• Title/Summary/Keyword: Bias Estimation

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Study on Error Correction of Impact Sound Position Estimation Using Ray Tracing (음선 추적을 이용한 폭발음 위치추정 오차 보정에 대한 연구)

  • Choi, Donghun;Go, Yeong-Ju;Lee, Jaehyung;Na, Taeheum;Choi, Jong-Soo
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.26 no.1
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    • pp.89-96
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    • 2016
  • TDOA(time delay of arrival) position estimate from acoustic measurement of artillery shell impact is studied in order to develop a targeting evaluation system. Impact position is calculated from the intersections of hyperbolic estimates based on the least square Taylor series method. The mathematical process of Taylor series estimation is known to be robust. However, the concern lays with the accuracy because it is sensitive to the bias caused by the randomness of measurement situation. The measurement error typically occurs from the distortion of waveform, change of travelling path, and sensor position error. For outdoor measurement, a consideration should be made on the atmospheric condition such as temperature and wind which can possibly change the trajectories of rays of sound. It produces wrong propagation time events accordingly. Ray tracing and optimization techniques are introduced in this study to minimize the bias induced by the ray of sound. The numerical simulation shows that the atmospheric correction improves the estimation accuracy.

THE CALIBRATED VARIANCE ESTIMATOR UNDER THE UNIT NONRESPONSE

  • Son, Chang-Kyoon;Hong, Ki-Hak;Lee, Gi-Sung
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.975-987
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    • 2001
  • We treat the problem of variance estimation for the estimator of population total, which is derived from the calibration estimation procedure corresponding to the levels of auxiliary information under nonresponse situation. We develop the calibrated variance estimation procedure using the fact that the population total and variance as well as the sample total and variance of the auxiliary variable are known. We show that the proposed variance estimation procedure improves the $Lundst\ddot{o}rm$ and $S\ddot{a}rndal's$ (1999) procedure with respect to the variance and nonresponse bias reduction through the simulation study.

On the Estimation of the Process Deviation Based on the Gini's Mean Difference (지니(Gini)의 평균차이를 이용한 공정산포 추정)

  • 남호수;이병근;정현석
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.58
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    • pp.113-118
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    • 2000
  • Estimation of the process deviation is an important problem in statistical process control, especially in the control chart, process capability analysis or measurement system analysis. In this paper we suggest the use of the Gini's mean difference for the estimation of the c, the measure of the process deviation through a lots of simulations in various types of distributions. The Gini's mean difference uses the differences of all possible pairs of data. This point will improve the efficiency of estimation. In various classes of distributions, the Gini's mean difference shows good performance, in sense of bias of estimates or mean squared errors.

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Off-grid direction-of-arrival estimation for wideband noncircular sources

  • Xiaoyu Zhang;Haihong Tao;Ziye, Fang;Jian Xie
    • ETRI Journal
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    • v.45 no.3
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    • pp.492-504
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    • 2023
  • Researchers have recently shown an increased interest in estimating the direction-of-arrival (DOA) of wideband noncircular sources, but existing studies have been restricted to subspace-based methods. An off-grid sparse recovery-based algorithm is proposed in this paper to improve the accuracy of existing algorithms in low signal-to-noise ratio situations. The covariance and pseudo covariance matrices can be jointly represented subject to block sparsity constraints by taking advantage of the joint sparsity between signal components and bias. Furthermore, the estimation problem is transformed into a single measurement vector problem utilizing the focused operation, resulting in a significant reduction in computational complexity. The proposed algorithm's error threshold and the Cramer-Rao bound for wideband noncircular DOA estimation are deduced in detail. The proposed algorithm's effectiveness and feasibility are demonstrated by simulation results.

Variance estimation of a double expanded estimator for two-phase sampling

  • Mingue Park
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.403-410
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    • 2023
  • Two-Phase sampling, which was first introduced by Neyman (1938), has various applications in different forms. Variance estimation for two-phase sampling has been an important research topic because conventional variance estimators used in most softwares are not working. In this paper, we considered a variance estimation for two-phase sampling in which stratified two-stage cluster sampling designs are used in both phases. By defining a conditionally unbiased estimator of an approximate variance estimator, which is calculable when all elements in the first phase sample are observed, we propose an explicit form of variance estimator of the double expanded estimator for a two-phase sample. A small simulation study shows the proposed variance estimator has a negligible bias with small variance. The suggested variance estimator is also applicable to other linear estimators of the population total or mean if appropriate residuals are defined.

Robust extreme quantile estimation for Pareto-type tails through an exponential regression model

  • Richard Minkah;Tertius de Wet;Abhik Ghosh;Haitham M. Yousof
    • Communications for Statistical Applications and Methods
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    • v.30 no.6
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    • pp.531-550
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    • 2023
  • The estimation of extreme quantiles is one of the main objectives of statistics of extremes (which deals with the estimation of rare events). In this paper, a robust estimator of extreme quantile of a heavy-tailed distribution is considered. The estimator is obtained through the minimum density power divergence criterion on an exponential regression model. The proposed estimator was compared with two estimators of extreme quantiles in the literature in a simulation study. The results show that the proposed estimator is stable to the choice of the number of top order statistics and show lesser bias and mean square error compared to the existing extreme quantile estimators. Practical application of the proposed estimator is illustrated with data from the pedochemical and insurance industries.

Jackknife Estimation for Mean in Exponential Model with Grouped and Censored Data

  • Kil Ho Cho;Yong Ku Kim;Seong Kwa Jeong
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.869-878
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    • 1998
  • In this paper, we propose some jackknife estimators for mean in the exponential model with grouped and censored data. Also, we compare the proposed jackknife estimators to other approximate estimators in terms of the mean square error and bias.

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Optimal Designs for Multivariate Nonparametric Kernel Regression with Binary Data

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.243-248
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    • 1995
  • The problem of optimal design for a nonparametric regression with binary data is considered. The aim of the statistical analysis is the estimation of a quantal response surface in two dimensions. Bias, variance and IMSE of kernel estimates are derived. The optimal design density with respect to asymptotic IMSE is constructed.

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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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    • 2003.10a
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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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