• Communications for Statistical Applications and Methods
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• 제19권4호
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• pp.607-617
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• 2012

The goodness-of-fit test for multivariate normal distribution is important because most multivariate statistical methods are based on the assumption of multivariate normality. We propose goodness-of-fit test statistics for multivariate normality based on the modified squared distance. The empirical percentage points of the null distribution of the proposed statistics are presented via numerical simulations. We compare performance of several test statistics through a Monte Carlo simulation.

• ETRI Journal
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• 제26권2호
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• pp.101-111
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• 2004

This paper presents a near-optimum blind decision feedback equalizer (DFE) for the receivers of Advanced Television Systems Committee (ATSC) digital television. By adopting a modified trellis decoder (MTD) with a trace- back depth of 1 for the decision device in the DFE, we obtain a hardware-efficient, blind DFE approaching the performance of an optimum DFE which has no error propagation. In the MTD, the absolute distance is used rather than the squared Euclidean distance for the computation of the branch metrics. This results in a reduction of the computational complexity over the original trellis decoding scheme. Compared to the conventional slicer, the MTD shows an outstanding performance improvement in decision error probability and is comparable to the original trellis decoder using the Euclidean distance. Reducing error propagation by use of the MTD in the DFE leads to the improvement of convergence performance in terms of convergence speed and residual error. Simulation results show that the proposed blind DFE performs much better than the blind DFE with the slicer, and the difference is prominent at the trellis decoder following the blind DFE.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.213-224
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• 2014

In this paper, we study the problem of transforming to normality. We propose to estimate the transformation parameter by minimizing a weighted squared distance between the empirical characteristic function of transformed data and the characteristic function of the normal distribution. Our approach also allows for other symmetric target characteristic functions. Asymptotics are established for a random sample selected from an unknown distribution. The proofs show that the weight function $t^{-2}$ needs to be modified to have thinner tails. We also propose the method to compute the influence function for M-equation taking the form of U-statistics. The influence function calculations and a small Monte Carlo simulation show that our estimates are less sensitive to a few outliers than the maximum likelihood estimates.