• 대한전자공학회논문지TC
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• 제45권11호
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• pp.1-8
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• 2008

본 논문은 순방향 다중 안테나 다중 반송파-부호 분할 다중 접속 (MC-CDMA: multicarrier code division multiple access) 시스템에서 maximum likelihood (ML)를 기준으로 한 합동 검파 방식의 심벌 오류 확률을 분석한다. 심벌 오류 확률의 분석은 상향 바운드 (bound)의 형태로 주어지며, 주어진 바운드는 레일리 페이딩 채널 환경에서 다중 안테나 MC-CDMA 시스템의 심벌 오류 확률에 근사한 값을 나타낸다. 또한, 본 논문에서는 주어진 시스템에서 획득 가능한 다이버시티의 차수를 유도한다. 이 다이버시티의 차수는 시스템의 성능에 확산 계수, 코드의 수, 그리고 송수신 안테나의 수가 미치는 영향을 보여준다. 다이버시티 차수의 분석으로부터, loading되는 코드의 수가 확산 계수보다 작은 경우에, 주어진 시스템이 수신 안테나 다이버시티 외에 추가적인 다이버시티를 얻는다는 것을 알 수 있다. 오류 확률과 다이버시티의 분석은 모의실험과 비교하여 검증하였다.

• International Journal of Reliability and Applications
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• 제9권2호
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• pp.167-182
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• 2008

The objective of this paper is to discuss the stochastic analysis and the statistical inference of a three-states semi-Markov reliability model. Using the maximum likelihood procedure, the parameters included in this model are estimated. Based on the assumption that the lifetime and repair time of the system are gener-alized Weibull random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is derived. Many important special cases are discussed. Finally, the obtained results are compared with those available in the literature.

• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1053-1065
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• 2006

This paper proposes a method in one-way layouts for longitudinal data with informative drop-out. When dropouts are informative, that is, correlated with unobserved data and/or the previous observed data, the simple imputation methods such as 'last observation carried forward' (LOCF) methods would arise the bias of the testing models. The maximum likelihood procedure combined with a logit model for the drop-out process is proposed to test treatment effects for one factorial designs and compared with LOCF method in two examples.

• International Journal of Reliability and Applications
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• 제6권1호
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• pp.13-29
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• 2005

This paper deals with the stochastic analysis of a three-states semi-Markov reliability model. Using both the maximum likelihood and Bayes procedures, the parameters included in this model are estimated. Next, assuming that the lifetime and repair time are generalized exponential random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is discussed. Finally, some of the obtained results are compared with those available in the literature.

• 한국구조물진단유지관리공학회 논문집
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• 제3권4호
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• pp.155-162
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• 1999

This paper presents a generation of analytical fragility curves for bridge. The analytical fragility curves are constructed on the basis of nonlinear dynamic analysis. Two-parameter lognormal distribution functions are used to represent the fragility curves with the parameters estimated by the maximum likelihood method. To demonstrate the development of analytical fragility curves, two of representative bridges with a precast prestressed continuous deck in the Memphis. Tennessee area are used.

• 품질경영학회지
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• 제35권1호
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• pp.136-141
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• 2007

For many products failures depend on age and usage and, in this case, failures are random points in a two-dimensional plane with the two axes representing age and usage. Models play an important role in decision-making. In this research, an accelerate failure test (AFT) model is proposed to deal with the two-dimensional data. The parameters are proposed to be estimated through maximum likelihood estimators.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.919-925
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• 2006

Maximum likelihood estimate(MLE) is obtained from the partial log-likelihood function for the cell probabilities of two way incomplete contingency tables proposed by Chen and Fienberg(1974). The partial log-likelihood function is modified by adding lagrangian multiplier that constraints can be incorporated with. Variances of MLE estimators of population proportions are derived from the matrix of second derivatives of the loglikelihood with respect to cell probabilities. Simulation results, when data are missing at random, reveal that Complete-case(CC) analysis produces biased estimates of joint probabilities under MAR and less efficient than either MLE or MI. MLE and MI provides consistent results under either the MAR situation. MLE provides more efficient estimates of population proportions than either multiple imputation(MI) based on data augmentation or complete case analysis. The standard errors of MLE from the proposed method using lagrangian multiplier are valid and have less variation than the standard errors from MI and CC.

• Communications for Statistical Applications and Methods
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• 제6권3호
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• pp.967-976
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• 1999

In this paper we study the Hellinger distance based goodness-of-fit tests that are analogs of likelihood ratio tests. The minimum Hellinger distance estimator (MHDE) in normal models provides an excellent robust alternative to the usual maximum likelihood estimator. Our simulation results show that the Hellinger deviance test (Simpson 1989) based goodness-of-fit test is robust when data contain outliers. The proposed hellinger deviance test(Simpson 1989) is a more direcct method for obtaining robust inferences than an automated outlier screen method used before the likelihood ratio test data analysis.

• Communications for Statistical Applications and Methods
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• 제29권6호
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• pp.665-677
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• 2022

This paper proposes a new estimation method based on the maximum product of spacings for estimating unknown parameters of the three-parameter Weibull distribution under a generalized Type-II progressive hybrid censoring scheme which guarantees a constant number of observations and an appropriate experiment duration. The proposed approach is appropriate for a situation where the maximum likelihood estimation is invalid, especially, when the shape parameter is less than unity. Furthermore, it presents the enhanced performance in terms of the bias through the Monte Carlo simulation. In particular, the superiority of this approach is revealed even under the condition where the maximum likelihood estimation satisfies the classical asymptotic properties. Finally, to illustrate the practical application of the proposed approach, the real data analysis is conducted, and the superiority of the proposed method is demonstrated through a simple goodness-of-fit test.

• Communications for Statistical Applications and Methods
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• 제30권4호
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• pp.411-421
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• 2023

This paper provides a new estimation equation based on the concept of a minimum distance between the empirical and theoretical distribution functions under the most widely used progressive Type-II censoring scheme. For illustrative purposes, simulated and real datasets from a three-parameter Weibull distribution are analyzed. For comparison, the most popular estimation methods, the maximum likelihood and maximum product of spacings estimation methods, are developed together. In the analysis of simulated datasets, the excellence of the provided estimation method is demonstrated through the degree of the estimation failure of the likelihood-based method, and its validity is demonstrated through the mean squared errors and biases of the estimators obtained from the provided estimation equation. In the analysis of the real dataset, two types of goodness-of-fit tests are performed on whether the observed dataset has the three-parameter Weibull distribution under the progressive Type-II censoring scheme, through which the performance of the new estimation equation provided is examined.