• Title/Summary/Keyword: MSE ratio

Search Result 104, Processing Time 0.021 seconds

A Study on the Efficiency of a Two Stage Shrinkage Testimator for the Mean of an Exponential Distribution

  • Myung-Sang Moon
    • Communications for Statistical Applications and Methods
    • /
    • v.5 no.1
    • /
    • pp.231-238
    • /
    • 1998
  • A two stage shrinkage testimator for the mean of an exponential distribution is considered with the assumption that an initial estimate of the mean is available. Mean squared error(MSE) of testimator and its relative efficiency (to usual single sample mean) are briefly reviewed. It is shown that relative efficiency depends only on the ratio of true mean value and its initial estimate.

  • PDF

A Generalized Ratio-cum-Product Estimator of Finite Population Mean in Stratified Random Sampling

  • Tailor, Rajesh;Sharma, Balkishan;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
    • /
    • v.18 no.1
    • /
    • pp.111-118
    • /
    • 2011
  • This paper suggests a ratio-cum product estimator of a finite population mean using information on the coefficient of variation and the fcoefficient of kurtosis of auxiliary variate in stratified random sampling. Bias and MSE expressions of the suggested estimator are derived up to the first degree of approximation. The suggested estimator has been compared with the combined ratio estimator and several other estimators considered by Kadilar and Cingi (2003). In addition, an empirical study is also provided in support of theoretical findings.

Ratio Cum Regression Estimator for Estimating a Population Mean with a Sub Sampling of Non Respondents

  • Kumar, Sunil
    • Communications for Statistical Applications and Methods
    • /
    • v.19 no.5
    • /
    • pp.663-671
    • /
    • 2012
  • In the present study, a combined ratio cum regression estimator is proposed to estimate the population mean of the study variable in the presence of a non-response using an auxiliary variable under double sampling. The expressions of bias and mean squared error(MSE) based on the proposed estimator is derived under double (or two stage) sampling to the first degree of approximation. Some estimators are also derived from the proposed class by allocating the suitable values of constants used. A comparison of the proposed estimator with the usual unbiased estimator and other derived estimators is carried out. An empirical study is carried out to demonstrate the performance of the suggested estimator and of others; it is endow that the empirical results backing the theoretical study.

Some efficient ratio-type exponential estimators using the Robust regression's Huber M-estimation function

  • Vinay Kumar Yadav;Shakti Prasad
    • Communications for Statistical Applications and Methods
    • /
    • v.31 no.3
    • /
    • pp.291-308
    • /
    • 2024
  • The current article discusses ratio type exponential estimators for estimating the mean of a finite population in sample surveys. The estimators uses robust regression's Huber M-estimation function, and their bias as well as mean squared error expressions are derived. It was campared with Kadilar, Candan, and Cingi (Hacet J Math Stat, 36, 181-188, 2007) estimators. The circumstances under which the suggested estimators perform better than competing estimators are discussed. Five different population datasets with a well recognized outlier have been widely used in numerical and simulation-based research. These thorough studies seek to provide strong proof to back up our claims by carefully assessing and validating the theoretical results reported in our study. The estimators that have been proposed are intended to significantly improve both the efficiency and accuracy of estimating the mean of a finite population. As a result, the results that are obtained from statistical analyses will be more reliable and precise.

Effect of Channel Estimation Error on Capacity of MIMO Systems (MIMO 시스템의 채널 용량에 대한 채널 추정 오차의 영향 분석)

  • 함재상;심세준;이충용;박현철;홍대식
    • Journal of the Institute of Electronics Engineers of Korea TC
    • /
    • v.41 no.8
    • /
    • pp.63-68
    • /
    • 2004
  • The capacity of MIMO systems is numerically analyzed when channel estimation error exists. The analysis shows that the capacity is influenced by Mean Square Error (MSE) as well as average Signal to Noise Ratio (SNR). Furthermore, in this paper we present the standard selecting a channel estimator suitable to a system owing to get a tolerable channel estimation error in a given average SNR and channel capacity loss. The simulation results show that the tolerable MSEs for 1 bps/Hz capacity loss are about 10$^{-2}$ and 10$^{-4}$ at n dB and 40 dB average SNR, respectively.

Image compression using K-mean clustering algorithm

  • Munshi, Amani;Alshehri, Asma;Alharbi, Bayan;AlGhamdi, Eman;Banajjar, Esraa;Albogami, Meznah;Alshanbari, Hanan S.
    • International Journal of Computer Science & Network Security
    • /
    • v.21 no.9
    • /
    • pp.275-280
    • /
    • 2021
  • With the development of communication networks, the processes of exchanging and transmitting information rapidly developed. As millions of images are sent via social media every day, also wireless sensor networks are now used in all applications to capture images such as those used in traffic lights, roads and malls. Therefore, there is a need to reduce the size of these images while maintaining an acceptable degree of quality. In this paper, we use Python software to apply K-mean Clustering algorithm to compress RGB images. The PSNR, MSE, and SSIM are utilized to measure the image quality after image compression. The results of compression reduced the image size to nearly half the size of the original images using k = 64. In the SSIM measure, the higher the K, the greater the similarity between the two images which is a good indicator to a significant reduction in image size. Our proposed compression technique powered by the K-Mean clustering algorithm is useful for compressing images and reducing the size of images.

Market Microstructure Noise and Optimal Sampling Frequencies for the Realized Variances of Stock Prices of Four Leading Korean Companies (한국주요상장사 주가 실현변동성 추정시 시장미시구조 잡음과 최적 추출 빈도수)

  • Oh, Rosy;Shin, Dong-Wan
    • The Korean Journal of Applied Statistics
    • /
    • v.25 no.1
    • /
    • pp.15-27
    • /
    • 2012
  • We have studied the realized variance(RV) of intra-day returns and market microstructure noise based on high-frequency stock transaction data for the four largest companies in terms of market capitalization in the KOSPI. First, non-negligible biases are observed for the RV and for the bias-corrected realized variance($RV_{AC_1}$) which is constructed by adjusting RV for the first order autocorrelation in intra-day returns. Bias is more obvious for the RV and the $RV_{AC_1}$ when intra-day returns are sampled more frequently than every 2 minutes. Transaction Time Sampling(TTS) is shown to be better than Calendar Time Sampling(CTS) in terms of biases of the RV and the $RV_{AC_1}$ for the 4 companies. The analysis reveals that market microstructure noise is temporally dependent. Second, by using the Noise-to-Signal Ratio(NSR), we estimate sampling frequencies that are optimal in terms of the Mean Square Errors(MSE) of the RV and the $RV_{AC_1}$. The optimal sampling frequencies are around 200 for RV and is around 5000 for the $RV_{AC_1}$ for all the four stock prices. For the 6 hour transaction period of the Korean stock trading, these correspond to about 2 minutes and 6 seconds.

A computational estimation model for the subgrade reaction modulus of soil improved with DCM columns

  • Dehghanbanadaki, Ali;Rashid, Ahmad Safuan A.;Ahmad, Kamarudin;Yunus, Nor Zurairahetty Mohd;Said, Khairun Nissa Mat
    • Geomechanics and Engineering
    • /
    • v.28 no.4
    • /
    • pp.385-396
    • /
    • 2022
  • The accurate determination of the subgrade reaction modulus (Ks) of soil is an important factor for geotechnical engineers. This study estimated the Ks of soft soil improved with floating deep cement mixing (DCM) columns. A novel prediction model was developed that emphasizes the accuracy of identifying the most significant parameters of Ks. Several multi-layer perceptron (MLP) models that were trained using the Levenberg Marquardt (LM) backpropagation method were developed to estimate Ks. The models were trained using a reliable database containing the results of 36 physical modelling tests. The input parameters were the undrained shear strength of the DCM columns, undrained shear strength of soft soil, area improvement ratio and length-to-diameter ratio of the DCM columns. Grey wolf optimization (GWO) was coupled with the MLPs to improve the performance indices of the MLPs. Sensitivity tests were carried out to determine the importance of the input parameters for prediction of Ks. The results showed that both the MLP-LM and MLP-GWO methods showed high ability to predict Ks. However, it was shown that MLP-GWO (R = 0.9917, MSE = 0.28 (MN/m2/m)) performed better than MLP-LM (R =0.9126, MSE =6.1916 (MN/m2/m)). This proves the greater reliability of the proposed hybrid model of MLP-GWO in approximating the subgrade reaction modulus of soft soil improved with floating DCM columns. The results revealed that the undrained shear strength of the soil was the most effective factor for estimation of Ks.

Novel Secure Hybrid Image Steganography Technique Based on Pattern Matching

  • Hamza, Ali;Shehzad, Danish;Sarfraz, Muhammad Shahzad;Habib, Usman;Shafi, Numan
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.15 no.3
    • /
    • pp.1051-1077
    • /
    • 2021
  • The secure communication of information is a major concern over the internet. The information must be protected before transmitting over a communication channel to avoid security violations. In this paper, a new hybrid method called compressed encrypted data embedding (CEDE) is proposed. In CEDE, the secret information is first compressed with Lempel Ziv Welch (LZW) compression algorithm. Then, the compressed secret information is encrypted using the Advanced Encryption Standard (AES) symmetric block cipher. In the last step, the encrypted information is embedded into an image of size 512 × 512 pixels by using image steganography. In the steganographic technique, the compressed and encrypted secret data bits are divided into pairs of two bits and pixels of the cover image are also arranged in four pairs. The four pairs of secret data are compared with the respective four pairs of each cover pixel which leads to sixteen possibilities of matching in between secret data pairs and pairs of cover pixels. The least significant bits (LSBs) of current and imminent pixels are modified according to the matching case number. The proposed technique provides double-folded security and the results show that stego image carries a high capacity of secret data with adequate peak signal to noise ratio (PSNR) and lower mean square error (MSE) when compared with existing methods in the literature.

Multi-Level Correlation LMS Algorithm for Digital On-Channel Repeater System in Digital TV Broadcasting System Environment (DTV 방송 시스템 환경에서 동일 채널 중계기를 위한 다중 레벨 상관 LMS 기법)

  • Lee, Je-Kyoung;Kim, Jeong-Gon
    • Journal of Broadcast Engineering
    • /
    • v.15 no.1
    • /
    • pp.63-75
    • /
    • 2010
  • In this paper, the equalizer techniques that is able to adopt the digital on-channel repeater for 8VSB-based DTV system has been analyzed and we propose an effective equalizer structure which can reduce the error propagation phenomenon by the feedback signal and improve the receiver performance at the same time. In order to confirm the effective cancellation of the feedback signal, the multi-level Correlation LMS scheme is proposed through the analysis of conventional basic LMS based DFE and Correlation LMS algorithm and as compared with the conventional method, we can confirm the reduction of error propagation. When performing the computer simulation, as the Brazil channel model which is very popular for DTV broadcasting system is adopted, the result is drawn by comparing and analysing the equalizer algorithm. We have examine the symbol error rate which is in the range of 15~25dB of operation receipt SNR and MSE(Mean Square Error) in the DTV broadcasting system. As a result of comparing with the existing method, the signal-noise ratio which is necessary for maintain the bit error correction ability that the means of proposal is same is reduced by about 2~5dB, and in the rate of convergence through the MSE, we found the reduction of needed time.