• Title/Summary/Keyword: unbiased estimation

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Estimation on a two-parameter Rayleigh distribution under the progressive Type-II censoring scheme: comparative study

  • Seo, Jung-In;Seo, Byeong-Gyu;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.91-102
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    • 2019
  • In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

Unbiased blind channel estimation-based blind channel equalization for SIMO channel (SIMO 채널에서 바이어스가 없는 블라인드 채널 추정을 이용한 블라인드 채널 등화)

  • 변을출;안경승;백흥기
    • Proceedings of the IEEK Conference
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    • 2001.09a
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    • pp.829-832
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    • 2001
  • 본 논문에서는 2차 통계치를 이용하여 패널추징 및 등화 기법을 제안하였다. 기존의 채널 추정 알고리듬은 잡음이 없는 환경에서 LS방법을 이용하기 때문에 잡음이 강한 패널에서는 원하는 성능을 얻을 수 없는 단점이 있다. 수신신호의 상관행렬의 최소 고유값에 대응하는 고유벡터는 채널의 임펄스 응답에 관한 정보를 포함하고 있다. 이러한 고유 벡터를 매시간마다 갱신시키면서 구하는 적응 알고리듬을 제안하고 이를 이용하여 블라인드 채널 추정 및 등화기 파라미터를 추정하였다. 제안한 알고리듬은 잡음에 강인한 특성을 보일 뿐 아니라 기존의 알고리듬들 보다 우수한 채널 추정 및 등화 성능을 모의 실험을 통하여 검증하였다.

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Estimation of Normal Variance Considered Prior Information

  • Lee, Sang-do;Lee, Dong-choon;Park, Ki-joo
    • Journal of Korean Society for Quality Management
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    • v.17 no.2
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    • pp.55-63
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    • 1989
  • In this paper we present the shrunken testing estimator for the variance of normal population and we find the condition that can be used in seeking the situations in which the proposed estimator is superior to the minimum variance unbiased estimator.

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On the Performance of Empiricla Bayes Simultaneous Interval Estimates for All Pairwise Comparisons

  • Kim, Woo-Chul;Han, Kyung-Soo
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.161-181
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    • 1995
  • The goal of this article is to study the performances of various empirical Bayes simultaneous interval estimates for all pairwise comparisons. The considered empirical Bayes interval estimaters are those based on unbiased estimate, a hierarchical Bayes estimate and a constrained hierarchical Bayes estimate. Simulation results for small sample cases are given and an illustrative example is also provided.

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Estimation of the Lorenz Curve of the Pareto Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.285-292
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    • 1999
  • In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.

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On the Estimation of Reliability Functions for the Freund Model

  • Hong, Yeon-Woong;Lee, Jae-Man;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.79-83
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    • 1997
  • This paper considers the problem of estimating the model parameters and reliability functions for Freund bivariate exponential distribution. Uniformly minimum variance unbiased estimators for model parameters, joint reliability and marginal reliability functions are obtained in the both case of non-identically distributed marginals and identically distributed marginals.

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Small Domain Estimation of the Proportion Using Survey Weights

  • Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.1179-1189
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    • 2007
  • In this paper, we estimate the proportion of individuals having health insurance in a given year for several small domains cross-classified by age, sex and other demographic characteristics using the data provided by the National Center for Health Statistics(NCHS). We employ Bayesian as well as frequentist methodology to obtain small domain estimates and the associated measures of precision. One of the new features of our study is that we utilize the survey weights along with the model to derive the small domain estimates.

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Usage of auxiliary variable and neural network in doubly robust estimation

  • Park, Hyeonah;Park, Wonjun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.659-667
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    • 2013
  • If the regression model or the propensity model is correct, the unbiasedness of the estimator using doubly robust imputation can be guaranteed. Using a neural network instead of a logistic regression model for the propensity model, the estimators using doubly robust imputation are approximately unbiased even though both assumed models fail. We also propose a doubly robust estimator of ratio form using population information of an auxiliary variable. We prove some properties of proposed theory by restricted simulations.

Self Tuning Control of Interconnected System wsing Offset Rejection Techniques (오프셋 제거방식을 이용한 상호연관 시스템의 적응제어)

  • 양흥석;김영철;박용식
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.214-217
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    • 1987
  • In this paper self tuning control of interconnected systems are dealt in view point of large scale system control. The plant model is given in multiple ARMA process. This process is simplified as independent SISO ARMA process having offset terms. This offset was considered as effects of interconnections. In each decentralized system, self tuning controller with instrumental variable method is adopted. As a result, this algorithm enables the parameter estimation to be unbiased and non-drift. This controller contains a new implicit offset rejection technique. Simulation results considers well with the analysis in case of linear interconnection.

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Decentralized Adaptive Control of Interconnected System using Off-Set Modeling (오프셋 모형화 기법을 이용한 상호연관 시스템의 분산형 적응제어)

  • 양흥석;박용식;주성순
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.37 no.12
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    • pp.879-883
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    • 1988
  • In this paper, self tuning control of interconnected systems are dealt in view point of large scale system control. The plant model is given in MIMO ARMA procss. This process is simlified as independent SISO ARMA processes having offset terma, which are considered as effects of interconnections. In each decentralized system, self tuning controller with instrumental variable method is adopted. As a result, this algorithm enables the paramter estimation to be unbiased and non-drift. This controller contains a new implicit offset rejection technique. Simulation results consider well with the analysis in case of linear interconnection.

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