• Title/Summary/Keyword: Parameter estimator

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Estimation of the Exponential Distributions based on Multiply Progressive Type II Censored Sample

  • Lee, Kyeong-Jun;Park, Chan-Keun;Cho, Young-Seuk
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.697-704
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    • 2012
  • The maximum likelihood(ML) estimation of the scale parameters of an exponential distribution based on progressive Type II censored samples is given. The sample is multiply censored (some middle observations being censored); however, the ML method does not admit explicit solutions. In this paper, we propose multiply progressive Type II censoring. This paper presents the statistical inference on the scale parameter for the exponential distribution when samples are multiply progressive Type II censoring. The scale parameter is estimated by approximate ML methods that use two different Taylor series expansion types ($AMLE_I$, $AMLE_{II}$). We also obtain the maximum likelihood estimator(MLE) of the scale parameter under the proposed multiply progressive Type II censored samples. We compare the estimators in the sense of the mean square error(MSE). The simulation procedure is repeated 10,000 times for the sample size n = 20 and 40 and various censored schemes. The $AMLE_{II}$ is better than MLE and $AMLE_I$ in the sense of the MSE.

The influence of the random censorship model on the estimation of the scale parameter of the exponential distribution (중도절단모형이 지수분포의 척도모수추정에 미치는 영향)

  • Kim, Namhyun
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.393-402
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    • 2014
  • The simplest and the most important distribution in survival analysis is the exponential distribution. In this paper, we investigate the influence of the random censorship model on the estimation of the scale parameter of the exponential distribution. The considered random censorship models are Koziol-Green model and the generalized exponential distribution model. Two models have different meanings. Through the simulation study, the averages of the estimated values of the parameter do not show big differences, however the MSE of the estimator tends to be bigger when the supposed model is significantly different from the true model.

Comparison of Estimators of Dependence Related Parameter in Generalized Binomial Distribution (일반화 이항분포모형에서 시행간 종속성 규정모수의 추정량 비교 연구)

  • Moon, Myung-Sang
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.279-288
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    • 1999
  • In many cases where the conventional binomial distribution fails to apply to real world data, it is mainly due to the lack of independence among Bernoulli trials. Several authors have proposed models that are useful when independence assumption is not satisfied. In this paper, one proposed model is adapted, and estimators of dependence related parameter that is crucial in defining that model are considered. Simulation is performed to compare two estimators(method of moment estimator and maximum likelihood estimator) of dependence related parameter, and conclusions are made.

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The Doubly Regularized Quantile Regression

  • Choi, Ho-Sik;Kim, Yong-Dai
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.753-764
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    • 2008
  • The $L_1$ regularized estimator in quantile problems conduct parameter estimation and model selection simultaneously and have been shown to enjoy nice performance. However, $L_1$ regularized estimator has a drawback: when there are several highly correlated variables, it tends to pick only a few of them. To make up for it, the proposed method adopts doubly regularized framework with the mixture of $L_1$ and $L_2$ norms. As a result, the proposed method can select significant variables and encourage the highly correlated variables to be selected together. One of the most appealing features of the new algorithm is to construct the entire solution path of doubly regularized quantile estimator. From simulations and real data analysis, we investigate its performance.

A Study on Prediction of Optimized Penetration Using the Neural Network and Empirical models (신경회로망과 수학적 방정식을 이용한 최적의 용입깊이 예측에 관한 연구)

  • 전광석
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.8 no.5
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    • pp.70-75
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    • 1999
  • Adaptive control in the robotic GMA(Gas Metal Arc) welding is employed to monitor the information about weld characteristics and process paramters as well as modification of those parameters to hold weld quality within the acceptable limits. Typical characteristics are the bead geometry composition micrrostructure appearance and process parameters which govern the quality of the final weld. The main objectives of this paper are to realize the mapping characteristicso f penetration through the learning. After learning the neural network can predict the pene-traition desired from the learning mapping characteristic. The design parameters of the neural network estimator(the number of hidden layers and the number of nodes in a layer) were chosen from an error analysis. partial-penetration single-pass bead-on-plate welds were fabricated in 12mm mild steel plates in order to verify the performance of the neural network estimator. The experimental results show that the proposed neural network estimator can predict the penetration with reasonable accuracy and gurarantee the uniform weld quality.

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An EM Algorithm for a Doubly Smoothed MLE in Normal Mixture Models

  • Seo, Byung-Tae
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.135-145
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    • 2012
  • It is well known that the maximum likelihood estimator(MLE) in normal mixture models with unequal variances does not fall in the interior of the parameter space. Recently, a doubly smoothed maximum likelihood estimator(DS-MLE) (Seo and Lindsay, 2010) was proposed as a general alternative to the ordinary maximum likelihood estimator. Although this method gives a natural modification to the ordinary MLE, its computation is cumbersome due to intractable integrations. In this paper, we derive an EM algorithm for the DS-MLE under normal mixture models and propose a fast computational tool using a local quadratic approximation. The accuracy and speed of the proposed method is then presented via some numerical studies.

Evaluation of Back-EMF Estimators for Sensorless Control of Permanent Magnet Synchronous Motors

  • Lee, Kwang-Woon;Ha, Jung-Ik
    • Journal of Power Electronics
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    • v.12 no.4
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    • pp.604-614
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    • 2012
  • This paper presents a comparative study of position sensorless control schemes based on back-electromotive force (back-EMF) estimation in permanent magnet synchronous motors (PMSM). The characteristics of the estimated back-EMF signals are analyzed using various mathematical models of a PMSM. The transfer functions of the estimators, based on the extended EMF model in the rotor reference frame, are derived to show their similarity. They are then used for the analysis of the effects of both the motor parameter variations and the voltage errors due to inverter nonlinearity on the accuracy of the back-EMF estimation. The differences between a phase-locked-loop (PLL) type estimator and a Luenberger observer type estimator, generally used for extracting rotor speed and position information from estimated back-EMF signals, are also examined. An experimental study with a 250-W interior-permanent-magnet machine has been performed to validate the analyses.

An Analysis of Record Statistics based on an Exponentiated Gumbel Model

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • v.20 no.5
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    • pp.405-416
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    • 2013
  • This paper develops a maximum profile likelihood estimator of unknown parameters of the exponentiated Gumbel distribution based on upper record values. We propose an approximate maximum profile likelihood estimator for a scale parameter. In addition, we derive Bayes estimators of unknown parameters of the exponentiated Gumbel distribution using Lindley's approximation under symmetric and asymmetric loss functions. We assess the validity of the proposed method by using real data and compare these estimators based on estimated risk through a Monte Carlo simulation.

Study on semi-supervised local constant regression estimation

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.3
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    • pp.579-585
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    • 2012
  • Many different semi-supervised learning algorithms have been proposed for use wit unlabeled data. However, most of them focus on classification problems. In this paper we propose a semi-supervised regression algorithm called the semi-supervised local constant estimator (SSLCE), based on the local constant estimator (LCE), and reveal the asymptotic properties of SSLCE. We also show that the SSLCE has a faster convergence rate than that of the LCE when a well chosen weighting factor is employed. Our experiment with synthetic data shows that the SSLCE can improve performance with unlabeled data, and we recommend its use with the proper size of unlabeled data.

Sensorless Vector Controlled Induction Machine in Field Weakening Region: Comparing MRAS and ANN-Based Speed Estimators

  • Moulahoum, Samir;Touhami, Omar
    • Journal of Electrical Engineering and Technology
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    • v.2 no.2
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    • pp.241-248
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    • 2007
  • The accuracy of all the schemes that belong to vector controlled induction machine drives is strongly affected by parameter variations. The aim of this paper is to examine iron losses and magnetic saturation effect in sensorless vector control of induction machines. At first, an approach to induction machine modelling and vector control scheme, which account for both iron loss and saturation, is presented. Then, a model reference adaptive system (MRAS) based speed estimator is developed. The speed estimation is modified in such a way that iron losses and the variation in the saturation level are compensated. Thus by substituting an artificial neural network flux estimator into the MRAS speed estimator. Experimental results are presented to verify the effectiveness of the proposed approach.