THE ASYMPTOTIC DISTRIBUTIONS OF EMPIRICAL LIKELIHOOD RATIO STATISTICS IN THE PRESENCE OF MEASUREMENT ERROR

Suppose that several different imperfect instruments and one perfect instrument are independently used to measure some characteristics of a population. Thus, measurements of two or more sets of samples with varying accuracies are obtained. Statistical inference should be based on the pooled samples. In this article, the authors also assumes that all the imperfect instruments are unbiased. They consider the problem of combining this information to make statistical tests for parameters more relevant. They define the empirical likelihood ratio functions and obtain their asymptotic distributions in the presence of measurement error.

ASYMPTOTIC DISTRIBUTION OF LIKELIHOOD RATIO STATISTIC FOR TESTING SPHERICTY IN GROWTH CURVE MODELS

In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose to the null hypothesis. These expansions are given in series form of beta distributions.

Asymptotic properties and expectation-maximization algorithm for maximum likelihood estimates of the parameters from Weibull-Logarithmic model

In this article, we consider a lifetime distribution, the Weibull-Logarithmic distri- bution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood inference using EM algorithm. Asymptotic properties of the MLEs are obtained and extensive simulations are conducted to assess the performance of parameter estimation. A numerical example is used to illustrate the application.

A Note on Approximation of Likelihood Ratio Statistic in Exploratory Factor Analysis

In normal theory exploratory factor analysis, likelihood ratio (LR) statistic plays an important role in evaluating the goodness-of-fit of the model. In this paper, we derive an approximation of the LR statistic. The approximation is then used to show explicitly that the expectation of the LR statistic agrees with the degrees of freedom of the asymptotic chi-square distribution.

Maximum likelihood channel estimation algorithm combines logarithm likelihood ratio decoding in the coal mine application

The environment of the wireless communication system in the coal mine has unique characteristics： great noise, strong multiple path interference, and the wireless communication of orthogonal frequency division multiplexing （OFDM） in underground coal mine is sensitive to the frequency selection of multiple path fading channel, whose decoding is separated from the traditional channel estimation algorithm. In order to increase its accuracy and reliability, a new iterating channel estimation algorithm combining the logarithm likelihood ratio （LLR） decode iterate based on the maximum likelihood estimation （ML） is proposed in this paper, which estimates iteration channel in combination with LLR decode. Without estimating the channel noise power, it exchanges the information between the ML channel estimation and the LLR decode using the feedback information of LLR decode. The decoding speed is very quick, and the satisfied result will be obtained by iterating in some time. The simulation results of the shortwave broadband channel in the coal mine show that the error rate of the system is basically convergent after the iteration in two times.

On a New Version of Weibull Model:Statistical Properties,Parameter Estimation and Applications

In this paper,we introduce a new four-parameter version of the traditional Weibull distribution.It is able to provide seven shapes of hazard rate,including constant,decreasing,increasing,unimodal,bathtub,unimodal then bathtub,and bathtub then unimodal shapes.Some basic characteristics of the proposedmodel are studied,including moments,entropies,mean deviations and order statistics,and its parameters are estimated using the maximum likelihood approach.Based on the asymptotic properties of the estimators,the approximate confidence intervals are also taken into consideration in addition to the point estimators.We examine the effectiveness of the maximum likelihood estimators of the model’s parameters through simulation research.Based on the simulation findings,it can be concluded that the provided estimators are consistent and that asymptotic normality is a good method to get the interval estimates.Three actual data sets for COVID-19,engineering and blood cancer are used to empirically demonstrate the new distribution’s usefulness inmodeling real-world data.The analysis demonstrates the proposed distribution’s ability in modeling many forms of data as opposed to some of its well-known sub-models,such as alpha powerWeibull distribution.

A Measurement Theoretical Foundation of Statistics

It is a matter of course that Kolmogorov’s probability theory is a very useful mathematical tool for the analysis of statistics. However, this fact never means that statistics is based on Kolmogorov’s probability theory, since it is not guaranteed that mathematics and our world are connected. In order that mathematics asserts some statements concerning our world, a certain theory (so called “world view”) mediates between mathematics and our world. Recently we propose measurement theory (i.e., the theory of the quantum mechanical world view), which is characterized as the linguistic turn of quantum mechanics. In this paper, we assert that statistics is based on measurement theory. And, for example, we show, from the pure theoretical point of view (i.e., from the measurement theoretical point of view), that regression analysis can not be justified without Bayes’ theorem. This may imply that even the conventional classification of (Fisher’s) statistics and Bayesian statistics should be reconsidered.

The Lambert-G Family:Properties,Inference,and Applications

This study proposes a new flexible family of distributions called the Lambert-G family.The Lambert family is very flexible and exhibits desirable properties.Its three-parameter special sub-models provide all significantmonotonic and non-monotonic failure rates.A special sub-model of the Lambert family called the Lambert-Lomax(LL)distribution is investigated.General expressions for the LL statistical properties are established.Characterizations of the LL distribution are addressed mathematically based on its hazard function.The estimation of the LL parameters is discussed using six estimation methods.The performance of this estimation method is explored through simulation experiments.The usefulness and flexibility of the LL distribution are demonstrated empirically using two real-life data sets.The LL model better fits the exponentiated Lomax,inverse power Lomax,Lomax-Rayleigh,power Lomax,and Lomax distributions.

Revisit the Two Sample t-Test with a Known Ratio of Variances

Inference for the difference of two independent normal means has been widely studied in staitstical literature. In this paper, we consider the case that the variances are unknown but with a known relationship between them. This situation arises frequently in practice, for example, when two instruments report averaged responses of the same object based on a different number of replicates, the ratio of the variances of the response is then known, and is the ratio of the number of replicates going into each response. A likelihood based method is proposed. Simulation results show that the proposed method is very accurate even when the sample sizes are small. Moreover, the proposed method can be extended to the case that the ratio of the variances is unknown.

Statistical Distributions of Ambient Air Pollutants in Shanghai, China

Objective To determine the best statistical distribution of concentration data of major air pollutants in Shanghai. Methods Four types of theoretic distributions (lognormal, gamma, Pearson V and extreme value) were chosen to fit daily average concentration data of PM10, SO2 and NO2 from June 1, 2000 to May 31, 2003 in Shanghai by using the maximum likelihood method. The fit results were evaluated by Chi-square test. Results The best-fit distributions for PM10,SO2 and NO2 concentrations in Shanghai were lognormal, Pearson V, and extreme value distributions, respectively. Conclusion The results can be further applied to local air pollution prediction and control, e.g., the probabilities exceeding the air quality standard and emission source reduction of air pollutant concentration to meet the standard.

A Review of the Logistic Regression Model with Emphasis on Medical Research

This study explored and reviewed the logistic regression (LR) model, a multivariable method for modeling the relationship between multiple independent variables and a categorical dependent variable, with emphasis on medical research. Thirty seven research articles published between 2000 and 2018 which employed logistic regression as the main statistical tool as well as six text books on logistic regression were reviewed. Logistic regression concepts such as odds, odds ratio, logit transformation, logistic curve, assumption, selecting dependent and independent variables, model fitting, reporting and interpreting were presented. Upon perusing the literature, considerable deficiencies were found in both the use and reporting of LR. For many studies, the ratio of the number of outcome events to predictor variables (events per variable) was sufficiently small to call into question the accuracy of the regression model. Also, most studies did not report on validation analysis, regression diagnostics or goodness-of-fit measures;measures which authenticate the robustness of the LR model. Here, we demonstrate a good example of the application of the LR model using data obtained on a cohort of pregnant women and the factors that influence their decision to opt for caesarean delivery or vaginal birth. It is recommended that researchers should be more rigorous and pay greater attention to guidelines concerning the use and reporting of LR models.

Monty Hall Problem and the Principle of Equal Probability in Measurement Theory

In this paper, we study the principle of equal probability (i.e., unless we have sufficient reason to regard one possible case as more probable than another, we treat them as equally probable) in measurement theory (i.e., the theory of quantum mechanical world view), which is characterized as the linguistic turn of quantum mechanics with the Copenhagen interpretation. This turn from physics to language does not only realize theremarkable extensionof quantum mechanicsbut alsoestablish the method of science. Our study will be executed in the easy example of the Monty Hall problem. Although our argument is simple, we believe that it is worth pointing out the fact that the principle of equal probability can be, for the first time, clarified in measurement theory (based on the dualism) and not the conventional statistics (based on Kolmogorov’s probability theory).

Inference for the Normal Mean with Known Coefficient of Variation

Inference for the mean of a normal distribution with known coefficient of variation is of special theoretical interest be- cause the model belongs to the curved exponential family with a scalar parameter of interest and a two-dimensional minimal sufficient statistic. Therefore, standard inferential methods cannot be directly applied to this problem. It is also of practical interest because this problem arises naturally in many environmental and agriculture studies. In this paper we proposed a modified signed log likelihood ratio method to obtain inference for the normal mean with known coeffi- cient of variation. Simulation studies show the remarkable accuracy of the proposed method even for sample size as small as 2. Moreover, a new point estimator for the mean can be derived from the proposed method. Simulation studies show that new point estimator is more efficient than most of the existing estimators.

STATISTICAL APPROXIMATION BASED FINE FREQUENCY SYNCHRONIZATION FOR OFDM SYSTEMS

The paper proposes a novel approach for fine frequency synchronization of OFDM syn- chronization systems in multi-path channels. Maximum Likelihood (ML) function of frequency offsets including integral and decimal parts in frequency domain is developed according to the law of great number to eliminate the noise impact of the signal. When the timing delay close to the actual time, the proposed function produces a deep valley indicating frequency offset when large Valley-Square- Error (VSE) appears. Coarse timing offset can also be detected when function’s Valley-Square-Error (VSE) is maximized. Simulation results shows that the proposed algorithm gives very robust estimation of frequency offset, and a coarse timing offset estimation.

Statistical Inference of Truncated Weibull-Rayleigh Distribution: Its Properties and Applications

In this paper, we derived a new distribution named as truncated Weibull Rayleigh (TW-R) distribution. Its characterization and statistical properties are obtained, such as reliability function, hazard function, reversed hazard rate function, cumulative hazard rate function, quantile function, rth moment, incomplete moments, Rényi and q entropies and order statistic. Parameter estimation is implemented using method of maximum-likelihood estimation and Fisher information matrix is derived. Finally, application of the presented new distribution to a real data representing the failure times of 63 airbcraft Windshield is given and its goodness-of-fit is demonstrated. In addition to, comparisons to other models are implemented to show the flexibility of the presented model.

Are Stock Return Dynamics Truly Explosive or Merely Conditionally Leptokurtic? A Case Study on the Impact of Distributional Assumptions in Econometric Modeling

This paper uses the estimation of the Self-Excited Multi Fractal (SEMF) model, which holds theoretical promise but has seen mixed results in practice, as a case study to explore the impact of distributional assumptions on the model fitting process. In the case of the SEMF model, this examination shows that incorporating reasonable distributional assumptions including a non-zero mean and the leptokurtic Student’s t distribution can have a substantial impact on the estimation results and can mean the difference between parameter estimates that imply unstable and potentially explosive volatility dynamics versus ones that describe more reasonable and realistic dynamics for the returns. While the original SEMF model specification is found to yield unrealistic results for most of the series of financial returns to which it is applied, the results obtained after incorporating the Student’s t distribution and a mean component into the model specification suggest that the SEMF model is a reasonable model, implying realistic return behavior, for most, if not all, of the series of stock and index returns to which it is applied in this study. In addition, reflecting the sensitivity of the sample mean to the types of characteristics that the SEMF model is designed to capture, the results of this study also illustrate the value of incorporating the mean component directly into the model and fitting it in conjunction with the other model parameters rather than simply centering the returns beforehand by subtracting the sample mean from them.

The Modi Exponentiated Exponential Distribution

In this study, a new four-parameter distribution called the Modi Exponentiated Exponential distribution was proposed and studied. The new distribution has three shape and one scale parameters. Its mathematical and statistical properties were investigated. The parameters of the new model were estimated using the method of Maximum Likelihood Estimation. Monte Carlo simulation was used to evaluate the performance of the MLEs through average bias and RMSE. The flexibility and goodness-of-fit of the proposed distribution were demonstrated by applying it to two real data sets and comparing it with some existing distributions.

Non-Regular Example of Confidence-Interval Construction

When dealing with a regular (fixed-support) one-parameter distribution, the corresponding maximum-likelihood estimator (MLE) is, to a good approximation, normally distributed. But, when the support boundaries are functions of the parameter, finding good approximation for the sampling distribution of MLE (needed to construct an accurate confidence interval for the parameter’s true value) may get very challenging. We demonstrate the nature of this problem, and show how to deal with it, by a detailed study of a specific situation. We also indicate several possible ways to bypass MLE by proposing alternate estimators;these, having relatively simple sampling distributions, then make constructing a confidence interval rather routine. .

Non-Regular Example of Confidence-Interval Construction

When dealing with a regular (fixed-support) one-parameter distribution, the corresponding maximum-likelihood estimator (MLE) is, to a good approximation, normally distributed. But, when the support boundaries are functions of the parameter, finding good approximation for the sampling distribution of MLE (needed to construct an accurate confidence interval for the parameter’s true value) may get very challenging. We demonstrate the nature of this problem, and show how to deal with it, by a detailed study of a specific situation. We also indicate several possible ways to bypass MLE by proposing alternate estimators;these, having relatively simple sampling distributions, then make constructing a confidence interval rather routine. .

采样频率误差对OFDM系统的影响和估计方法

分析了正交频分多路(OFDM)系统中采样频率偏差对系统性能的影响,提出了一种基于导音的采样频率偏差估计方法.通过建立数学模型,推导出存在采样频率偏移时系统信噪比的近似计算公式,定量地估计采样频率误差对系统性能的影响.结果表明,输入信噪比相同时,采样频率增大将恶化系统性能,采样频率偏差一定时,随输入信噪比或系统子载波数目的增大,系统输出性能恶化进一步加剧.通过连续重发两个相同的OFDM符号,应用最大似然估计方法确定采样频率偏差.分析计算表明,该方法具有简单、精确的特点.