• 제목/요약/키워드: Loss Estimation

검색결과 1,095건 처리시간 0.038초

A Note on Admissibility and Finite Admissibility in Estimation

  • Byung Hwee Kim;Tae Ryoung Park
    • Communications for Statistical Applications and Methods
    • /
    • 제1권1호
    • /
    • pp.87-93
    • /
    • 1994
  • Consider the problem of estimating the parameter of the model in which an observable random variable is represented by a unknown scalar parameter plus another random variable and the parameter, sample, and decision spaces consist of all integers. We first characterize the class of all admissible estimators and then characterize the class of all finitely admissible estimators. Finally, we show that two classes are identical.

  • PDF

품질코스트시스템의 체계적 분류 및 산정모형 개발 (Systematic Classification and Estimation of Quality Cost.)

  • 서경범;박명규
    • 산업경영시스템학회지
    • /
    • 제22권50호
    • /
    • pp.363-372
    • /
    • 1999
  • This paper is to propose models for systematic classification and estimation of quality costs. Especially in this research, quality costs are categorized into three aspects, ie., conventional quality cost system, ZD(Zero Defect) quality cost system and Taguchi quality system. In conclusion, I hope that this study will have contribution to application of quality loss system for all the business in Korea.

  • PDF

한반도의 태풍 동반 강우의 통계적 예측 (Statistical Estimation of Typhoon-Induced Rainfall around Korean Peninsular)

  • 구혜윤;이승수;이영규
    • 한국방재학회:학술대회논문집
    • /
    • 한국방재학회 2008년도 정기총회 및 학술발표대회
    • /
    • pp.93-96
    • /
    • 2008
  • Considering the loss due to typhoon is increasing, estimation and analysis of a typhoon's influence has become more important. On this basis, the statistical models were presented in this paper by two principal elements. Comparisons between the estimated rainfall rate of these models and the observed value in the duration of Typhoon NARI(2007) were analyzed to confirm the availability of these models.

  • PDF

Parametric Empirical Bayes Estimation of A Constant Hazard with Right Censored Data

  • Mashayekhi, Mostafa
    • International Journal of Reliability and Applications
    • /
    • 제2권1호
    • /
    • pp.49-56
    • /
    • 2001
  • In this paper we consider empirical Bayes estimation of the hazard rate and survival probabilities with right censored data under the assumption that the hazard function is constant over the period of observation and the prior distribution is gamma. We provide an estimator of the first derivative of the prior moment generating function that converges at each point to the true value in $L_2$ and use it to obtain, easy to compute, asymptotically optimal estimators under the squared error loss function.

  • PDF

Three-phase Transformer Model and Parameter Estimation for ATP

  • Cho Sung-Don
    • Journal of Electrical Engineering and Technology
    • /
    • 제1권3호
    • /
    • pp.302-307
    • /
    • 2006
  • The purpose of this paper is to develop an improved three-phase transformer model for ATP and parameter estimation methods that can efficiently utilize the limited available information such as factory test reports. In this paper, improved topologically-correct duality-based models are developed for three-phase autotransformers having shell-form cores. The problem in the implementation of detailed models is the lack of complete and reliable data. Therefore, parameter estimation methods are developed to determine the parameters of a given model in cases where available information is incomplete. The transformer nameplate data is required and relative physical dimensions of the core are estimated. The models include a separate representation of each segment of the core, including hysteresis of the core, ${\lambda}-i$ saturation characteristic and core loss.

Automatic Estimation of Spatially Varying Focal Length for Correcting Distortion in Fisheye Lens Images

  • Kim, Hyungtae;Kim, Daehee;Paik, Joonki
    • IEIE Transactions on Smart Processing and Computing
    • /
    • 제2권6호
    • /
    • pp.339-344
    • /
    • 2013
  • This paper presents an automatic focal length estimation method to correct the fisheye lens distortion in a spatially adaptive manner. The proposed method estimates the focal length of the fisheye lens by generating two reference focal lengths. The distorted fisheye lens image is finally corrected using the orthographic projection model. The experimental results showed that the proposed focal length estimation method is more accurate than existing methods in terms of the loss rate.

  • PDF

A Fast and Low-complexity Motion Estimation for HEVC

  • 김성오;박찬식;전형주;김재문
    • 한국방송∙미디어공학회:학술대회논문집
    • /
    • 한국방송공학회 2013년도 하계학술대회
    • /
    • pp.173-175
    • /
    • 2013
  • In this paper, we propose a fast and low-complexity Motion Estimation (ME) algorithm for High Efficiency Video Coding (HEVC). Motion estimation occupies 77~81% of the amount of computation in HEVC. After all, the main key of codec implementation is to find a fast and low-complexity motion estimation algorithm and architecture. The proposed algorithm uses only 1% of the amount of operations compared to full search algorithm while maintaining compression performance with slight loss of 0.6% (BDBR).

  • PDF

Bayesian estimation in the generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Se, Jung-In
    • Journal of the Korean Data and Information Science Society
    • /
    • 제22권5호
    • /
    • pp.977-989
    • /
    • 2011
  • The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide Bayesian estimation of the shape parameter and reliability function in the generalized half logistic distribution based on progressively Type-II censored data under various loss functions. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, we examine the validity of our estimation using real data and simulated data.

A Robust Estimation for the Composite Lognormal-Pareto Model

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
    • /
    • 제20권4호
    • /
    • pp.311-319
    • /
    • 2013
  • Cooray and Ananda (2005) proposed a composite lognormal-Pareto model to analyze loss payment data in the actuarial and insurance industries. Their model is based on a lognormal density up to an unknown threshold value and a two-parameter Pareto density. In this paper, we implement the minimum density power divergence estimation for the composite lognormal-Pareto density. We compare the performances of the minimum density power divergence estimator (MDPDE) and the maximum likelihood estimator (MLE) by simulations and an example. The minimum density power divergence estimator performs reasonably well against various violations in the distribution. The minimum density power divergence estimator better fits small observations and better resists against extraordinary large observations than the maximum likelihood estimator.

DS/CDMA DMB 하향 링크에서 복잡도가 감소된 블라인드 부분 공간 채널 추정 (Complexity Reduced Blind Subspace Channel Estimation for DS/CDMA DMB Downlink)

  • 양완철;이병섭
    • 한국전자파학회논문지
    • /
    • 제15권9호
    • /
    • pp.863-871
    • /
    • 2004
  • 본 논문에서는 정합 필터 출력을 이용하여 연산 복잡도가 감소된 DS/CDMA DMB 하향 링크 시스템에서의 부분 공간 채널 추정 기법을 제안한다. 연산 복잡도 감소 효과는 채널 벡터의 길이가 짧고 시스템의 부하가 적절할 때 매우 크게 나타난다. 이전에 제안된 부분 공간 채널 추정 알고리즘은 화산 이득이 큰 시스템에서 막대한 연산 복잡도 문제를 겪게 된다. 제안된 알고리즘에 약간의 성능 손실이 발생하지만 데이터 행렬의 길이가 길어지게 되면 그 영향은 미미해진다. 시뮬레이션과 분석적인 MSE 성능의 유도를 통해 성능을 평가한다.