• Title/Summary/Keyword: unknown parameters

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DIRECTIONAL LOG-DENSITY ESTIMATION

  • Huh, Jib;Kim, Peter T.;Koo, Ja-Yong;Park, Jin-Ho
    • Journal of the Korean Statistical Society
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    • v.33 no.3
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    • pp.255-269
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    • 2004
  • This paper develops log-density estimation for directional data. The methodology is to use expansions with respect to spherical harmonics followed by estimating the unknown parameters by maximum likelihood. Minimax rates of convergence in terms of the Kullback-Leibler information divergence are obtained.

Bayesian Inference for the Two-Parameter Exponential Models : Type-II Censored Case

  • Sohn, Joong-Kweon;Kim, Heon-Joo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.313-335
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    • 1995
  • Suppose that we have $k(k \geq 2)$ populations (or systems), say $\pi_1, \cdots, \pi_k$, to be tested. Under the type-II censored testing without replacement we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population. Also we compare the perfomances of the proposed Bayes estimators with another estiamtors under the Jeffrey-type noninformative prior distribution.

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A study on the Parameter Identification for a Mechanical Dynamic System Using a Time-Domain Extened Kalman Filter Algorithm (시간 영역에서의 Extended Kalman Filter 알고리즘을 이용한 동적 기계 시스템의 파라미터 추정에 관한 연구)

  • 이용복;김창호;사종성;김광식
    • Journal of KSNVE
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    • v.2 no.2
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    • pp.135-140
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    • 1992
  • The Extended Kalman Filter(EKF) algorithm estimates variables and unknown parameters simultaneously and is applied to parameter identification of linear and nonlinear mechanical systems. In this paper, an EKF algorithm was developed through a computer simulation and then applied to a sealing test system as a practical example. Comparing with the frequency domain analysis, it was proved to be a useful alternative for the parameter identification.

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The Comparison Analysis of an Estimators of Nonlinear Regression Model using Monte Carlo Simulation (몬테칼로 시뮬레이션을 이용한 비선형회귀추정량들의 비교 분석)

  • 김태수;이영해
    • Journal of the Korea Society for Simulation
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    • v.9 no.3
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    • pp.43-51
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    • 2000
  • In regression model, we estimate the unknown parameters by using various methods. There are the least squares method which is the most general, the least absolute deviation method, the regression quantile method and the asymmetric least squares method. In this paper, we will compare each others with two cases: firstly the theoretical comparison in the asymptotic sense and then the practical comparison using Monte Carlo simulation for a small sample size.

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A Continuation-Ratio Logits Mixed Model for Structured Polytomous Data

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.187-193
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    • 2006
  • This paper shows how to use continuation-ratio logits for the analysis of structured polytomous data. Here, response categories are considered to have a nested binary structure. Thus, conditionally nested binary random variables can be defined in each step. Two types of factors are considered as independent variables affecting response probabilities. For the purpose of analyzing categorical data with binary nested strutures a continuation-ratio mixed model is suggested. Estimation procedure for the unknown parameters in a suggested model is also discussed in detail by an example.

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Monte Carlo simulation of the estimators for nonlinear regression model (비선형 회귀모형 추정량들의 몬데칼로 시뮬레이션에 의한 비교)

  • 김태수;이영해
    • Proceedings of the Korea Society for Simulation Conference
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    • 2000.11a
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    • pp.6-10
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    • 2000
  • In regression model we estimate the unknown parameters using various methods. There are the least squares method which is the most general, the least absolute deviation, the regression quantile and the asymmetric least squares method. In this paper, we will compare each others with two case: to begin with the theoretical comparison in the asymptotic sense, and then the practical comparison using Monte Carlo simulation for a small sample size.

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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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Phase Compensation of Fuzzy Control Systems and Realization of Neuro-fuzzy Compenastors

  • Tanaka, Kazuo;Sano, Manabu
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1993.06a
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    • pp.845-848
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    • 1993
  • This paper proposes a design method of fuzzy phase-lead compensator and its self-learning by neural network. The main feature of the fuzzy phase-lead compensator is to have parameters for effectively compensating phase characteristics of control systems. An important theorem which is related to phase-lead compensation is derived by introducing concept of frequency characteristics. We propose a design procedure of fuzzy phase-lead compensators for linear controlled objects. Furthermore, we realize a neuro-fuzzy compensator for unknown or nonlinear controlled objects by using Widrow-Hoff learning rule.

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Identification of Motion Platform Using the Signal Compression Method with Pre-Processor and Its Application to Siding Mode Control

  • Park, Min-Kyu;Lee, Min-Cheol
    • Journal of Mechanical Science and Technology
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    • v.16 no.11
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    • pp.1379-1394
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    • 2002
  • In case of a single input single output (SISO) system with a nonlinear term, a signal compression method is useful to identify a system because the equivalent impulse response of linear part from the system can be extracted by the method. However even though the signal compression method is useful to estimate uncertain parameters of the system, the method cannot be directly applied to a unique system with hysteresis characteristics because it cannot estimate all of the two different dynamic properties according to its motion direction. This paper proposes a signal compression method with a pre-processor to identify a unique system with two different dynamics according to its motion direction. The pre-processor plays a role of separating expansion and retraction properties from the system with hysteresis characteristics. For evaluating performance of the proposed approach, a simulation to estimate the assumed unknown parameters for an arbitrary known model is carried out. A motion platform with several single-rod cylinders is a representative unique system with two different dynamics, because each single-rod cylinder has expansion and retraction dynamic properties according to its motion direction. The nominal constant parameters of the motion platform are experimentally identified by using the proposed method. As its application, the identified parameters are applied to a design of a sliding mode controller for the simulator.

Goodness-of-fit tests for randomly censored Weibull distributions with estimated parameters

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.519-531
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    • 2017
  • We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.