• Journal of the Korean Statistical Society
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• 제26권1호
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• pp.117-130
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• 1997

We study the asymptotic behavior of the maximum partial likelihood estimator in the Cox proportional hazards model in the presence of nuisance parameters when the entry of patients is staggered. When entry of patients is simultaneous and there is only one regression parameter in the Cox model, the efficient score process of the partial likelihood is martingale and converges weakly to a time-chnaged Brownian motion. Our problem is to get a similar result in the presence of nuisance parameters when entry of patient is staggered.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.791-799
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• 2005

We consider two components parallel system in which the lifetimes have the bivariate Pareto model with bivariate random censored data. We assume that bivariate Pareto model is affected by common stress which is independent of the lifetimes of the components. We obtain estimators for the system reliability based on likelihood function and relative frequency. Also we construct approximated confidence intervals for the reliability based on maximum likelihood estimator and relative frequency estimator, respectively. Finally we present a numerical study.

• Communications for Statistical Applications and Methods
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• 제27권3호
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• pp.385-395
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• 2020

We present a new maximum likelihood approach to estimate demographic history using genomic data sampled from two populations. A demographic model such as an isolation-with-migration (IM) model explains the genetic divergence of two populations split away from their common ancestral population. The standard probability model for an IM model contains a latent variable called genealogy that represents gene-specific evolutionary paths and links the genetic data to the IM model. Under an IM model, a genealogy consists of two kinds of evolutionary paths of genetic data: vertical inheritance paths (coalescent events) through generations and horizontal paths (migration events) between populations. The computational complexity of the IM model inference is one of the major limitations to analyze genomic data. We propose a fast maximum likelihood approach to estimate IM models from genomic data. The first step analyzes genomic data and maximizes the likelihood of a coalescent tree that contains vertical paths of genealogy. The second step analyzes the estimated coalescent trees and finds the parameter values of an IM model, which maximizes the distribution of the coalescent trees after taking account of possible migration events. We evaluate the performance of the new method by analyses of simulated data and genomic data from two subspecies of common chimpanzees in Africa.

• 전산구조공학
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• 제2권4호
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• pp.111-116
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• 1989

구조설계에 작용되는 하중과 이로 인한 동적거동의 측정기록을 바탕으로 하여 구조계의 미지계수 행렬을 추정하는 방법에 대하여 연구하였다. 이를 위하여 통상 미분방정식으로 주어지는 운동방정식을 ARMAX 모형식으로 변환시켜 ARMAX 식의 계수행렬을 추정한 후, 이로부터 운동방정식의 계수행렬을 구하였다. ARMAX 계수의 추정은 최소자승법, Instrumental Variable방법, Maximum Likelihood방법 및 Limited Information Maximum Likelihood방법을 사용하여 수행하였으며, 지진 하중을 받는 3층 건물 모형을 예제로 하여 각 방법의 효율성을 비교분석하였다.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.397-405
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• 1997

Recently maximum likelihood estimators using unconditional likelihood function are used for testing unit roots. When one wants to use this method the determinant term of initial values in the multivariate unconditional likelihood function produces a complicated function of the elements in the coefficient matrix and variance matrix. In this paper an approximation of the determinant term is calculated and based on this aproximation an approximated unconditional likelihood function is calculated. The approximated unconditional maximum likelihood estimators can be used to test for unit roots. When multivariate process has one unit root the limiting distribution obtained by this method and the limiting distribution using exact unconditional likelihood function are the same.

• Communications for Statistical Applications and Methods
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• 제25권6호
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• pp.647-658
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• 2018

In this paper, we study statistical inferences on the maximum likelihood estimation of a normal distribution when data are randomly censored. Likelihood equations are derived assuming that the censoring distribution does not involve any parameters of interest. The maximum likelihood estimators (MLEs) of the censored normal distribution do not have an explicit form, and it should be solved in an iterative way. We consider a simple method to derive an explicit form of the approximate MLEs with no iterations by expanding the nonlinear parts of the likelihood equations in Taylor series around some suitable points. The points are closely related to Kaplan-Meier estimators. By using the same method, the observed Fisher information is also approximated to obtain asymptotic variances of the estimators. An illustrative example is presented, and a simulation study is conducted to compare the performances of the estimators. In addition to their explicit form, the approximate MLEs are as efficient as the MLEs in terms of variances.

• 정보처리학회논문지D
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• 제9D권5호
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• pp.939-944
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• 2002

In this paper, we propose and apply new classification method to the remotely sensed image acquired from airborne multi-spectral scanner. This is a neuro-fuzzy image classifier derived from the generic model of a 3-layer fuzzy perceptron. We implement a classification software system with the proposed method for land cover image classification. Comparisons with the proposed and maximum-likelihood classifiers are also presented. The results show that the neuro-fuzzy classification method classifies more accurately than the maximum likelihood method. In comparing the maximum-likelihood classification map with the neuro-fuzzy classification map, it is apparent that there is more different as amount as 7.96% in the overall accuracy. Most of the differences are in the "Building" and "Pine tree", for which the neuro-fuzzy classifier was considerably more accurate. However, the "Bare soil" is classified more correctly with the maximum-likelihood classifier rather than the neuro-fuzzy classifier.

• Journal of the Korean Statistical Society
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• 제23권1호
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• pp.167-178
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• 1994

To estimate coefficient matrix in autoregressive model, usually ordinary least squares estimator or unconditional maximum likelihood estimator is used. It is unknown that for univariate AR(p) model, unconditional maximum likelihood estimator gives better power property that ordinary least squares estimator in testing for unit root with mean estimated. When autoregressive model contains multiple unit roots and unconditional likelihood function is used to estimate coefficient matrix, the seperation of nonstationary part and stationary part of the eigen-values in the estimated coefficient matrix in the limit is developed. This asymptotic property may give an idea to test for multiple unit roots.

• 품질경영학회지
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• 제25권2호
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• pp.1-14
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• 1997

This paper considers maximum likelihood (ML) estimation of lifetime distribution under stress bounded ramp tests in which the stress is increased linearly from used condition stress to the stress u, pp.r bound. The following assumptions are used: exponential lifetime distribution under a constant stress, an inverse power law relationship between stress and mean of exponential lifetime distribution, and a cumulative exposure model for the effect of changing stress. Likelihood equations for the parameters involved in the model and asymptotic distribution of the estimators are obtained, and a numerical example is given.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.253-260
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• 2014

The intraclass correlation model has a long history of applications in several fields of research. Case deletion diagnostic methods for the intraclass correlation model are proposed. Based on the likelihood equations, we derive a formula for a case deletion diagnostic method which enables us to investigate the influence of observations on the maximum likelihood estimates of the model parameters. Using the Taylor series expansion we develop an approximation to the likelihood distance. Numerical examples are provided for illustration.