• Title/Summary/Keyword: model-based estimator

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ON SIZE-BIASED POISSON DISTRIBUTION AND ITS USE IN ZERO-TRUNCATED CASES

  • Mir, Khurshid Ahmad
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.12 no.3
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    • pp.153-160
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    • 2008
  • A size-biased Poisson distribution is defined. Its characterization by using a recurrence relation for first order negative moment of the distribution is obtained. Different estimation methods for the parameter of the model are also discussed. R-Software has been used for making a comparison among the three different estimation methods.

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Kalman Tracking Filter for Estimating Target Position (목표물 위치추적을 위한 3제원 Kalman 추적 필터)

  • 진강규;하주식;박진길
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.35 no.11
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    • pp.519-528
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    • 1986
  • By using a least-square input estimator and likelihood ratio technique, a tracking problem is presented. A Kalman tracking filter based on constant-velocity, straight-line model is used to track a target and the filtered estimate is updated using an input estimate when a maneuver is detected. Track residuals at each scan are sensed by a detector to guard against unexpected corrections of the filter. The simulation results show there are significant improvements using the scheme presented.

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Bayesian Reliability Estimation for a Two-unit Hot Standby System

  • Kim, Hee-Jae;Moon, Young-Gil;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.31-39
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    • 1997
  • we shall propose some Bayes estimators and some generalized maximum likelihood estimators for reliability of a two-unit hot standby system with perfect switch based upon a complete sample of failure times observed from the exponential model and compare the peformances of the proposed estimators in terms of mean squared error.

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DETECTING INRLUENTIAL OBSERVATIONS ONTRANSFORMATION PARAMETER IN BOX-COX MODEL

  • Kim, Choong-Rak;Jeong, Mee-Seon
    • Journal of the Korean Statistical Society
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    • v.21 no.1
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    • pp.35-46
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    • 1992
  • On Box-Cox transformation, one or few responses are influential on transformation parameter estimator. To detect influential observatins, several diagnostics (Cook and Wang 1983, Hinkley and Wang 1988, Lawrance 1988, Tsai and Wu 1990) have been suggested. We compare these diagnostics and denote the necessity of multiple cases deletion which is important especially when the masking effect is present. Also, analytic expression of Tsai and Wu's diagnostic is given. We suggest a computationally feasible and useful algorithm based on the basic building blocks, and present descriptive examples using artificial data.

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Efficient Estimation of Population Mean Using Centered Modified Systematic Sampling and Interpolation

  • Kim, Hyuk-Joo;Choi, Byoung-Chul
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.175-185
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    • 2002
  • A method is proposed for efficiently estimating the mean of a population which has a linear trend. The proposed estimator is based on the centered modified systematic sampling method and the concept of interpolation. Using the expected mean square error criterion, it is shown that the proposed method is more efficient than conventional methods in most real cases.

Confidence Intervals for the Median Survival Time under Proportional Censorship

  • Jeong, Seong-Hwa;Cho, Kil-Ho
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.261-270
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    • 2002
  • In this paper, we demonstrate the more accurate confidence intervals for median survival time under the simple proportional hazard model of Koziol and Green (1976) via the Edgeworth expansion for the distribution of the studentized ACL estimator derived in Jeong (2000). The numerical results show that the intervals, so-called test-based and reflect intervals (Slud et al., 1984), outperform normal approximating method in the small sample sizes and/or heavy censoring.

A Study on Estimating Population Mean by Use of Interpolation and Extrapolation with Balanced Systematic Sampling

  • Kim, Hyuk-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.91-102
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    • 1999
  • A new method is developed for estimating the mean of a population which has a linear trend. The suggested estimator is based on the balanced systematic sampling method and the concept of interpolation and extrapolation. The efficiency of the proposed method is compared with that of conventional methods.

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Reliability for Series System in Bivariate Weibull Model under Bivariate Random Censorship

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.219-226
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    • 2004
  • In this paper, we consider two-components system which the lifetimes have a bivariate Weibull distribution with bivariate random censored data. Here the bivariate censoring times are independent of the lifetimes of the components. We obtain estimators and approximated confidence intervals for the reliability of series system based on likelihood function and relative frequency, respectively. Also we present a numerical study.

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Estimation of Population Mean Using Centered Modified Systematic Sampling and Interpolation

  • Kim, Hyuk-Joo;Choi, Byoung-Chul
    • 한국데이터정보과학회:학술대회논문집
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    • 2001.10a
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    • pp.17-24
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    • 2001
  • A method is proposed for efficiently estimating the mean of a population which has a linear trend. The proposed estimator is based on the centered modified systematic sampling method and the concept or interpolation. Using the expected mean square error criterion, it is shown that the proposed method is more efficient than conventional methods in most real cases.

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Nonparametric detection algorithm of discontinuity points in the variance function

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.669-678
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    • 2007
  • An algorithm to detect the number of discontinuity points of the variance function in regression model is proposed. The proposed algorithm is based on the left and right one-sided kernel estimators of the second moment function and test statistics of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size. The finite sample performance is illustrated by simulated example.

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