• Title/Summary/Keyword: viewpoint estimation

Search Result 146, Processing Time 0.032 seconds

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

  • Farsipour, N.Sanjari;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
    • /
    • v.9 no.3
    • /
    • pp.889-898
    • /
    • 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
    • /
    • v.9 no.2
    • /
    • pp.165-172
    • /
    • 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.

  • PDF

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

  • Park, Sung-Sub;Kim, Jae-Joo
    • Journal of the Korean Statistical Society
    • /
    • v.12 no.1
    • /
    • pp.1-9
    • /
    • 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.

  • PDF

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

  • Kim, Y.D.;Lee, D.C.
    • Journal of Power System Engineering
    • /
    • v.5 no.3
    • /
    • pp.95-103
    • /
    • 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.

  • PDF

Optimal Design of the Adaptive Searching Estimation in Spatial Sampling

  • Pyong Namkung;Byun, Jong-Seok
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.1
    • /
    • pp.73-85
    • /
    • 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.

  • PDF

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
    • /
    • 2003.10a
    • /
    • pp.502-507
    • /
    • 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.

  • PDF

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

  • Lee, Yong-Up;Lim, Kyeong-Sun;Park, Joo-Hyeon
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.37 no.3A
    • /
    • pp.163-171
    • /
    • 2012
  • The signal model and weighted-average based estimation techniques are proposed to estimate the angle-of-arrival (AOA) parameters of multiple clusters for a low data rate ultrawide band (LR-UWB) based wireless positioning system. It is observed that the weighted-average based AOA estimation technique gives an optimal AOA estimate under few clusters condition, and the average based AOA estimation technique gives a correct AOA estimate under many clusters condition through computer simulation. Also, we can observe that the variance estimation error decreases as SNR increases, and the proposed techniques are superior to the conventional technique from the viewpoint of performance.

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

  • Choi, Seung-Kyu;Lee, Chung-Yong
    • Journal of the Institute of Electronics Engineers of Korea TC
    • /
    • v.48 no.10
    • /
    • pp.60-66
    • /
    • 2011
  • In this paper, we analyze the effects of estimation error in the active cancellation signal, which is intended to counter the pulsed-CW signal of a hostile radar. We also examine the effects of estimation error in maximum-likelihood estimation (MLE) and quadratic interpolation scheme from a radar signal active cancellation viewpoint. Then, we modify the correlation-based error compensation scheme which mitigates the estimation error of MLE to improve the performance of the active cancellation signal. Finally, we present simulation results to show that the correlation-based scheme has better performance than the other in terms of radar signal active cancellation.

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

  • Kim, Jong-Yul;Lee, Seung-Ryul
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.56 no.9
    • /
    • pp.1535-1542
    • /
    • 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
    • /
    • v.7 no.1
    • /
    • pp.237-245
    • /
    • 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.