• Communications for Statistical Applications and Methods
• /
• 제10권2호
• /
• pp.341-352
• /
• 2003

Collecting data through experiment, the observers are an import source of measurement error and the inference on the measure of agreement, say kappa, is necessary. The models commonly used are complicated general mixture model, which have many nuisance parameters. Orthogonalization of parameters reduce the effect of nuisance parameter. Orthogonalization of estimating function gives the same effect as the parameter orthogonalization. In this study, the method for orthogonalization of estimating equation is studied and applied to the Beta-binomial model to examine the properties of the estimate of kappa. As a result, the likelihood function is insensitive to the change of the nuisance parameter and bias is smaller than the result of m.1.e. when kappa has extreme values

• 대한전자공학회논문지SP
• /
• 제47권1호
• /
• pp.112-119
• /
• 2010

본 논문에서는 스테레오 이미지로부터 디스패리티 맵을 추출하기 위한 확률모델을 제시하고 이의 해를 구하는 과정은 에너지 기반 스테레오 정합과 일치함을 이론적으로 증명한다. 정합되는 화소 간의 차와 인근 화소에 해당되는 디스패리티의 차는 exponential 확률분포에 근사하다는 사실을 실험적으로 확인하고 이에 근거하여 이들의 정합 파라미터를 최적화하는 식을 유도하고 이를 실험적으로 구하는 방법을 제시한다. 에너지 기반 스테레오 정합 알고리즘의 성능은 기본적으로 정합 파라미터의 크기에 매우 민감하므로 이미지에 따라 적절한 값을 사전에 구하여 적용하여야 한다. 제안한 방식은 초기에 임의의 파라미터로 디스패리티 맵을 구한 후에 이의 통계적 특성을 이용하여 정합 파라미터를 추정하고 추정된 파라미터를 적용하여 디스패리티 맵을 재차 구하는 과정을 반복함으로써 최적의 파라미터에 적응적으로 수렴하도록 조정한다. 따라서, 이미지에 따라 사전에 정합 파라미터를 구하여야 하는 문제를 해결할 수 있다. Middlebury 웹사이트에서 제공한 다양한 스테레오 이미지를 이용하여 제안한 방식으로 구한 파라미터가 최적의 값으로 수렴하는지를 조사하고 이의 수렴 속도와 성능 개선 효과 등을 확인한다.

• 대한전기학회논문지:전력기술부문A
• /
• 제48권7호
• /
• pp.898-902
• /
• 1999

In this paper, we proposed an algorithm for estimating parameters of nonlinear continuous-discrete state-space system. This algorithm uses the conventional extended Kalman filter(EKF) for estimating state variables, and modifies the recursive prediction error method for parameter estimation of the nonlinear system. Simulation results for both linear and nonlinear measurements under the environment of process and measurement noises show a convincing performance of the proposed algorithm.

• Journal of the Korean Data and Information Science Society
• /
• 제20권3호
• /
• pp.587-592
• /
• 2009

The most frequent use of the chi-square distribution is in the area of goodness-of-t of a distribution. The likelihood ratio test is a commonly used test statistic as the maximum likelihood estimate in statistical inferences. The recently revised versions of the likelihood ratio test statistics are used in estimating the parameter in the chi-square distribution. The estimates are compared with the commonly used method of moments and the maximum likelihood estimate.

• 한국환경과학회지
• /
• 제28권1호
• /
• pp.19-35
• /
• 2019

This study investigates the performance of four Bayesian methods, Random Walk Metropolis (RWM), Hit-And-Run Metropolis (HARM), Adaptive Mixture Metropolis (AMM), and Population Monte Carlo (PMC), for estimating the parameters and uncertainties of probability rainfall distribution, and the results are compared with those of conventional parameter estimation methods; namely, the Method Of Moment (MOM), Maximum Likelihood Method (MLM), and Probability Weighted Method (PWM). As a result, Bayesian methods yield similar or slightly better results in parameter estimations compared with conventional methods. In particular, PMC can reduce parameter uncertainty greatly compared with RWM, HARM, and AMM methods although the Bayesian methods produce similar results in parameter estimations. Overall, the Bayesian methods produce better accuracy for scale parameters compared with the conventional methods and this characteristic improves the accuracy of probability rainfall. Therefore, Bayesian methods can be effective tools for estimating the parameters and uncertainties of probability rainfall distribution in hydrological practices, flood risk assessment, and decision-making support.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
• /
• pp.494-498
• /
• 1989

This paper describes an efficient time-varying parameter estimation algorithm by resetting the parameter and P matrix of the RLS algorithm. The described algorithm is useful for estimating both jump parameter and drifting parameter which vary quite rapidly.

• Communications for Statistical Applications and Methods
• /
• 제7권1호
• /
• pp.269-276
• /
• 2000

there are several methods available for estimating parameters in overdispersed binary response data with the litter effect. Simulations are performed to compare methods for estimating an overall mean and an overdispersion parameter using moments a maximum likelihood under a beta-binomial distribution a maximum quasi-likelihood and a maximum extended quasi-likelihood.

• 대한산업공학회지
• /
• 제15권2호
• /
• pp.103-108
• /
• 1989

PERT formulae for the mean and variance of activity time are near exact only over a short interval of the concentration parameter which is defined as the sum of the two shape parameters of the beta distribution. Aiming a better estimation of the mean and variance of activity time, we propose a method of subjectively estimating this concentration parameter via estimating the probability of completing the activity within a specified time interval.

• Communications for Statistical Applications and Methods
• /
• 제3권1호
• /
• pp.235-242
• /
• 1996

When the linear growth birth and death process observed at a set of equidistant time points, McNeil and Weiss (1997) present a method for simultaneously estimating the Malthusian parameter and the sum of the two parameters under wery restricted assumptions using a diffusion approximation. This article suggests a method, which does not require the restrictions given by Weiss, for estimating simultaneously the Malthusian parameter and the sum of the two parameters.

• Communications for Statistical Applications and Methods
• /
• 제13권1호
• /
• pp.89-99
• /
• 2006

This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.