• Title/Summary/Keyword: random parameter

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Empirical Bayes Test for the Exponential Parameter with Censored Data

  • Wang, Lichun
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.213-228
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    • 2008
  • Using a linear loss function, this paper considers the one-sided testing problem for the exponential distribution via the empirical Bayes(EB) approach. Based on right censored data, we propose an EB test for the exponential parameter and obtain its convergence rate and asymptotic optimality, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown.

Tests for Normal Mean Change with the Mean Difference

  • Kim, Jaehee;Yun, Pilkyoung
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.353-359
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    • 2003
  • This paper deals with the problem of testing mean change with one change-point with the normal random variables. We propose a test with the mean difference for change in a location parameter. A power comparison study of various change-point test statistics is performed via Monte Carlo simulation with S-plus software.

An Anderson-Darling Goodness-of-Fit Test for the Gamma Distribution

  • Won, Hyung-Gyoo
    • Journal of Korean Society for Quality Management
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    • v.24 no.4
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    • pp.103-111
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    • 1996
  • This paper provides a test of the composite hypothesis that a random sample is (two parameter) gamma distributed when both the scale and shape parameters are estimated from the data. The test statistic is a variant of the usual Anderson-Darling statistic, the primary difference being that the statistic is based on the maximum likelihood estimator of the shape parameter of the assumed gamma distribution. The percentage points are developed via simulation and are presented graphically. Examples are provided.

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A Note on Parametric Bootstrap Model Selection

  • Lee, Kee-Won;Songyong Sim
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.397-405
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    • 1998
  • We develop parametric bootstrap model selection criteria in an example to fit a random sample to either a general normal distribution or a normal distribution with prespecified mean. We apply the bootstrap methods in two ways; one considers the direct substitution of estimated parameter for the unknown parameter, and the other focuses on the bias correction. These bootstrap model selection criteria are compared with AIC. We illustrate that all the selection rules reduce to the one sample t-test, where the cutoff points converge to some certain points as the sample size increases.

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Self-tuning PID-controller based on GPC (GPC를 이용한 자기동조 PID 제어기)

  • 유연운;김종만;이창구;김성중
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10a
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    • pp.188-193
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    • 1992
  • The PID controllers which is widely used in the process industry are poorly damped when the dynamic process contains significant dead time or when there are random disturbances acting on the plant. GPC is known to be more superior than conventional self-tuning algorithm in overcoming above problem and prior choice of model order. In this paper, we propose the method which determine the parameter of PID controller from minimization of GPC criterion. The controller has emplicit scheme which is comprised of parameter estimation and PID control design. Simulation results show the performance of the proposed self-tuning PID controller.

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Extraction of Speaker Recognition Parameter Using Chaos Dimension (카오스차원에 의한 화자식별 파라미터 추출)

  • Yoo, Byong-Wook;Kim, Chang-Seok
    • Speech Sciences
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    • v.1
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    • pp.285-293
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    • 1997
  • This paper was constructed to investigate strange attractor in considering speech which is regarded as chaos in that the random signal appears in the deterministic raising system. This paper searches for the delay time from AR model power spectrum for constructing fit attractor for speech signal. As a result of applying Taken's embedding theory to the delay time, an exact correlation dimension solution is obtained. As a result of this consideration of speech, it is found that it has more speaker recognition characteristic parameter, and gains a large speaker discrimination recognition rate.

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The Sub-Peres Functions for Random Number Generation (무작위수생성을 위한 부 페레즈 함수)

  • Pae, Sung-Il
    • Journal of the Korea Society of Computer and Information
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    • v.18 no.2
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    • pp.19-30
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    • 2013
  • We study sub-Peres functions that are defined recursively as Peres function for random number generation. Instead of using two parameter functions as in Peres function, the sub-Peres functions uses only one parameter function. Naturally, these functions produce less random bits, hence are not asymptotically optimal. However, the sub-Peres functions runs in linear time, i.e., in O(n) time rather than O(n logn) as in Peres's case. Moreover, the implementation is even simpler than Peres function not only because they use only one parameter function but because they are tail recursive, hence run in a simple iterative manner rather than by a recursion, eliminating the usage of stack and thus further reducing the memory requirement of Peres's method. And yet, the output rate of the sub-Peres function is more than twice as much as that of von Neumann's method which is widely known linear-time method. So, these methods can be used, instead of von Neumann's method, in an environment with limited computational resources like mobile devices. We report the analyses of the sub-Peres functions regarding their running time and the exact output rates in comparison with Peres function and other known methods for random number generation. Also, we discuss how these sub-Peres function can be implemented.

Performance Criterion of Bispectral Speckle Imaging Technique (북스펙트럼 스펙클 영상법의 성능기준)

  • 조두진
    • Korean Journal of Optics and Photonics
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    • v.4 no.1
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    • pp.28-35
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    • 1993
  • In the case of an imaging system affected by aberrations which are not precisely known, the effect of aberrations can be minimized and near-diffraction-limited images can be restored by introducing artificial random phase fluctuations in the exit pupil of the imaging system and using bispectral speckle imaging. In order to determine the optimum value of the correlation length for Gaussian random phase model, computer simulation is performed for 50 image frames of a point object in the presence of defocus, spherical aberration, coma, astigmatism of 1 wave, respectively. In terms of the criterion of performance, the FWHM of the point spread function, normalized peak intensity, MTF and visual inspection of the restored object are employed. The optimum value for the rms difference $\sigma$ of aberration on the exit pupil in the interval of Fried parameter ${\Upsilon}_0$ is given by 0.27-0.53 wave for spherical aberration, and 0.24-0.36 wave for defocus and astigmatism, respectively. It is found that the bispectral speckle imaging technique does not give good results in the case of coma.

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Parameter Estimation of an HIV Model with Mutants using Sporadically Sampled Data (산발적인 데이터를 이용한 HIV 변이모델의 파라미터 추정)

  • Kim, Seok-Kyoon;Kim, Jung-Su;Yoon, Tae-Woong
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.8
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    • pp.753-759
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    • 2011
  • The HIV (Human Immunodeficiency Virus) causes AIDS (Acquired Immune Deficiency Syndrome). The process of infection and mutation by HIV can be described by a 3rd order state equation. For this HIV model that includes the dynamics of the mutant virus, we present a parameter estimation scheme using two state variables sporadically measured, out of the three, by employing a genetic algorithm. It is assumed that these non-uniformly sampled measurements are subject to random noises. The effectiveness of the proposed parameter estimation is demonstrated by simulations. In addition, the estimated parameters are used to analyze the equilibrium points of the HIV model, and the results are shown to be consistent with those previously obtained.