• 제목/요약/키워드: method of moments estimation

검색결과 122건 처리시간 0.027초

A Comparison on the Image Normalizations for Image Information Estimation

  • Kang, Hwan-Il;Lim, Seung-Chul;Kim, Kab-Il;Son, Young-I
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.2385-2388
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    • 2005
  • In this paper, we propose the estimation method for the image affine information for computer vision. The first estimation method is given based on the XYS image normalization and the second estimation method is based on the image normalization by Pei and Lin. The XYS normalization method turns out to have better performance than the method by Pei and Lin. In addition, we show that rotation and aspect ratio information can be obtained using the central moments of both the original image and the sensed image. Finally, we propose the modified version of the normalization method so that we may control the size of the image.

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Cubic normal distribution and its significance in structural reliability

  • Zhao, Yan-Gang;Lu, Zhao-Hui
    • Structural Engineering and Mechanics
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    • 제28권3호
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    • pp.263-280
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    • 2008
  • Information on the distribution of the basic random variable is essential for the accurate analysis of structural reliability. The usual method for determining the distributions is to fit a candidate distribution to the histogram of available statistical data of the variable and perform approximate goodness-of-fit tests. Generally, such candidate distribution would have parameters that may be evaluated from the statistical moments of the statistical data. In the present paper, a cubic normal distribution, whose parameters are determined using the first four moments of available sample data, is investigated. A parameter table based on the first four moments, which simplifies parameter estimation, is given. The simplicity, generality, flexibility and advantages of this distribution in statistical data analysis and its significance in structural reliability evaluation are discussed. Numerical examples are presented to demonstrate these advantages.

Estimation of Gini Index of the Exponential Distribution

  • Kang, Suk-Bok;Kang, Jun-Ho;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제6권1호
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    • pp.97-103
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    • 1995
  • In this paper, we propose estimators of Gini index of the exponential distribution. We also obtain the distribution and the moments of the proposed estimators. The moments of the proposed estimators are derived by special function. We compare the maximum likelihood estimator (MLE) of Gini index with the proposed estimator of Gini index in the sense of MSE through Monte Carlo Method.

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고차확률가중모멘트법에 의한 지역화빈도분석과 GIS기법에 의한 설계강우량 추정 (III) - LH-모멘트법과 GIS 기법을 중심으로 - (Estimation of Design Rainfall by the Regional Frequency Analysis using Higher Probability Weighted Moments and GIS Techniques (III) - On the Method of LH-moments and GIS Techniques -)

  • 이순혁;박종화;류경식;지호근;신용희
    • 한국농공학회지
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    • 제44권5호
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    • pp.41-53
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    • 2002
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. According to the regions and consecutive durations, optimal design rainfalls were derived by the regional frequency analysis for L-moment in the second report of this project. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized extreme value (GEV) distribution among applied distributions. regional and at-site parameters of the GEV distribution were estimated by the linear combination of the higher probability weighted moments, LH-moment. Design rainfall using LH-moments following the consecutive duration were derived by the regional and at-site analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared in the regional and at-site frequency analysis. Consequently, it was shown that the regional analysis can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than at-site analysis in the prediction of design rainfall. Relative efficiency (RE) for an optimal order of L-moments was also computed by the methods of L, L1, L2, L3 and L4-moments for GEV distribution. It was found that the method of L-moments is more effective than the others for getting optimal design rainfall according to the regions and consecutive durations in the regional frequency analysis. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

고차확률가중모멘트법에 의한 지역화빈도분석과 GIS기법에 의한 설계강우량 추정 (Estimation of Design Rainfall by the Regional Frequency Analysis using Higher Probability Weighted Moments and GIS Techniques)

  • 이순혁;박종화;류경식;지호근;신용희
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 2002년도 학술발표회 발표논문집
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    • pp.237-240
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    • 2002
  • Design rainfall using LH-moments following the consecutive duration were derived by the regional and at-site analysis using the observed and simulated data resulted from Monte Carlo techniques. RRMSE, RBIAS and RR in RRMSE for the design rainfall were computed and compared in the regional and at-site frequency analysis. Consequently, it was shown that the regional analysis can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than at-site analysis in the prediction of design rainfall. RE for an optimal order of L-moments was also computed by the methods of L, L1, L2, L3 and L4-moments for GEV distribution. It was found that the method of L-moments is more effective than the others for getting optimal design rainfall according to the regions and consecutive durations in the regional frequency analysis. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

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일반화 지수분포를 따르는 제 1종 구간 중도절단표본에서 모수 추정 (Estimation for the generalized exponential distribution under progressive type I interval censoring)

  • 조영석;이창수;신혜정
    • Journal of the Korean Data and Information Science Society
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    • 제24권6호
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    • pp.1309-1317
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    • 2013
  • 일반화 지수분포 (generalized exponential distribution)를 따르는 점진 제 1종 구간 중도절단 (progressive type-I interval censoring) 표본에서 모수 추정은 Chen과 Lio (2010)가 최대우도 추정법 (maximum likelihood estimation), 중간점 근사법 (mid-point approximation method), EM 알고리즘 (expectation maximization algorithm), 적률 추정법 (method of moments estimation; MME)으로 하였으며, 그 방법들 중 평균제곱오차 (mean square error; MSE)가 가장 작은 추정법은 중간점 근사법이다. 하지만 중간점 근사법을 바탕으로 최대우도 추정법을 이용하여 모수를 추정하려고 한다면 모수에 대한 해를 전개할 수 없기 때문에 수치 해석적인 방법을 이용하여 추정하여야 한다. 본 논문에서는 이러한 문제를 해결하기 위해서 근사 최대우도 추정법 (approximate maximum likelihood estimation)을 이용하여 두 종류의 모수를 추정하고, 모의실험을 통하여 수치해석학적인 방법을 이용한 중간점 근사법의 해 (estimate of mid-point approximation method; MP)와 제시한 두 가지 추정량을 평균제곱오차 측면에서 비교한다.

On Estimating the Parameters of an Extended Form of Logarithmic Series Distribution

  • Kumar, C. Satheesh;Riyaza, A.
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.417-425
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    • 2013
  • We consider an extended version of a logarithmic series distribution and discuss the estimation of its parameters by the method of moments and the method of maximum likelihood. Test procedures are suggested to test the significance of the additional parameter of this distribution and all procedures are illustrated with the help of real life data sets. In addition, a simulation study is conducted to assess the performance of the estimators.

Transmuted new generalized Weibull distribution for lifetime modeling

  • Khan, Muhammad Shuaib;King, Robert;Hudson, Irene Lena
    • Communications for Statistical Applications and Methods
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    • 제23권5호
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    • pp.363-383
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    • 2016
  • The Weibull family of lifetime distributions play a fundamental role in reliability engineering and life testing problems. This paper investigates the potential usefulness of transmuted new generalized Weibull (TNGW) distribution for modeling lifetime data. This distribution is an important competitive model that contains twenty-three lifetime distributions as special cases. We can obtain the TNGW distribution using the quadratic rank transmutation map (QRTM) technique. We derive the analytical shapes of the density and hazard functions for graphical illustrations. In addition, we explore some mathematical properties of the TNGW model including expressions for the quantile function, moments, entropies, mean deviation, Bonferroni and Lorenz curves and the moments of order statistics. The method of maximum likelihood is used to estimate the model parameters. Finally the applicability of the TNGW model is presented using nicotine in cigarettes data for illustration.

Resonant Frequency Estimation of Reradiation Interference at MF from Power Transmission Lines Based on Generalized Resonance Theory

  • Bo, Tang;Bin, Chen;Zhibin, Zhao;Zheng, Xiao;Shuang, Wang
    • Journal of Electrical Engineering and Technology
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    • 제10권3호
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    • pp.1144-1153
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    • 2015
  • The resonant mechanism of reradiation interference (RRI) over 1.7MHz from power transmission lines cannot be obtained from IEEE standards, which are based on researches of field intensity. Hence, the resonance is ignored in National Standards of protecting distance between UHV power lines and radio stations in China, which would result in an excessive redundancy of protecting distance. Therefore, based on the generalized resonance theory, we proposed the idea of applying model-based parameter estimation (MBPE) to estimate the generalized resonance frequency of electrically large scattering objects. We also deduced equation expressions of the generalized resonance frequency and its quality factor Q in a lossy open electromagnetic system, i.e. an antenna-transmission line system in this paper. Taking the frequency band studied by IEEE and the frequency band over 1.7 MHz as object, we established three models of the RRI from transmission lines, namely the simplified line model, the tower line model considering cross arms and the line-surface mixed model. With the models, we calculated the scattering field of sampling points with equal intervals using method of moments, and then inferred expressions of Padé rational function. After calculating the zero-pole points of the Padé rational function, we eventually got the estimation of the RRI’s generalized resonant frequency. Our case studies indicate that the proposed estimation method is effective for predicting the generalized resonant frequency of RRI in medium frequency (MF, 0.3~3 MHz) band over 1.7 MHz, which expands the frequency band studied by IEEE.

빈도분석에 의한 저수지 유입량 산정 (Estimation of Reservoir Inflow Using Frequency Analysis)

  • 맹승진;황주하;시강
    • 한국농공학회논문집
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    • 제51권3호
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    • pp.53-62
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    • 2009
  • This study was carried out to select optimal probability distribution based on design accumulated monthly mean inflow from the viewpoint of drought by Gamma (GAM), Generalized extreme value (GEV), Generalized logistic (GLO), Generalized normal (GNO), Generalized pareto (GPA), Gumbel (GUM), Normal (NOR), Pearson type 3 (PT3), Wakeby (WAK) and Kappa (KAP) distributions for the observed accumulative monthly mean inflow of Chungjudam. L-moment ratio was calculated using observed accumulative monthly mean inflow. Parameters of 10 probability distributions were estimated by the method of L-moments with the observed accumulated monthly mean inflow. Design accumulated monthly mean inflows obtained by the method of L-moments using different methods for plotting positions formulas in the 10 probability distributions were compared by relative mean error (RME) and relative absolute error (RAE) respectively. It has shown that the design accumulative monthly mean inflow derived by the method of L-moments using Weibull plotting position formula in WAK and KAP distributions were much closer to those of the observed accumulative monthly mean inflow in comparison with those obtained by the method of L-moment with the different formulas for plotting positions in other distributions from the viewpoint of RME and RAE.