• Title/Summary/Keyword: 일반우도비검정

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Likelihood based inference for the ratio of parameters in two Maxwell distributions (두 개의 맥스웰분포의 모수비에 대한 우도함수 추론)

  • Kang, Sang-Gil;Lee, Jeong-Hee;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.89-98
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    • 2012
  • In this paper, the ratio of parameters in two independent Maxwell distributions is parameter of interest. We proposed test statistics, which converge to standard normal distribution, based on likelihood function. The exact distribution for testing the ratio is hard to obtain. We proposed the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for testing the ratio. Through simulation, we show that the modified signed log-likelihood ratio statistic converges faster than signed log-likelihood ratio statistic to standard normal distribution. We compare two statistics in terms of type I error and power. We give an example using real data.

Marginal Effect Analysis of Travel Behavior by Count Data Model (가산자료모형을 기초로 한 통행행태의 한계효과분석)

  • 장태연
    • Journal of Korean Society of Transportation
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    • v.21 no.3
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    • pp.15-22
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    • 2003
  • In general, the linear regression model has been used to estimate trip generation in the travel demand forecasting procedure. However, the model suffers from several methodological limitations. First, trips as a dependent variable with non-negative integer show discrete distribution but the model assumes that the dependent variable is continuously distributed between -$\infty$ and +$\infty$. Second, the model may produce negative estimates. Third, even if estimated trips are within the valid range, the model offers only forecasted trips without discrete probability distribution of them. To overcome these limitations, a poisson model with a assumption of equidispersion has frequently been used to analyze count data such as trip frequencies. However, if the variance of data is greater than the mean. the poisson model tends to underestimate errors, resulting in unreliable estimates. Using overdispersion test, this study proved that the poisson model is not appropriate and by using Vuong test, zero inflated negative binomial model is optimal. Model reliability was checked by likelihood test and the accuracy of model by Theil inequality coefficient as well. Finally, marginal effect of the change of socio-demographic characteristics of households on trips was analyzed.

Real Time Fault Diagnosis of UAV Engine Using IMM Filter and Generalized Likelihood Ratio Test (IMM 필터 및 GLRT를 이용한 무인기용 엔진의 실시간 결함 진단)

  • Han, Dong-Ju;Kim, Sang-Jo;Kim, Yu-Il;Lee, Soo-Chang
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.50 no.8
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    • pp.541-550
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    • 2022
  • An effective real time fault diagnosis approach for UAV engine is drawn from IMM filter and GLRT methods. For this purpose based on the linear diagnosis model derived from engine dynamic performance analysis the Kalman filter for residual estimation and each method are applied to the fault diagosis of the actuator for engine control sensors. From the process of the IMM filter application the effective FDI measure is obtained and the state responses due to actuator fault are estimated. Likewise from the GLRT method the fault magnitudes of actuator and sensors are estimated associated with some FDI functionings. The numerical simulations verify the effectiveness of the IMM filter for FDI and the GLRT in estimating the fault magnitudes of each fault mode.