• Title/Summary/Keyword: Statistics method

Search Result 5,789, Processing Time 0.03 seconds

Blind identification of nonminimum phase FIR systems from second-order statistics and absolute mean (2차 통계값과 절대평균을 이용한 비최소 위상 FIR 시스템의 미상 식별)

  • 박양수;박강민;송익호;김형명
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.21 no.2
    • /
    • pp.357-364
    • /
    • 1996
  • This paper presents a new blind identification method of nonminimum phase FIR systems without employing higher-order statistics. It is based on the observation that the absolute mean of a second-order white sequence can measure the higher-order whiteness of the sequence. The proposed method may be a new alternative way to the higher-order statistics approaches. Some computer simulations show that the absolute mean is exactly estimated and the proposed method can overcome the disadvantages of the higher-order statistics approaches.

  • PDF

An Useful Method for Evaluating the Threshold of the Optimum Detector (최적검출기의 Threshold를 구하는 유용한 방법)

  • 한영열;박문영
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.7 no.2
    • /
    • pp.55-58
    • /
    • 1982
  • An useful method for evaluating the threshold of the optimum detector can be used if sufficient statistics exists. This was done by giving examples. The design of the suboptimum detector can be carried out by finding the threshold of the appropriate test statistics. The results are conformed with the existing theory and the method given above is applicable in extensive area of designing the detectors.

  • PDF

A Study on Variance Change Point Detection for Time Series Data in Progress (진행중인 시계열데이터에서 분산 변화점 탐지에 관한 연구)

  • Choi Hyun-Seok;Kang Hoon-Kyu;Song Gyu-Moon;Kim Tae-Yoon
    • The Korean Journal of Applied Statistics
    • /
    • v.19 no.2
    • /
    • pp.369-377
    • /
    • 2006
  • This paper considers moving variance ratio (MVR) for valiance detection problem with time series data in progress. For testing purpose, parametric method based on F distribution and nonparametric method based on empirical distribution are compared via simulation study.

LH-Moments of Some Distributions Useful in Hydrology

  • Murshed, Md. Sharwar;Park, Byung-Jun;Jeong, Bo-Yoon;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
    • /
    • v.16 no.4
    • /
    • pp.647-658
    • /
    • 2009
  • It is already known from the previous study that flood seems to have heavier tail. Therefore, to make prediction of future extreme label, some agreement of tail behavior of extreme data is highly required. The LH-moments estimation method, the generalized form of L-moments is an useful method of characterizing the upper part of the distribution. LH-moments are based on linear combination of higher order statistics. In this study, we have formulated LH-moments of five distributions useful in hydrology such as, two types of three parameter kappa distributions, beta-${\kappa}$ distribution, beta-p distribution and a generalized Gumbel distribution. Using LH-moments reduces the undue influences that small sample may have on the estimation of large return period events.

Classification of Microarray Gene Expression Data by MultiBlock Dimension Reduction

  • Oh, Mi-Ra;Kim, Seo-Young;Kim, Kyung-Sook;Baek, Jang-Sun;Son, Young-Sook
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.3
    • /
    • pp.567-576
    • /
    • 2006
  • In this paper, we applied the multiblock dimension reduction methods to the classification of tumor based on microarray gene expressions data. This procedure involves clustering selected genes, multiblock dimension reduction and classification using linear discrimination analysis and quadratic discrimination analysis.

A Small Area Estimation for Monthly Wage Using Mean Squared Percentage Error (MSPE를 이용한 임금총액 소지역 추정)

  • Hwang, Hee-Jin;Shin, Key-Il
    • The Korean Journal of Applied Statistics
    • /
    • v.22 no.2
    • /
    • pp.403-414
    • /
    • 2009
  • Many researches have been devoted to the small area estimation related with the area level statistics. Almost all of the small area estimation methods are derived based on minimization of mean squared error(MSE). Recently Hwang and Shin (2008) suggested an alternative small area estimation method by minimizing mean squared percentage error. In this paper we apply this small area estimation method to the labor statistics, especially monthly wages by a branch area of labor department. The Monthly Labor Survey data (2007) is used for analysis and comparison of these methods.

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.

統計職業敎育에 관한 調査硏究

  • Paik, U.B.;Jhang, I.S.
    • Journal of the Korean Statistical Society
    • /
    • v.1 no.1
    • /
    • pp.66-78
    • /
    • 1973
  • In Korea, the statistical system is very weak because it is not functional. Knowledge of statistical theory remains iosolated from applications: routine tasks of collection or processing of data are continued often without utilization, and programms are started in a superficial imitation of other without any purpose. It is essential, in Korea, to make statistics purposive. The only way is to give training statistics-fully developed technology of a multi-discipline character in applied statistics. The purpose of this study is primarily to survey the necessity of, or desire for, statistical tarining for the statistical personnel of the government agencies or bank offices in Seoul, Korea and discuss an adequate method of vacational training in statistics. This survey can be summarized as follows : (1) about 94 percent of the sampled people (478) do not consider their present statistical background adequately trained and 128 persons out of 478 request a graduate level training in respective fields. (2) The statistical fields on job in the sample are : Economic statistics : 138, Sampling survey : 228, management statistics : 50, other fields : 62. (3) Educational background are * College graduate : 369 (male 347, female 22) Economics 99, Business administration 99, Law 71, Mathematics and statistics 24, Others 76 * High school graduate : 109 (male 43, female 66)

  • PDF

A Model Comparison Method for Hierarchical Loglinear Models

  • Hyun Jip Choi;Chong Sun Hong
    • Communications for Statistical Applications and Methods
    • /
    • v.3 no.3
    • /
    • pp.31-37
    • /
    • 1996
  • A hierarchical loglinear model comparison method is developed which is based on the well kmown partitioned likelihood ratio statistiss. For any paels, we can regard the difference of the geedness of fit statistics as the variation explained by a full model, and develop a partial test to compare a full model with a reduced model in that hierarchy. Note that this has similar arguments as that of the regression analysis.

  • PDF

Teaching Method of Correct Pronunciation from Formant Statistics (포먼트 통계치를 이용한 발음교정 지시 방법에 관하여)

  • Bak Il-Suh;Jo Cheol-Woo
    • Proceedings of the Acoustical Society of Korea Conference
    • /
    • spring
    • /
    • pp.69-72
    • /
    • 2004
  • In this paper, we tried to develop a vowel training assistant method using vowel formant statistics. Formant statistics were obtained from PBW set consists of 452 words from 8 persons. Then, we calculated distance from input formants to each center of vowel formant space. Based on the distance, direct ions to correct the speaker's manner of articulation, i .e. position of jaw and tongue.

  • PDF