• Title/Summary/Keyword: Estimation methods

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Comparison Study of Parameter Estimation Methods for Some Extreme Value Distributions (Focused on the Regression Method) (극단치 분포의 모수 추정방법 비교 연구(회귀 분석법을 기준으로))

  • Woo, Ji-Yong;Kim, Myung-Suk
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.463-477
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    • 2009
  • Parameter estimation methods such as maximum likelihood estimation method, probability weighted moments method, regression method have been popularly applied to various extreme value models in numerous literature. Among three methods above, the performance of regression method has not been rigorously investigated yet. In this paper the regression method is compared with the other methods via Monte Carlo simulation studies for estimation of parameters of the Generalized Extreme Value(GEV) distribution and the Generalized Pareto(GP) distribution. Our simulation results indicate that the regression method tends to outperform other methods under small samples by providing smaller biases and root mean square errors for estimation of location parameter of the GEV model. For the scale parameter estimation of the GP model under small samples, the regression method tends to report smaller biases than the other methods. The regression method tends to be superior to other methods for the shape parameter estimation of the GEV model and GP model when the shape parameter is -0.4 under small and moderately large samples.

A new extension of Lindley distribution: modified validation test, characterizations and different methods of estimation

  • Ibrahim, Mohamed;Yadav, Abhimanyu Singh;Yousof, Haitham M.;Goual, Hafida;Hamedani, G.G.
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.473-495
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    • 2019
  • In this paper, a new extension of Lindley distribution has been introduced. Certain characterizations based on truncated moments, hazard and reverse hazard function, conditional expectation of the proposed distribution are presented. Besides, these characterizations, other statistical/mathematical properties of the proposed model are also discussed. The estimation of the parameters is performed through different classical methods of estimation. Bayes estimation is computed under gamma informative prior under the squared error loss function. The performances of all estimation methods are studied via Monte Carlo simulations in mean square error sense. The potential of the proposed model is analyzed through two data sets. A modified goodness-of-fit test using the Nikulin-Rao-Robson statistic test is investigated via two examples and is observed that the new extension might be used as an alternative lifetime model.

Utilizing Order Statistics in Density Estimation

  • Kim, W.C.;Park, B.U.
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.227-230
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    • 1995
  • In this paper, we discuss simple ways of implementing non-basic kernel density estimators which typically ceed extra pilot estimation. The methods utilize order statistics at the pilot estimation stages. We focus mainly on bariable lacation and scale kernel density estimator (Jones, Hu and McKay, 1994), but the same idea can be applied to other methods too.

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A literature review on RSM-based robust parameter design (RPD): Experimental design, estimation modeling, and optimization methods (반응표면법기반 강건파라미터설계에 대한 문헌연구: 실험설계, 추정 모형, 최적화 방법)

  • Le, Tuan-Ho;Shin, Sangmun
    • Journal of Korean Society for Quality Management
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    • v.46 no.1
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    • pp.39-74
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    • 2018
  • Purpose: For more than 30 years, robust parameter design (RPD), which attempts to minimize the process bias (i.e., deviation between the mean and the target) and its variability simultaneously, has received consistent attention from researchers in academia and industry. Based on Taguchi's philosophy, a number of RPD methodologies have been developed to improve the quality of products and processes. The primary purpose of this paper is to review and discuss existing RPD methodologies in terms of the three sequential RPD procedures of experimental design, parameter estimation, and optimization. Methods: This literature study composes three review aspects including experimental design, estimation modeling, and optimization methods. Results: To analyze the benefits and weaknesses of conventional RPD methods and investigate the requirements of future research, we first analyze a variety of experimental formats associated with input control and noise factors, output responses and replication, and estimation approaches. Secondly, existing estimation methods are categorized according to their implementation of least-squares, maximum likelihood estimation, generalized linear models, Bayesian techniques, or the response surface methodology. Thirdly, optimization models for single and multiple responses problems are analyzed within their historical and functional framework. Conclusion: This study identifies the current RPD foundations and unresolved problems, including ample discussion of further directions of study.

Research for experimental methods of mechanical parameters estimation of the mobile robots (로봇의 기구학적 계수 추정을 위한 실험적 방법에 대한 연구)

  • Choi, Jong-Mi;Park, Joong-Un;Lee, Ji-Hong;Kim, Ji-Yong
    • Proceedings of the IEEK Conference
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    • 2009.05a
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    • pp.106-108
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    • 2009
  • In this paper, we handle automatic estimation of mechanical parameters for mobile robots. Most estimation methods are based on the sequence and move-measurement-estimation. Estimated accuracy is largely dependent on the paths. Mathematical conditions minimizing estimation errors are derived, and then a method finding optimal paths for mechanical parameters estimation is proposed.

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Estimation of Live Load Effect of Single Truck Through Probabilistic Analysis of Truck Traffic on Expressway (고속도로 통행차량 통계 분석을 통한 단독차량의 활하중 효과 추정)

  • Yoon, Taeyong;Ahn, Sang-Sup;Kwon, Soon-Min;Paik, Inyeol
    • International Journal of Highway Engineering
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    • v.18 no.1
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    • pp.1-11
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    • 2016
  • PURPOSES : This study estimated the load effect of a single heavy truck to develop a live load model for the design and assessment of bridges located on an expressway with a limited truck entry weight. METHODS : The statistical estimation methods for the live load effect acting on a bridge by a heavy vehicle are reviewed, and applications using the actual measurement data for trucks traveling on an expressway are presented. The weight estimation of a single vehicle and its effect on a bridge are fundamental elements in the construction of a live load model. Two statistical estimation methods for the application of extrapolation in a probabilistic study and an additional estimation method that adopts the extreme value theory are reviewed. RESULTS : The proposed methods are applied to the traffic data measured on an expressway. All of the estimation methods yield similar results using the data measured when the weight limit has been relatively well observed because of the rigid enforcement of the weight regulation. On the other hand, when the estimations are made using overweight traffic data, the resulting values differ with the estimation method. CONCLUSIONS : The estimation methods based on the extreme distribution theory and the modified procedure presented in this paper can yield reasonable values for the maximum weight of a single truck, which can be applied in both the design and evaluation of a bridge on an expressway.

Comparison of Reliability Estimation Methods for Ammunition Systems with Quantal-response Data (가부반응 데이터 특성을 가지는 탄약 체계의 신뢰도 추정방법 비교)

  • Ryu, Jang-Hee;Back, Seung-Jun;Son, Young-Kap
    • Journal of the Korea Institute of Military Science and Technology
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    • v.13 no.6
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    • pp.982-989
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    • 2010
  • This paper shows accuracy comparison results of reliability estimation methods for one-shot systems such as ammunitions. Quantal-response data, following a binomial distribution at each sampling time, characterizes lifetimes of one-shot systems. Various quantal-response data of different sample sizes are simulated using lifetime data randomly sampled from assumed weibull distributions with different shape parameters but the identical scale parameter in this paper. Then, reliability estimation methods in open literature are applied to the simulated quantal-response data to estimate true reliability over time. Rankings in estimation accuracy for different sample sizes are determined using t-test of SSE. Furthermore, MSE at each time, including both bias and variance of estimated reliability metrics for each method are analyzed to investigate how much both bias and variance contribute the SSE. From the MSE analysis, MSE provides reliability estimation trend for each method. Parametric estimation method provides more accurate reliability estimation results than the other methods for most of sample sizes.

A Comparison of the Reliability Estimation Accuracy between Bayesian Methods and Classical Methods Based on Weibull Distribution (와이블분포 하에서 베이지안 기법과 전통적 기법 간의 신뢰도 추정 정확도 비교)

  • Cho, HyungJun;Lim, JunHyoung;Kim, YongSoo
    • Journal of Korean Institute of Industrial Engineers
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    • v.42 no.4
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    • pp.256-262
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    • 2016
  • The Weibull is widely used in reliability analysis, and several studies have attempted to improve estimation of the distribution's parameters. least squares estimation (LSE) or Maximum likelihood estimation (MLE) are often used to estimate distribution parameters. However, it has been proven that Bayesian methods are more suitable for small sample sizes than LSE and MLE. In this work, the Weibull parameter estimation accuracy of LSE, MLE, and Bayesian method are compared for sample sets with 3 to 30 data points. The Bayesian method was most accurate for sample sizes under 25, and the accuracy of the Bayesian method was similar to LSE and MLE as the sample size increased.

Effect Analysis of Sample Size and Sampling Periods on Accuracy of Reliability Estimation Methods for One-shot Systems using Multiple Comparisons (다중비교를 이용한 샘플수와 샘플링 시점수의 원샷 시스템 신뢰도 추정방법 정확성에 대한 영향 분석)

  • Son, Young-Kap
    • Journal of the Korea Institute of Military Science and Technology
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    • v.15 no.4
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    • pp.435-441
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    • 2012
  • This paper provides simulation-based results of effect analysis of sample size and sampling periods on accuracy of reliability estimation methods using multiple comparisons with analysis of variance. Sum of squared errors in estimated reliability measures were evaluated through applying seven estimation methods for one-shot systems to simulated quantal-response data. Analysis of variance was implemented to investigate change in these errors according to variations of sample size and sampling periods for each estimation method, and then the effect analysis on accuracy in reliability estimation was performed using multiple comparisons based on sample size and sampling periods. An efficient way to allocate both sample size and sampling periods for reliability estimation tests of one-shot systems is proposed in this paper from the effect analysis results.

The Social Analysis on the Age Estimation of Living Body in Jeollabuk-Do

  • Jung, Won;Suh, Bong-Jik
    • Journal of Oral Medicine and Pain
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    • v.43 no.4
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    • pp.118-124
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    • 2018
  • Purpose: Age estimation is often used in the identification of living persons. Various methods are used for age estimation using teeth, and there are many studies on the methodology. But the study of changes in the social aspects of age estimation with the passage of times is still insufficient. Therefore, the purpose of this study is to analyze the age estimation cases in the social aspects and to investigate the changes of age estimation cases in Jeollabuk-do. Methods: From January 2008 to December 2015, 76 cases of age estimation were collected. The collected data were organized and analyzed. The distribution of patients by age and year, the difference between alleged and registered age, the purpose of age estimation, and regional distribution were examined. In addition, we compared the previous study which analyzed the age estimation cases in Jeollabuk-do from 2000 to 2007. Results: According to the distribution by age, the age distribution was the largest in the 50s and 60s, with 69.8%. The most reason to correct age was related to welfare benefits (38.2%), and most of the people who corrected for welfare benefits were over 50 years old. The age correction for purpose of welfare benefits existed every year during the study period. As the result of comparison with previous study, total number of age estimation cases was decreased very sharply, and distribution by age group was also changed. Conclusions: Changes in age estimation cases were observed when compared to the previous study. A significant decrease in the total number of age estimation cases was observed, but the number of age estimation in the 50s did not decrease. Although the total number of age estimation requests decreases, age estimation in the elderly are likely to persist. Thus, it is necessary to study new age estimation methods suitable for the elderly.