• Title/Summary/Keyword: parameter estimation methods

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A Study on the Parameter Estimation of Limiting Distribution (극치분포의 모수추정에 관한 연구)

  • 엄태원
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.17 no.32
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    • pp.17-26
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    • 1994
  • This paper deals with the estimation of limiting distribution parameters, which have a close relation with product reliability characteristics in reliability test. Among the many kinds of estimation methods, probability paper is commonly used. The limiting probability paper is very convenient, but it has a great disadvantage in estimation accuracy by plotting method. It is very difficult to get the same results even if one use the same data several times. A computer program for the regression method is used for the parameter estimation to reduce these errors. Especially, the computer graphic program was written in GW-BASIC 3.22 language and a couple of running examples for user's reference appears in the appendix part.

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A Study on the Parameter Estimation of the Cumulative Hazard Paper (누적 해저드지의 모수추정에 관한 연구 - 컴퓨터 프로그래밍 및 신뢰성공학에의 응용 -)

  • 엄태원
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.16 no.28
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    • pp.145-155
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    • 1993
  • This paper studies the estimation of hazard parameters, which have a close relation with product reliability characteristics in reliability test. Among the many kinds of estimation methods, hazard Probability Paper(HPP) is commonly used. The HPP is very convenient, but it has a great disadvantage in estimation W by plotting method It is very difficult to get the same results even if one use the same data several times. A computer program for the regression method is used for the parameter estimation to reduce these errors. Especially, the computer graphic program was written in GW-BASIC 3.22 language and a couple of running examples for user's reference appears in the appendix part.

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Comparison of Bayesian Methods for Estimating Parameters and Uncertainties of Probability Rainfall Distribution (확률강우분포의 매개변수 및 불확실성 추정을 위한 베이지안 기법의 비교)

  • Seo, Youngmin;Park, Jaeho;Choi, Yunyoung
    • Journal of Environmental Science International
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    • v.28 no.1
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    • pp.19-35
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    • 2019
  • This study investigates the performance of four Bayesian methods, Random Walk Metropolis (RWM), Hit-And-Run Metropolis (HARM), Adaptive Mixture Metropolis (AMM), and Population Monte Carlo (PMC), for estimating the parameters and uncertainties of probability rainfall distribution, and the results are compared with those of conventional parameter estimation methods; namely, the Method Of Moment (MOM), Maximum Likelihood Method (MLM), and Probability Weighted Method (PWM). As a result, Bayesian methods yield similar or slightly better results in parameter estimations compared with conventional methods. In particular, PMC can reduce parameter uncertainty greatly compared with RWM, HARM, and AMM methods although the Bayesian methods produce similar results in parameter estimations. Overall, the Bayesian methods produce better accuracy for scale parameters compared with the conventional methods and this characteristic improves the accuracy of probability rainfall. Therefore, Bayesian methods can be effective tools for estimating the parameters and uncertainties of probability rainfall distribution in hydrological practices, flood risk assessment, and decision-making support.

Development of Simple Dynamic Models for Ship Manoeuvring Simulation (선박 조종 시뮬레이션을 위한 단순 기동 모델 개발)

  • Kim, Dong-Jin;Yeo, Dong-Jin;Rhee, Key-Pyo
    • Journal of the Korea Society for Simulation
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    • v.19 no.3
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    • pp.17-25
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    • 2010
  • It is necessary for the ship dynamic models to realize ship dynamics and to achieve the real-time analysis in the manoeuvring simulation. Generally, simple dynamic models, such as 1st-order differential equation models of turning angle, turning rate, and forward speed, are used in the manoeuvring simulation for multiple ships. Ship dynamic modeling and parameter estimation methods based on its turning test results are proposed in this paper. Parameter estimation methods for the constant speed model and the speed-changing model are mathematically developed and verified by comparing with turning test results of a real ship.

Goodness-of-fit tests for randomly censored Weibull distributions with estimated parameters

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.519-531
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    • 2017
  • We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.

Efficient Algorithms for Motion Parameter Estimation in Object-Oriented Analysis-Synthesis Coding (객체지향 분석-함성 부호화를 위한 효율적 움직임 파라미터 추정 알고리듬)

  • Lee Chang Bum;Park Rae-Hong
    • The KIPS Transactions:PartB
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    • v.11B no.6
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    • pp.653-660
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    • 2004
  • Object-oriented analysis-synthesis coding (OOASC) subdivides each image of a sequence into a number of moving objects and estimates and compensates the motion of each object. It employs a motion parameter technique for estimating motion information of each object. The motion parameter technique employing gradient operators requires a high computational load. The main objective of this paper is to present efficient motion parameter estimation techniques using the hierarchical structure in object-oriented analysis-synthesis coding. In order to achieve this goal, this paper proposes two algorithms : hybrid motion parameter estimation method (HMPEM) and adaptive motion parameter estimation method (AMPEM) using the hierarchical structure. HMPEM uses the proposed hierarchical structure, in which six or eight motion parameters are estimated by a parameter verification process in a low-resolution image, whose size is equal to one fourth of that of an original image. AMPEM uses the same hierarchical structure with the motion detection criterion that measures the amount of motion based on the temporal co-occurrence matrices for adaptive estimation of the motion parameters. This method is fast and easily implemented using parallel processing techniques. Theoretical analysis and computer simulation show that the peak signal to noise ratio (PSNR) of the image reconstructed by the proposed method lies between those of images reconstructed by the conventional 6- and 8-parameter estimation methods with a greatly reduced computational load by a factor of about four.

Estimation for the generalized exponential distribution under progressive type I interval censoring (일반화 지수분포를 따르는 제 1종 구간 중도절단표본에서 모수 추정)

  • Cho, Youngseukm;Lee, Changsoo;Shin, Hyejung
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1309-1317
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    • 2013
  • There are various parameter estimation methods for the generalized exponential distribution under progressive type I interval censoring. Chen and Lio (2010) studied the parameter estimation method by the maximum likelihood estimation method, mid-point approximation method, expectation maximization algorithm and methods of moments. Among those, mid-point approximation method has the smallest mean square error in the generalized exponential distribution under progressive type I interval censoring. However, this method is difficult to derive closed form of solution for the parameter estimation using by maximum likelihood estimation method. In this paper, we propose two type of approximate maximum likelihood estimate to solve that problem. The simulation results show the obtained estimators have good performance in the sense of the mean square error. And proposed method derive closed form of solution for the parameter estimation from the generalized exponential distribution under progressive type I interval censoring.

Maximum penalized likelihood estimation for a stress-strength reliability model using complete and incomplete data

  • Hassan, Marwa Khalil
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.355-371
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    • 2018
  • The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

Vocabulary Recognition Performance Improvement using a convergence of Bayesian Method for Parameter Estimation and Bhattacharyya Algorithm Model (모수 추정을 위한 베이시안 기법과 바타차랴 알고리즘을 융합한 어휘 인식 성능 향상)

  • Oh, Sang-Yeob
    • Journal of Digital Convergence
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    • v.13 no.10
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    • pp.353-358
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    • 2015
  • The Vocabulary Recognition System made by recognizing the standard vocabulary is seen as a decline of recognition when out of the standard or similar words. In this case, reconstructing the system in order to add or extend a range of vocabulary is a way to solve the problem. This paper propose configured Bhattacharyya algorithm standing by speech recognition learning model using the Bayesian methods which reflect parameter estimation upon the model configuration scalability. It is recognized corrected standard model based on a characteristic of the phoneme using the Bayesian methods for parameter estimation of the phoneme's data and Bhattacharyya algorithm for a similar model. By Bhattacharyya algorithm to configure recognition model evaluates a recognition performance. The result of applying the proposed method is showed a recognition rate of 97.3% and a learning curve of 1.2 seconds.

Reliability Evaluation of Parameter Estimation Methods of Probability Density Function for Estimating Probability Rainfalls (확률강우량 추정을 위한 확률분포함수의 매개변수 추정법에 대한 신뢰성 평가)

  • Han, Jeong-Woo;Kwon, Hyun-Han;Kim, Tae-Woong
    • Journal of the Korean Society of Hazard Mitigation
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    • v.9 no.6
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    • pp.143-151
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    • 2009
  • Extreme hydrologic events cause serious disaster, such as flood and drought. Many researchers have an effort to estimate design rainfalls or discharges. This study evaluated parameter estimation methods to estimate probability rainfalls with low uncertainty which will be used in design rainfalls. This study collected rainfall data from Incheon, Gangnueng, Gwangju, Busan, and Chupungryong gage station, and generated synthetic rainfall data using ARMA model. This study employed the maximum likelihood method and the Bayesian inference method for estimating parameters of the Gumbel and GEV distribution. Using a bootstrap resampling method, this study estimated the confidence intervals of estimated probability rainfalls. Based on the comparison of the confidence intervals, this study recommended a proper parameter estimation method for estimating probability rainfalls which have a low uncertainty.