• Title/Summary/Keyword: Minimax distribution

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A Study on the Reliability Attributes of the Software Reliability Model Following the Shape Parameter of Minimax Life Distribution (미니맥스 수명분포의 형상모수를 따르는 소프트웨어 신뢰모형에 관한 신뢰속성에 관한 연구)

  • Kim, Hee-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.4
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    • pp.325-330
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    • 2018
  • This paper, following the shape parameters of the minimax distribution, describes the special form of the beta distribution, the Minimax distribution, as a function of the shape parameters for the software reliability model based on the non-homogeneous Poisson process. Characteristics and usefulness were discussed. As a result, the case of the shape parameter 1 of Minimax distribution than less than and greate in mean squared error is the smallest, in determination coefficient, appears to be high, the shape parameter 1 of Minimax distribution regard as an efficient model. The estimated determination coefficient of the proposed model is estimated to be more than 95%, which is a useful model in the field of software reliability. Through this study, software design and users can identify the software failure characteristics using mean square error, decision coefficient, and confidence interval can be used as a basic guideline.

ON THE MINIMAX VARIANCE ESTIMATORS OF SCALE IN TIME TO FAILURE MODELS

  • Lee, Jae-Won;Shevlyakov, Georgy-L.
    • Bulletin of the Korean Mathematical Society
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    • v.39 no.1
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    • pp.23-31
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    • 2002
  • A scale parameter is the principal parameter to be estimated, since it corresponds to one of the main reliability characteristics, namely the average time to failure. To provide robustness of scale estimators to gross errors in the data, we apply the Huber minimax approach in time to failure models of the statistical reliability theory. The minimax valiance estimator of scale is obtained in the important particular case of the exponential distribution.

ON ROBUST MINIMAX APPROACH UNDER FINITE DISTRIBUTIONS

  • Shevlyakov, Georgiy L.;Lee, Jae-Won;Park, Sung-Wook
    • Communications of the Korean Mathematical Society
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    • v.13 no.3
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    • pp.629-634
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    • 1998
  • As most of distributions appearing in applications are finite but with the unknown domain of finiteness, we propose to use the robust minimax approach for the determination of the boundaries of this domain. The obtained least favorable distribution minimizing Fisher information over the class of the approximately Gaussian finite distributions gives the reasonable sizes of the domain of finiteness and the thresholds of truncation.

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Codebook Design Method Based on Minimax Optimization for Data Transmission over WCDMA Voice Channel (WCDMA 음성 채널을 통해 데이터를 전송하기 위한 Minimax 최적화 기반의 코드북 설계 방법)

  • Lee, Junho;Son, Jongmok;Lee, Dong Wook;Park, Yongseok
    • The Journal of the Acoustical Society of Korea
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    • v.34 no.1
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    • pp.82-91
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    • 2015
  • In this paper, a novel codebook design method for data modem over voice channel is presented. Proposed method searches the symbols which have the maximum probability distribution overlap in the symbol space and minimizes the overlap to improve the symbol error rate via minimax optimization. We present numerical simulations and an example implementation. We also give the results of the experiment tests.

Estimation of the Parameter of a Bernoulli Distribution Using a Balanced Loss Function

  • Farsipour, N.Sanjari;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.889-898
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    • 2002
  • In decision theoretic estimation, the loss function usually emphasizes precision of estimation. However, one may have interest in goodness of fit of the overall model as well as precision of estimation. From this viewpoint, Zellner(1994) proposed the balanced loss function which takes account of both "goodness of fit" and "precision of estimation". This paper considers estimation of the parameter of a Bernoulli distribution using Zellner's(1994) balanced loss function. It is shown that the sample mean $\overline{X}$, is admissible. More general results, concerning the admissibility of estimators of the form $a\overline{X}+b$ are also presented. Finally, minimax estimators and some numerical results are given at the end of paper,at the end of paper.

A Study on Nonlinear Noise Removal for Images Corrupted with ${\alpha}$-Stable Random Noise (${\alpha}$-stable 랜덤잡음에 노출된 이미지에 적용하기 위한 비선형 잡음제거 알고리즘에 관한 연구)

  • Hahn, Hee-Il
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.44 no.6
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    • pp.93-99
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    • 2007
  • Robust nonlinear image denoising algorithms for the class of ${\alpha}$-stable distribution are introduced. The proposed amplitude-limited sample average filter(ALSAF) proves to be the maximum likelihood estimator under the heavy-tailed Gaussian noise environments. The error norm for this estimator is equivalent to Huber#s minimax norm. It is optimal in the respect of maximizing the efficacy under the above noise environment. It is mired with the myriad filter to propose an amplitude-limited myriad filter(ALMF). The behavior and performance of the ALSAF and ALMF in ${\alpha}$-stable noise environment are illustrated and analyzed through simulation.

Nonlinear Image Denoising Algorithm in the Presence of Heavy-Tailed Noise (Heavy-tailed 잡음에 노출된 이미지에서의 비선형 잡음제거 알고리즘)

  • Hahn, Hee-Il
    • Proceedings of the KIEE Conference
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    • 2006.04a
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    • pp.18-20
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    • 2006
  • The statistics for the neighbor differences between the particular pixels and their neighbors are introduced. They are incorporated into the filter to remove additive Gaussian noise contaminating images. The derived denoising method corresponds to the maximum likelihood estimator for the heavy-tailed Gaussian distribution. The error norm corresponding to our estimator from the robust statistics is equivalent to Huber's minimax norm. Our estimator is also optimal in the respect of maximizing the efficacy under the above noise environment.

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