• Title/Summary/Keyword: parameters estimation

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On the Estimation in Regression Models with Multiplicative Errors

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.193-198
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    • 1999
  • The estimation of parameters in regression models with multiplicative errors is usually based on the gamma or log-normal likelihoods. Under reciprocal misspecification, we compare the small sample efficiencies of two sets of estimators via a Monte Carlo study. We further consider the case where the errors are a random sample from a Weibull distribution. We compute the asymptotic relative efficiency of quasi-likelihood estimators on the original scale to least squares estimators on the log-transformed scale and perform a Monte Carlo study to compare the small sample performances of quasi-likelihood and least squares estimators.

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Bayes Estimation of Two Ordered Exponential Means

  • Hong, Yeon-Woong;Kwon, Yong-Mann
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.273-284
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    • 2004
  • Bayes estimation of parameters is considered for two independent exponential distributions with ordered means. Order restricted Bayes estimators for means are obtained with respect to inverted gamma, noninformative prior and uniform prior distributions, and their asymptotic properties are established. It is shown that the maximum likelihood estimator, restricted maximum likelihood estimator, unrestricted Bayes estimator, and restricted Bayes estimator of the mean are all consistent and have the same limiting distribution. These estimators are compared with the corresponding unrestricted Bayes estimators by Monte Carlo simulation.

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Statistical Analysis of Bending-Strength Data of Ceramic Matrix Composites : Estimation of Weibull Shape Parameter (세라믹 복합체의 굽힘강도 데이터의 통계적분석 : 와이블 형상모수의 추정과 비교를 중심으로)

  • 전영록
    • Journal of Applied Reliability
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    • v.1 no.1
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    • pp.17-33
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    • 2001
  • The characteristics of Weibull distribution are investigated as a function of shape parameter. The statistical estimation methods of the shape parameter and statistical comparison methods of two or more shape parameters are studied. Assuming Weibull distribution, statistical analysis of bending-strength data of alumina titanium carbide ceramic matrix composites machined two different methods are performed.

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Sequential Estimation of variable width confidence interval for the mean

  • Kim, Sung Lai
    • Journal of the Chungcheong Mathematical Society
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    • v.14 no.2
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    • pp.47-54
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    • 2001
  • Let {Xn, n = 1,2,${\cdots}$} be i.i.d. random variables with the only unknown parameters mean ${\mu}$ and variance a ${\sigma}^2$. We consider a sequential confidence interval C1 for the mean with coverage probability 1-${\alpha}$ and expected length of confidence interval $E_{\theta}$(Length of CI)/${\mid}{\mu}{\mid}{\leq}k$ (k : constant) and give some asymptotic properties of the stopping time in various limiting situations.

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Channel Estimation for WLAN System Employing CCK Modulation in Multipath Fading Channels

  • Cho, Jin-Woong;Kang, Cheol-Ho
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.11 no.8
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    • pp.1437-1443
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    • 2000
  • This paper considers a channel estimation technique in a wireless local area network (WLAN) system with complementary code keying (CCK) signaling over multipath fading channels. This scheme uses the maximum correlator output of RAKE receiver for the extraction of the channel parameters. The performance of the proposed detection technique is compared with that of a noncoherent detection technique, and a significant improvement of performance is observed in terms of the bit error probability.

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Dead Beat Controlled PWM Inverter with On Line Parameter Estimation (적응 추정 기법을 이용한 PWM 인버터의 Dead Beat 제어)

  • Roh, Chung-Wook;Moon, Gun-Woo;Jung, Young-Seok;Yoon, Myung-Joong
    • Proceedings of the KIEE Conference
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    • 1995.07a
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    • pp.388-390
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    • 1995
  • A new control scheme based on dead beat control with adaptive parameter estimation for PWM Inverter is proposed. The proposed scheme updates dead beat control parameters continouously, and make PWM inverter excellent performance at any load or parameter condition. Simulation results show very attractive features in this proposed scheme.

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Maximum Likelihood Estimation of Lifetime Distribution under Stress Bounded Ramp Tests: The Case Where Stress Loaded from Use Condition (스트레스 한계가 있는 램프시험하에서 신뢰수명분포의 최우추정: 사용조건에서부터 스트레스를 가하는 경우)

  • 전영록
    • Journal of Korean Society for Quality Management
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    • v.25 no.2
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    • pp.1-14
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    • 1997
  • This paper considers maximum likelihood (ML) estimation of lifetime distribution under stress bounded ramp tests in which the stress is increased linearly from used condition stress to the stress u, pp.r bound. The following assumptions are used: exponential lifetime distribution under a constant stress, an inverse power law relationship between stress and mean of exponential lifetime distribution, and a cumulative exposure model for the effect of changing stress. Likelihood equations for the parameters involved in the model and asymptotic distribution of the estimators are obtained, and a numerical example is given.

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Adaptive Parametric Estimation and Classification of Remotely Sensed Imagery Using a Pyramid Structure

  • Kim, Kyung-Sook
    • Korean Journal of Remote Sensing
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    • v.7 no.1
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    • pp.69-86
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    • 1991
  • An unsupervised region based image segmentation algorithm implemented with a pyramid structure has been developed. Rather than depending on thraditional local splitting and merging of regions with a similarity test of region statistics, the algorithm identifies the homogenous and boundary regions at each level of pyramid, then the global parameters of esch class are estimated and updated with values of the homogenous regions represented at the level of the pyramid using the mixture distribution estimation. The image is then classified through the pyramid structure. Classification results obtained for both simulated and SPOT imagery are presented.

A Study on Reliability Evaluation of Application Software using Binomial-Type Model (이항형 모형을 이용한 응용 소프트웨어 의 신뢰성 평가에 관한 연구)

  • 조성건;이상철
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.15 no.25
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    • pp.53-62
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    • 1992
  • Computer software users develop and utilize their application software by themselves since Processing methods are different by quantity and qualify of the information The developed model needs input data and error numbers generated during the testing phases. However. total error numbers of the existing model and each error time was needed as data for developing the new model. But, maximum likelihood estimation must be used to exponential model of binomial-type and estimating of parameters by using the searched data. Parameter estimation can be done with trial and error or simulation.

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Parameter Estimation of Permanent Magnet Synchronous Motors using a Least Squares Method (최소자승법을 이용한 영구자석 동기전동기의 파라미터 추정)

  • Kwon, Ki-Hoon;Lee, Kyo-Beum
    • Proceedings of the KIPE Conference
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    • 2018.11a
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    • pp.175-176
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    • 2018
  • This paper presents a method to estimate the parameter of permanent magnet synchronous motor using a least squares method. The approximate solution of the linear simultaneous equations is obtained by the pseudoinverse least squares method of the input current and output voltage data of the current controller. It is possible to obtain the current response of the same bandwidth to the general control target by using the Pole-zero Cancellation technique. This paper verifies the performance of the proposed method by comparing the results of estimation of parameters of different motors by simulation.

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