• Title/Summary/Keyword: method of moments estimation

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Rack Force Estimation Method using a Tire Mesh Model (TIRE MESH 모델을 활용한 랙추력 추정법 개발)

  • Kim, Minjun;Chang, Sehyun;Lee, Byungrim;Park, Youngdae;Cho, Hyunseok
    • Transactions of the Korean Society of Automotive Engineers
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    • v.22 no.3
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    • pp.130-135
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    • 2014
  • In this paper, a new estimation method is proposed to calculate steering rack axial force using a 3 dimensional tire mesh model when a car is standing on the road. This model is established by considering changes of camber angle and contact patch between the tires and the ground according to steering angle. The steering rack bar axial force is estimated based on the static equilibrium equations of forces and moments. A tire friction force is supposed to act on the center point of the contact patch, and the proportional coefficient of friction depending on contact patch is suggested. Using the proposed estimation method, rack axial force sensitivity analysis is evaluated according to changes of suspension geometry. Then optimal motor power of Motor Driven Power Steering(MDPS) is evaluated using suggested rack forces.

Role of Information Sharing on the Impact of Foreign Banks' Penetration on Banking Competition

  • ZOHREHVAND, Azadeh;IBRAHIM, Saifuzzaman;HABIBULLAH, Muzafar Shah;YUSOP, Zulkornain;MAZLAN, Nur Syazwani
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.11
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    • pp.707-715
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    • 2020
  • Globalization has led to an increase in foreign banks' penetration. It is argued that the presence of foreign banks may affect the banking sector of the host countries in several ways including their competition level. It is mentioned that the presence of the foreign banks could heightened the level of competition in the banking sector. Nonetheless, the impact of the foreign banks on competition could be influenced by the degree of information sharing in the banking industry. This study investigates the role of information sharing in moderating the impact of foreign bank penetration on host banking sector competition in selected developing countries. We employ panel data samples of 54 developing countries during the period from 1998 to 2016. The estimation is carried out using the two-step system of the Generalized Method of Moments (GMM) regression technique. This technique is adopted due to its robustness to all forms of endogeneity. The findings of this study show that the presence of information sharing could affect the relationship between foreign banks' penetration and competition. They suggest that improvement in information sharing by a host country may help foreign banks to improve monitoring and reduce the moral hazard and adverse selection problem.

FDI Spillover Effects on the Productivity of the Indian Pharmaceutical Industry: Panel Data Evidence

  • DESAI, Guruprasad;SRINIVASAN, Palamalai;GOWDA, Anil B
    • The Journal of Asian Finance, Economics and Business
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    • v.9 no.8
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    • pp.109-121
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    • 2022
  • The study empirically examines the horizontal spillover effects of foreign direct investment (FDI) on the productivity of Indian pharmaceutical firms. Robust least squares and the Generalized Method of Moments estimators are applied for the firm-level panel data of Indian pharmaceutical companies whose shares were traded on the National Stock Exchange (NSE) and Bombay Stock Exchange (BSE). The information was collected from the Centre for Monitoring Indian Economy (CMIE) Prowess database from 2015 to 2019. Based on the regularity in data availability, the sample firms are limited to 112 companies, 100 of which are domestic firms and 12 international firms. Firms with more than 10 percent foreign equity are classified as FDI firms, while those with less than that are classified as domestic firms. Estimation results show that foreign ownership does not contribute to the productivity of domestic firms. Due to increased competition, the Indian pharmaceutical companies with foreign equity participation are not more productive than local ones. Moreover, the findings reveal a negative and insignificant horizontal spillover effect from FDI on the productivity of domestic enterprises. The absence of horizontal spillovers may be attributable to foreign enterprises' ability to prevent technological outflow to competitors in the same industry.

Study on Applicability of Frequency Domain-Based Fatigue Analysis for Wide Band Gaussian Process I : Rayleigh PDF (광대역 정규 프로세스에 대한 주파수 영역 기반 피로해석법의 적용성에 관한 연구 I : 레일리 PDF)

  • Choung, Joon-Mo;Kim, Kyung-Su;Nam, Ji-Myung;Koo, Jeong-Bon;Kim, Min-Soo;Shim, Yong-Lae;Urm, Hang-Sub
    • Journal of the Society of Naval Architects of Korea
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    • v.49 no.4
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    • pp.350-358
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    • 2012
  • This paper deals with accuracy of accumulated fatigue damage estimation using stochastic fatigue analysis method based on Rayleigh PDF. From full scale measurement data on an 8100TEU container vessel, zero-order spectral moments for wave- and vibration-induced energy spectral densities are determined on the probability level of 99%. 80 simulation cases in total are prepared according to the variation of ratio of zero-order spectral moments and center frequency of vibration ESD. By using inverse Fourier transformation and rainflow cycle counting for the combined ESD of wave and vibration, exact fatigue damages are derived. Fatigue damages in frequency domain based on Rayleigh PDF show large conservativeness compared to exact fatigue damages in times domain. The main cause of the excessive conservativeness is analyzed by two aspects: ratio of zero crossing and peak frequencies and ratio of initial zero order spectral moments and zero order spectral moments from rainflow stress range distributions. Finally, a guideline of applicability of Rayleigh PDF is proposed for wide band processes.

Robust Structural Optimization Using Gauss-type Quadrature Formula (가우스구적법을 이용한 구조물의 강건최적설계)

  • Lee, Sang-Hoon;Seo, Ki-Seog;Chen, Shikui;Chen, Wei
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.8
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    • pp.745-752
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    • 2009
  • In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the tensor product quadrature (TPQ) formula and the univariate dimension reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

An Alternating Approach of Maximum Likelihood Estimation for Mixture of Multivariate Skew t-Distribution (치우친 다변량 t-분포 혼합모형에 대한 최우추정)

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.819-831
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    • 2014
  • The Exact-EM algorithm can conventionally fit a mixture of multivariate skew distribution. However, it suffers from highly expensive computational costs to calculate the moments of multivariate truncated t-distribution in E-step. This paper proposes a new SPU-EM method that adopts the AECM algorithm principle proposed by Meng and van Dyk (1997)'s to circumvent the multi-dimensionality of the moments. This method offers a shorter execution time than a conventional Exact-EM algorithm. Some experments are provided to show its effectiveness.

Estimation of load and resistance factors based on the fourth moment method

  • Lu, Zhao-Hui;Zhao, Yan-Gang;Ang, Alfredo H.S.
    • Structural Engineering and Mechanics
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    • v.36 no.1
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    • pp.19-36
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    • 2010
  • The load and resistance factors are generally obtained using the First Order Reliability Method (FORM), in which the design point should be determined and derivative-based iterations have to be used. In this paper, a simple method for estimating the load and resistance factors using the first four moments of the basic random variables is proposed and a simple formula for the target mean resistance is also proposed to avoid iteration computation. Unlike the currently used method, the load and resistance factors can be determined using the proposed method even when the probability density functions (PDFs) of the basic random variables are not available. Moreover, the proposed method does not need either the iterative computation of derivatives or any design points. Thus, the present method provides a more convenient and effective way to estimate the load and resistance factors in practical engineering. Numerical examples are presented to demonstrate the advantages of the proposed fourth moment method for determining the load and resistance factors.

Estimation of Incoherent Scattered Field by Multiple Scatterers in Random Media

  • Seo, Dong-Wook;Lee, Jae-Ho;Lee, Hyung Soo
    • ETRI Journal
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    • v.38 no.1
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    • pp.141-148
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    • 2016
  • This paper proposes a method to estimate directly the incoherent scattered intensity and radar cross section (RCS) from the effective permittivity of a random media. The proposed method is derived from the original concept of incoherent scattering. The incoherent scattered field is expressed as a simple formula. Therefore, to reduce computation time, the proposed method can estimate the incoherent scattered intensity and RCS of a random media. To verify the potential of the proposed method for the desired applications, we conducted a Monte-Carlo analysis using the method of moments; we characterized the accuracy of the proposed method using the normalized mean square error (NMSE). In addition, several medium parameters, such as the density of scatterers and analysis volume, were studied to understand their effect on the scattering characteristics of a random media. The results of the Monte-Carlo analysis show good agreement with those of the proposed method, and the NMSE values of the proposed method and Monte-Carlo analysis are relatively small at less than 0.05.

A Rotation Angle Estimation Method Based on Phase of ART (ART의 위상정보를 이용한 회전각도 추정 방법)

  • Lee, Jong-Min;Kim, Whoi-Yul
    • Journal of Broadcast Engineering
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    • v.17 no.1
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    • pp.81-94
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    • 2012
  • Several methods which utilize the phase of Zernike moments (ZMs) to estimate the rotation angle have shown good performance in terms of accuracy. In this paper, we provides the performance comparison results of the existing rotation angle estimation methods based on ZMs and propose an extension of Revaud et al.'s method [1] which utilizes the phase of ZMs; the proposed method uses angular radial transform coefficients instead of ZMs and yields better performance than the ZMs based methods in terms of accuracy. A set of ART can describe angular variation of image more intensively than ZMs, it enables more accurate estimation of the rotation angle than ZMs. In the experiments, the proposed method outperforms ZMs based method. Comparisons were made in terms of the root mean square error vs. the coverage on MPEG-7 shape dataset.

A new model based on Lomax distribution

  • Alshingiti, Arwa M.;Kayid, M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • v.15 no.1
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    • pp.65-76
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    • 2014
  • In this article, a new model based on Lomax distribution is introduced. This new model is both useful and practical in areas such as economic, reliability and life testing. Some statistical properties of this model are presented including moments, hazard rate, reversed hazard rate, mean residual life and mean inactivity time functions, among others. It is also shown that the distributions of the new model are ordered with respect to the strongest likelihood ratio ordering. The method of moment and maximum likelihood estimation are used to estimates the unknown parameters. Simulation is utilized to calculate the unknown shape parameter and to study its properties. Finally, to illustrate the concepts, the appropriateness of the new model for real data sets are included.

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