• Title/Summary/Keyword: M-estimators

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A Sequential Approach for Estimating the Variance of a Normal Population Using Some Available Prior Information

  • Samawi, Hani M.;Al-Saleh, Mohammad F.
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.433-445
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    • 2002
  • Using some available information about the unknown variance $\sigma$$^2$ of a normal distribution with mean $\mu$, a sequential approach is used to estimate $\sigma$$^2$. Two cases have been considered regarding the mean $\mu$ being known or unknown. The mean square error (MSE) of the new estimators are compared to that of the usual estimator of $\sigma$$^2$, namely, the sample variance based on a sample of size equal to the expected sample size. Simulation results indicates that, the new estimator is more efficient than the usual estimator of $\sigma$$^2$whenever the actual value of $\sigma$$^2$ is not too far from the prior information.

Families of Distributions Arising from Distributions of Ordered Data

  • Ahmadi, Mosayeb;Razmkhah, M.;Mohtashami Borzadaran, G.R.
    • Communications for Statistical Applications and Methods
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    • v.22 no.2
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    • pp.105-120
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    • 2015
  • A large family of distributions arising from distributions of ordered data is proposed which contains other models studied in the literature. This extension subsume many cases of weighted random variables such as order statistics, records, k-records and many others in variety. Such a distribution can be used for modeling data which are not identical in distribution. Some properties of the theoretical model such as moment, mean deviation, entropy criteria, symmetry and unimodality are derived. The proposed model also studies the problem of parameter estimation and derives maximum likelihood estimators in a weighted gamma distribution. Finally, it will be shown that the proposed model is the best among the previously introduced distributions for modeling a real data set.

Establishing the Black Hole Mass Estimator of Active Galactic Nuclei with Hydrogen Brackett Lines

  • Kim, Do-Hyeong;Im, Myeong-Sin
    • The Bulletin of The Korean Astronomical Society
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    • v.36 no.1
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    • pp.51.1-51.1
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    • 2011
  • Red dusty Active Galactic Nuclei (AGNs) are suspected to mid-stage between ULIRG and AGN phase. As well as, red AGNs are suspected that they have more than 50% of whole AGN population. In order to understand the character of red AGNs, Black Hole (BH) mass of red AGN is a key property and can not measured by existing method such as reverberation mapping and single epoch method. Thus we still don't know their character and properties in clearly. To estimate properties of red AGNs without the effect of dust-obscuration, we have obtained Near InfraRed (NIR) spectra of 31 reverberation mapped AGNs and 49 Palomar-Green(PG) Quasi-Stellar Object (QSO) by using the infrared camera (IRC) for AKARI with unique wavelength range $2.5-5.0{\mu}m$. From this spectra, we measured the FWHM and luminosity of brackett ${\alpha}$ and ${\beta}$ at 4.0, 2.6 micron meter for deriving new BH mass estimators based on the properties of Brackett line emission.

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Recursive Clock Skew Estimators for Time Synchronization in Wireless Sensor Networks (무선 센서네트워크에서의 시각동기를 위한 재귀적 클럭 스큐 추정 방법)

  • Kim, Dongjin;Maeng, Seyeong;Bang, Jongdae;Lee, Yeonwoo;Jung, Min-a;Lee, Seong Ro
    • Proceedings of the Korea Information Processing Society Conference
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    • 2012.04a
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    • pp.1035-1037
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    • 2012
  • 무선 센서네트워크에서의 시각동기는 MAC 계층에서부터 APP 계층에 이르기까지 거의 모든 계층에서 다양한 목적을 위해 매우 중요한 기술이다. 본 논문에서는 무선 센서네트워크에서의 에너지 효율적인 시각동기를 위한 실시간 클럭 스큐 추정 방법을 제시한다. 재귀적 최소제곱법을 통해 오프셋 보정 정보들을 얻을 때마다 클럭 스큐가 실시간적으로 추정 및 갱신되며, 아울러 스큐 추정을 위해 각 센서노드에 저장해야할 정보를 최소화한다. 제안한 클럭 스큐 추정 방법은 기존의 클럭 오프셋 보정 방법과 쉽게 통합될 수 있으며, 이 경우 보다 정확하고 효율적인 시각동기화가 가능해진다. 시뮬레이션 및 실험 결과를 통해 제안한 클럭 스큐 추정 방법을 통한 시각동기 정확도의 향상을 보인다.

Inference for exponentiated Weibull distribution under constant stress partially accelerated life tests with multiple censored

  • Nassr, Said G.;Elharoun, Neema M.
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.131-148
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    • 2019
  • Constant stress partially accelerated life tests are studied according to exponentiated Weibull distribution. Grounded on multiple censoring, the maximum likelihood estimators are determined in connection with unknown distribution parameters and accelerated factor. The confidence intervals of the unknown parameters and acceleration factor are constructed for large sample size. However, it is not possible to obtain the Bayes estimates in plain form, so we apply a Markov chain Monte Carlo method to deal with this issue, which permits us to create a credible interval of the associated parameters. Finally, based on constant stress partially accelerated life tests scheme with exponentiated Weibull distribution under multiple censoring, the illustrative example and the simulation results are used to investigate the maximum likelihood, and Bayesian estimates of the unknown parameters.

SIMPLE RANKED SAMPLING SCHEME: MODIFICATION AND APPLICATION IN THE THEORY OF ESTIMATION OF ERLANG DISTRIBUTION

  • RAFIA GULZAR;IRSA SAJJAD;M. YOUNUS BHAT;SHAKEEL UL REHMAN
    • Journal of applied mathematics & informatics
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    • v.41 no.2
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    • pp.449-468
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    • 2023
  • This paper deals in the study of the estimation of the parameters of Erlang distribution based on rank set sampling and some of its modifications. Here we considered Maximum Likelihood (ML) and the Bayesian technique to estimate the shape and scale parameter of Erlang distribution based on RSS and its some modifications such as ERSS, MRSS, and MRSSu. The derivation for unknown parameters of Erlang distribution is well presented using normal approximation to the asymptotic distribution of ML estimators. But due to the complexity involves in the integral, the Bayes estimator of unknown parameters is obtained using MCMC method. Further, we compared the MSE of estimation in different sampling schemes with different set sizes and cycle size. A real-life data application is also given to illustrate the efficiency of the proposed scheme.

THE VELOCITY INHOMOGENEITY IN THE COMA CLUSTER OF GALAXIES

  • KIM KWANG TAE
    • Journal of The Korean Astronomical Society
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    • v.28 no.1
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    • pp.15-30
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    • 1995
  • A velocity inhomogeneity, which is defined as a regional preponderence of either radial or tangential orbits, is searched with a new technique for the Coma cluster of galaxies. It is found within $\~2h^{-1}$ Mpc from the cluster center that the Coma shows conspicuous inhomogeneities in velocity and that the inhomogeneities are real at a $99\%$ level of confidence. Even in the central region (7' - 30' from the center), zones that are dominated by radial and tangential orbits are distinguishable. Defining the cluster's 'equator' as the direction defined by the Coma-A1367 supercluster, tangential orbits dominate the 'polar' zones in the central region. Galaxies that are located in 30'-100' also inhomogeneous in velocity in that the 'polar' zones are mostly radial while the rest is nearly homogeneous. These results indicate that the Coma galaxies are exceedingly more radial in orbit, implying that merging or infalls are either still going on or an earlier virialization is likely to have occurred preferentially near the 'equator'. Incorporating the velocity inhomogeneity into mass estimators, the most appropriate mass is turned out to be $0.4\times10^{15}h^{-1}M_\bigodot(R\;\leq\;0.6h^{-1} Mpc),\;and\;1.0\times10^{15}h^{-1} M_\bigodot(R\;\leq\;2.1h^{-1}Mpc)$. The corresponding mass to blue light ratio on the average is $\~$300h. These estimates are consistent with Merritt (1987) and Hughes (1989) and the MILE is seemed to favour the mass-follows-light models than the uniform spread of dark matter throughout the cluster.

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More on Quick Analysis of Unreplicated Factorial Designs Avoiding Shrinkage and Inflation Deficiencies

  • Aboukalam, F.
    • International Journal of Reliability and Applications
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    • v.7 no.2
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    • pp.167-175
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    • 2006
  • Effective and quick methods that are easy to carry out even by hand, or easy to be programmed by hand-held calculators are needed for assessing the sizes of contrasts of unreplicated $2^P$ factorial designs. Moreover, they have the advantage to use the original numerical measurements which makes the analysis easier to explain. Basically, Lenth (1989) is one of the most familiar of such quick and powerful methods. Later on, Aboukalam (2001) proposes under constant effects an alternative sophisticated method to Lenth's method. The proposed method is the supreme from two considerable powers. The first utmost indicates less inflation deficiency while the other utmost indicates less shrinkage deficiency. Also under constant effects, Al-Shiha (2006) introduces an alternative quick method which is less shrinkage deficiency while the inflation deficiency is the same. If effects are random, Aboukalam (2005) introduces an alternative quick method in which the first power is favored as long as the second power is within a small margin. In the spirit of quickness and fixed effects, this article adds another method which is supreme from the two considerable powers. The method is based on a one step of the scale-part of a suggested M-estimate for location. Explicitly, we suggest adapting the skipped median (ASKM) estimate. Critical values of ASKM-method, for several sample sizes often used, are empirically computed.

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Robust confidence interval for random coefficient autoregressive model with bootstrap method (붓스트랩 방법을 적용한 확률계수 자기회귀 모형에 대한 로버스트 구간추정)

  • Jo, Na Rae;Lim, Do Sang;Lee, Sung Duck
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.99-109
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    • 2019
  • We compared the confidence intervals of estimators using various bootstrap methods for a Random Coefficient Autoregressive(RCA) model. We consider a Quasi score estimator and M-Quasi score estimator using Huber, Tukey, Andrew and Hempel functions as bounded functions, that do not have required assumption of distribution. A standard bootstrap method, percentile bootstrap method, studentized bootstrap method and hybrid bootstrap method were proposed for the estimations, respectively. In a simulation study, we compared the asymptotic confidence intervals of the Quasi score and M-Quasi score estimator with the bootstrap confidence intervals using the four bootstrap methods when the underlying distribution of the error term of the RCA model follows the normal distribution, the contaminated normal distribution and the double exponential distribution, respectively.

Performance Improvement of Fractal Dimension Estimator Based on a New Sampling Method (새로운 샘플링법에 기초한 프랙탈 차원 추정자의 정도 개선)

  • Jin, Gang-Gyoo;Choi, Dong-Sik
    • Journal of Navigation and Port Research
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    • v.38 no.1
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    • pp.45-52
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    • 2014
  • Fractal theory has been widely used to quantify the complexity of remotely sensed digital elevation models and images. Despite successful applications of fractals to a variety of fields including computer graphics, engineering and geosciences, the performance of fractal estimators depends highly on data sampling. In this paper, we propose an algorithm for computing the fractal dimension based on the triangular prism method and a new sampling method. The proposed sampling method combines existing two methods, that is, the geometric step method and the divisor step method to increase pixel utilization. In addition, while the existing estimation methods are based on $N{\times}M$ window, the proposed method expands to $N{\times}M$ window. The proposed method is applied to generated fractal DEM, Brodatz's image DB and real images taken in the campus to demonstrate its feasibility.