• Title/Summary/Keyword: parameter estimating

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Some Limit Theorems for Fractional Levy Brownian Motions on Rectangles in the Plane

  • Hwang, Kyo-Shin;Kang, Soon-Bok;Park, Yong-Kab;Jeon, Tae-Il;Oh, Ho-Seh
    • Journal of the Korean Statistical Society
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    • v.28 no.1
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    • pp.1-19
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    • 1999
  • In this paper we establish some limit theorems for a two-parameter fractional Levy Brownian motion on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter fractional Levy Brownian motion.

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Empirical Choice of the Shape Parameter for Robust Support Vector Machines

  • Pak, Ro-Jin
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.543-549
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    • 2008
  • Inspired by using a robust loss function in the support vector machine regression to control training error and the idea of robust template matching with M-estimator, Chen (2004) applies M-estimator techniques to gaussian radial basis functions and form a new class of robust kernels for the support vector machines. We are specially interested in the shape of the Huber's M-estimator in this context and propose a way to find the shape parameter of the Huber's M-estimating function. For simplicity, only the two-class classification problem is considered.

Bayesian Inference for the Two-Parameter Exponential Models : Type-II Censored Case

  • Sohn, Joong-Kweon;Kim, Heon-Joo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.313-335
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    • 1995
  • Suppose that we have $k(k \geq 2)$ populations (or systems), say $\pi_1, \cdots, \pi_k$, to be tested. Under the type-II censored testing without replacement we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population. Also we compare the perfomances of the proposed Bayes estimators with another estiamtors under the Jeffrey-type noninformative prior distribution.

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Empirical Bayes Pproblems with Dependent and Nonidentical Components

  • Inha Jung;Jee-Chang Hong;Kang Sup Lee
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.145-154
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    • 1995
  • Empirical Bayes approach is applied to estimation of the binomial parameter when there is a cost for observations. Both the sample size and the decision rule for estimating the parameter are determined stochastically by the data, making the result more useful in applications. Our empirical Bayes problems with non-iid components are compared to the usual empirical Bayes problems with iid components. The asymptotic optimal procedure with a computer simulation is given.

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Estimation of Weibull Scale Parameter Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Lee, Hwa-Jung;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.593-603
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    • 2004
  • We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censored samples. We propose two estimators by using the approximate maximum likelihood estimation method for Weibull and extreme value distributions. The proposed estimators are compared in the sense of the mean squared error.

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Estimation for scale parameter of type-I extreme value distribution

  • Choi, Byungjin
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.535-545
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    • 2015
  • In a various range of applications including hydrology, the type-I extreme value distribution has been extensively used as a probabilistic model for analyzing extreme events. In this paper, we introduce methods for estimating the scale parameter of the type-I extreme value distribution. A simulation study is performed to compare the estimators in terms of mean-squared error and bias, and the obtained results are provided.

Kernel Machine for Poisson Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.767-772
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    • 2007
  • A kernel machine is proposed as an estimating procedure for the linear and nonlinear Poisson regression, which is based on the penalized negative log-likelihood. The proposed kernel machine provides the estimate of the mean function of the response variable, where the canonical parameter is related to the input vector in a nonlinear form. The generalized cross validation(GCV) function of MSE-type is introduced to determine hyperparameters which affect the performance of the machine. Experimental results are then presented which indicate the performance of the proposed machine.

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A Sensitivity Analysis for Three-Parameter Ellipsometry

  • Gyusung Chung;Duckhwan Lee;Woon-Kie Paik
    • Bulletin of the Korean Chemical Society
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    • v.12 no.5
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    • pp.477-483
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    • 1991
  • In the three-parameter ellipsometry (TPE), also known as reflectance-ellipsometry, the ellipsometric measurements, ${\Psi} and {\Delta}$, are combined with the reflectometric measurement, R, to determine the optical parameters and the thickness of a light-absorbing thin film. The constant ${\Psi}, {\Delta}$ and R surfaces are analyzed graphically to understand the nature of the TPE solutions. A sensitivityanalysis is shown to be useful not only for identifying the film properties which affect most the TPE measurements, but also for estimating errors in film properties arising from the uncertainties in measurements.

Structureborne Noise Transfer Analysis Using Pole Parameter Method for Resiliently Mounted Equipment (절점 해석 기법을 이용한 탄성지지 장비 시스템의 고체음 전달 해석)

  • Choi, Tae-Muk;Kim, Tae-Suk;Cho, Dae-Seung;Chung, Jung-Hoon
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2005.05a
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    • pp.398-402
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    • 2005
  • Structureborne noise induced by shipboard equipment is one of the most significant noise source of ships and can be effectively reduced by resiliently mounting them. In this paper, the pole parameter method is investigated for estimating the structureborne noise reduction of resiliently mounted equipment. In addition, we suggest how to evaluate pole parameters from dimensional and material information of each component consisting of resiliently mounted equipment. To validate and discuss the proposed method numerical analysis for single and double resiliently mounted equipment systems using both pole parameter method and FEM have been done.

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A Study on Parameter Estimation of the Synchronous Generator System based on the Modified PSO (PSO 기반 동기발전기 시스템 모델정수 추정에 관한 연구)

  • Choi, Hyung-Joo;Kim, In-Soo;Lee, Heung-Ho
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.64 no.1
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    • pp.8-15
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    • 2015
  • This paper includes a method for estimating the parameter of a synchronous generator and exciter using the modified particle swarm optimization. A solid round rotor synchronous generator and exciter have been modeled with the saturation function. They are regarded as state of being cooperative to a infinite bus. The behavior characteristic of all particles assigned to a parameter needs to be reflected in the PSO algorithm to fine out more close result to the optimal solution. The results of the simulation to estimate the parameters of the synchronous generator and exciter in the modified PSO algorithm are described.