• Title/Summary/Keyword: parameters estimation

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AN APPROPRIATE INFLOW MODEL FOR SIMULTANEOUS DISSOLUTION AND DEGRADATION

  • Lee, Ju-Hyun;Kang, Sung-Kwon;Choi, Hoo-Kyun
    • Honam Mathematical Journal
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    • v.31 no.1
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    • pp.109-124
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    • 2009
  • Based on the observed data for Clarithromycin released, three commonly used inflow models: the power, the exponential, and the logarithmic models are considered. Among them, the power model is used most in practice for simplicity. Using the numerical parameter estimation techniques, the parameters appeared in the model equations are estimated. Through the numerical estimation results using the several experimental data sets, the exponential model turns out to be best among the three models. More specifically, the sum of squares of absolute errors and the sum of squares of relative errors for the exponential model are reduced by 80-95 % for the experimental data sets and 60-90 % for the noise added data sets compared with those for the power and logarithmic models. A typical experimental data set is used in this paper to show the estimation method and its numerical results. The proposed numerical method and its algorithm are designed for estimating the parameters appeared in the model differential equations for which the exact form of the solution is unknown in general. The methodology developed can be applied to more general cases such as the nonlinear ordinary differential equations or the partial differential equations.

AN EMPIRICAL BAYESIAN ESTIMATION OF MONTHLY LEVEL AND CHANGE IN TWO-WAY BALANCED ROTATION SAMPLING

  • Lee, Seung-Chun;Park, Yoo-Sung
    • Journal of the Korean Statistical Society
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    • v.32 no.2
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    • pp.175-191
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    • 2003
  • An empirical Bayesian approach is discussed for estimation of characteristics from the two-way balanced rotation sampling design which includes U.S. Current Population Survey and Canadian Labor Force Survey as special cases. An empirical Bayesian estimator is derived for monthly effect under presence of two types of biases and correlations It is shown that the marginal distribution of observation provides more general correlation structure than that frequentist has assumed. Consistent estimators are derived for hyper-parameters in Normal priors.

PARAMETER ESTIMATION PROBLEM FOR NONHYSTERETIC INFILTRATION IN SOIL

  • CHO, CHUNG-KI;KANG, SUNGKWON;KWON, YONGHOON
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.4 no.1
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    • pp.11-22
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    • 2000
  • Nonhysteretic infiltration in nonswelling soil is modelled by the Burgers equation under appropriate physical conditions. For this nonlinear partial differential equation the modal approximation scheme is used for estimating parameters such as soil water diffusivity and hydraulic conductivity. The parameter estimation convergence is proved, and numerical experiments are performed.

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Improved Blind Multipath Estimation for Long Code DS-CDMA

  • Yu Qian;Bi Guoan;Zhang Gaonan
    • Journal of Communications and Networks
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    • v.7 no.3
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    • pp.278-283
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    • 2005
  • This paper proposes a blind channel estimation scheme for long code direct sequence code division multiple access (DS­CDMA) systems with multipath fading channels. This scheme combines the advantages of Toeplitz displacement and correlation matching methods to achieve improved performance. The basic idea is to remove the effects of noise and interferences with Toeplitz displacement operation and then estimate the multi path channel parameters with the correlation matching method. Simulation results are presented to show that the proposed scheme provides better MSE performance and robustness against the near-far problem.

Improving $L_1$ Information Bound in the Presence of a Nuisance Parameter for Median-unbiased Estimators

  • Sung, Nae-Kyung
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.1-12
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    • 1993
  • An approach to make the information bound sharper in median-unbiased estimation, based on an analogue of the Cramer-Rao inequality developed by Sung et al. (1990), is introduced for continuous densities with a nuisance parameter by considering information quantities contained both in the parametric function of interest and in the nuisance parameter in a linear fashion. This approach is comparable to that of improving the information bound in mean-unbiased estimation for the case of two unknown parameters. Computation of an optimal weight corresponding to the nuisance parameter is also considered.

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Empirical Bayes Estimation of the Binomial and Normal Parameters

  • Hong, Jee-Chang;Inha Jung
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.87-96
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    • 2001
  • We consider the empirical Bayes estimation problems with the binomial and normal components when the prior distributions are unknown but are assumed to be in certain families. There may be the families of all distributions on the parameter space or subfamilies such as the parametric families of conjugate priors. We treat both cases and establish the asymptotic optimality for the corresponding decision procedures.

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Admissible Estimation for Parameters in a Family of Non-regular Densities

  • Byung Hwee Kim;In Hong Chang
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.52-62
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    • 1995
  • Consider an estimation problem under squared error loss in a family of non-regular densities with both terminals of the support being decreasing functions of an unknown parameter. Using Karlin's(1958) technique, sufficient conditions are given for generalized Bayes estimators to be admissible for estimating an arbitrarily positive, monotone parametric function and then treat some examples which illustrate our results.

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Bayesian Estimation via the Griddy Gibbs Sampling for the Laplacian Autoregressive Time Series Model

  • Young Sook Son;Sinsup Cho
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.115-125
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    • 1995
  • This paper deals with the Bayesian estimation for the NLAR(1) model with Laplacian marginals. Assuming the independent uniform priors for two parameters of the NLAT(1) model, the griddy Gbbs sampler by Ritter and Tanner(1992) is used to obtain the Bayesian estimates. Random numbers generated form the uniform priors ate used as the grids for each parameter. Some simulations are conducted and compared with the maximum likelihood estimation result.

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A Study on the Parameter Estimation Algorithm for Nonlinear Systems (비선형 시스템의 계수추정 알고리즘 연구)

  • Lee, Dal-Ho;Seong, Sang-Man
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.7
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    • pp.898-902
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    • 1999
  • In this paper, we proposed an algorithm for estimating parameters of nonlinear continuous-discrete state-space system. This algorithm uses the conventional extended Kalman filter(EKF) for estimating state variables, and modifies the recursive prediction error method for parameter estimation of the nonlinear system. Simulation results for both linear and nonlinear measurements under the environment of process and measurement noises show a convincing performance of the proposed algorithm.

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A Note on a New Two-Parameter Lifetime Distribution with Bathtub-Shaped Failure Rate Function

  • Wang, F.K.
    • International Journal of Reliability and Applications
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    • v.3 no.1
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    • pp.51-60
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    • 2002
  • This paper presents the methodology for obtaining point and interval estimating of the parameters of a new two-parameter distribution with multiple-censored and singly censored data (Type-I censoring or Type-II censoring) as well as complete data, using the maximum likelihood method. The basis is the likelihood expression for multiple-censored data. Furthermore, this model can be extended to a three-parameter distribution that is added a scale parameter. Then, the parameter estimation can be obtained by the graphical estimation on probability plot.

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