• Title/Summary/Keyword: generalized ML estimators

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Bayes Estimators for Reliablity of a k-Unit Standby System with Perfect Switch

  • Lee, Changsoo;Kim, Keehwan;Park, Youngmi
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.435-442
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    • 2001
  • Bayes estimators and generalized ML estimators for reliability of a k-unit hot standby system with the perfect switch based upon a complete sample of failure times observed from an exponential distribution using noninformative, generalized uniform, and gamma priors for the failure rate are proposed, and MSE's of proposed several estimators for the standby system reliability are compared numerically each other through the Monte Carlo simulation.

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On the Effects of Plotting Positions to the Probability Weighted Moments Method for the Generalized Logistic Distribution

  • Kim, Myung-Suk
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.561-576
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    • 2007
  • Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.

The maximum likelihood estimation and testing of gene frequencies of generalized ABO-like blood group systems (일반화된 ABO-식 혈액형의 유전자 빈도에 대한 최우추정 및 검정)

  • 이준영;신한풍
    • The Korean Journal of Applied Statistics
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    • v.2 no.1
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    • pp.35-47
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    • 1989
  • This article deals with the method of ML among the methods of estimating m gene frequenecies in the Generalized ABO-like Blood Group Systems and with the statistical testing about the differencies of gene frequencies by using these estimators. Especially, the generalization about the Homogeneity testing problem is tried and thus it enables us to test of Homogeneity of m gene frequencies. Finally, in the example, ML estimator is compared with other estimators suggested by Bernstein method, by adjusted Bernstein method and by modified Bernstein method, and statistical testing in the above is carried out by using orthogonal partitioning.

A Study on the Accuracy of the Maximum Likelihood Estimator of the Generalized Logistic Distribution According to Information Matrix (Information Matrix에 따른 Generalized Logistic 분포의 최우도 추정량 정확도에 관한 연구)

  • Shin, Hong-Joon;Jung, Young-Hun;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.42 no.4
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    • pp.331-341
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    • 2009
  • In this study, we compared the observed information matrix with the Fisher information matrix to estimate the uncertainty of maximum likelihood estimators of the generalized logistic (GL) distribution. The previous literatures recommended the use of the observed information matrix because this is convenient since this matrix is determined as the part of the parameter estimation procedure and there is little difference in accuracy between the observed information matrix and the Fisher information matrix for large sample size. The observed information matrix has been applied for the generalized logistic distribution based on the previous study without verification. For this purpose, a simulation experiment was performed to verify which matrix gave the better accuracy for the GL model. The simulation results showed that the variance-covariance of the ML parameters for the GL distribution came up with similar results to those of previous literature, but it is preferable to use of the Fisher information matrix to estimate the uncertainty of quantile of ML estimators.

Optimal design of Partially Accelerated Life Testing for the Parallel Systems (병렬형 시스템의 부분적 가속수명검사를 위한 최적계획)

  • Park, Hee-Chang;Lee, Suk-Hoon
    • Journal of Korean Society for Quality Management
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    • v.24 no.4
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    • pp.14-28
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    • 1996
  • We consider optimal designs of partially accelerated life testing which is deviced for parallel systems with the considerably long life time. In partially step-stress life testing, test items are first run simultaneously at use condition for a specified time, and the surviving items are then run at accelerated condition until a predetermined censoring time. In partially constant-stress life testing, test items are run at either use or accelerated condition only until a specified censoring time. The optimal criterion for each test is to minimize either the generalized asymptotic variance of maximum likelihood(ML) estimators of the hazard rates at use condition and the acceleration factors or the asymptotic variance of the ML estimators of the acceleration factors.

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Jackknife Estimation in a Truncated Exponential Distribution with an Uniform Outlier

  • Lee, Chang-Soo;Chang, Chu-Seock;Park, Yang-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.1021-1028
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    • 2006
  • We shall propose ML, ordinary jackknife and biased reducing estimators of the parameter in the right truncated exponential distribution with an unidentified uniform outlier when the truncated point is unknown and their biases and MSE's are compared numerically each other in the small sample sizes.

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Power Comparison of EGLS Test Statistic for Fixed Effects with Arbitrary Distributions

  • Lee, Jang-Taek
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.11-18
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    • 2003
  • Quite often normality assumptions are not satisfied in practical applications. In this paper, an estimated generalized least squares(EGLS) analysis are considered in two way mixed linear models with arbitrary types of distributions for random effects. We investigate the power performance of EGLS analysis based on Henderson's method III, ML, REML and MINQUE(1). The power performances depend on the imbalance of design, on the actual values of ratio of variance components, and on the skewness and kurtosis parameters of the underlying distributions slightly. Results of our limited simulation study suggest that the EGLS F-statistics using four estimators and arbitrary distributions produce similar type I error rates and power performance.

Power analysis of testing fixed effects with two way classification (이원혼합모형에서 고정효과 유의성검정에 대한 검정력 분석)

  • 이장택
    • The Korean Journal of Applied Statistics
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    • v.10 no.1
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    • pp.177-187
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    • 1997
  • This article considers the power performance of the tests in unbalanced two way mixed linear models with one fixed factor. The generalized least squares (GLS) F statistic testing no differences among the effects of the levels of the fixed factor is estimated using Henderson's method III, minimum norm quadratic unbiased estimator (MINQUE) with prior guess 1, maximum likelihood (ML) and resticted maximum likelihood (REML). We investigate the power performance of these test statistics. It can be shown, through simulation, that the GLS F statistics using four estimators produce similar type I error rates and power performance.

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