• Title/Summary/Keyword: parameters estimation

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A Study on Cost Function of Korea Railroad Industry( I ) (우리나라 철도산업의 비용함수추정 연구(I))

  • Yoo Jae-Kyun;Kim Kyoung-Tae
    • Proceedings of the KSR Conference
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    • 2004.06a
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    • pp.392-396
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    • 2004
  • The number of parameters and the number of samples are the key point of trans-log cost function which studied recently. Most of models show that the number of parameters is more than the number of samples. Therefore, these studies gave unreliability of the estimation results. First, we surveyed theoretical cases and researches for the formulation of cost function of railroad industry. Second, we will suggest trans-log cost function by analyzing cost data of KNR. And, the cumulative data will be needed for the confidence of estimation results.

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Design of a gyroscope with minimal error covariance (오차공분산을 최소화하는 자이로스코프의 설계)

  • 강태삼;이장규
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10a
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    • pp.264-267
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    • 1991
  • In this paper, a new application method of the Kalman filter to desigin a gyro is proposed. The role of a gyro is the estimation of an input rate with minimal error covariance. The size of the error covariance depends on gyro's parameters, which makes it possible to use the parameters of gyro to minimze the estimation error covariance. Numerical analysis shows that the error covariance becomes smaller as the spin axis momentum becomes larger and the damping coefficient smaller, but production cost must be considered. Through numerical analysis the parameter set for an acceptable - performance gyro with small cost can be selected.

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ORDER RESTRICTED STATISTICAL INFERENCE ON LORENZ CURVES OF PARETO DISTRIBUTIONS

  • Oh, Myongsik
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.457-470
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    • 2003
  • The comparison of two or more Lorenz curves of Pareto distributions of first kind under arbitrary order restriction is studied. The problem is turned out to be a statistical inference problem concerning scale parameters under order restriction. We assume that the location parameters of Palate distributions are completely unknown. In this paper the maximum likelihood estimation and likelihood ratio tests for and against order restriction are proposed.

Robust Sequential Estimation based on t-distribution with forgetting factor for time-varying speech (망각소자를 갖는 t-분포 강인 연속 추정을 이용한 음성 신호 추정에 관한 연구)

  • 이주헌
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1998.08a
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    • pp.470-474
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    • 1998
  • In this paper, to estimate the time-varying parameters of speech signal, we use the robust sequential estimator based on t-distribution and, for time-varying signal, introduce the forgetting factor. By using the RSE based on t-distribution with small degree of freedom, we can alleviate efficiently the effects of outliers to obtain the better performance of parameter estimation. Moreover, by the forgetting factor, the proposed algorithm can estimate the accurate parameters under the rapid variation of speech signal.

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Identification of Linear Structural Systems (선형 구조계의 동특성 추정법)

  • 윤정방
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1989.10a
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    • pp.46-50
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    • 1989
  • Methods for the estimation of the coefficient matrices in the equation of motion for a linear multi-degree-of-freedom structure arc studied. For this purpose, the equation of motion is transformed into an auto-regressive and moving average with auxiliary input (ARMAX) model. The ARMAX parameters are evaluated using several methods of parameter estimation; such as toe least squares, the instrumental variable, the maximum likelihood and the limited Information maximum likelihood methods. Then the parameters of the equation of motion are recovered therefrom. Numerical example is given for a 3-story building model subjected to an earthquake exitation.

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On the Estimation of Parameters in ALT under Generalized Exponential Distribution

  • Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.923-931
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    • 2005
  • The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

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Comparative Analysis of Design Flood by Different Methods for the Estimation of Parameters in Generalized Gamma Distribution Model (Generalized Gamma 분포 모형의 매개변수 유도 방법에 의한 설계홍수량의 비교분석)

  • Lee Soon-hyuk;Maeng Sung-jin;Ryoo Kyong-sik
    • KCID journal
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    • v.5 no.1
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    • pp.32-46
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    • 1998
  • This study was conducted to derive optimal design floods by generalized gamma distribution model of the annual maximum series at six watersheds along Han and Nag Dong river systems. Design floods obtained by different methods for estimation of parameters

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Efficient Estimation of the Parameters of the Pareto Distribution in the Presence of Outliers

  • Dixit, U.J.;Jabbari Nooghabi, M.
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.817-835
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    • 2011
  • The moment(MM) and least squares(LS) estimations of the parameters are derived for the Pareto distribution in the presence of outliers. Further, we have derived a mixture method(MIX) of estimations with MM and LS that shows that the MIX is more efficient. In the final section we have given an example of actual data from a medical insurance company.

Estimation for Two-Parameter Generalized Exponential Distribution Based on Records

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • v.20 no.1
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    • pp.29-39
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    • 2013
  • This paper derives maximum likelihood estimators (MLEs) and some approximate MLEs (AMLEs) of unknown parameters of the generalized exponential distribution when data are lower record values. We derive approximate Bayes estimators through importance sampling and obtain corresponding Bayes predictive intervals for unknown parameters for lower record values from the generalized exponential distribution. For illustrative purposes, we examine the validity of the proposed estimation method by using real and simulated data.

On Estimating the Parameters of an Extended Form of Logarithmic Series Distribution

  • Kumar, C. Satheesh;Riyaza, A.
    • Communications for Statistical Applications and Methods
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    • v.20 no.5
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    • pp.417-425
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    • 2013
  • We consider an extended version of a logarithmic series distribution and discuss the estimation of its parameters by the method of moments and the method of maximum likelihood. Test procedures are suggested to test the significance of the additional parameter of this distribution and all procedures are illustrated with the help of real life data sets. In addition, a simulation study is conducted to assess the performance of the estimators.