Estimation under a Finite Mixture of Exponentiated Exponential Components Model and Balanced Square Error Loss

By exponentiating each of the components of a finite mixture of two exponential components model by a positive parameter, several shapes of hazard rate functions are obtained. Maximum likelihood and Bayes methods, based on square error loss function and objective prior, are used to obtain estimators based on balanced square error loss function for the parameters, survival and hazard rate functions of a mixture of two exponentiated exponential components model. Approximate interval estimators of the parameters of the model are obtained.

Maximum Likelihood Estimation of the Identification Parameters and Its Correction

By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.

Estimation for constant-stress accelerated life test from generalized half-normal distribution

In the constant-stress accelerated life test, estimation issues are discussed for a generalized half-normal distribution under a log-linear life-stress model. The maximum likelihood estimates with the corresponding fixed point type iterative algorithm for unknown parameters are presented, and the least square estimates of the parameters are also proposed. Meanwhile, confidence intervals of model parameters are constructed by using the asymptotic theory and bootstrap technique. Numerical illustration is given to investigate the performance of our methods.

Stochastic Restricted Maximum Likelihood Estimator in Logistic Regression Model

In the presence of multicollinearity in logistic regression, the variance of the Maximum Likelihood Estimator (MLE) becomes inflated. Siray et al. (2015) [1] proposed a restricted Liu estimator in logistic regression model with exact linear restrictions. However, there are some situations, where the linear restrictions are stochastic. In this paper, we propose a Stochastic Restricted Maximum Likelihood Estimator (SRMLE) for the logistic regression model with stochastic linear restrictions to overcome this issue. Moreover, a Monte Carlo simulation is conducted for comparing the performances of the MLE, Restricted Maximum Likelihood Estimator (RMLE), Ridge Type Logistic Estimator(LRE), Liu Type Logistic Estimator(LLE), and SRMLE for the logistic regression model by using Scalar Mean Squared Error (SMSE).

Estimation of the Stress-Strength Reliability for Exponentiated Pareto Distribution Using Median and Ranked Set Sampling Methods

In reliability analysis,the stress-strength model is often used to describe the life of a component which has a random strength(X)and is subjected to a random stress(Y).In this paper,we considered the problem of estimating the reliability𝑅𝑅=P[Y<X]when the distributions of both stress and strength are independent and follow exponentiated Pareto distribution.The maximum likelihood estimator of the stress strength reliability is calculated under simple random sample,ranked set sampling and median ranked set sampling methods.Four different reliability estimators under median ranked set sampling are derived.Two estimators are obtained when both strength and stress have an odd or an even set size.The two other estimators are obtained when the strength has an odd size and the stress has an even set size and vice versa.The performances of the suggested estimators are compared with their competitors under simple random sample via a simulation study.The simulation study revealed that the stress strength reliability estimates based on ranked set sampling and median ranked set sampling are more efficient than their competitors via simple random sample.In general,the stress strength reliability estimates based on median ranked set sampling are smaller than the corresponding estimates under ranked set sampling and simple random sample methods.Keywords:Stress-Strength model,ranked set sampling,median ranked set sampling,maximum likelihood estimation,mean square error.corresponding estimates under ranked set sampling and simple random sample methods.

On the Estimation of a Univariate Gaussian Distribution: A Comparative Approach

Estimation of the unknown mean, μ and variance, σ2 of a univariate Gaussian distribution given a single study variable x is considered. We propose an approach that does not require initialization of the sufficient unknown distribution parameters. The approach is motivated by linearizing the Gaussian distribution through differential techniques, and estimating, μ and σ2 as regression coefficients using the ordinary least squares method. Two simulated datasets on hereditary traits and morphometric analysis of housefly strains are used to evaluate the proposed method (PM), the maximum likelihood estimation (MLE), and the method of moments (MM). The methods are evaluated by re-estimating the required Gaussian parameters on both large and small samples. The root mean squared error (RMSE), mean error (ME), and the standard deviation (SD) are used to assess the accuracy of the PM and MLE;confidence intervals (CIs) are also constructed for the ME estimate. The PM compares well with both the MLE and MM approaches as they all produce estimates whose errors have good asymptotic properties, also small CIs are observed for the ME using the PM and MLE. The PM can be used symbiotically with the MLE to provide initial approximations at the expectation maximization step.

Efficient Mean Estimation in Log-normal Linear Models with First-order Correlated Errors

In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error （MM） and the asymptotic bias （MB）, respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better.

Parameter Estimation for the NEAR(p) Model

As to the acronym NEAR（p）, it means “New Exponential Autoregressive Process of order p”. The NEAR（p） model is defined by

A Comparison of Four Methods of Estimating the Scale Parameter for the Exponential Distribution

In this paper, the estimators of the scale parameter of the exponential distribution obtained by applying four methods, using complete data, are critically examined and compared. These methods are the Maximum Likelihood Estimator (MLE), the Square-Error Loss Function (BSE), the Entropy Loss Function (BEN) and the Composite LINEX Loss Function (BCL). The performance of these four methods was compared based on three criteria: the Mean Square Error (MSE), the Akaike Information Criterion (AIC), and the Bayesian Information Criterion (BIC). Using Monte Carlo simulation based on relevant samples, the comparisons in this study suggest that the Bayesian method is better than the maximum likelihood estimator with respect to the estimation of the parameter that offers the smallest values of MSE, AIC, and BIC. Confidence intervals were then assessed to test the performance of the methods by comparing the 95% CI and average lengths (AL) for all estimation methods, showing that the Bayesian methods still offer the best performance in terms of generating the smallest ALs.

未知信号传播速度的TDOA定位方法研究

研究了未知信号传播速度时的到达时间差(Time-Difference-Of-Arrival,TDOA)定位问题,提出两种联合估计信号传播速度和目标位置的定位方法。第一种方法为两步加权最小二乘方法。在该方法中,首先不考虑变量之间关系,得到一个关于未知变量的初始加权最小二乘估计。为改进第一步估计的性能,第二步考虑第一步估计中变量之间的关系,将其转换为一个标准的广义信赖域子问题,最终获得更高精度的估计性能。第二种方法为半正定松弛方法,通过构建非线性非凸加权最小二乘问题,然后利用半正定松弛技术将其松弛为凸的半正定规划问题,容易求解。仿真结果表明,所提两种方法均能够在高斯噪声下,且噪声不太大时达到克拉美-罗界。

基于SDW-MMSE的广义特征值稳健波束形成方法

最大输出信噪比(Signal-to-noise ratio,SNR)准则下,广义特征值(Generalized eigenvalue,GEV)波束形成存在复系数难以控制的问题,在复杂的声学环境中容易导致输出信号严重失真。针对复系数估计问题,本文提出一种基于最小均方误差(Minimum mean square error,MMSE)的复系数估计方法,并通过引入语音失真权重因子(Speech distortion weight,SDW),调节降噪效果和语音失真之间的权重关系,进而提出了基于SDW-MMSE的广义特征值稳健波束形成方法。通过最大似然法估计目标信号和噪音信号的功率谱,进而求解主广义特征向量。进一步基于SDW-MMSE估计复系数,将复系数与主广义特征向量相结合,从而得到基于SDW-MMSE的广义特征值稳健波束形成滤波向量。仿真实验结果表明,本文提出的波束形成方法可有效消除相干噪声和非相干噪声,具有输出信噪比高、语音失真少等稳健性能。

基于改进权函数距离的机器人运动偏差补偿算法设计

针对机器人在组装和生产过程中,由于几何参数存在一定误差,使连杆以及关节处等不可避免地出现细微差别,对机器人运动精度产生一定影响问题,提出了基于改进权函数距离的机器人运动偏差补偿算法设计方案。在定位机器人位置前添加扭角,获取机器人两坐标系间转换矩阵,根据线性标定计算机器人运动定位的绝对误差,利用改进权函数建立机器人距离误差数学模型,初步补偿运动误差。计算机器人末端执行器中心点位置和姿态的偏差,将补偿问题转化成机器人运动优化问题,得出运动偏差优化问题目标函数,经多次迭代得出最终补偿结果。实验结果表明,所提方法的误差补偿效果佳,重心补偿后的机器人运行稳定性好。

长记忆时间序列的均值单变点估计

文章采用拟极大似然法估计了一类长记忆时间序列模型的单均值变点,在变点大小固定和变点收缩两种情形下分析了估计量的渐近性质。研究发现,变点大小与长记忆性之间存在一种权衡关系。具体而言,当变点大小固定时,变点估计量是不相合的,而变分点估计量是T-相合的;当变点收缩时,变点估计量的收敛速度依赖于记忆参数d,估计量的极限分布得以推导。最后,蒙特卡洛实验和实证分析验证了所提理论结果的有限样本表现。

A Study of EM Algorithm as an Imputation Method: A Model-Based Simulation Study with Application to a Synthetic Compositional Data

Compositional data, such as relative information, is a crucial aspect of machine learning and other related fields. It is typically recorded as closed data or sums to a constant, like 100%. The statistical linear model is the most used technique for identifying hidden relationships between underlying random variables of interest. However, data quality is a significant challenge in machine learning, especially when missing data is present. The linear regression model is a commonly used statistical modeling technique used in various applications to find relationships between variables of interest. When estimating linear regression parameters which are useful for things like future prediction and partial effects analysis of independent variables, maximum likelihood estimation (MLE) is the method of choice. However, many datasets contain missing observations, which can lead to costly and time-consuming data recovery. To address this issue, the expectation-maximization (EM) algorithm has been suggested as a solution for situations including missing data. The EM algorithm repeatedly finds the best estimates of parameters in statistical models that depend on variables or data that have not been observed. This is called maximum likelihood or maximum a posteriori (MAP). Using the present estimate as input, the expectation (E) step constructs a log-likelihood function. Finding the parameters that maximize the anticipated log-likelihood, as determined in the E step, is the job of the maximization (M) phase. This study looked at how well the EM algorithm worked on a made-up compositional dataset with missing observations. It used both the robust least square version and ordinary least square regression techniques. The efficacy of the EM algorithm was compared with two alternative imputation techniques, k-Nearest Neighbor (k-NN) and mean imputation (), in terms of Aitchison distances and covariance.

非接触式纵梁折弯高度检测方法研究

随着变宽度车架使用越来越多,各种非接触式测量方案应用越来越广泛。借助非接触式距离测量设备,快速检测变宽度车架的Z型面高度差,在此基础上通过多点测量、统计数据极大似然估计,构建数学模型,运用最小二乘法拟合直线,并利用计算点与直线的距离来快速判断测量平面与基准平面的间距的方案。通过多次测量以及统计学分析,可实现使用低精度设备达到高精度测量的思路,系统误差约为原来的2/3。研究结果可为快速检测车架纵梁折弯高度提供依据,在大幅度提升测量效率的同时保持较高的稳定性。

A plotless density estimator with a Norton-Rice distribution for ordered distances

A Norton-Rice distribution(NRD)is a versatile,flexible distribution for k ordered distances from a random location to the k nearest objects.In a context of plotless density estimation(PDE)with n randomly chosen sample locations,and distances measured to the k=6 nearest objects,the NRD provided a good fit to distance data from seven populations with a census of forest tree stem locations.More importantly,the three parameters of a NRD followed a simple trend with the order(1,…,6)of observed distances.The trend is quantified and exploited in a proposed new PDE through a joint maximum likelihood estimation of the NRD parameters expressed as a functions of distance order.In simulated probability sampling from the seven populations,the proposed PDE had the lowest overall bias with a good performance potential when compared to three alternative PDEs.However,absolute bias increased by 0.8 percentage points when sample size decreased from 20 to 10.In terms of root mean squared error(RMSE),the new proposed estimator was at par with an estimator published in Ecology when this study was wrapping up,but otherwise superior to the remaining two investigated PDEs.Coverage of nominal 95%confidence intervals averaged 0.94 for the new proposed estimators and 0.90,0.96,and 0.90 for the comparison PDEs.Despite tangible improvements in PDEs over the last decades,a globally least biased PDE remains elusive.

Linear Maximum Likelihood Regression Analysis for Untransformed Log-Normally Distributed Data

Medical research data are often skewed and heteroscedastic. It has therefore become practice to log-transform data in regression analysis, in order to stabilize the variance. Regression analysis on log-transformed data estimates the relative effect, whereas it is often the absolute effect of a predictor that is of interest. We propose a maximum likelihood (ML)-based approach to estimate a linear regression model on log-normal, heteroscedastic data. The new method was evaluated with a large simulation study. Log-normal observations were generated according to the simulation models and parameters were estimated using the new ML method, ordinary least-squares regression (LS) and weighed least-squares regression (WLS). All three methods produced unbiased estimates of parameters and expected response, and ML and WLS yielded smaller standard errors than LS. The approximate normality of the Wald statistic, used for tests of the ML estimates, in most situations produced correct type I error risk. Only ML and WLS produced correct confidence intervals for the estimated expected value. ML had the highest power for tests regarding β1.

基于最大相关熵SCKF的分布式电动汽车状态估计

车辆状态的精确估计,对车辆横、纵向稳定性控制至关重要。在车辆状态估计中,容积卡尔曼滤波(cubature Kalman fifilter, CKF)和平方根容积卡尔曼滤波(SCKF,square-root cubature Kalman fifilter)易受重尾非高斯噪声的影响,估计精度差。为了解决该问题,提出了一种基于最大相关熵准则的新型滤波算法,即最大相关熵平方根容积卡尔曼滤波器MCSCKF(maximum correntropy square-root cubature Kalman fifilter),通过近似状态预测值和测量值重新构造测量噪声协方差矩阵。建立了非线性7DOF车辆模型、Dugoff轮胎模型和Carsim分布式电驱动车辆模型,在正弦工况和双移线工况下,对车辆的纵向速度、侧向速度和横摆角速度3个状态变量进行估计。通过Carsim和Matlab/Simulink联合仿真验证,结果表明:MCSCKF算法可以适应复杂工况,对车辆状态估计的准确性优于CKF和SCKF算法。

无线通信信道估计方法分析

由于无线信道的复杂性,信道估计存在着多种挑战和难点,如多径效应、信号衰落、噪声和多天线干扰等。因此,研究和开发有效的信道估计方法,具有实际意义和重要价值。文章深入探讨了4种常见的信道估计方法,包括最小二乘法估计、最大似然估计、基于Pilot信号的信道估计和基于压缩感知的信道估计。文章旨在探讨无线通信系统中常用的信道估计方法以及各自的优缺点和适用场景,为无线通信系统的信道估计提供参考和指导。