• Title/Summary/Keyword: probability density estimator

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Blind Hopping Phase Estimator in Frequency-Hopped FM and BFSK Systems

  • Kim, Myungsup;Seong, Jinsuk;Lee, Seong-Ro
    • ETRI Journal
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    • v.37 no.1
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    • pp.1-10
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    • 2015
  • A blind hopping phase estimator is proposed for the demodulation of received signals in frequency-hopping spread spectrum systems. The received signals are assumed to be bandwidth limited with a shaping filter, modulated as frequency modulation (FM) or binary frequency shift keying (BFSK), and hopped by predetermined random frequency sequences. In the demodulation procedure in this paper, the hopping frequency tracking is accomplished by choosing a frequency component with maximum amplitude after taking a discrete Fourier transform, and the hopping phase estimator performs the conjugated product of two consecutive signals and moving-average filtering. The probability density function and Cramer-Rao low bound (CRLB) of the proposed estimator are evaluated. The proposed scheme not only is very simple to implement but also performs close to the CRLB in demodulating hopped FM/BFSK signals.

Euclidian Distance Minimization of Probability Density Functions for Blind Equalization

  • Kim, Nam-Yong
    • Journal of Communications and Networks
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    • v.12 no.5
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    • pp.399-405
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    • 2010
  • Blind equalization techniques have been used in broadcast and multipoint communications. In this paper, two criteria of minimizing Euclidian distance between two probability density functions (PDFs) for adaptive blind equalizers are presented. For PDF calculation, Parzen window estimator is used. One criterion is to use a set of randomly generated desired symbols at the receiver so that PDF of the generated symbols matches that of the transmitted symbols. The second method is to use a set of Dirac delta functions in place of the PDF of the transmitted symbols. From the simulation results, the proposed methods significantly outperform the constant modulus algorithm in multipath channel environments.

Sequential Confidence Intervals for Quantiles Based on Recursive Density Estimators

  • Kim, Sung-Kyun;Kim, Sung-Lai
    • Journal of the Korean Statistical Society
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    • v.28 no.3
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    • pp.297-309
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    • 1999
  • A sequential procedure of fixed-width confidence intervals for quantiles satisfying a condition of coverage probability is provided based on recursive density estimators. It is shown that the proposed sequential procedure is asymptotically efficient. In addition, the asymptotic normality for the proposed stopping time is derived.

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Estimation of the exponentiated half-logistic distribution based on multiply Type-I hybrid censoring

  • Jeon, Young Eun;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.27 no.1
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    • pp.47-64
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    • 2020
  • In this paper, we derive some estimators of the scale parameter of the exponentiated half-logistic distribution based on the multiply Type-I hybrid censoring scheme. We assume that the shape parameter λ is known. We obtain the maximum likelihood estimator of the scale parameter σ. The scale parameter is estimated by approximating the given likelihood function using two different Taylor series expansions since the likelihood equation is not explicitly solved. We also obtain Bayes estimators using prior distribution. To obtain the Bayes estimators, we use the squared error loss function and general entropy loss function (shape parameter q = -0.5, 1.0). We also derive interval estimation such as the asymptotic confidence interval, the credible interval, and the highest posterior density interval. Finally, we compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. The average length of 95% intervals and the corresponding coverage probability are also obtained.

THE STUDY OF PARAMETRIC AND NONPARAMETRIC MIXTURE DENSITY ESTIMATOR FOR FLOOD FREQUENCY ANALYSIS

  • Moon, Young-Il
    • Water Engineering Research
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    • v.1 no.1
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    • pp.49-61
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    • 2000
  • Magnitude-frequency relationships are used in the design of dams, highway bridges, culverts, water supply systems, and flood control structures. In this paper, possible techniques for analyzing flood frequency at a site are presented. A currently used approach to flood frequency analysis is based on the concept of parametric statistical inference. In this analysis, the assumption is make that the distribution function describing flood data in known. However, such an assumption is not always justified. Even though many people have shown that the nonparametric method provides a better fit to the data than the parometric method and gives more reliable flood estimates. the noparpmetric method implies a small probability in extrapolation beyond the highest observed data in the sample. Therefore, a remedy is presented in this paper by introducing an estimator which mixes parametric and nonparametric density estimate.

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BERRY-ESSEEN BOUNDS OF RECURSIVE KERNEL ESTIMATOR OF DENSITY UNDER STRONG MIXING ASSUMPTIONS

  • Liu, Yu-Xiao;Niu, Si-Li
    • Bulletin of the Korean Mathematical Society
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    • v.54 no.1
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    • pp.343-358
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    • 2017
  • Let {$X_i$} be a sequence of stationary ${\alpha}-mixing$ random variables with probability density function f(x). The recursive kernel estimators of f(x) are defined by $$\hat{f}_n(x)={\frac{1}{n\sqrt{b_n}}{\sum_{j=1}^{n}}b_j{^{-\frac{1}{2}}K(\frac{x-X_j}{b_j})\;and\;{\tilde{f}}_n(x)={\frac{1}{n}}{\sum_{j=1}^{n}}{\frac{1}{b_j}}K(\frac{x-X_j}{b_j})$$, where 0 < $b_n{\rightarrow}0$ is bandwith and K is some kernel function. Under appropriate conditions, we establish the Berry-Esseen bounds for these estimators of f(x), which show the convergence rates of asymptotic normality of the estimators.

A Blind Hopping Phase Estimator in Hopped FM/BFSK Systems (도약 FM/BFSK 시스템에서 블라인드 도약 위상 추정기)

  • Seong, Jinsuk;Jeong, Min-A;Kim, Kyung-Ho;Lee, Seong Ro
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39C no.7
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    • pp.573-581
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    • 2014
  • We proposed a hopping phase estimator to demodulate the received signals without any hopping information in frequency hopping spread spectrum systems. The demodulation process in this paper is as follows: hopped frequency tracking is accomplished by choosing a frequency component with maximum amplitude after taking discrete Fourier transform and a hopping frequency estimator which estimates the phase generated by hopped frequency is established through difference product and down-sampling. We obtained the probability density function and variance performance of the proposed estimator and confirmed that the analysis and the simulation results were agreed with each other.

Smoothing Parameter Selection in Nonparametric Spectral Density Estimation

  • Kang, Kee-Hoon;Park, Byeong-U;Cho, Sin-Sup;Kim, Woo-Chul
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.231-242
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    • 1995
  • In this paper we consider kernel type estimator of the spectral density at a point in the analysis of stationary time series data. The kernel entails choice of smoothing parameter called bandwidth. A data-based bandwidth choice is proposed, and it is obtained by solving an equation similar to Sheather(1986) which relates to the probability density estimation. A Monte Carlo study is done. It reveals that the spectral density estimates using the data-based bandwidths show comparatively good performance.

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Effective Construction Method of Defect Size Distribution Using AOI Data: Application for Semiconductor and LCD Manufacturing (AOI 데이터를 이용한 효과적인 Defect Size Distribution 구축방법: 반도체와 LCD생산 응용)

  • Ha, Chung-Hun
    • IE interfaces
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    • v.21 no.2
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    • pp.151-160
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    • 2008
  • Defect size distribution is a probability density function for the defects that occur on wafers or glasses during semiconductor/LCD fabrication. It is one of the most important information to estimate manufacturing yield using well-known statistical estimation methods. The defects are detected by automatic optical inspection (AOI) facilities. However, the data that is provided from AOI is not accurate due to resolution of AOI and its defect detection mechanism. It causes distortion of defect size distribution and results in wrong estimation of the manufacturing yield. In this paper, I suggest a size conversion method and a maximum likelihood estimator to overcome the vague defect size information of AOI. The methods are verified by the Monte Carlo simulation that is constructed as similar as real situation.

Bayesian estimation for Rayleigh models

  • Oh, Ji Eun;Song, Joon Jin;Sohn, Joong Kweon
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.875-888
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    • 2017
  • The Rayleigh distribution has been commonly used in life time testing studies of the probability of surviving until mission time. We focus on a reliability function of the Rayleigh distribution and deal with prior distribution on R(t). This paper is an effort to obtain Bayes estimators of rayleigh distribution with three different prior distribution on the reliability function; a noninformative prior, uniform prior and inverse gamma prior. We have found the Bayes estimator and predictive density function of a future observation y with each prior distribution. We compare the performance of the Bayes estimators under different sample size and in simulation study. We also derive the most plausible region, prediction intervals for a future observation.