (ISI). Few research papers have addressed the issue of ISI mitigation in molecular communication. However, many of these methods are not adaptive to dynamic environmental conditions. This paper presents an enhancement over original Memory-1 ISI cancellation scheme using maximum likelihood estimation of a channel parameter (λ) to make it adaptable to variable channel conditions. Results of the Monte Carlo simulation show that, the connectivity (P_conn) improves by 28% for given simulation parameters and environmental conditions by using enhanced Memory-1 cancellation method. Moreover, this ISI mitigation method allows reduction in symbol time (Ts) up to 50 seconds i.e. an improvement of 75% is achieved.

• 한국통신학회논문지
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• 제31권2A호
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• pp.103-109
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• 2006

OFDM 시스템은 전송단과 수신단의 발진기의 불일치로 인해 발생하는 주파수 오프셋의 영향에 민감하다는 단점을 가지고 있다. 주파수 오프셋은 정수 부분과 소수 부분으로 구분할 수 있다. 정수 부분 주파수 오프셋은 부반 송파 사이의 직교성에는 영향을 주지는 않지만, 수신된 데이터 심볼들 간에 순환성 천이를 일으켜 비트 오류 확률이 0.5가 되게 한다. 이 논문에서는 다중 경로 페이딩(multipath fading) 채널 환경에서 학습 심볼 하나 만을 요구하면서 최대 우도(Maximum Likelihood: ML) 함수를 이용한 새로운 정수 부분 주파수 오프셋 추정 방법을 제안한다. 제안한 방법이 학습 심볼의 수를 줄여 줄뿐만 아니라, 복잡성을 늘이지 않으면서 성능이 우수함을 모의 실험을 통해 보인다.