• Title/Summary/Keyword: likelihood distance

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MULTIVARIATE JOINT NORMAL LIKELIHOOD DISTANCE

  • Kim, Myung-Geun
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1429-1433
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    • 2009
  • The likelihood distance for the joint distribution of two multivariate normal distributions with common covariance matrix is explicitly derived. It is useful for identifying outliers which do not follow the joint multivariate normal distribution with common covariance matrix. The likelihood distance derived here is a good ground for the use of a generalized Wilks statistic in influence analysis of two multivariate normal data.

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LIKELIHOOD DISTANCE IN CONSTRAINED REGRESSION

  • Kim, Myung-Geun
    • Journal of applied mathematics & informatics
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    • v.25 no.1_2
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    • pp.489-493
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    • 2007
  • Two diagnostic measures based on the likelihood distance for constrained regression with linear constraints on regression coefficients are derived. They are used for identifying influential observations in constrained regression. A numerical example is provided for illustration.

Minimum Hellinger Distance Bsed Goodness-of-fit Tests in Normal Models: Empirical Approach

  • Dong Bin Jeong
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.967-976
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    • 1999
  • In this paper we study the Hellinger distance based goodness-of-fit tests that are analogs of likelihood ratio tests. The minimum Hellinger distance estimator (MHDE) in normal models provides an excellent robust alternative to the usual maximum likelihood estimator. Our simulation results show that the Hellinger deviance test (Simpson 1989) based goodness-of-fit test is robust when data contain outliers. The proposed hellinger deviance test(Simpson 1989) is a more direcct method for obtaining robust inferences than an automated outlier screen method used before the likelihood ratio test data analysis.

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Case Deletion Diagnostics for Intraclass Correlation Model

  • Kim, Myung Geun
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.253-260
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    • 2014
  • The intraclass correlation model has a long history of applications in several fields of research. Case deletion diagnostic methods for the intraclass correlation model are proposed. Based on the likelihood equations, we derive a formula for a case deletion diagnostic method which enables us to investigate the influence of observations on the maximum likelihood estimates of the model parameters. Using the Taylor series expansion we develop an approximation to the likelihood distance. Numerical examples are provided for illustration.

Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.229-239
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    • 2007
  • We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

Negative Exponential Disparity Based Robust Estimates of Ordered Means in Normal Models

  • Bhattacharya, Bhaskar;Sarkar, Sahadeb;Jeong, Dong-Bin
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.371-383
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    • 2000
  • Lindsay (1994) and Basu et al (1997) show that another density-based distance called the negative exponential disparity (NED) is an excellent competitor to the Hellinger distance (HD) in generating an asymptotically fully efficient and robust estimator. Bhattacharya and Basu (1996) consider estimation of the locations of several normal populations when an order relation between them is known to be true. They empirically show that the robust HD based weighted likelihood estimators compare favorably with the M-estimators based on Huber's $\psi$ function, the Gastworth estimator, and the trimmed mean estimator. In this paper we investigate the performance of the weighted likelihood estimator based on the NED as a robust alternative relative to that based on the HD. The NED based estimator is found to be quite competitive in the settings considered by Bhattacharya and Basu.

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Phoneme Similarity Error Correction System using Bhattacharyya Distance Measurement Method (바타챠랴 거리 측정법을 이용한 음소 유사율 오류 보정 개선 시스템)

  • Ahn, Chan-Shik;Oh, Sang-Yeob
    • Journal of the Korea Society of Computer and Information
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    • v.15 no.6
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    • pp.73-80
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    • 2010
  • Vocabulary recognition system is providing inaccurate vocabulary and similar phoneme recognition due to reduce recognition rate. It's require method of similar phoneme recognition unrecognized and efficient feature extraction process. Therefore in this paper propose phoneme likelihood error correction improvement system using based on phoneme feature Bhattacharyya distance measurement. Phoneme likelihood is monophone training data phoneme using HMM feature extraction method, similar phoneme is induced recognition able to accurate phoneme using Bhattacharyya distance measurement. They are effective recognition rate improvement. System performance comparison as a result of recognition improve represent 1.2%, 97.91% by Euclidean distance measurement and dynamic time warping(DTW) system.

Pulse Radar Signal Processing Algorithm for Vehicle Detection (차량검지 시스템을 위한 펄스레이더 신호처리 알고리즘)

  • 고기원;우광준
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.41 no.5
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    • pp.9-18
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    • 2004
  • This paper presents a vehicle detecting algorithm using microwave system signals. The Proposed algerian decides the breakpoint of signals using the likelihood criteria. The decided signals are segmented and simplified. The proposed searching algorithm uses the Euclid distance from the weighted signal data. We tested the proposed algorithm to compare with the segmentation which is a method using smoothing and edge detection. We confirm that the proposed algorithm is very useful for detecting vehicles by field test.

Closeness of Lindley distribution to Weibull and gamma distributions

  • Raqab, Mohammad Z.;Al-Jarallah, Reem A.;Al-Mutairi, Dhaifallah K.
    • Communications for Statistical Applications and Methods
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    • v.24 no.2
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    • pp.129-142
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    • 2017
  • In this paper we consider the problem of the model selection/discrimination among three different positively skewed lifetime distributions. Lindley, Weibull, and gamma distributions have been used to effectively analyze positively skewed lifetime data. This paper assesses how much closer the Lindley distribution gets to Weibull and gamma distributions. We consider three techniques that involve the likelihood ratio test, asymptotic likelihood ratio test, and minimum Kolmogorov distance as optimality criteria to diagnose the appropriate fitting model among the three distributions for a given data set. Monte Carlo simulation study is performed for computing the probability of correct selection based on the considered optimality criteria among these families of distributions for various choices of sample sizes and shape parameters. It is observed that overall, the Lindley distribution is closer to Weibull distribution in the sense of likelihood ratio and Kolmogorov criteria. A real data set is presented and analyzed for illustrative purposes.

Local Influence on Misclassification Probability

  • Kim, Myung-Geun
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.145-151
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    • 1996
  • The local behaviour of the surface formed by the perturbed maximum likelihood estimator of the squared Mahalanobis distance is investigated. The study of the local behaviour allows a simultaneous perturbation on the samples of interest and it is effective in identifying influential observations.

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