• Journal of the Korean Data and Information Science Society
• /
• 제16권4호
• /
• pp.889-898
• /
• 2005

In this paper we propose a new estimator of relative odds ratio in the two-sample case of proportional odds model under censorship. Also, we show that the estimator consistent and asymptotically normal by using martingale-representation. The efficiency of the proposed is assessed through a simulation study.

• Journal of the Korean Data and Information Science Society
• /
• 제16권2호
• /
• pp.327-334
• /
• 2005

In this paper we propose a new estimator of relative odds ratio in the two-sample case of proportional odds model. Also, we show that the estimator is consistent and asymptotically normal. The efficiency of the proposed is assessed through a simulation study.

• 한국디지털정책학회:학술대회논문집
• /
• 한국디지털정책학회 2006년도 추계학술대회
• /
• pp.327-336
• /
• 2006

The odds ratio is used for assessing the disease-exposure association, because epidemiological data for case-control of cohort studies are often summarized into 2 ${\times}$ 2 tables. In this paper we define the odds ratio function(ORF) that extends odds ratio used on discrete survival event data to continuous survival time data and propose estimation procedures with censored data. The first one is a nonparametric estimator based on the Nelson-Aalen estimator of comulative hazard function, and the others are obtained using the concept of empirical odds ratio. Asymptotic properties such as consistency and weak convergence results are also provided. The ORF provides a simple interpretation and is comparable to survival function or comulative hazard function in comparing two groups. The mean square errors are investigated via Monte Carlo simulation. The result are finally illustrated using the Melanoma data.

• 응용통계연구
• /
• 제25권1호
• /
• pp.101-114
• /
• 2012

자동차보험의 손해율이란 지급보험금의 수입보험료에 대한 비율을 의미한다. 손해율이 매우 큰 값을 갖는 대형손실이 일어나는 경우에는 보험회사의 재무적인 부분에 큰 악영향을 미치게 된다. 따라서 보험회사가 이에 대비할 수 있도록 하기 위하여 손해율의 극단 분위수(extreme quantile)를 추정하는 것은 매우 중요한 일이다. 다른 종류의 보험 관련 데이터와 같이 손해율의 분포는 오른쪽으로 긴 꼬리를 갖는 두꺼운 꼬리분포(heavy-tailed distribution)를 갖는다. 이런 자료에서 극단 분위수룰 추정하기 위하여 가장 많이 사용되는 방법론은 POT(Peaks over threshold)와 Hill 추정(Hill estimation)이다. 본 논문에서는 일반화파레토분포(generalized Pareto distribution; GPD)의 다양한 모수추정방법론의 성능을 모의실험과 실제 손해율 데이터를 사용하여 비교, 분석하였다. 또한 Hill 추정치를 사용하여 극단 분위수를 추정하였다. 그 결과 대부분의 경우에 POT 방법론이 Hill 추정치를 이용한 방법보다 정확한 분위수를 추정하였고, 모수추정방법론 중에서는 MLE, Zhang, NLS-2 방법론이 가장 좋은 결과를 보여주었다.

• The Journal of the Acoustical Society of Korea
• /
• 제29권2E호
• /
• pp.86-99
• /
• 2010

This paper analyzes the performance of various single channel speech enhancement algorithms when they are applied to automatic speech recognition (ASR) systems as a preprocessor. The functional modules of speech enhancement systems are first divided into four major modules such as a gain estimator, a noise power spectrum estimator, a priori signal to noise ratio (SNR) estimator, and a speech absence probability (SAP) estimator. We investigate the relationship between speech recognition accuracy and the roles of each module. Simulation results show that the Wiener filter outperforms other gain functions such as minimum mean square error-short time spectral amplitude (MMSE-STSA) and minimum mean square error-log spectral amplitude (MMSE-LSA) estimators when a perfect noise estimator is applied. When the performance of the noise estimator degrades, however, MMSE methods including the decision directed module to estimate a priori SNR and the SAP estimation module helps to improve the performance of the enhancement algorithm for speech recognition systems.

• ETRI Journal
• /
• 제28권6호
• /
• pp.761-769
• /
• 2006

In this paper, we address the problem of closely spaced source localization using sensor array processing. In particular, the performance efficiency (measured in terms of the root mean square error) of the unconditional maximum likelihood (UML) algorithm for estimating the direction of arrival (DOA) of near-field sources is evaluated. Four parameters are considered in this evaluation: angular separation among sources, signal-to-noise ratio (SNR), number of snapshots, and number of sources (multiple sources). Simulations are conducted to illustrate the UML performance to compute the DOA of sources in the near-field. Finally, results are also presented that compare the performance of the UML DOA estimator with the existing multiple signal classification approach. The results show the capability of the UML estimator for estimating the DOA when the angular separation is taken into account as a critical parameter. These results are consistent in both low SNR and multiple-source scenarios.

• 대한전자공학회:학술대회논문집
• /
• 대한전자공학회 2003년도 하계종합학술대회 논문집 I
• /
• pp.234-237
• /
• 2003

The accuracy of channel estimation significantly affects the performance of coherent OFDM receiver. It is desirable to employ a good channel estimator while requiring low implementation complexity. In this paper, we propose a channel estimator that employs a simple two-dimensional (2-D) moving average (MA) filter as the channel estimation filter. The optimum tap size of the 2-D MA FIR filter is analytically designed in the time and frequency domain in association with the channel condition and pilot signal to interference power ratio. The analytic results can be applied to the design of adaptive channel estimator. Finally, the performance of the proposed channel estimator is verified by computer simulation.

• Journal of the Korean Statistical Society
• /
• 제27권3호
• /
• pp.319-329
• /
• 1998

In the linear regression model with an autocorrelated disturbances, the Cochrane-Orcutt estimator (COE) is a well known alternative to the Generalized Least Squares estimator (GLSE). The efficiency of COE has been studied empirically in a Monte Carlo study when the unknown parameters are estimated by maximum likelihood method. In this paper, it is theoretically proved that the COE is shown to be inferior to the GLSE. The comparisons are based on the difference of corresponding information matrices or the ratio of their determinants.

• Communications for Statistical Applications and Methods
• /
• 제20권5호
• /
• pp.367-376
• /
• 2013

Cut-off sampling is widely used for a highly skewed population like a business survey by discarding a part of the population (the take-nothing stratum). In this paper, we suggest a new composite estimator of the take-nothing stratum total obtained by use of the survey results of the take-nothing stratum and a take-some sub-stratum (a part of take-some stratum) for a more accurate estimate of the population total. Small simulation studies are conducted to compare the performances of known estimators and the new composite estimator suggested in this study. In addition, we use briquette consumption survey data for real data analysis.

• Communications for Statistical Applications and Methods
• /
• 제22권5호
• /
• pp.445-462
• /
• 2015

This article deals with the problem of estimation of the population mean in presence of multi-auxiliary information in two occasion rotation sampling. A multivariate exponential ratio type estimator has been proposed to estimate population mean at current (second) occasion using information on p-additional auxiliary variates which are positively correlated to study variates. The theoretical properties of the proposed estimator are investigated along with the discussion of optimum replacement strategies. The worthiness of proposed estimator has been justified by comparing it to well-known recent estimators that exist in the literature of rotation sampling. Theoretical results are justified through empirical investigations and a detailed study has been done by taking different choices of the correlation coefficients. A simulation study has been conducted to show the practicability of the proposed estimator.