• 제목/요약/키워드: viewpoint estimation

검색결과 146건 처리시간 0.036초

Estimation of the Parameter of a Bernoulli Distribution Using a Balanced Loss Function

  • Farsipour, N.Sanjari;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.889-898
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    • 2002
  • In decision theoretic estimation, the loss function usually emphasizes precision of estimation. However, one may have interest in goodness of fit of the overall model as well as precision of estimation. From this viewpoint, Zellner(1994) proposed the balanced loss function which takes account of both "goodness of fit" and "precision of estimation". This paper considers estimation of the parameter of a Bernoulli distribution using Zellner's(1994) balanced loss function. It is shown that the sample mean $\overline{X}$, is admissible. More general results, concerning the admissibility of estimators of the form $a\overline{X}+b$ are also presented. Finally, minimax estimators and some numerical results are given at the end of paper,at the end of paper.

Bayesian Estimation for the Multiple Regression with Censored Data : Mutivariate Normal Error Terms

  • Yoon, Yong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.165-172
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    • 1998
  • This paper considers a linear regression model with censored data where each error term follows a multivariate normal distribution. In this paper we consider the diffuse prior distribution for parameters of the linear regression model. With censored data we derive the full conditional densities for parameters of a multiple regression model in order to obtain the marginal posterior densities of the relevant parameters through the Gibbs Sampler, which was proposed by Geman and Geman(1984) and utilized by Gelfand and Smith(1990) with statistical viewpoint.

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A Bayes Reliability Estimation from Life Test in a Stress-Strength Model

  • Park, Sung-Sub;Kim, Jae-Joo
    • Journal of the Korean Statistical Society
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    • 제12권1호
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    • pp.1-9
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    • 1983
  • A stress-strength model is formulated for s out of k system of identical components. We consider the estimation of system reliability from survival count data from a Bayesian viewpoint. We assume a quadratic loss and a Dirichlet prior distribution. It is shown that a Bayes sequential procedure can be established. The Bayes estimator is compared with the UMVUE obtained by Bhattacharyya and with an estimator based on Mann-Whitney statistic.

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유도전동기의 통일적 벡터제어에 관한 연구 (A Study on Unified Vector Control of Induction Motor)

  • 김영대;이동철
    • 동력기계공학회지
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    • 제5권3호
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    • pp.95-103
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    • 2001
  • This study is applied to common induction motor, and vector control is realized by using an indirect type of induction motor which has a simple composition. In this study extended Kalman filter is used from control theoretical viewpoint, and primary resistance and secondary resistance which change according to the temperature of motor are simultaneously estimated. This paper aims to research an indirect vector control in which the secondary resistance obtained from this estimation is consistent with secondary flux. This estimation is made by on-line estimation, but on-line estimation is difficult because extended Kalman filter takes long time in computation time. So off-line estimation was made on the assumption that the variation of temperature in motor is slow temporally.

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Optimal Design of the Adaptive Searching Estimation in Spatial Sampling

  • Pyong Namkung;Byun, Jong-Seok
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.73-85
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    • 2001
  • The spatial population existing in a plane ares, such as an animal or aerial population, have certain relationships among regions which are located within a fixed distance from one selected region. We consider with the adaptive searching estimation in spatial sampling for a spatial population. The adaptive searching estimation depends on values of sample points during the survey and on the nature of the surfaces under investigation. In this paper we study the estimation by the adaptive searching in a spatial sampling for the purpose of estimating the area possessing a particular characteristic in a spatial population. From the viewpoint of adaptive searching, we empirically compare systematic sampling with stratified sampling in spatial sampling through the simulation data.

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Observed Data Oriented Bispectral Estimation of Stationary Non-Gaussian Random Signals - Automatic Determination of Smoothing Bandwidth of Bispectral Windows

  • Sasaki, K.;Shirakata, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.502-507
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    • 2003
  • Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

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저속 초광대역 방식의 무선 측위에 알맞은 신호 도착 방향 추정 기법 두 가지 (Two Techniques of Angle-of-Arrival Estimation for Low-Data-Rate UWB Wireless Positioning)

  • 이용업;임경순;박주현
    • 한국통신학회논문지
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    • 제37권3A호
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    • pp.163-171
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    • 2012
  • IEEE802.15.4a 표준 채널 환경에 적합한 신호모형과 평균가중 도착각 추정기법을 제안하여 저속 초광대역 방식에 근거한 무선측위 시스템에 사용되는 신호 클러스터의 도착각 매개변수를 추정하고, 종래 추정방식들과 비교해 추정성능이 우수한 두 가지 방식을 제안한다. 클러스터 수가 많은 채널 환경에서는 평균 주사벡터기반의 도착각 추정방식이, 클러스터 수가 작은 채널에서는 평균가중 주사벡터 방식의 도착각 추정이 더 정확함을 컴퓨터 모의실험을 통해 보인다. 또한, 신호대 잡음비를 변화시켜도 항상 제안 방식의 성능이 우수함을 알 수 있으며, 제안 방식은 신호대 잡음비가 증가함에 따라 추정오차가 감소함도 알 수 있다.

Pulsed-CW 신호 파라미터 추정 오차에 따른 레이더 신호 능동 상쇄 성능 비교 (Performance Comparison of Radar Signal Active Cancellation Systems According to Pulsed-CW Parameter Estimation Error)

  • 최승규;이충용
    • 대한전자공학회논문지TC
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    • 제48권10호
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    • pp.60-66
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    • 2011
  • 본 논문에서는 pulsed-CW를 사용하는 위협 레이더 신호를 상쇄시키기 위한 능동 상쇄 신호에 임의의 파라미터 추정 오차가 존재하는 경우 능동 상쇄 신호의 영향을 분석하고, 이를 기반으로 능동 상쇄 측면에서 maximum-likelihood estimation (MLE) 기법 및 2차 보간 기법이 포함하는 추정 오차의 영향을 분석한다. 그리고 능동 상쇄 신호의 성능을 향상시키기 위해 MLE 기법의 파라미터 추정 오차를 보정하는 correlation 기반의 오차 보정 기법을 개선하여 적용하고, 이 기법이 능동 상쇄 관점에서 다른 기법보다 우수함을 모의실험을 통해 검증한다.

초전도 전력기기 미래 시장규모 예측방법론 (Estimation Methodology of Future Market Size for HTS Power Devices)

  • 김종율;이승렬
    • 전기학회논문지
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    • 제56권9호
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    • pp.1535-1542
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    • 2007
  • HTS (High Temperature Superconducting) Power devices has the several useful characteristics from the technical and economical viewpoint. Possible application to the utility industry have been widely discussed in various research projects. For the successful introduction of HTS power devices into power system, establishing a proper R&D and marketing strategies through estimating the future market size are necessary. However, quantitative estimates of how well HTS power devices will serve their markets have been lacking. In this paper, we propose a estimation methodology of future market size for HTS power divices such as cable, transformer, generator, and motor, and also evaluate the future international and domestic market size by using proposed methodology.

THE CALIBRATION ESTIMATION USING TWO-STEP NEWTON'S ALGORITHM IN TWO-PHASE SAMPLING

  • Son, Chang-Kyoon;Yum, Joon-Keun
    • Journal of applied mathematics & informatics
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    • 제7권1호
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    • pp.237-245
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    • 2000
  • In this paper, we consider to the adjustment weighting procedure in the two phase sampling scheme. In general, the unit nonresponses may be occured in the final survey operation. When the unit nonresponse be generated in survey, it is able to use the auxiliary variable for estimating of interest variable. In this viewpoint, we use the two kinds level of auxiliary variable, $X_{1k}$ and $X_{2k}$ for the calibration procedure. We proprose the two-step Newton's method in the calibration estimation procedure for the two phase sampling.