• Title/Summary/Keyword: point estimator

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An Analysis of the Efficiency of Item-based Agricultural Cooperative Using the DEA Model (확률적 DEA모형에 의한 품목농협의 효율성 분석)

  • Lee, Sang-Ho
    • Journal of agriculture & life science
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    • v.45 no.6
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    • pp.279-289
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    • 2011
  • The purpose of this study is to estimate efficiency of item-based agricultural cooperative by using Data Envelopment Analysis. A proposed method employs a bootstrapping approach to generating efficiency estimates through Monte Carlo simulation resampling process. The technical efficiency, pure technical efficiency, and scale efficiency measure of item-based agricultural cooperative is 0.80, 0.87, 0.93 respectively. However the bias-corrected estimates are less than those of DEA. We know that the DEA estimator is an upward biased estimator. In technical efficiency, average lower and upper confidence bounds of 0.726 and 0.8747. According to these results, the DEA bootstrapping model used here provides bias-corrected and confidence intervals for the point estimates, it is more preferable.

Error Intensity Function Models for ML Estimation of Signal Parameter, Part I : Model Derivation (신호 파라미터의 ML 추정기법에 대한 에러 밀도 함수 모델에 관한 연구 I : 모델 정립)

  • Joong Kyu Kim
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.30B no.12
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    • pp.1-11
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    • 1993
  • This paper concentrates on models useful for analyzing the error performance of ML(Maximum Likelihood) estimators of a single unknown signal parameter: that is the error intensity model. We first develop the point process representation for the estimation error and the conditional distribution of the estimator as well as the distribution of error candidate point process. Then the error intensity function is defined as the probability dessity of the estimate and the general form of the error intensity function is derived. We then develop several intensity models depending on the way we choose the candidate error locations. For each case, we compute the explicit form of the intensity function and discuss the trade-off among models as well as the extendability to the case of multiple parameter estimation.

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On Asymptotic Properties of Bootstrap for Autoregressive Processes with Regularly Varying Tail Probabilities

  • Kang, Hee-Jeong
    • Journal of the Korean Statistical Society
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    • v.26 no.1
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    • pp.31-46
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    • 1997
  • Let $X_{t}$ = .beta. $X_{{t-1}}$ + .epsilon.$_{t}$ be an autoregressive process where $\mid$.beta.$\mid$ < 1 and {.epsilon.$_{t}$} is independent and identically distriubted with regularly varying tail probabilities. This process is called the asymptotically stationary first-order autoregressive process (AR(1)) with infinite variance. In this paper, we obtain a host of weak convergences of some point processes based on bootstrapping of { $X_{t}$}. These kinds of results can be generalized under the infinite variance assumption to ensure the asymptotic validity of the bootstrap method for various functionals of { $X_{t}$} such as partial sums, sample covariance and sample correlation functions, etc.ions, etc.

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Change Point Estimators in Monitoring the Parameters of an AR(1) plus an Additional Random Error Model

  • Lee, Jae-Heon;Lee, Ho-Yun
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.963-972
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    • 2007
  • When a control chart signals that a special cause is present, process engineers must initiate a search for and an identification of the special cause. Knowing the time of the process change could lead to identify the special cause more quickly, and to take the appropriate actions immediately to improve quality. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the parameters of a process in which the observations can be modeled as a first-order autoregressive(AR(1)) process plus an additional random error.

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A two-parameter discrete distribution with a bathtub hazard shape

  • Sarhan, Ammar M.
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.15-27
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    • 2017
  • This paper introduces a two-parameter discrete distribution based on a continuous two-parameter bathtub distribution. It is the only two-parameter discrete distribution that shows a bathtub-shaped hazard function. Some statistical properties of the distribution are discussed. Three different methods are used to estimate its two unknown parameters. The point estimators of the parameters have no closed form. The bootstrap method is used to estimate the distributions of these point estimators. Different approximations of the interval estimations for the two-parameters are discussed. Real data sets are analyzed to show how this distribution works in practice. A simulation study is performed to investigate the properties of the estimations obtained and compare their performances.

A Study on Estimation of the Delivery Ratio by Flow Duration in a Small-Scale Test Bed for Managing TMDL in Nakdong River (낙동강수계 수질오염총량관리를 위한 시범소유역 유황별 유달율 산정방법 연구)

  • Shon, Tae-Seok;Park, Jae-Bum;Shin, Hyun-Suk
    • Journal of Korean Society on Water Environment
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    • v.25 no.5
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    • pp.792-802
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    • 2009
  • The objective of this study is to construct the watershed management system with link of the non-point sources model and to estimate delivery ratio duration curves for various pollutants. For the total water pollution load management system, non-point source model should be performed with the study of the characteristic about non-point sources and loadings of non-point source and the allotment of pollutant in each area. In this study, daily flow rates and delivered pollutant loads of Nakdong river basin are simulated with modified TANK model and minimum variance unbiased estimator and SWAT model. Based on the simulation results, flow duration curves, load duration curves, and delivery ratio duration curves have been established. Then GIS analysis is performed to obtain several hydrological geomorphic characteristics such as watershed area, stream length, watershed slope and runoff curve number. As a result, the SWAT simulation results show good agreements in terms of discharge, BOD, TN, TP but for more exact simulation should be kept studying about variables and parameters which are needed for simulation. And as a result of the characteristic discharges, pollutants loading with the runoff and delivery ratios, non-point sources effects were higher than point sources effects in the small-scale test bed of Nakdong river basin.

Performance Improvement of the Smart Antenna Placed in Wi-Fi Access Point (와이파이AP 용 FFT 전단 스마트안테나의 성능 개선)

  • Hong, Young-Jin
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.5
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    • pp.2437-2442
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    • 2013
  • OFDM Wi-Fi AP is susceptible to the co-channel interference. As a countermeasure, the insertion of a smart has been addressed. Despite of the guaranteed efficiency, the complexity of the post-FFT algorithm often keeps itself from being selected as the countermeasure. Instead, simply constructed pre-FFT smart antenna of which the algorithm is based on the received signal covariance matrix is commonly used and the mathematical modeling of it has been deployed. Computer simulations evaluating the improved BER characteristics of the proposed pre-FFT using the covariance matrix of channel estimator output have been carried out. It has been demonstrated that channel matrix output based smart antenna is superior to that using received signal covariance matrix.

Comparisons of Object Recognition Performance with 3D Photon Counting & Gray Scale Images

  • Lee, Chung-Ghiu;Moon, In-Kyu
    • Journal of the Optical Society of Korea
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    • v.14 no.4
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    • pp.388-394
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    • 2010
  • In this paper the object recognition performance of a photon counting integral imaging system is quantitatively compared with that of a conventional gray scale imaging system. For 3D imaging of objects with a small number of photons, the elemental image set of a 3D scene is obtained using the integral imaging set up. We assume that the elemental image detection follows a Poisson distribution. Computational geometrical ray back propagation algorithm and parametric maximum likelihood estimator are applied to the photon counting elemental image set in order to reconstruct the original 3D scene. To evaluate the photon counting object recognition performance, the normalized correlation peaks between the reconstructed 3D scenes are calculated for the varied and fixed total number of photons in the reconstructed sectional image changing the total number of image channels in the integral imaging system. It is quantitatively illustrated that the recognition performance of the photon counting integral imaging system can be similar to that of a conventional gray scale imaging system as the number of image viewing channels in the photon counting integral imaging (PCII) system is increased up to the threshold point. Also, we present experiments to find the threshold point on the total number of image channels in the PCII system which can guarantee a comparable recognition performance with a gray scale imaging system. To the best of our knowledge, this is the first report on comparisons of object recognition performance with 3D photon counting & gray scale images.

Tensor-Based Channel Estimation Approach for One-Way Multi-Hop Relaying Communications

  • Li, Shuangzhi;Mu, Xiaomin;Guo, Xin;Yang, Jing;Zhang, Jiankang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.12
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    • pp.4967-4986
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    • 2015
  • Multi-hop relaying communications have great potentials in improving transmission performance by deploying relay nodes. The benefit is critically dependent on the accuracy of the channel state information (CSI) of all the transmitting links. However, the CSI has to be estimated. In this paper, we investigate the channel estimation problem in one-way multi-hop MIMO amplify-and-forward (AF) relay system, where both the two-hop and three-hop communication link exist. Traditional point-to-point MIMO channel estimation methods will result in error propagation in estimating relay links, and separately tackling the channel estimation issue of each link will lose the gain as part of channel matrices involved in multiple communication links. In order to exploit all the available gains, we develop a novel channel estimation model by structuring different communication links using the PARAFAC and PARATUCK2 tensor analysis. Furthermore, a two-stage fitting algorithm is derived to estimate all the channel matrices involved in the communication process. In particular, essential uniqueness is further discussed. Simulation results demonstrate the advantage and effectiveness of the proposed channel estimator.

Balance Control of a Biped Robot Using the ZMP State Prediction of the Kalman Estimator (칼만예측기의 ZMP 상태추정을 통한 이족로봇의 균형제어기법)

  • Park, Sang-Bum;Han, Young-Jun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.16 no.5
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    • pp.601-607
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    • 2006
  • This paper proposes a novel balance control scheme of a biped robot to predict the next position of ZMP using Kalman Filter. The mathematical model of the biped robot is generally approximated by 3D-LIPM(3D-Linear Inverted Pendulum Mode), but it cannot completely express the robot's dynamics. The stability of the biped robot depends on whether the ZMP(Zero Moment Point) position is in the stability region or out of. And the internal error between the robot mechanism and its model could affect the stability of a robot. Therefore, the proposed balance control not reduces the internal error, but also timely generates the proper control. The experiment of the proposed balance control is simulated on the virtual workspace where the biped robot may encounter with various difficulties.