• 제목/요약/키워드: estimation of distribution

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Classical and Bayesian studies for a new lifetime model in presence of type-II censoring

  • Goyal, Teena;Rai, Piyush K;Maury, Sandeep K
    • Communications for Statistical Applications and Methods
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    • 제26권4호
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    • pp.385-410
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    • 2019
  • This paper proposes a new class of distribution using the concept of exponentiated of distribution function that provides a more flexible model to the baseline model. It also proposes a new lifetime distribution with different types of hazard rates such as decreasing, increasing and bathtub. After studying some basic statistical properties and parameter estimation procedure in case of complete sample observation, we have studied point and interval estimation procedures in presence of type-II censored samples under a classical as well as Bayesian paradigm. In the Bayesian paradigm, we considered a Gibbs sampler under Metropolis-Hasting for estimation under two different loss functions. After simulation studies, three different real datasets having various nature are considered for showing the suitability of the proposed model.

히스토그램 기반의 Over-estimation을 이용한 잡음환경에서의 음성인식 (Speech Recognition in Noisy Environrrents using Histogram-based Over-estimation)

  • 권영욱
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 1998년도 제15회 음성통신 및 신호처리 워크샵(KSCSP 98 15권1호)
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    • pp.262-266
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    • 1998
  • In the speech recognition under the noisy environments, reducing the mismatch introduced between training and testing environments is an important issue, and spectral subtraction is widely used technique because of its simplicity and relatively good performance in noisy environments. In this paper, we introduced histogram method as a reliable noise estimationi approach for spectral subtraction. To deal with the problem of residual noise after spectral subtraction, we proposed a new ove-estimation technique based on distribution characteristics of histogram used for noise estimation. Since the proposed technique decides the degree of over-estimation adaptively according to the measured noise distribution, it can cope with the SNR variations effectively in compared with the conventional over-estimation technique.

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Estimation in the exponential distribution under progressive Type I interval censoring with semi-missing data

  • Shin, Hyejung;Lee, Kwangho
    • Journal of the Korean Data and Information Science Society
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    • 제23권6호
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    • pp.1271-1277
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    • 2012
  • In this paper, we propose an estimation method of the parameter in an exponential distribution based on a progressive Type I interval censored sample with semi-missing observation. The maximum likelihood estimator (MLE) of the parameter in the exponential distribution cannot be obtained explicitly because the intervals are not equal in length under the progressive Type I interval censored sample with semi-missing data. To obtain the MLE of the parameter for the sampling scheme, we propose a method by which progressive Type I interval censored sample with semi-missing data is converted to the progressive Type II interval censored sample. Consequently, the estimation procedures in the progressive Type II interval censored sample can be applied and we obtain the MLE of the parameter and survival function. It will be shown that the obtained estimators have good performance in terms of the mean square error (MSE) and mean integrated square error (MISE).

자동차 잡음환경에서의 음성인식에 적용된 두 종류의 일반화된 감마분포 기반의 음성추정 알고리즘 비교 (Comparison of Two Speech Estimation Algorithms Based on Generalized-Gamma Distribution Applied to Speech Recognition in Car Noisy Environment)

  • 김형국;이진호
    • 한국ITS학회 논문지
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    • 제8권4호
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    • pp.28-32
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    • 2009
  • 본 논문은 DFT기반의 단일마이크 음성향상 방식에 적용된 두 종류의 generalized-Gamma 분포기반의 음성추정 알고리즘을 비교한다. 음성향상 방식으로서는 최소잡음성분에 의한 회귀적인 평균스펙트럼 값으로부터 유도되는 잡음 추정을 각각 $\kappa$=1인 경우와 $\kappa$=2인 경우의 Gamma 분포를 이용한 음성추정 기법에 결합하여 음질을 향상시켰다. 각 방식에 의해 향상된 음성신호를 자동차 환경에서의 음성인식에 적용하여 그 성능을 비교하였다.

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소수의 고장 데이터를 갖는 부품의 수명분석 및 예비품수 결정 (Determining the Number of Spares based on Life Analysis of Highly Reliable Components)

  • 전치혁;염세경
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제1권2호
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    • pp.139-148
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    • 2001
  • We are concerned in the estimation of lifetime distribution of a component having a few observed failure data and we demonstrate that we can use the maximum likelihood estimation utilizing the censored data when the number of components in use is quite large. Weibull distribution is assumed for the lifetime and a simple estimation procedure is introduced. We also propose the method of determining the optimal number of spares required for a specified period without introducing cost functions. The proposed methods are applied to the photon stop and the water-cooled flange which are major components in Pohang Light Source.

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A Dynamic Discount Approach to the Poisson Process

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제8권2호
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    • pp.271-276
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    • 1997
  • A dynamic discount approach is proposed for the estimation of the Poisson parameter and the forecasting of the Poisson random variable, where the parameter of the Poisson distribution varies over time intervals. The recursive estimation procedure of the Poisson parameter is provided. Also the forecasted distribution of the Poisson random variable in the next time interval based on the information gathered until the current time interval is provided.

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Bayesian Estimation of Uniformly Stochastically Ordered Distributions with Square Loss

  • Oh, Myong-Sik
    • Communications for Statistical Applications and Methods
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    • 제18권3호
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    • pp.295-300
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    • 2011
  • The Bayesian nonparametric estimation of two uniformly stochastically ordered distributions is studied. We propose a restricted Dirichlet Process. Among many types of restriction we consider only uniformly stochastic ordering in this paper since the computation of integrals is relatively easy. An explicit expression of the posterior distribution is given. When square loss function is used the posterior distribution can be obtained by easy integration using some computer program such as Mathematica.

On Jacknife Reliability Estimation in the Weibull Case

  • 이인석;금윤희
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.39-44
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    • 2002
  • We compare MISE of the MLE, UMVUE, invariantly optimal estimator and Jacknife estimator for the reliability function of the Weibull distribution when the sample size is small.

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Implementation of Estimation and Inference on the Web

  • Kang, Heemo;Sim, Songyong
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.913-926
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    • 2000
  • An electronic statistics text on the web is implemented. The introduced text provide interactive instructions on the statistical estimation and inference. As a by-product, we also provide a calculation of quantiles and p-value of t-distribution and standard normal distribution. This program was written in JAVA programming language.

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다수의 동일부품 중 소수의 고장 데이터를 갖는 부품의 수명분석 및 예비품수 결정

  • 전치혁;염세경
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2000년도 춘계학술대회 발표논문집
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    • pp.201-208
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    • 2000
  • We are concerned in the estimation of lifetime distribution of a component having a few observed failure data and we demonstrate that we can use the maximum likelihood estimation utilizing the censored data when the number of components in use is quite large. Weibull distribution is assumed fur the lifetime and a simple estimation procedure is introduced. We also propose the method of determining the optimal number of spares required for a specified period without introducing cost functions. The proposed methods are applied to the photon stop and the water-cooled flange which are major components in Pohang Light Source.

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