• Title/Summary/Keyword: Parameter estimator

Search Result 473, Processing Time 0.026 seconds

Diagnostic Study of Problems under Asymptotically Generalized Least Squares Estimation of Physical Health Model

  • Kim, Jung-Hee
    • Journal of Korean Academy of Nursing
    • /
    • v.29 no.5
    • /
    • pp.1030-1041
    • /
    • 1999
  • This study examined those problems noticed under the Asymptotically Generalized Least Squares estimator in evaluating a structural model of physical health. The problems were highly correlated parameter estimates and high standard errors of some parameter estimates. Separate analyses of the endogenous part of the model and of the metric of a latent factor revealed a highly skewed and kurtotic measurement indicator as the focal point of the manifested problems. Since the sample sizes are far below that needed to produce adequate AGLS estimates in the given modeling conditions, the adequacy of the Maximum Likelihood estimator is further examined with the robust statistics and the bootstrap method. These methods demonstrated that the ML methods were unbiased and statistical decisions based upon the ML standard errors remained almost the same. Suggestions are made for future studies adopting structural equation modeling technique in terms of selecting of a reference indicator and adopting those statistics corrected for nonormality.

  • PDF

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

  • Farsipour, N.Sanjari;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
    • /
    • v.9 no.3
    • /
    • pp.889-898
    • /
    • 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.

Reliability Estimation for the Exponential Distribution under Multiply Type-II Censoring

  • Kang, Suk-Bok;Lee, Sang-Ki;Choi, Hui-Taeg
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2005.10a
    • /
    • pp.13-26
    • /
    • 2005
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimator (AMLE) of the reliability function by using the proposed estimators. And then we compare the proposed estimators in the sense of the mean squared error.

  • PDF

PICNET Network Configurator for Distributed Control System

  • Kim, Dong-Sung;Lee, Jae-Young;Jun, Tae-Soo;Moon, Hong-Ju;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1999.10a
    • /
    • pp.100-103
    • /
    • 1999
  • In this paper, a method for the efficient implementation of the PICNET network configurator for a distributed control system(DCS) is proposed. The network configurator is composed of the time parameter estimator and the period scheduler, the file generator. The main role of network configurator estimates time parameter, the pre-run time scheduling of the user input and make the period transmission table for operating the PICNET based distributed control system.

  • PDF

control of a Flexible Robot Manipulator (유연한 로봇 팔의 제어 방법)

  • 박정일;박종국
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.19 no.1
    • /
    • pp.183-193
    • /
    • 1994
  • The dynamic equation of a flexible robot manipulator is formulated by the assumed-mode method and the Lagrange equation. The controller is designed for a flexible robot manipulator including a joint actuator. The controller consists of a parmaeter estimator and the adaptive controller. A parameter estimator evaluates ARMA model`s parameter using RLS algorithm. An adaptive controller is designed based on a reference model and a minimum prediction error controller.

  • PDF

Estimation of the parameters in an Exponential Distribution with Type-II Censoring

  • Suk Bok Kang;Young Soo Suh;Young Suk Cho
    • Communications for Statistical Applications and Methods
    • /
    • v.4 no.3
    • /
    • pp.929-941
    • /
    • 1997
  • In this paper, we propose the minimum risk estimator (MRE) and the approximate maximum likelihood estimator (AMLE) of the location and the scale parameters of the two-parameter exponential distribution with Type-II censoring. The MRE's can be derived by minimizing the mean squared error among the class of estimators which include some estimators as special cases. We show that the MRE's are more efficient than the other estimators of the scale and the location parameter in the terms of the mean squared error.

  • PDF

Maximum Likelihood Estimator of the Segregation Parameter under Multiple Ascertainment$(0 with Known$\pi$ (Multiple Ascertainment $\pi$가 존재할 때 분리확률모수 $\theta$치의 우도추정치로서 통계모형의 구성과 유전병에 감염된 출생아의 예측)

  • Shin, Han Poong
    • Journal of the Korean Statistical Society
    • /
    • v.6 no.2
    • /
    • pp.167-177
    • /
    • 1977
  • 유전적 질환이 있는 가계에서 출생하는 자녀중에서 유전적인 질환을 보유할 수 있는 확률을 예측하는 방법의 하나로서 우도추정치(likelihood estimator)를 사용하는 것은 분리분석(segregation analysis)에서 중요한 역할을 하고 있다. Elston과 Stewart(1971)는 이러한 분석방법의 일반적인 통계모형을 정립하였으며 필자(1974)와 Morton 등 (1974)은 complex segregation이 될 때에 분석되는 4가지의 통계모형을 주장하였다. 본 연구의 목적은 multiple ascertainment $\pi$가 존재하는 경우 분리확률모수(segregation parameter) $\theta$의 우도추정치를 구하고 둘째로 oligogenic case에 대한 이론적인 배경을 구명하고자 한다.

  • PDF

A Traction System Control Method for 2 Motor Driven Electric Vehicle (독립 구동형 전기자동차의 추진 시스템 제어 기법)

  • 박정우;하회두;김흥근
    • The Transactions of the Korean Institute of Power Electronics
    • /
    • v.4 no.4
    • /
    • pp.357-367
    • /
    • 1999
  • When traction system of 2-motor driven electric vehicle(EV) is consisted of two motors (IPMSM) . two inverters. and one traction controller, control performances of IPMSM for an electric vehicle is affected by parameter variation b because of large current magnitude and wide current phase angle. To solve this problem, new parameter estimator for L Ld and Lq is constructed by neu때 network technique. And new vector control algorithm with parameter estimator by n neural network is proposed for IPMSM.And also. an advanced traction control algorithm is proposed using fuzzy c controller in order to enhance the driveability oftwo-wheel drive EVs with fitted with a traction control system Performances of the proposed algorithm are examined by simulations and the experimental resul않 with respect to t the prototype IPMSM and EV.

  • PDF

Goodness-of-fit tests for randomly censored Weibull distributions with estimated parameters

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.5
    • /
    • pp.519-531
    • /
    • 2017
  • We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.