• Title/Summary/Keyword: interval parameter

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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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    • v.23 no.6
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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).

Estimation of the exponentiated half-logistic distribution based on multiply Type-I hybrid censoring

  • Jeon, Young Eun;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.27 no.1
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    • pp.47-64
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    • 2020
  • In this paper, we derive some estimators of the scale parameter of the exponentiated half-logistic distribution based on the multiply Type-I hybrid censoring scheme. We assume that the shape parameter λ is known. We obtain the maximum likelihood estimator of the scale parameter σ. The scale parameter is estimated by approximating the given likelihood function using two different Taylor series expansions since the likelihood equation is not explicitly solved. We also obtain Bayes estimators using prior distribution. To obtain the Bayes estimators, we use the squared error loss function and general entropy loss function (shape parameter q = -0.5, 1.0). We also derive interval estimation such as the asymptotic confidence interval, the credible interval, and the highest posterior density interval. Finally, we compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. The average length of 95% intervals and the corresponding coverage probability are also obtained.

An improved interval analysis method for uncertain structures

  • Wu, Jie;Zhao, You Qun;Chen, Su Huan
    • Structural Engineering and Mechanics
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    • v.20 no.6
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    • pp.713-726
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    • 2005
  • Based on the improved first order Taylor interval expansion, a new interval analysis method for the static or dynamic response of the structures with interval parameters is presented. In the improved first order Taylor interval expansion, the first order derivative terms of the function are also considered to be intervals. Combining the improved first order Taylor series expansion and the interval extension of function, the new interval analysis method is derived. The present method is implemented for a continuous beam and a frame structure. The numerical results show that the method is more accurate than the one based on the conventional first order Taylor expansion.

A Parameter Estimation Method of Multiple Time Interval for Low Frequency Oscillation Analysis (저주파진동 해석을 위한 다구간 파라미터 추정 방법)

  • Shim, Kwan-Shik;Kim, Sang-Tae;Choi, Joon-Ho;Nam, Hae-Kon;Ahn, Seon-Ju
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.63 no.7
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    • pp.875-882
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    • 2014
  • In this paper, we propose a new parameter estimation method that can deal with the data of multiple time intervals simultaneously. If there are common modes in the multiple time intervals, it is possible to create a new polynomial by summing the coefficients of the prediction error polynomials of each time interval. By calculating the roots of the new polynomial, it is possible to estimate the common modes that exist in each time interval. The accuracy of the proposed parameter estimation method has been proven by using appropriate test signals.

Nondestructive Evaluation for Remanent Life of 1Cr-0.5Mo Steel by Reversible Permeability

  • Ryu, Kwon-Sang;Lee, Yun-Hee;Park, Jong-Seo;Baek, Un-Bong
    • Journal of Magnetics
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    • v.17 no.3
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    • pp.206-209
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    • 2012
  • Peak interval for reversible permeability is presented for nondestructively evaluating the remanent life of 1Cr-0.5Mo steel. The method to measure the peak interval of reversible permeability is based on the value of reversible permeability is the same as the differential value of the hysteresis loop. The measurement principle is based on the first harmonics voltage induced in a sensing coil using a lock-in amplifier tuned to a frequency of the exciting voltage. Results obtained for the peak interval of reversible permeability and Rockwell hardness on the aged samples decrease as aging time and the Larson-Miller parameter increase. We could estimate the remanent life of 1Cr-0.5Mo steel by using the relationship between the peak interval of reversible permeability and the Larson-Miller parameter, nondestructively.

Parameter estimation for exponential distribution under progressive type I interval censoring (지수 분포를 따르는 점진 제1종 구간 중도절단표본에서 모수 추정)

  • Shin, Hye-Jung;Lee, Kwang-Ho;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.927-934
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    • 2010
  • In this paper, we introduce a method of parameter estimation of progressive Type I interval censored sample and progressive type II censored sample. We propose a new parameter estimation method, that is converting the data which obtained by progressive type I interval censored, those data be used to estimate of the parameter in progressive type II censored sample. We used exponential distribution with unknown scale parameter, the maximum likelihood estimator of the parameter calculates from the two methods. A simulation is conducted to compare two kinds of methods, it is found that the proposed method obtains a better estimate than progressive Type I interval censoring method in terms of mean square error.

A Time-Domain Parameter Extraction Method for Speech Recognition using the Local Peak-to-Peak Interval Information (국소 극대-극소점 간의 간격정보를 이용한 시간영역에서의 음성인식을 위한 파라미터 추출 방법)

  • 임재열;김형일;안수길
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.2
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    • pp.28-34
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    • 1994
  • In this paper, a new time-domain parameter extraction method for speech recognition is proposed. The suggested emthod is based on the fact that the local peak-to-peak interval, i.e., the interval between maxima and minima of speech waveform is closely related to the frequency component of the speech signal. The parameterization is achieved by a sort of filter bank technique in the time domain. To test the proposed parameter extraction emthod, an isolated word recognizer based on Vector Quantization and Hidden Markov Model was constructed. As a test material, 22 words spoken by ten males were used and the recognition rate of 92.9% was obtained. This result leads to the conclusion that the new parameter extraction method can be used for speech recognition system. Since the proposed method is processed in the time domain, the real-time parameter extraction can be implemented in the class of personal computer equipped onlu with an A/D converter without any DSP board.

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On the actual coverage probability of hypergeometric parameter (초기하분포의 모수에 대한 신뢰구간추정)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1109-1115
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    • 2010
  • In this paper, exact confidence interval of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the performance of exact confidence interval estimates of hypergeometric parameter in terms of actual coverage probability by small sample Monte Carlo simulation.

Speech Active Interval Detection Method in Noisy Speech (잡음음성에서의 음성 활성화 구간 검출 방법)

  • Lee, Kwang-Seok;Choo, Yeon-Gyu;Kim, Hyun-Deok
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2008.10a
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    • pp.779-782
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    • 2008
  • It is important to detect speech active interval from Noisy Speech in speech communication and speech recognition. In this research, we propose characteristic parameter with combining spectral Entropy for detect speech active interval in Noisy Speech, and compare performance of speech active interval based on energy. The results shows that analysis using proposed characteristic parameter is higher performance the others in noisy environment.

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Interval-based Controller Design Considering Parameter Variations for DC/DC Converters (DC/DC 컨버터의 파라미터 변화를 고려한 구간분석법 기반 제어기 설계)

  • Choi, Sungjin
    • Journal of Institute of Control, Robotics and Systems
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    • v.19 no.10
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    • pp.879-885
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    • 2013
  • By performing interval analysis on the system transfer function, we propose an improved method of control loop design for a DC/DC converter. In conventional design methods, the effect of system parameter change due to the specified range of operating conditions and production tolerances in power components should be checked a posteriori, because this may result in a transfer function shift and performance degradation. In the proposed method, a possible parameter change is considered a priori in the design step in order that the desired crossover frequency and sufficient phase margin can be achieved even in the worst case condition. As an illustrative example, a buck dc/dc converter is designed by two different methods and performance comparisons are performed to verify the feasibility of the proposed scheme.