• 대한전자공학회논문지TC
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• 제42권12호
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• pp.103-110
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• 2005

본 논문에서는 다중안테나를 갖는 공간 다중화 시스템에서 주어진 채널에 대한 maximum likelihood 검출기의 성능을 수식적으로 유도하였다. 벡터 심볼 오차율을 구하기 위해 nearest neighbor의 방향을 나타내는 에러벡터를 정의하였다. 전송 벡터 심볼이 랜덤한 채널에 의해 변환 될 경우 확정적으로 4개의 nearest neighbor를 가짐을 정의된 에러벡터의 특성을 이용해 입증하였다 변형된 구 검출기로부터 획득 가능한 에러벡터와 최소거리 정보를 바탕으로 주어진 랜덤 채널 하에서 벡터 심볼 오차율을 수식적으로 도출하였다. 유도된 벡터 심볼 오차식을 검증하기 위해, 랜덤 채널을 unitary 채널, dense 채널, sparse 채널로 분류한 후 각 채널 상황에서 유도된 결과 식을 모의 실험 결과와 비교하였다. 모의실험 결과로부터 유도된 벡터 심볼 오차식이 다양한 랜덤 MIMO 채널에서 ML 검출기의 성능을 잘 근사하고 있음을 입증하였다.

• Communications for Statistical Applications and Methods
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• 제23권2호
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• pp.131-146
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• 2016

In research on behavioral studies, significant attention has been paid to the stage-sequential process for longitudinal data. Latent class profile analysis (LCPA) is an useful method to study sequential patterns of the behavioral development by the two-step identification process: identifying a small number of latent classes at each measurement occasion and two or more homogeneous subgroups in which individuals exhibit a similar sequence of latent class membership over time. Maximum likelihood (ML) estimates for LCPA are easily obtained by expectation-maximization (EM) algorithm, and Bayesian inference can be implemented via Markov chain Monte Carlo (MCMC). However, unusual properties in the likelihood of LCPA can cause difficulties in ML and Bayesian inference as well as estimation in small samples. This article describes and addresses erratic problems that involve conventional ML and Bayesian estimates for LCPA with small samples. We argue that these problems can be alleviated with a small amount of prior input. This study evaluates the performance of likelihood and MCMC-based estimates with the proposed prior in drawing inference over repeated sampling. Our simulation shows that estimates from the proposed methods perform better than those from the conventional ML and Bayesian method.

• Journal of Astronomy and Space Sciences
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• 제28권4호
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• pp.267-271
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• 2011

I developed an enhanced correction method for Ricean bias which occurs in linear polarization measurement. Two known methods for Ricean bias correction are reviewed. In low signal-to-noise area, the method based on the mode of the equation gives better representation of the fractional polarization. But a caution should be given that the accurate estimation of noise level, i.e. ${\sigma}$ of the polarized flux, is important. The maximum likelihood method is better choice for high signal-to-noise area. I suggest a hybrid method which uses the mode of the equation at the low signal-to-noise area and takes the maximum likelihood method at the high signal-to-noise area. A modified correction coefficient for the mode solution is proposed. The impact on the depolarization measure analysis is discussed.

• 한국태양에너지학회:학술대회논문집
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• 한국태양에너지학회 2008년도 추계학술발표대회 논문집
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• pp.288-293
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• 2008

A predictive model of wind speed in the wind farm has very important meanings. This paper presents an estimation model of wind speed based on time series analysis using the observed wind data at Hangyeong Wind Farm in Jeju island, and verification of the predictive model. In case of Hangyeong Wind Farm and Haengwon Wind Farm, The ARIMA(Autoregressive Integrated Moving Average) predictive model was appropriate, and the wind speed estimation model was developed by means of parametric estimation using Maximum likelihood Estimation.

• 전자공학회논문지A
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• 제28A권11호
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• pp.855-865
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• 1991

A simple method for analysis of serial search burst-format direct-sequence spread-spectrum (DS-SS) code acquisition system had been recently proposed, and therein, the effect of the code autocorrelation sidelobes on the performance of DS-SS code acquisition system has been assessed [4],[5]. In this paper, a new hybrid scheme which combines the serial search with maximum likelihood search is proposed to eliminate the deleterious effect of code autocorrelation sidelobes, and the performance is analyzed for the additive withe Gaussian noise (AWGN) channels. To analyze the performance of this system, we have generalized the method used in [4],[5] to arbitrary burst-format DS-SS acquisition schemes. The results show that a new hybrid scheme has good immunity against the effect of code autocorrelation sidelobes. Thevalidity of the presented approach has been confirmed form the results of simulation.

• 대한기계학회논문집A
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• 제33권12호
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• pp.1482-1487
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• 2009

In this study statistical analysis was performed for NDI(Non-Destructive Inspection) results of F100 engine front seal support assembly. NDI results can be statistically considered as Quantal Response Data. It is found that the suitable probability distribution to the failure data is normal distribution through MLE(Maximum Likelihood Estimation) of the Quantal Response Data. Moreover, Cumulative Distribution Function, failure rate function and B-Life are calculated on the supposed distribution.

• 대한기계학회논문집A
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• 제24권9호
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• pp.2353-2360
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• 2000

Statistical fatigue properties of metallic materials are increasingly required for reliability design purpose. In this study, static and fatigue tests were conducted and the normal, log-normal, two -parameter Weibull distributions at the 5% significance level are compared using the Kolmogorov-Smirnov goodness-of-fit test. Parameter estimation were compared with experimental results using the maximum likelihood method and least square method. It is found that two-parameter Weibull distribution and maximum likelihood method provide a good fit for static and fatigue life data. Therefore, it is applicable to the static and fatigue life analysis of the spheroidal graphite cast iron. The P-S-N curves were evaluated using log-normal distribution, which showed fatigue life behavior very well.

• Communications for Statistical Applications and Methods
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• 제25권5호
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• pp.569-575
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• 2018

Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

• Journal of the Korean Data Analysis Society
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• 제20권6호
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• pp.2747-2757
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• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• Journal of the Korean Data and Information Science Society
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• 제26권2호
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• pp.547-547
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• 2015