• 제목/요약/키워드: likelihood-based tests

검색결과 110건 처리시간 0.036초

비행시험을 통한 경항공기의 매개변수 확정과 시뮬레이션 (Parameter Identification and Simulation of Light Aircraft Based on Flight Test)

  • 황명신;이정훈
    • 제어로봇시스템학회논문지
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    • 제5권2호
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    • pp.237-247
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    • 1999
  • Flight parameters of a light aircraft in normal category named ChangGong-91 we identified from flight tests. Modified Maximum Likelihood Estimation (MMLE) is used to produce aerodynamic coefficients, stability and control derivatives. A Flight Training Device (FTD) has been developed based on the identified flight parameters. Flat earth, rigid body, and standard atmosphere are assumed in the FTD model. Euler angles are adapted for rotational state variables to reduce computational load. Variations in flight Mach number and Reynolds number are assumed to be negligible. Body, stability and inertial axes allow 6 second-order linear differential equations for translational and rotational motions. The equations of motion are integrated with respect to time, resulting in good agreements with flight tests.

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Simultaneous Tests with Combining Functions under Normality

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.639-646
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    • 2015
  • We propose simultaneous tests for mean and variance under the normality assumption. After formulating the null hypothesis and its alternative, we construct test statistics based on the individual p-values for the partial tests with combining functions and derive the null distributions for the combining functions. We then illustrate our procedure with industrial data and compare the efficiency among the combining functions with individual partial ones by obtaining empirical powers through a simulation study. A discussion then follows on the intersection-union test with a combining function and simultaneous confidence region as a simultaneous inference; in addition, we discuss weighted functions and applications to the statistical quality control. Finally we comment on nonparametric simultaneous tests.

Bayesian test for the differences of survival functions in multiple groups

  • Kim, Gwangsu
    • Communications for Statistical Applications and Methods
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    • 제24권2호
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    • pp.115-127
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    • 2017
  • This paper proposes a Bayesian test for the equivalence of survival functions in multiple groups. Proposed Bayesian test use the model of Cox's regression with time-varying coefficients. B-spline expansions are used for the time-varying coefficients, and the proposed test use only the partial likelihood, which provides easier computations. Various simulations of the proposed test and typical tests such as log-rank and Fleming and Harrington tests were conducted. This result shows that the proposed test is consistent as data size increase. Specifically, the power of the proposed test is high despite the existence of crossing hazards. The proposed test is based on a Bayesian approach, which is more flexible when used in multiple tests. The proposed test can therefore perform various tests simultaneously. Real data analysis of Larynx Cancer Data was conducted to assess applicability.

단위 선택 기반의 음성 변환 (Feature Selection-based Voice Transformation)

  • 이기승
    • 한국음향학회지
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    • 제31권1호
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    • pp.39-50
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    • 2012
  • A voice transformation (VT) method that can make the utterance of a source speaker mimic that of a target speaker is described. Speaker individuality transformation is achieved by altering three feature parameters, which include the LPC cepstrum, pitch period and gain. The main objective of this study involves construction of an optimal sequence of features selected from a target speaker's database, to maximize both the correlation probabilities between the transformed and the source features and the likelihood of the transformed features with respect to the target model. A set of two-pass conversion rules is proposed, where the feature parameters are first selected from a database then the optimal sequence of the feature parameters is then constructed in the second pass. The conversion rules were developed using a statistical approach that employed a maximum likelihood criterion. In constructing an optimal sequence of the features, a hidden Markov model (HMM) was employed to find the most likely combination of the features with respect to the target speaker's model. The effectiveness of the proposed transformation method was evaluated using objective tests and informal listening tests. We confirmed that the proposed method leads to perceptually more preferred results, compared with the conventional methods.

Tests for equivalence/non-inferiority based on odds ratio in matched-pair design

  • 고혜정;이재원
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.319-324
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    • 2003
  • 본 논문에서는 matched-pair design에서의 두 처리간 동등성/ 비열등성 검정에 대해 고려하였다. 기존에 비율차이나 risk ratio관점에서 동등성/비열등성 검정을 시행한 것과는 달리, 본 논문에서는 odds ratio에 기초하여 두 가지 검정통계량을 유도하였다. (1) constrained maximum likelihood estimator(mle)를 이용한 fieller type 통계량 (2) 제약없이 구한 mle를 사용한 wald-type 통계량). 비율 차이나 risk ratio에 기초한 기존의 통계적 방법들(비율차이에 근거한 (3) score-type 통계량과 (4) wald-type 통계량, risk ratio에 기초한 (5) fieller-type 통계량과 (6) wald-type 통계량)과 본 논문에서 제시한 두가지 통계량의 성능을 비교하기 위해 모의실험을 시행하였다. 모의실험 결과, 본 논문에서 제안한 constrained mle를 사용한 fieller type 통계량은 empirical type I error 측면에서 매우 만족스러운 결과를 보이고 있으며, 특히 비대각 셀의 확률이 작아질 경우에도 안정적인 성능을 보여준다.

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ON ASYMPTOTIC TESTS IN TEREE-FACTOR FACTORIAL DESIGNS WITH NO REPLICATIONS

  • See, Kyoung-Ah
    • Journal of applied mathematics & informatics
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    • 제6권1호
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    • pp.31-50
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    • 1999
  • We revisit the problems of testing three-factor classifica-tion models with a single observation per cell. A common approach in analyzing such nonreplicated data is to omit the highest order in-teraction and regard it as error. This paper discusses the use of a multiplicative model(See and Smith 1996 and 1998) which is applied on residuals in order to separate the variablility due to three-factor interaction from what is counted as random error. in particualr to test the significance of the interaction term we derived an approxi-mated distribution of the likelihood ratio test statistic based on the quadrilinear model known as Tucher's three-mode principal compo-nent model. The derivation utilizes the distribution of the eignevalues of the Wishart matrix.

Comparison of MLE and REMLE of Linear Mixed Models in Assessing Bioequivalence based on 2x2 Crossover Design with Missing data

  • Chung, Yun-Ro;Park, Sang-Gue
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1211-1218
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    • 2008
  • Maximum likelihood estimator (MLE) and restricted maximum likelihood estimator (REMLE) approaches are available in analyzing the linear mixed model (LMM) like bioequivalence trials. US FDA (2001) guides that REMLE may be useful to assess bioequivalence (BE) test. This paper studies the statistical behaviors of the methods in assessing BE tests when some of observations are missing at random. The simulation results show that the REMLE maintains the given nominal level well and the MLE gives a bit higher power. Considering the levels and the powers, the REMLE approach is recommended when the sample sizes are small to moderate and the MLE approach should be used when the sample size is greater than 30.

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An Evaluation of the Accuracy of Maximum Likelihood Procedure for Estimating HIV Infectivity

  • Um, Yonghwan;Haber, Michael-J
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.957-966
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    • 1999
  • We evaluate the accuacy and precision of maximum likelihood estimation procedures for infectivity of HIV in partner studies. This is achieved by applying the oricedyre typothetical samples generated by computer. One hundred samples were generated with various combinations of parameters. The estimation procedure was found to be quite accurate. in addition it was found that the power of the test for equality of infectivities for two types of contact depends on sample size and length of observation period but not on the number of observations made on each subject. Tests based on a model for the infectivity had higher power than standard methods for comparing proportions.

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트위터의 정보가 지속사용의도에 미치는 영향 : 정교화 가능성 모델을 중심으로 (Continuous Usage Intention of Twitter's Informations Focus on Elaboration Likelihood Model)

  • 김이환;판류;이상철;서영호
    • 한국IT서비스학회지
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    • 제11권3호
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    • pp.49-65
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    • 2012
  • This study aims to investigate the factors influencing followers' continuous usage intention of twitter based on Elaboration Likelihood Model. In particular, central route(information itself) and peripheral route(twitterian's trustworthiness) are tested to reveal which has a more influential role in effecting the continuous usage intention of power-twitter. Furthermore, this study tests the relationship of users' attitude and continuous usage intention. The results indicate that argument quality, accuracy(central route), source expertise and source trustworthiness (peripheral route) have an influence on attitude. However, trustworthy on central route is not significant. Argument quality, trustworthy, accuracy(central route) and source expertise(peripheral route) have an influence on perceived usefulness. But source trustworthiness on peripheral is not significant. Attitude has an influence on perceived usefulness, and attitude and perceived usefulness both have an influence on perceived usefulness. In conclusion, central route is more influential than peripheral route in forming a positive attitude towards arguments, which in turn leads to the perception of twitter's usefulness, and in the end brings the continuous usage intention of twitter.

단속적 검사에서 스트레스한계를 가지는 램프스트레스시험을 위한 비모수적 추정 (Nonparametric Estimation for Ramp Stress Tests with Stress Bound under Intermittent Inspection)

  • 이낙영;안웅환
    • 품질경영학회지
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    • 제32권4호
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    • pp.208-219
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    • 2004
  • This paper considers a nonparametric estimation of lifetime distribution for ramp stress tests with stress bound under intermittent inspection. The test items are inspected only at specified time points an⊂1 so the collected observations are grouped data. Under the cumulative exposure model, two nonparametric estimation methods of estimating the lifetime distribution at use condition stress are proposed for the situation which the time transformation function relating stress to lifetime is a type of the inverse power law. Each of items is initially put on test under ramp stress and then survivors are put on test under constant stress, where all failures in the Inspection interval are assumed to occur at the midi)oint or the endpoint of that interval. Two proposed estimators of quantile from grouped data consisting of the number of items failed in each inspection interval are numerically compared with the maximum likelihood estimator(MLE) based on Weibull distribution.