Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

Wyszukujesz frazę "likelihood" wg kryterium: Temat


Tytuł:
Switching regression models with non-normal errors
Modele regresji przełącznikowej ze składnikami losowymi o rozkładach rożnych od normalnego
Autorzy:
Pruska, Krystyna
Powiązania:
https://bibliotekanauki.pl/articles/904609.pdf
Data publikacji:
1997
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
switching regression models
maximum likelihood method
pseudo maximum likelihood method
Opis:
In this paper two forms of switching regression models with non-normal errors are considered. The pseudo maximum likelihood method is proposed for the estimation of their parameters. Monte Carlo experiments results are presented for a special switching regression model, too. In this research there are compared distributions of parameters estimators for different distributions of errors. The error distributions are as follows: normal, Student’s or Laplace’s. The maximum likelihood method (for the normal errors) is applied to the estimation. In most of the cases the estimators distributions do not differ significantly.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 1997, 141
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Likelihood and quasi - likelihood estimation of transition probabilities
Autorzy:
Bakinowska, Ewa
Kala, Radosław
Powiązania:
https://bibliotekanauki.pl/articles/729736.pdf
Data publikacji:
2004
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
likelihood estimation
quasi-likelihood estimation
transition probabilities
quasi-information matrix
Opis:
In the paper two approaches to the problem of estimation of transition probabilities are considered. The approach by McCullagh and Nelder [5], based on the independent model and the quasi-likelihood function, is compared with the approach based on the marginal model and the standard likelihood function. The estimates following from these two approaches are illustrated on a simple example which was used by McCullagh and Nelder.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2004, 24, 1; 77-84
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Lifetime distributions with wave-like bathtub hazard
Autorzy:
Guo, R.
Thiart, C.
Cui, Y.
Guo, D.
Powiązania:
https://bibliotekanauki.pl/articles/2069543.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
lifetime distribution
hazard
bathtub hazard
likelihood function
maximum likelihood estimation
Opis:
In this paper, we argue the necessity of dealing with lifetime distributions with wave-like bathtub hazard function. Four classes of wave-like bathtub hazards are investigated. For preparing maximum likelihood estimation of the hazard parameters, the first-order and second-order partial derivatives are derived.
Źródło:
Journal of Polish Safety and Reliability Association; 2011, 2, 1; 115--122
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Przedział ufności profile likelihood dla prawdopodobieństwa sukcesu w modelu regresji logistycznej Firtha
Profile likelihood confidence interval for the probability of a success in the Firth’s logistic regression
Autorzy:
Fijorek, Kamil
Powiązania:
https://bibliotekanauki.pl/articles/422856.pdf
Data publikacji:
2012
Wydawca:
Główny Urząd Statystyczny
Tematy:
regresja logistyczna
przedziały ufności
metoda profile likelihood
logistic regression
confidence intervals
profile likelihood
Opis:
W pierwszej części artykułu za pomocą symulacji zbadano właściwości przedziałów ufności Walda oraz przedziałów ufności wyznaczanych metodą profile likelihood (zaproponowano również efektywny algorytm wyznaczania tychże przedziałów) budowanych dla prawdopodobieństwa sukcesu w modelu regresji logistycznej Firtha. W drugiej części artykułu zaprezentowano przykładowy model zagrożenia upadłością przedsiębiorstwa handlowego jako etap pośredni w celu zademonstrowania praktycznego znaczenia rezultatów uzyskanych w części teoretycznej artykułu.
In the first part of the paper the results of the simulation study, comparing the coverage properties of Wald’s and the profile likelihood confidence intervals for the probability of a success in the Firth’s logistic regression, are described. The efficient algorithm for computing profile likelihood confidence intervals is proposed. In the second part of the paper the theoretical results are applied to the bankruptcy model.
Źródło:
Przegląd Statystyczny; 2012, 59, 4; 355-368
0033-2372
Pojawia się w:
Przegląd Statystyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Restriction Testing in Binary Choice Model with I(1) Regressors
Autorzy:
Grabowski, Wojciech
Powiązania:
https://bibliotekanauki.pl/articles/483245.pdf
Data publikacji:
2009
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
nonstationarity
maximum likelihood
restriction testing
Opis:
This paper deals with the problem of nonstationarity of regressors in binary choice model. The limit distribution of the ML-estimator is mixed normal, but restriction testing shall not be based on standard t-statistic. The results of the conducted Monte Carlo experiment demonstrate that the true size of the restriction test is far from the significance level. Therefore, the t -Student statistic should be modified and this paper proposes its modification. The results of the Monte Carlo investigation point to the superiority of the new statistic.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2009, 1, 4; 301-309
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Adaptive trimmed likelihood estimation in regression
Autorzy:
Bednarski, Tadeusz
Clarke, Brenton
Schubert, Daniel
Powiązania:
https://bibliotekanauki.pl/articles/729910.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
trimmed likelihood estimator
adaptive estimation
regression
Opis:
In this paper we derive an asymptotic normality result for an adaptive trimmed likelihood estimator of regression starting from initial high breakdownpoint robust regression estimates. The approach leads to quickly and easily computed robust and efficient estimates for regression. A highlight of the method is that it tends automatically in one algorithm to expose the outliers and give least squares estimates with the outliers removed. The idea is to begin with a rapidly computed consistent robust estimator such as the least median of squares (LMS) or least trimmed squares (LTS) or for example the more recent MM estimators of Yohai. Such estimators are now standard in statistics computing packages, for example as in SPLUS or R. In addition to the asymptotics we provide data analyses supporting the new adaptive approach. This approach appears to work well on a number of data sets and is quicker than the related brute force adaptive regression approach described in Clarke (2000). This current approach builds on the work of Bednarski and Clarke (2002) which considered the asymptotics for the location estimator only.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2010, 30, 2; 203-219
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On Parameter Estimation of Some Longitudinal Model
O estymacji parametrów pewnego modelu dla danych wielookresowych
Autorzy:
Żądło, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/905660.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
longitudinal data
restricted maximum likelihood
MSE
Opis:
The problem of modeling longitudinal profiles is considered assuming that the population and elements’ affiliation to subpopulations may change in time. Some longitudinal model which is a special case of the general linear model (GLM) and the general linear mixed model (GLMM) is studied. In the model two random components are included under assumptions of simultaneous spatial autoregressive process (SAR) and temporal first-order autoregressive process (AR(1)) respectively. The accuracy of model parameters’ restricted maximum likelihood estimators is considered in the simulation.
Rozważany jest problem modelowania profili wielookresowych zakładając, że populacja i przynależność elementów domen mogą zmieniać się w czasie. Proponowany model jest przypadkiem szczególnym ogólnego modelu liniowego i ogólnego mieszanego modelu liniowego. W modelu tym uwzględniono dwa wektory składników losowych spełniające odpowiednio założenia przestrzennego modelu autoregresyjnego i modelu autoregresyjnego rzędu pierwszego w czasie. W symulacji rozważano dokładność estymatorów parametrów modelu uzyskanych metodą największej wiarygodności z ograniczeniami.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2013, 285
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modeling and identification of actuator for flap deflection
Autorzy:
Ulinowicz, M.
Narkiewicz, J.
Powiązania:
https://bibliotekanauki.pl/articles/384620.pdf
Data publikacji:
2011
Wydawca:
Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:
electromechanical actuator
system identification
maximum likelihood method
Opis:
The electromechanical actuator (EMA) model is presented with the methods for identifying its design parameters. The actuator is a part of the system for flap deployment on the commercial transport airplane. The differential equations with the feedback control describe behaviour of the actuator deflection. There are two concepts of drive system simultaneously considered: a high torque/low speed (HT/LS) and a geared low torque/high speed (LT/HS). For parameter identification in both cases the Maximum Likelihood (ML) method with two minimisation algorithms: linearized Gauss-Newton and Levenberg-Marquardt is applied. Both approaches for each of two design solutions were effective, while tested on hypothetical data.
Źródło:
Journal of Automation Mobile Robotics and Intelligent Systems; 2011, 5, 4; 35-40
1897-8649
2080-2145
Pojawia się w:
Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Information-type divergence when the likelihood ratios are bounded
Autorzy:
Rukhin, Andrew
Powiązania:
https://bibliotekanauki.pl/articles/1339144.pdf
Data publikacji:
1997
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
information measures
multiple decisions
convexity
likelihood ratio
Opis:
The so-called ϕ-divergence is an important characteristic describing "dissimilarity" of two probability distributions. Many traditional measures of separation used in mathematical statistics and information theory, some of which are mentioned in the note, correspond to particular choices of this divergence. An upper bound on a ϕ-divergence between two probability distributions is derived when the likelihood ratio is bounded. The usefulness of this sharp bound is illustrated by several examples of familiar ϕ-divergences. An extension of this inequality to ϕ-divergences between a finite number of probability distributions with pairwise bounded likelihood ratios is also given.
Źródło:
Applicationes Mathematicae; 1996-1997, 24, 4; 415-423
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A note on the existence of the maximum likelihood estimate in variance components models
Autorzy:
Grządziel, Mariusz
Michalski, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/729792.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
variance component
linear mixed model
maximum likelihood
Opis:
In the paper, the problem of the existence of the maximum likelihood estimate and the REML estimate in the variance components model is considered. Errors in the proof of Theorem 3.1 in the article of Demidenko and Massam (Sankhyā 61, 1999), giving a necessary and sufficient condition for the existence of the maximum likelihood estimate in this model, are pointed out and corrected. A new proof of Theorem 3.4 in the Demidenko and Massam's article, concerning the existence of the REML estimate of variance components, is presented.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 159-167
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On maximum likelihood estimation in mixed normal models with two variance components
Autorzy:
Grządziel, Mariusz
Powiązania:
https://bibliotekanauki.pl/articles/729796.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
variance component
linear mixed model
maximum likelihood
Opis:
In the paper we deal with the problem of parameter estimation in the linear normal mixed model with two variance components. We present solutions to the problem of finding the global maximizer of the likelihood function and to the problem of finding the global maximizer of the REML likelihood function in this model.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 187-197
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modelling air cargo market – a gravity method
Modelowanie rynku lotniczego transportu towarowego – metoda grawitacyjna
Autorzy:
Mączka, M.
Powiązania:
https://bibliotekanauki.pl/articles/213257.pdf
Data publikacji:
2015
Wydawca:
Sieć Badawcza Łukasiewicz - Instytut Lotnictwa
Tematy:
air transport
gravity model
maximum likelihood estimation
Opis:
The gravity method and its expansions in transport economics, analogical to Newton’s gravity law are not the most modern approach to demand estimation. They are, however, simple and applicable to the publicly available data as those of EUROSTAT or national statistics sources. Main assumption is that the trips (or in this case flows of cargo) are produced at an origin and “attracted” to destination according to some identifiable pattern. It is possible to suggest – but not ensure as in Newton’s Physics – these patterns, provided a complete list of socioeconomic data (GDP, population, ...) or other quantifiable conditions in the range (catchment) of all locations (nodes), combined with a series of corresponding flow volumes using a non-linear equation. Each variable of the explanatory side of the equation is equipped with a weight (in econometrics called a parameter). Due to non-linear form of the equation parameters are found using an Iterative calculation that is typically performed by the Maximum Likelihood Estimation (popularized by Ronald Fisher). Validity of calculations are checked using statistical measures of proportionate reduction in uncertainty.
Metoda grawitacyjna i jej inne wariacje w ekonomii transportu, będące analogią wobec newtonowskiego powszechnego prawa ciążenia, nie są najnowszym narzędziem do szacowania popytu. Są, natomiast, proste i możliwe do zastosowania mając do dyspozycji publicznie dostępne dane takie jak te pochodzące z EUROSTAT lub innych źródeł państwowych. Głównym założeniem metody jest to, że podróże (lub poziom przepływu towarów) są generowane w jednych lokalizacjach i są „przyciągane” do pozostałych lokalizacji zgodnie z pewnym identyfikowalnym wzorcem. Możliwe jest zaproponowanie – ale nie ustalenie jak w newtonowskiej fizyce – tych wzorców pod warunkiem, że jest dostępna pełna lista danych socjoekonomicznych (PKB, ludność, …) lub innych policzalnych warunków w zasięgu (strefie ciążenia) wszystkich lokalizacji (węzłów) powiązana z odpowiadającymi im poziomami przepływów przy użyciu funkcji nieliniowej. Każda ze zmiennych ulokowanych po stronie równania, która opisuje zjawisko (przepływy) jest wyposażona w wagę (w ekonometrii zwaną parametrem). Z powodu nieliniowej formy funkcji parametry są obliczane iteracyjnie, co jest najczęściej wykonywane metodą największej wiarygodności. Trafność dopasowania modelu jest sprawdzana metodami statystycznymi badającymi proporcje redukcji niepewności.
Źródło:
Prace Instytutu Lotnictwa; 2015, 2 (239); 23-29
0509-6669
2300-5408
Pojawia się w:
Prace Instytutu Lotnictwa
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The em Algorithm and Its Implementation for the Estimation of Frequencies of snp-Haplotypes
Autorzy:
Polańska, J.
Powiązania:
https://bibliotekanauki.pl/articles/908153.pdf
Data publikacji:
2003
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
genetyka
informatyka
algorithms
haplotypes
likelihood functions
gene frequency
Opis:
A haplotype analysis is becoming increasingly important in studying complex genetic diseases. Various algorithms and specialized computer software have been developed to statistically estimate haplotype frequencies from marker phenotypes in unrelated individuals. However, currently there are very few empirical reports on the performance of the methods for the recovery of haplotype frequencies. One of the most widely used methods of haplotype reconstruction is the Maximum Likelihood method, employing the Expectation-Maximization (EM) algorithm. The aim of this study is to explore the variability of the EM estimates of the haplotype frequency for real data. We analyzed haplotypes at the BLM, WRN, RECQL and ATM genes with 8-14 biallelic markers per gene in 300 individuals. We also re-analyzed the data presented by Mano et al. (2002). We studied the convergence speed, the shape of the loglikelihood hypersurface, and the existence of local maxima, as well as their relations with heterozygosity, the linkage disequilibrium and departures from the Hardy-Weinberg equilibrium. Our study contributes to determining practical values for algorithm sensitivities.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2003, 13, 3; 419-429
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Record data from Kies distribution and related statistical inferences
Autorzy:
Al-Olaimat, Nesreen M.
Bayoud, Husam A.
Raqab, Mohammad Z.
Powiązania:
https://bibliotekanauki.pl/articles/1917056.pdf
Data publikacji:
2021-12-08
Wydawca:
Główny Urząd Statystyczny
Tematy:
Bayesian estimates
Kies distribution
maximum likelihood estimation
records
Opis:
The Kies probability model was proposed as an alternative to the extendedWeibull models as it provides a more efficient fit to some real-life data sets in comparison to the aforementioned models. The paper proposes classical and Bayesian inferences for the Kies distribution based on records. Maximum likelihood estimates are studied jointly with asymptotic and bootstrap confidence intervals. Moreover, Bayes estimates, along with credible intervals are discussed assuming squared and LINEX loss functions. The proposed estimation methods have been investigated and compared via simulation studies. A real data set has been analysed for illustrative purposes.
Źródło:
Statistics in Transition new series; 2021, 22, 4; 153-170
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sequential Probability Ratio Test for Mean Based on Pseudo-Likelihood Function
Ilorazowy test sekwencyjny dla średniej oparty na funkcji pseudowiarygodności
Autorzy:
Pekasiewicz, Dorota
Powiązania:
https://bibliotekanauki.pl/articles/905060.pdf
Data publikacji:
2009
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
sequential probability ratio test
likelihood function
normal distribution
Opis:
Hypotheses about expected value of random variable can be verified by means of the parametric sequential probability ratio test in case of the known class of this variable's distribution. The problem with verification of such hypotheses occurs when we have no information about random variable distribution. Then, we have to apply non-parametric methods. The author of the paper proposes the application of pseudo-likelihood function instead of likelihood one in the statistic of sequential probability ratio test. Examples of application of the test based on the likelihood function ratio in selected kinds of distributions are presented together with the results of Monte Carlo analysis concerning properties of these tests.
Hipotezy o wartości oczekiwanej zmiennej losowej możemy zweryfikować parametrycznym ilorazowym testem sekwencyjnym, w przypadku znanej klasy rozkładu tej zmiennej. Problem z weryfikacją takich hipotez pojawia się, gdy nie posiadamy informacji o rozkładzie zmiennej losowej i musimy zastosować metody nieparametryczne. W procy proponowane jest wykorzystanie funkcji pseudowiarygodności, zamiast funkcji wiarygodności, w statystyce ilorazowego testu sekwencyjnego. Przykłady zastosowania testu opartego na ilorazie funkcji pseudowiarygodności dla wybranych rodzajów rozkładów s;j zaprezentowane w pracy wraz z wynikami analizy Monte Carlo dotyczącymi własności tych testów.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2009, 225
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Predicting Basal Area Using Java Program in Akinyele Local Government Area, Ibadan, Oyo State, Nigeria
Autorzy:
Ureigho, U. N.
Osho, J. S. A.
Powiązania:
https://bibliotekanauki.pl/articles/1113848.pdf
Data publikacji:
2017
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Basal area
Java program
maximum likelihood
prediction
trees
Opis:
Individual tree growth models are important decision-making tools in forestry. This study evaluated the predictive ability for basal area, of a Java program derived from the algorithm of gamma distribution function. The input value was diameter at breast height. In generating and testing the program, a stratified random sampling technique was used to select four different age classes of teak plantation, namely: 11, 13, 22 and 59 years-old, respectively. Complete enumeration of trees (n = 433) was done for all the plots selected. Diameter at breast height (DBH) was measured with the aid of diameter girth tape, which was also used for basal area computation. Data obtained were processed into tree and stand levels. Parameters α and β for Gamma Distribution function (GDF) were estimated from growth data. The java program was then written based on the algorithm of Gamma distribution function for α, β and n parameters. Values of diameter at breast height fitted into the Java program shows that it was able to predict the basal area. Therefore, the predictive ability of the developed Java Program for basal area of individual and full stand teak trees demonstrates that it can be used for prediction of yield in forest stands.
Źródło:
World News of Natural Sciences; 2017, 13; 122-129
2543-5426
Pojawia się w:
World News of Natural Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model
Autorzy:
Settar, Abdeljalil
Fatmi, Nadia Idrissi
Badaoui, Mohammed
Powiązania:
https://bibliotekanauki.pl/articles/2075432.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
GARCH
Kalman filter
conditional variance
volatility
quasimaximum likelihood
Opis:
In this paper, we propose a robust estimation of the conditional variance of the GARCH(1,1) model with respect to the non-negativity constraint against parameter sign. Conditions of second order stationary as well as the existence of moments are given for the new relaxed GARCH(1,1) model whose conditional variance is estimated deriving firstly the unconstrained estimation of the conditional variance from the GARCH(1,1) state space model, then, the robustification is implemented by the Kalman filter outcomes via density function truncation method. The GARCH(1,1) parameters are subsequently estimated by the quasi-maximum likelihood, using the simultaneous perturbation stochastic approximation, based, first, on the Gaussian distribution and, second, on the Student-t distribution. The proposed approach seems to be efficient in improving the accuracy of the quasi-maximum likelihood estimation of GARCH model parameters, in particular, with a prior boundedness information on volatility
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2021, 1; 55-74
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Rates of convergence for the maximum likelihood estimator in the convolution model
Autorzy:
Majerski, P.
Powiązania:
https://bibliotekanauki.pl/articles/254930.pdf
Data publikacji:
2006
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
maximum likelihood estimator
entropy
Hellinger distance
rate of convergence
Opis:
Rates of convergence for the maximum likelihood estimator in the convolution model, obtained recently by S. van de Geer, are reconsidered and corrected.
Źródło:
Opuscula Mathematica; 2006, 26, 1; 99-108
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A note on the maximum likelihood estimator in the gamma regression model
Autorzy:
Rydlewski, J. P.
Powiązania:
https://bibliotekanauki.pl/articles/255245.pdf
Data publikacji:
2009
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
gamma regression
nonlinear regression
maximum likelihood estimator
shape parameter
Opis:
This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximum likelihood estimator for the gamma regression model.
Źródło:
Opuscula Mathematica; 2009, 29, 3; 305-312
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of P(X ≤ Y ) for discrete distributions with non-identical support
Autorzy:
Mouli Choudhury, Mriganka
Bhattacharya, Rahul
Maiti, Sudhansu S.
Powiązania:
https://bibliotekanauki.pl/articles/2107147.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
stress-strength model
uniformly minimum variance unbiased
maximum likelihood
Opis:
The Uniformly Minimum Variance Unbiased (UMVU) and the Maximum Likelihood (ML) estimations of R = P(X ≤ Y ) and the associated variance are considered for independent discrete random variables X and Y. Assuming a discrete uniform distribution for X and the distribution of Y as a member of the discrete one parameter exponential family of distributions, theoretical expressions of such quantities are derived. Similar expressions are obtained when X and Y interchange their roles and both variables are from the discrete uniform distribution. A simulation study is carried out to compare the estimators numerically. A real application based on demand-supply system data is provided.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 43-64
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Divergent Priors and Well Behaved Bayes Factors
Autorzy:
Strachan, Rodney W.
van Dijk, Herman K.
Powiązania:
https://bibliotekanauki.pl/articles/483279.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
improper prior
Bayes factor
marginal likelihood
shrinkage prior
measure
Opis:
Bartlett’s paradox has been taken to imply that using improper priors results in Bayes factors that are not well defined, preventing model comparison in this case. We use well understood principles underlying what is already common practice, to demonstrate that this implication is not true for some improper priors, such as the Shrinkage prior due to Stein (1956). While this result would appear to expand the class of priors that may be used for computing posterior odds, we warn against the straightforward use of these priors. Highlighting the role of the prior measure in the behaviour of Bayes factors, we demonstrate pathologies in the prior measures for these improper priors. Using this discussion, we then propose a method of employing such priors by setting rules on the rate of diffusion of prior certainty.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2014, 1; 1-31
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The length-biased power hazard rate distribution: Some properties and applications
Autorzy:
Mustafa, Abdelfattah
Khan, M. I.
Powiązania:
https://bibliotekanauki.pl/articles/2106877.pdf
Data publikacji:
2022-06-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
length-biased
power hazard rate distribution
maximum likelihood estimation
Opis:
In this article, the length-biased power hazard rate distribution has introduced and investigated several statistical properties. This distribution reports an extension of several probability distributions, namely: exponential, Rayleigh, Weibull, and linear hazard rate. The procedure of maximum likelihood estimation is taken for parameters. Finally, the applicability of the model is explored by three real data sets. To examine, the performance of the technique, a simulation study is extracted.
Źródło:
Statistics in Transition new series; 2022, 23, 2; 1-16
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Multi-State Markov Model: An Application to Liver Cirrhosis
Autorzy:
Grover, Gurprit
Sreenivas, V.
Khanna, Sudeep
Seth, Divya
Powiązania:
https://bibliotekanauki.pl/articles/465641.pdf
Data publikacji:
2014
Wydawca:
Główny Urząd Statystyczny
Tematy:
illness-death model
maximum likelihood
Cirrhosis
Hepatocellular Carcinoma (HCC)
Opis:
The control and treatment of chronic diseases is a major public health challenge, particularly for patients suffering from liver disease. In this paper, we propose a frame to estimate survival and death probabilities of the patients suffering from liver cirrhosis and HCC in the presence of competing risks. Database of the admitted patients in a hospital in Delhi has been used for the study. A stochastic illness-death model has been developed describing two liver illness states (Cirrhosis and HCC) and two death states (death due to liver disease and death due to competing risk). Individuals in the study were observed for one year of life at any age xi. The survival and death probabilities of the individuals suffering from liver cirrhosis and HCC have been estimated using the method of maximum likelihood. The probability of staying in the cirrhotic state is estimated to be threefold higher than that of developing HCC (0.64/0.21) in one year of life. The probability of cirrhotic patient moving to HCC state is twice (0.21/0.11) the probability of dying due to liver disease. HCC being the severe stage, the probability of patient dying due to HCC is three times that of cirrhosis. Markov model proves to be a useful tool for analysis of chronic degenerative disease like liver cirrhosis. It can provide in-depth insight for both the researchers and policy makers to resolve complex problems related to liver cirrhosis with irreversible transitions.
Źródło:
Statistics in Transition new series; 2014, 15, 3; 429-442
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The errors-in-variable model in the optimal portfolio construction
Autorzy:
Czapkiewicz, A.
Machowska, M.
Powiązania:
https://bibliotekanauki.pl/articles/375915.pdf
Data publikacji:
2007
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
maximum likelihood method
errors-in-variables model
portfolio
simulation study
Opis:
In the paper we consider a modification of Sharpe's method used in classical portfolio analysis for optimal portfolio building. The conventional theory assumes there is a linear relationship between asset's return and market portfolio return, while the influence of all the other factors is not included. We propose not to neglect them any more, but include them into a model. Since the factors in question are often hard to measure or even characterize, we treat them as a disturbances on random variables used by classical Sharpe's method. The key idea of the paper is the modification of the classical approach by application of the errors-in-variable model. We assume that both independent (market portfolio return) as well as dependent (given asset's return) variables are randomly distributed values related with each other by linear relationship and we build the model used for parameters' estimation. To verify the model, we performed an analysis based on archival data from Warsaw Stock Exchange. The results are also included.
Źródło:
Decision Making in Manufacturing and Services; 2007, 1, 1-2; 49-57
1896-8325
2300-7087
Pojawia się w:
Decision Making in Manufacturing and Services
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Statistical Modelling: Application to the financial sector
Autorzy:
Roçadas, Cláudia
Oliveira, Teresa
Mexia, João
Powiązania:
https://bibliotekanauki.pl/articles/729944.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
populations with periodic reclassification
likelihood ratio tests
Markov chains
isomorphism
Opis:
Our research is centred on the stochastic structure of matched open populations, subjected to periodical reclassifications. These populations are divided into sub-populations. In our application we considered two populations of customers of a bank: with and without account manager. Two or more of such population are matched when there is a 1-1 correspondence between their sub-populations and the elements of one of them can go to another, if and only if the same occurs with elements from the corresponding sub-populations of the other. So we have inputs and outputs of elements in the population and along with several sub-populations in which the elements can be placed. It is thus natural to use Markov chains to model these populations.
Besides this study connected with Markov chains we show how to carry out Analysis of Variance - like analysis of entries and departures to and from de populations of customers. Our purpose is to study the flows in and out of customers in classes for the two populations and to make research on the influence of the factors year, class and region. We used the Likelihood ratio tests for the hypotheses formulated on the basis of these factors. In our work we verified that major hypotheses were all rejected. This raises the question of what are the effects and interactions truly relevant. Looking for an answer to this problem, we present the first partition to a change in the log Likelihood. This partition is very similar to the analysis of variance for the crossing of the factors that allowed us to use algebraic established results, see Fonseca et al. (2003, 2006), for models with balanced cross.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2011, 31, 1-2; 103-119
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Likelihood Functions Synthesis for Multitarget Multiple-Sensor Tracking Applications using GPGPU
Synteza funkcji wiarygodności dla wielosensorowych systemów śledzenia wielu obiektów z wykorzystaniem GPGPU
Autorzy:
Mazurek, P.
Powiązania:
https://bibliotekanauki.pl/articles/154548.pdf
Data publikacji:
2010
Wydawca:
Stowarzyszenie Inżynierów i Techników Mechaników Polskich
Tematy:
estymacja
śledzenie ruchu
funkcje wiarygodności
GPGPU
estimation
tracking
likelihood functions
Opis:
One-dimensional interpolation of the bearing function profile using small look-up-table as an alternative for run-time computation using direct formula is proposed in the paper. Computation of profile values is not necessary for large distances because a Gaussian profile is assumed so distance values are zeros. GPGPU are feasible for processing in parallel and are used in tests. The best results are obtained for conditional approach with distance test and look-up table of function profile.
Podejście bayesowskie jest często stosowane w celu uzyskania wysokiej jakości śledzenia i detekcji obiektów. Pomiarowa funkcja wiarygodności służy do wyspecyfikowania własności czujnika pomiarowego. Funkcje wiarygodności czujników (np. radarowych, wizyjnych) są określone wzorami matematycznymi [5] lub tabelami wartości. Wiele funkcji wiarygodności może zostać połączonych razem (5) w celu fuzji danych z wielu czujników. Funkcje wiarygodności można łatwo łączyć w przypadku dyskretnej przestrzeni pomiarowej 2D. Funkcja te jest zależna od odległości między czujnikiem a określoną komórką tej przestrzeni. Realizacja wszystkich możliwych kombinacji z wykorzystaniem tabeli wartości jest nieefektywna. Wyznaczenie funkcji wiarygodności w czasie rzeczywistym dla najbardziej typowej funkcji stosowanej w czujnikach wizyjnych jest możliwe za pomocą wzoru (6) lub uproszczonej postaci (7). W artykule zaproponowano interpolację jednowymiarową profilu funkcji z wykorzystaniem tabeli wartości i porównano z realizacją bezpośrednią (6). Ponadto wyznaczenie wartości profilu można uprościć dla dużej odległości między czujnikiem a określoną komórką. Do implementacji wykorzystano programowalny procesor graficzny (GPGPU), a w celu dalszej optymalizacji wykorzystano fakt, że nie jest konieczna synteza dla wszystkich komórek przestrzeni stanu.
Źródło:
Pomiary Automatyka Kontrola; 2010, R. 56, nr 7, 7; 662-664
0032-4140
Pojawia się w:
Pomiary Automatyka Kontrola
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Quantifying soil hydraulic properties and their uncertainties by modified GLUE method
Autorzy:
Yan, Yifan
Liu, Jianli
Zhang, Jiabao
Zhao, Yongchao
Xiaopeng, Li
Powiązania:
https://bibliotekanauki.pl/articles/973010.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Instytut Agrofizyki PAN
Tematy:
soil hydraulic properties
uncertainty
generalized likelihood uncertainty estimation
evaporation experiment
Opis:
Nonlinear least squares algorithm is commonly used to fit the evaporation experiment data and to obtain the ‘optimal’ soil hydraulic model parameters. But the major defects of nonlinear least squares algorithm include non-uniqueness of the solution to inverse problems and its inability to quantify uncertainties associated with the simulation model. In this study, it is clarified by applying retention curve and a modified generalised likelihood uncertainty estimation method to model calibration. Results show that nonlinear least squares gives good fits to soil water retention curve and unsaturated water conductivity based on data observed by Wind method. And meanwhile, the application of generalised likelihood uncertainty estimation clearly demonstrates that a much wider range of parameters can fit the observations well. Using the ‘optimal’ solution to predict soil water content and conductivity is very risky. Whereas, 95% confidence interval generated by generalised likelihood uncertainty estimation quantifies well the uncertainty of the observed data. With a decrease of water content, the maximum of nash and sutcliffe value generated by generalised likelihood uncertainty estimation performs better and better than the counterpart of nonlinear least squares. 95% confidence interval quantifies well the uncertainties and provides preliminary sensitivities of parameters.
Źródło:
International Agrophysics; 2017, 31, 3; 433-445
0236-8722
Pojawia się w:
International Agrophysics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Lambda algorithm and maximum likelihood estimation
Autorzy:
Cui, Y.
Guo, R.
Guo, D.
Powiązania:
https://bibliotekanauki.pl/articles/2069616.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
lambda algorithm
genetic algorithm
reliability
repairable system
likelihood-lambda procedure
Opis:
In this paper, a new global optimization algorithm by imitating ancient Chinese human body system model, named as lambda algorithm, is introduced. The lambda algorithm utilizes five-element multi-segment string to represent the n-dimensional Euclidean point and hence the string based operation rules for expansion, comparison and sorting candidate strings. The algorithm enjoys the simplest mathematical operations but generates highest searching speed and accuracy. We furthermore explore to merge the lambda algorithm with maximum likelihood procedure for creating a non-derivative scheme – likelihood- lambda procedure. A illustrative example is given.
Źródło:
Journal of Polish Safety and Reliability Association; 2011, 2, 1; 59--72
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
GARCH(1,1) models with stable residuals
Autorzy:
Trusz, M.
Tserakh, U.
Powiązania:
https://bibliotekanauki.pl/articles/92862.pdf
Data publikacji:
2018
Wydawca:
Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
Tematy:
GARCH model
stable distributions
tempered stable distribution
maximum likelihood method
Opis:
The focus of this paper is the use of stable distributions for GARCH models. Such models are applied for the analysis of financial and economic time series, which have several special properties: volatility clustering, heavy tails and asymmetry of residuals distributions. Below we compare the properties of stable and tempered stable distributions and describe methodologies for constructing models and subsequent estimation of parameters using the maximum likelihood method. We also analyze an example of building models on real data in order to illustrate that tempered stable distributions could be used in financial time series models. Moreover, such distributions can show better results in comparison with traditionally used distributions.
Źródło:
Studia Informatica : systems and information technology; 2018, 1-2(22); 47-57
1731-2264
Pojawia się w:
Studia Informatica : systems and information technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Transmuted Kumaraswamy Distribution
Autorzy:
Khan, Muhammad Shuaib
King, Robert
Hudson, Irene Lena
Powiązania:
https://bibliotekanauki.pl/articles/973543.pdf
Data publikacji:
2016
Wydawca:
Główny Urząd Statystyczny
Tematy:
Kumaraswamy distribution
moments
order statistics
parameter estimation
maximum likelihood estimation
Opis:
The Kumaraswamy distribution is the most widely applied statistical distribution in hydrological problems and many natural phenomena. We propose a generalization of the Kumaraswamy distribution referred to as the transmuted Kumaraswamy (T K w) distribution. The new transmuted distribution is developed using the quadratic rank transmutation map studied by Shaw et al. (2009). A comprehensive account of the mathematical properties of the new distribution is provided. Explicit expressions are derived for the moments, moment generating function, entropy, mean deviation, Bonferroni and Lorenz curves, and formulated moments for order statistics. The T K w distribution parameters are estimated by using the method of maximum likelihood. Monte Carlo simulation is performed in order to investigate the performance of MLEs. The flood data and HIV/ AIDS data applications illustrate the usefulness of the proposed model.
Źródło:
Statistics in Transition new series; 2016, 17, 2; 183-210
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A comparison study on a new five-parameter generalized Lindley distribution with its sub-models
Autorzy:
Tharshan, Ramajeyam
Wijekoon, Pushpakanthie
Powiązania:
https://bibliotekanauki.pl/articles/1363562.pdf
Data publikacji:
2020-06-05
Wydawca:
Główny Urząd Statystyczny
Tematy:
Lindley distribution
mixture distributions
size-biased distributions
maximum likelihood estimation
Opis:
In recent years, modifications of the classical Lindley distribution have been considered by many authors. In this paper, we introduce a new generalization of the Lindley distribution based on a mixture of exponential and gamma distributions with different mixing proportions and compare its performance with its sub-models. The new distribution accommodates the classical Lindley, Quasi Lindley, Two-parameter Lindley, Shanker, Lindley distribution with location parameter, and Three-parameter Lindley distributions as special cases. Various structural properties of the new distribution are discussed and the size-biased and the lengthbiased are derived. A simulation study is conducted to examine the mean square error for the parameters by means of the method of maximum likelihood. Finally, simulation studies and some real-world data sets are used to illustrate its flexibility in terms of its location, scale and shape parameters.
Źródło:
Statistics in Transition new series; 2020, 21, 2; 89-117
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Beta transmuted Lomax distribution with applications
Autorzy:
Hurairah, Ahmed
Alabid, Abdelhakim
Powiązania:
https://bibliotekanauki.pl/articles/1363592.pdf
Data publikacji:
2020-06-05
Wydawca:
Główny Urząd Statystyczny
Tematy:
Lomax distribution
beta Lomax distribution
transmuted distribution
maximum likelihood estimation
Opis:
In this paper we propose and test a composite generalizer of the Lomax distribution .The genesis of the beta distribution and transmuted map is used to develop the so-called beta transmuted Lomax (BTL) distribution. The properties of the distribution are discussed and explicit expressions are derived for the moments, mean deviations, quantiles, distribution of order statistics and reliability. The maximum likelihood method is used for estimating the model parameters, and the finite sample performance of the estimators is assessed by simulation. Finally, the authors demonstrate the usefulness of the new distribution in analysing positive data.
Źródło:
Statistics in Transition new series; 2020, 21, 2; 13-34
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Female Consumers’ Involvement in Intentional Non-Sustainable and Unintentional Sustainable Apparel Decisions: An Emerging Market Perspective
Autorzy:
Kempen, Elizabeth
Tobias-Mamina, Rejoice
Strydom, Mariette
Christie, Lorna
Makopo, Mirriam
Powiązania:
https://bibliotekanauki.pl/articles/32306053.pdf
Data publikacji:
2023-01-11
Wydawca:
Uniwersytet Warszawski. Wydawnictwo Naukowe Wydziału Zarządzania
Tematy:
Elaboration Likelihood Model
emerging market
apparel
sustainability
disposal
purchasing behaviour
Opis:
This study is aimed at determining consumers’ sustainable apparel involvement in the purchasing or disposing of apparel in an emerging market context (EMC). Consumers in developed countries show increased interest in sustainable apparel behaviour, contrary to emerging markets such as South Africa, which is indicative of the lowest level of sustainable apparel consumption. An exploratory descriptive qualitative research design was used to determine consumers’ involvement and was facilitated through eleven digitally recorded small focus groups with female apparel shoppers who make use of a custom-made apparel designers. The findings reveal intentional non-sustainable apparel decisions manifest through eco-uninvolved instore purchases and once-off commissioned designer apparel orders. Unintentional sustainable apparel behaviour is characterised by (1) in-store apparel purchases: signifying quality clothing, observed in the material and stitching, resulting in clothing items worn for longer and handed down from generation to generation, sensitivity to the origin of the garment and (2) apparel disposal behaviour such as (a) keeping apparel as cleaning material and repurposing into wearable apparel; (b) permanent disposal through handing down items and (c) temporary disposal through exchanged items. Applying the Elaboration Likelihood Model, it was possible to explain the lack of elaborated involvement in sustainable apparel practices resembling the peripheral route of the model. Unintentional sustainable practices have not been identified in the South African context, indicating the valuable contribution consumers in an emerging market context (EMC) can make if better awareness is created by the government and the retail sector specifically to address intentional non-sustainable purchasing behaviours in future.
Źródło:
Journal of Marketing and Consumer Behaviour in Emerging Markets; 2023, 1(16); 1-21
2449-6634
Pojawia się w:
Journal of Marketing and Consumer Behaviour in Emerging Markets
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian multidimensional-matrix polynomial empirical regression
Autorzy:
Mukha, Vladimir S.
Powiązania:
https://bibliotekanauki.pl/articles/2050059.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
regression function
parameter estimation
maximum likelihood estimation
Bayesian estimation
multidimensional matrice
Opis:
The problem of parameter estimation for the polynomial in the input variables regression function is formulated and solved. The input and output variables of the regression function are multidimensional matrices. The parameters of the regression function are assumed to be random independent multidimensional matrices with Gaussian distribution and known mean value and variance matrices. The solution to this problem is a multidimensional-matrix system of the linear algebraic equations in multidimensional-matrix unknown regression function parameters. We consider the particular cases of constant, affine and quadratic regression function, for which we have obtained formulas for parameter calculation. Computer simulation of the quadratic regression function is performed for the two-dimensional matrix input and output variables.
Źródło:
Control and Cybernetics; 2020, 49, 3; 291--314
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Wykorzystanie metod statystycznych w kryminalistyce
Use of statistical methods in forensics
Autorzy:
Cichocki, Stanisław
Powiązania:
https://bibliotekanauki.pl/articles/1373956.pdf
Data publikacji:
2015
Wydawca:
Centralne Laboratorium Kryminalistyczne Policji
Tematy:
kryminalistyka
rachunek prawdopodobieństwa
statystyka
iloraz wiarygodności
forensics
probability
statistics
likelihood ratio
Opis:
Artykuł podejmuje problematykę wykorzystania metod statystycznych w kryminalistyce. W tym celu przedstawiono rys historyczny opisujący rozwój wykorzystania tych metod. Omówiono również istotę tych metod, wskazując na ich główne zalety i wady. Do tych pierwszych zaliczyć można skwantyfikowanie niepewności związanej z danym dowodem, możliwość oceny prawdopodobieństwa zajścia którejś z wersji wydarzeń czy możliwość testowanie różnego rodzaju hipotez. Do wad towarzyszących wykorzystaniu metod statystycznych w kryminalistyce zaliczyć można konieczność posiadania odpowiedniej wiedzy z zakresu matematyki, rachunku prawdopodobieństwa czy statystyki, brak której utrudni bądź uniemożliwi zastosowanie właściwych narzędzi matematycznych, zwłaszcza przez osoby, które dokonują oceny dowodów, oraz problemy z przekazaniem i interpretacją uzyskanych wyników przez biegłych wykorzystujących metody statystyczne w kryminalistyce, tak aby były one zrozumiałe dla laików. Brak odpowiedniego zrozumienia może prowadzić do wystąpienia mających poważne konsekwencje błędów. Dodatkowo przedstawiono kilka przykładów zastosowania metod statystycznych w kryminalistyce takich jak analiza linii papilarnych, analiza fragmentów szkła i analiza profilu DNA.
The article undertakes the issues related to the use of statistical methods in forensics. To this end, a historical background on the development of such methods was presented. The essence of the methods was discussed with particular emphasis on their advantages and drawbacks. The former include the possibilities of quantifying uncertainty related to new evidence, assessing the probability of occurrence of one of versions of events or testing various hypotheses. The drawbacks related to applying statistical methods to forensics include the need for relevant expertise in mathematics, probability, and statistics. The lack of such expertise may impede or prevent the application of proper mathematical tools, especially by persons who evaluate evidence, or cause problems for the court experts who use statistical methods in forensics, in terms of conveying and interpreting the obtained results in a manner that they are understandable to non-professionals. The lack of sufficient understanding may lead to errors of serious consequences. In addition, several examples of the use of statistical methods in forensics are shown, such as fingerprint, glass particie and DNA analyses.
Źródło:
Problemy Kryminalistyki; 2015, 288; 3-14
0552-2153
Pojawia się w:
Problemy Kryminalistyki
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of changes in the distribution of income in the Czech Republic using mixture models
Autorzy:
Malá, Ivana
Powiązania:
https://bibliotekanauki.pl/articles/433957.pdf
Data publikacji:
2013
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
income distributions
maximum likelihood estimate
finite mixture
lognormal distribution
Dagum distribution
Opis:
In the text the development of distributions (and their characteristics) of the equivalised net annual nominal income in Czech households in 2004-2009 is studied. Three-parametric lognormal and Dagum distributions are used as a model for income probability distribution. Moreover, finite mixtures of these distributions are estimated for the models with an observable component membership (given by the number of economically active members of the household and the number of unemployed members). Data from the European Union survey – Statistics on Income and Living Conditions 2005-2010 – are used for the analysis. All the estimates in the text are obtained using the maximum likelihood method.
Źródło:
Śląski Przegląd Statystyczny; 2013, 11(17); 137-150
1644-6739
Pojawia się w:
Śląski Przegląd Statystyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the maximum likelihood estimator in the generalized beta regression model
Autorzy:
Rydlewski, J. P.
Mielczarek, D.
Powiązania:
https://bibliotekanauki.pl/articles/255953.pdf
Data publikacji:
2012
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
nonlinear regression
beta distribution
scale parameter
shape parameter
maximum likelihood estimator
Opis:
The subject of this article is to present the beta – regression model, where we assume that one parameter in the model is described as a combination of algebraically independent continuous functions. The proposed beta model is useful when the dependent variable is continuous and restricted to the bounded interval. The parameters are obtained by maximum likelihood estimation. We prove that estimators are consistent and asymptotically normal.
Źródło:
Opuscula Mathematica; 2012, 32, 4; 761-774
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fracture Statistics Using Three-Parameter and Two-Parameter Weibull Distributions for Fe-0.4C-1.5Cr-1.5Ni-0.8Mn-0.2Mo Structural Sintered Steel
Autorzy:
Fiał, C.
Ciaś, A.
Czarski, A.
Sułowski, M.
Powiązania:
https://bibliotekanauki.pl/articles/353218.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
sintered structural steels
mechanical properties
Weibull statistics
maximum likelihood
threshold parameter
Opis:
A statistical analysis is presented of tensile and bending strengths of a porous sintered structural steel which exhibits non-linear, quasi-brittle, behaviour. It is the result of existing natural flaws (pores and oxide inclusions) and of the formation of fresh flaws when stress is applied. The analysis is by two- and three-parameter Weibull statistics. Weibull modulus, a measure of reliability, was estimated by the maximum likelihood method for specimen populations < 30. Probability distributions were compared on the basis of goodness to fit using the Anderson-Darling tests. The use of the two-parameter Weibull distribution for strength data of quasi-brittle sintered steels is questioned, because there is sufficient evidence that the 3-parameter distribution fits the data better.
Źródło:
Archives of Metallurgy and Materials; 2016, 61, 3; 1547-1554
1733-3490
Pojawia się w:
Archives of Metallurgy and Materials
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robust m-estimator of parameters in variance components model
Autorzy:
Zmyślony, Roman
Zontek, Stefan
Powiązania:
https://bibliotekanauki.pl/articles/729842.pdf
Data publikacji:
2002
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Robust estimator
maximum likelihood estimator
statistical functional
Fisher consistency
Fréchet differentiability
Opis:
It is shown that a method of robust estimation in a two way crossed classification mixed model, recently proposed by Bednarski and Zontek (1996), can be extended to a more general case of variance components model with commutative a covariance matrices.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2002, 22, 1-2; 61-71
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Classifiers for doubly multivariate data
Autorzy:
Krzyśko, Mirosław
Skorzybut, Michał
Wołyński, Waldemar
Powiązania:
https://bibliotekanauki.pl/articles/729872.pdf
Data publikacji:
2011
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
classifiers
repeated measures data (doubly multivariate data)
Kronecker product covariance structure
compound symmetry covariance structure
AR(1) covariance structure
maximum likelihood estimates
likelihood ratio tests
Opis:
This paper proposes new classifiers under the assumption of multivariate normality for multivariate repeated measures data (doubly multivariate data) with Kronecker product covariance structures. These classifiers are especially useful when the number of observations is not large enough to estimate the covariance matrices, and thus the traditional classifiers fail. The quality of these new classifiers is examined on some real data. Computational schemes for maximum likelihood estimates of required class parameters, and the likelihood ratio test relating to the structure of the covariance matrices, are also given.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2011, 31, 1-2; 5-27
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Loss modeling with mixtures distributions in R package
Autorzy:
Sitek, Grzegorz
Powiązania:
https://bibliotekanauki.pl/articles/434037.pdf
Data publikacji:
2017
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
finite mixture of distributions
loss distribution
maximum likelihood estimate
EM algorithm
Opis:
Finite mixtures of probability distributions may be successfully used in the modeling of probability distributions of losses. These distributions are typically heavy tailed and positively skewed. Finding the distribution that fits loss data well is often difficult. The paper shows that the use of mixed models can significantly improve the goodness-of-fit of the loss data. The paper also presents an algorithm to find estimates of parameters of mixture distribution and gives an illustrative example. The analytical approach is probably the most often used in practice and certainly the most frequently adopted in the actuarial literature. It is reduced to finding a suitable analytical expression which fits the observed data well. For parameters estimation we use the maximum likelihood method applying the Newton-Raphson and EM algorithm. Computations of goodness-of-fit can be judged using the Akaike information criterion.
Źródło:
Śląski Przegląd Statystyczny; 2017, 15 (21); 183-200
1644-6739
Pojawia się w:
Śląski Przegląd Statystyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Unfolding spheres size distribution from linear sections with B-splines and EMDS algorithm
Autorzy:
Szkutnik, Z.
Powiązania:
https://bibliotekanauki.pl/articles/255515.pdf
Data publikacji:
2007
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
inverse problem
singular value expansion
stereology
discretization
quasi-maximum likelihood estimator
Opis:
The stereological problem of unfolding spheres size distribution from linear sections is formulated as a problem of inverse estimation of a Poisson process intensity function. A singular value expansion of the corresponding integral operator is given. The theory of recently proposed B-spline sieved quasi-maximum likelihood estimators is modified to make it applicable to the current problem. Strong L2-consistency is proved and convergence rates are given. The estimators are implemented with the recently proposed EMDS algorithm. Promising performance of this new methodology in finite samples is illustrated with a numerical example. Data grouping effects are also discussed.
Źródło:
Opuscula Mathematica; 2007, 27, 1; 151-165
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency
Autorzy:
Das, Arabinda
Powiązania:
https://bibliotekanauki.pl/articles/2076544.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
stochastic frontier model
copula function
simulated maximum likelihood
Monte Carlo simulation
Opis:
The paper considers the modeling and estimation of the stochastic frontier model where the error components are assumed to be correlated and the inefficiency error is assumed to be autocorrelated. The multivariate FarlieGumble-Morgenstern (FGM) and normal copula are used to capture both the contemporaneous and the temporal dependence between, and among, the noise and the inefficiency components. The intractable multiple integrals that appear in the likelihood function of the model are evaluated using the Halton sequence based Monte Carlo (MC) simulation technique. The consistency and the asymptotic efficiency of the resulting simulated maximum likelihood (SML) estimators of the present model parameters are established. Finally, the application of model using the SML method to the real life US airline data shows significant noise-inefficiency dependence and temporal dependence of inefficiency.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2015, 2; 111-126
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Evaluation of emitter location accuracy with the modified triangulation method by means of maximum likelihood estimators
Autorzy:
Matuszewski, Jan
Kraszewski, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/2052134.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
emitter location
triangulation method
errors ellipse
maximum likelihood estimators
electronic warfare
Opis:
The determination of precise emitter location is a very important task in electronic intelligence systems. Its basic requirements include the detection of the emission of electromagnetic sources (emitters), measurement of signal parameters, determining the direction of emitters, signal analysis, and the recognition and identification of their sources. The article presents a new approach and algorithm for calculating the location of electromagnetic emission sources (radars) in a plane based on the bearings in the radio-electronic reconnaissance system. The main assumptions of this method are presented and described i.e. how the final mathematical formulas for calculating the emitter location were determined for any number of direction finders (DFs). As there is an unknown distance from the emitter to the DFs then in the final formulas it is stated how this distance should be calculated in the first iteration. Numerical simulation in MATLAB showed a quick convergence of the proposed algorithm to the fixed value in the fourth/fifth iteration with an accuracy less than 0.1 meter. The computed emitter location converges to the fixed value regardless of the choice of the starting point. It has also been shown that to precisely calculate the emitter position, at least a dozen or so bearings from each DFs should be measured. The obtained simulation results show that the precise emitter location depends on the number of DFs, the distances between the localized emitter and DFs, their mutual deployment, and bearing errors. The research results presented in the article show the usefulness of the tested method for the location of objects in a specific area of interest. The results of simulation calculations can be directly used in radio-electronic reconnaissance systems to select the place of DFs deployment to reduce the emitter location errors in the entire reconnaissance area.
Źródło:
Metrology and Measurement Systems; 2021, 28, 4; 781-802
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Finite Mixtures Model Approach to Sensitive Questions in Surveys
Autorzy:
Artem, Shcherbina
Rostyslav, Maiboroda
Powiązania:
https://bibliotekanauki.pl/articles/465798.pdf
Data publikacji:
2011
Wydawca:
Główny Urząd Statystyczny
Tematy:
anonymous survey
sensitive questions
maximum likelihood
weighted mean
weighted least squares
Opis:
Observations from mixtures of different subpopulations are common in biological and sociological studies. We consider the case, when the observations are taken from a set of groups containing subjects, which belong to different subpopulations. Proportion of each subpopulation in a group is known and can vary from group to group. Our aim is to estimate the means of an observed variable for subjects, which belong to each subpopulation. In this paper we consider the case, when subpopulations are defined by answers on so called “sensitive questions”. We consider some parametric and nonparametric estimates of the subpopulation means, such as weighted means, maximum likelihood and weighted least squares estimates. Finite sample properties of these estimates are analyzed. Mean square errors of the estimates are compared on simulated data. Some asymptotic results are also given.
Źródło:
Statistics in Transition new series; 2011, 12, 2; 331-344
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Generalised Odd Frechet Family of Distributions: Properties and Applications
Autorzy:
Marganpoor, Shahdie
Ranjbar, Vahid
Alizadeh, Morad
Abdollahnezhad, Kamel
Powiązania:
https://bibliotekanauki.pl/articles/1058928.pdf
Data publikacji:
2020-09-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
Frechet distribution
Wiebull distribution
structural properties
failure-time
maximum likelihood estimation
Opis:
A new distribution called Generalized Odd Fréchet (GOF) distribution is presented and its properties explored. Some structural properties of the proposed distribution, including the shapes of the hazard rate function, moments, conditional moments, moment generating function, skewness, and kurtosis are presented. Mean deviations, Lorenz and Bonferroni curves, Rényi entropy, and the distribution of order statistics are given. The maximum likelihood estimation technique is used to estimate the model parameters, and finally applications of the model to a real data set are presented to illustrate the usefulness of the proposed distribution.
Źródło:
Statistics in Transition new series; 2020, 21, 3; 109-128
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Calibration of a rorating 2D laser range - finder using point - plane coistraints
Autorzy:
Wai Yan So, E.
Basso, F.
Menegatti, E.
Powiązania:
https://bibliotekanauki.pl/articles/384918.pdf
Data publikacji:
2013
Wydawca:
Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:
laser range finder
extrinsic calibration
pointplane
constraints
minimal conditions
maximum likelihood
estimate
Opis:
A common method used to obtain 3D range data with a 2D laser range finder is to rotate the sensor. To combine the 2D range data obtained at different rotation angles into a common 3D coordinate frame, the axis of rotation relative to the mirror center of the laser range finder should be known. This axis of rotation is a line in 3D space with four degrees of freedom. This paper describes a method for recovering the parameters of this rotational axis, as well as the extrinsic calibration between the rota tional axis and a camera. It simply requires scanning several planar checkerboard patterns that are also imaged by a static camera. In particular, we use only correspondences between lines in the laser scans and planes in the camera images, which can be established easily even for non-visible lasers. Furthermore, we show that such line-on-plane correspondences can be modelled as pointplane constraints, a problem studied in the field of robot kinematics. We use a numerical solution developed for such point-plane constraint problems to obtain an initial estimate, which is then refined by a nonlinear minimiza- tion that minimizes the ,,line-of-sight" errors in the laser scans and the reprojection errors in the camera image. To validate our proposed method, we give experimental results using a LMS-100 mounted on a pan-tilt device in a nodding configuration.
Źródło:
Journal of Automation Mobile Robotics and Intelligent Systems; 2013, 7, 2; 30-38
1897-8649
2080-2145
Pojawia się w:
Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fitting General Linear Model for Longitudinal Survey Data under Informative Sampling
Autorzy:
Eideh, Abdulhakeem A. H.
Powiązania:
https://bibliotekanauki.pl/articles/465750.pdf
Data publikacji:
2010
Wydawca:
Główny Urząd Statystyczny
Tematy:
General Linear Model
Informative sampling
Longitudinal Survey Data
Maximum Likelihood
Sample distribution
Opis:
The purpose of this article is to account for informative sampling in fitting superpopulation model for multivariate observations, and in particular multivariate normal distribution, for longitudinal survey data. The idea behind the proposed approach is to extract the model holding for the sample data as a function of the model in the population and the first order inclusion probabilities, and then fit the sample model using maximum likelihood, pseudo maximum likelihood and estimating equations methods. As an application of the results, we fit the general linear model for longitudinal survey data under informative sampling using different covariance structures: the exponential correlation model, the uniform correlation model, and the random effect model, and using different conditional expectations of first order inclusion probabilities given the study variable. The main feature of the present estimators is their behaviours in terms of the informativeness parameters.
Źródło:
Statistics in Transition new series; 2010, 11, 3; 90-111
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A weighted version of Gamma distribution
Autorzy:
Jain, Kanchan
Singla, Neetu
Gupta, Rameshwar
Powiązania:
https://bibliotekanauki.pl/articles/729800.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
gamma distribution
weight function
hazard function
maximum likelihood estimator
Akaike Information criterion
Opis:
Weighted Gamma (WG), a weighted version of Gamma distribution, is introduced. The hazard function is increasing or upside-down bathtub depending upon the values of the parameters. This distribution can be obtained as a hidden upper truncation model. The expressions for the moment generating function and the moments are given. The non-linear equations for finding maximum likelihood estimators (MLEs) of parameters are provided and MLEs have been computed through simulations and also for a real data set. It is observed that WG fits better than its submodels (WE), Generalized Exponential (GE), Weibull and Exponential distributions.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 89-111
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sample partitioning estimation for ergodic diffusions: application to Ornstein-Uhlenbeck diffusion
Autorzy:
Ramos, Luís
Powiązania:
https://bibliotekanauki.pl/articles/729918.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
ergodic diffusions
martingale estimating functions
transition and invariant densities
maximum likelihood estimators
Opis:
When a diffusion is ergodic its transition density converges to its invariant density, see Durrett (1998). This convergence enabled us to introduce a sample partitioning technique that gives in each sub-sample, maximum likelihood estimators. The averages of these being a natural choice as estimators. To compare our estimators with the optimal we obtained from martingale estimating functions, see Sørensen (1998), we used the Ornstein-Uhlenbeck process for which exact simulations can be carried out.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2010, 30, 1; 117-122
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Zero-modified Poisson-Modification of Quasi Lindley distribution and its application
Autorzy:
Tharshan, Ramajeyam
Wijekoon, Pushpakanthie
Powiązania:
https://bibliotekanauki.pl/articles/2156994.pdf
Data publikacji:
2022-12-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
over-dispersion
mixed Poisson distribution
PMQL distribution
zero modification
maximum likelihood estimation
Opis:
The Poisson-Modification of Quasi Lindley (PMQL) distribution is a newly introduced mixed Poisson distribution for over-dispersed count data. The aim of this article is to introduce the Zero-modified PMQL (ZMPMQL) distribution as an alternative to the PMQL distribution in order to accommodate zero inflation/deflation. The method of obtaining the ZMPMQL distribution jointly with some of its important properties, namely the probability mass and distribution functions, mean, variance, index of dispersion, and quantile function are presented. Furthermore, some of its special cases are discussed. The maximum likelihood (ML) estimation method is used for the unknown parameter estimation. A simulation study is conducted in order to evaluate the asymptotic theory of the ML estimation method and to show the superiority of the ML method over the method of moments estimation. The applicability of the introduced distribution is illustrated by using a real-world data set.
Źródło:
Statistics in Transition new series; 2022, 23, 4; 113-128
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modeling income on the basis of distribution mixture
Autorzy:
Sitek, Grzegorz
Powiązania:
https://bibliotekanauki.pl/articles/584955.pdf
Data publikacji:
2014
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
finite mixture
income distribution
maximum likelihood estimate
EM algorithm
number of components
Opis:
Finite mixtures of probability distributions may be successfully used in the modeling of probability distributions of incomes. These distributions are typically heavy tailed and positively skewed. This article deals with the problem of determining the number of components in mixture modeling. This paper considers the likelihood of ratio-based testing of the null hypothesis of homogeneity in mixture models. The number of components is an important parameter in the applications of finite mixture models.
Źródło:
Mathematical Economics; 2014, 10(17); 79-90
1733-9707
Pojawia się w:
Mathematical Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Probability measures of likelihood of diagnosis of the technical state of main combustion engines of sea-going ships
Autorzy:
Girtler, J.
Powiązania:
https://bibliotekanauki.pl/articles/242346.pdf
Data publikacji:
2009
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
combustion engine
diagnostic system
likelihood of diagnosis
theory of semi-Markov processes
Opis:
The paper presents reasons for the need of discerning the notions: likelihood of diagnosis and rightness of diagnosis while taking operating decisions. A probability formula for establishing the right diagnosis has been derived as a likelihood measure of diagnosis. For deriving the formuła, the theory of semi-Markov processes and Bayes' formula of the conditional probability have been applied. Other probability measures of likelihood of diagnosis have been also presented. These measures concern the technical state of such important systems as combustion engines of sea-going ships. However, they can be of use also for other ship systems. The paper provides description of a stochastic decision situation following from operation of combustion engines in any operating system and on this background there is presented some proposals of applying the technical diagnostics for controlling the engine operating process. Formulating a problem for the combustion engines, solving the problem, diagnostic inference and likelihood of diagnosis as well a simplified model of combustion engine operation taking into account diagnosis and control in time of operation are presented in the paper.
Źródło:
Journal of KONES; 2009, 16, 2; 125-132
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of Point Processes Observed with Noise with Applicational Example
Analiza procesów punktowych z szumem z przykładem aplikacyjnym
Autorzy:
Korzeniewski, Jerzy
Powiązania:
https://bibliotekanauki.pl/articles/904712.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
point process
maximum likelihood method
noise
incomplete observation
image data
computer algorithm
Opis:
Przykładem zastosowania procesów punktowych obserwowanych wraz z szumem są zdjęcia lotnicze lasów robione w celu oszacowania ubytków leśnych na danym terenie. Rudemo i Lund (2000) zaproponowali model, który może być użyteczny w tym celu, wykorzystujący liczbę „kandydatów na drzewa” widocznych na zdjęciu. Parametry warunkowej funkcji wiarygodności zostały oszacowane z uwzględnieniem takich odmian szumu, jak znikanie punktów, przemieszczanie się punktów oraz pojawianie się punktów fałszywych. To podejście nie rozwiązuje problemu szacowania faktycznej liczby drzew. W artykule tym zaproponowano nowy algorytm, który bezpośrednio szacuje faktyczną liczbę prawdziwych drzew. Jedynym koniecznym założeniem jest założenie o stałej gęstości zalesienia na danym obszarze lasu. Rezultaty uzyskane za pomocą nowego algorytmu można ocenić jak o interesujące.
An example of the application of point processes observed with noise are aerial photographs of forests with the aim of estimating the actual number of trees on a given area. Lund and Rudemo (2000) proposed a model useful in this context, basing on the number of “trees candidates” visible on the photograph. The parameters of conditional likelihood function were estimated taking into account such variations of noise as points thinning, points displacement and appearing of extra ghost points. The approach proposed does not solve the problem of the estimation of the actual number of trees. In this paper a new algorithm to estimate directly the number of actual trees is proposed. The only assumption on which the new measure depends is the natural assumption about forest density being locally constant. The results achieved with the help of the new measure may be assessed as interesting.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2005, 194
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Node assignment problem in Bayesian networks
Autorzy:
Polańska, J.
Borys, D.
Polański, A.
Powiązania:
https://bibliotekanauki.pl/articles/908425.pdf
Data publikacji:
2006
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
biostatystyka
sieci bayesowskie
przedział ufności
biostatistics
Bayesian networks
maximum likelihood
confidence intervals
Opis:
This paper deals with the problem of searching for the best assignments of random variables to nodes in a Bayesian network (BN) with a given topology. Likelihood functions for the studied BNs are formulated, methods for their maximization are described and, finally, the results of a study concerning the reliability of revealing BNs’ roles are reported. The results of BN node assignments can be applied to problems of the analysis of gene expression profiles.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2006, 16, 2; 233-240
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On estimation of parameters in the bivariate linear errors-in-variables model
Autorzy:
Czapkiewicz, Anna
Powiązania:
https://bibliotekanauki.pl/articles/1338894.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
regression line
variance component
simulation study
maximum likelihood method
estimator
replication model
Opis:
We discuss some methods of estimation in bivariate errors-in-variables linear models. We also suggest a method of constructing consistent estimators in the case when the error disturbances have the normal distribution with unknown parameters. It is based on the theory of estimating variance components in linear models. A simulation study is presented which compares this estimator with the maximum likelihood one.
Źródło:
Applicationes Mathematicae; 1998-1999, 25, 4; 401-410
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A note on the functional law of the iterated logarithm for Lévys area process
Autorzy:
N’zi, Modeste
Eddahbi, M’hamed
Powiązania:
https://bibliotekanauki.pl/articles/1339281.pdf
Data publikacji:
1997
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
law of the iterated logarithm
Lévy's area process
Brownian motion
maximum likelihood
Opis:
By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.
Źródło:
Applicationes Mathematicae; 1996-1997, 24, 2; 223-229
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimal Method for Polarization Selection of Stationary Objects Against the Background of the Earth’s Surface
Autorzy:
Volosyuk, Valerii
Zhyla, Simeon
Pavlikov, Vladimir
Ruzhentsev, Nikolay
Tserne, Eduard
Popov, Anatoliy
Shmatko, Oleksandr
Dergachov, Kostiantyn
Havrylenko, Olena
Ostroumov, Ivan
Kuzmenko, Nataliia
Sushchenko, Olga
Averyanova, Yuliya
Zaliskyi, Maksym
Solomentsev, Oleksandr
Kuznetsov, Borys
Nikitina, Tatyana
Powiązania:
https://bibliotekanauki.pl/articles/2055248.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
polarimetric radar
polarization selection
power lines detection
multichannel processing
maximum likelihood method
Opis:
Within the maximum likelihood method an optimal algorithm for polarization target selection against the background of interfering signal reflected from the earth’s surface is synthesized. The algorithm contains joint operations of spectral interference rejection and their polarization compensation by means of certain combinations of interchannel subtraction of signals of different polarizations. The physical features of the elements of the polarization scattering matrix are investigated for the technical implementation of the synthesized algorithm.
Źródło:
International Journal of Electronics and Telecommunications; 2022, 68, 1; 83--89
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Assessing the Shallow Water Habitat Mapping Extracted from High-Resolution Satellite Image with Multi Classification Algorithms
Autorzy:
Nandika, Muhammad Rizki
Ulfa, Azura
Ibrahim, Andi
Purwanto, Anang Dwi
Powiązania:
https://bibliotekanauki.pl/articles/8413878.pdf
Data publikacji:
2023
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
accuracy
coral
seagrass
Maximum Likelihood
Minimum Distance
Support Vector Machine
remote sensing
Opis:
Remote sensing technology is reliable in identifying the distribution of seabed cover yet there are still challenges in retrieving the data collection of shallow water habitats than with other objects on land. Classification algorithms based on remote sensing technology have been developed for application to map benthic habitats, such as Maximum Likelihood, Minimum Distance, and Support Vector Machine. This study focuses on examining those three classification algorithms to retrieve information on the benthic habitat in Pari Island, Jakarta using visual interpretation data for classification, and data field measurements for accuracy testing. This study used five classes of benthic objects, namely sand, sand-seagrass, rubble, seagrass, and coral. The results show how the proposed approach in this study provides an overall good classification of marine habitat with an accuracy produced 63.89–81.95%. The Support Vector Machine algorithm produced the highest accuracy rate of about 81.95%. The Support Vector Machine algorithm at a very high spatial resolution is considered to be capable of identifying, monitoring, and performing the rapid assessment of benthic habitat objects.
Źródło:
Geomatics and Environmental Engineering; 2023, 17, 2; 69--87
1898-1135
Pojawia się w:
Geomatics and Environmental Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Evaluation of the financial condition of companies after the announcement of arrangement bankruptcy: application of the classical and Bayesian logistic regression
Autorzy:
Pawełek, Barbara
Kostrzewska, Jadwiga
Kostrzewski, Maciej
Gałuszka, Krzysztof
Powiązania:
https://bibliotekanauki.pl/articles/1043912.pdf
Data publikacji:
2020-08-18
Wydawca:
Główny Urząd Statystyczny
Tematy:
company
arrangement bankruptcy
financial condition
Maximum Likelihood Method
Bayesian approach
logistic regression
Opis:
The aim of this paper is to present the results of an assessment of the financial condition of companies from the construction industry after the announcement of arrangement bankruptcy, in comparison to the condition of healthy companies. The logistic regression model estimated by means of the maximum likelihood method and the Bayesian approach were used. The first achievement of our study is the assessment of the financial condition of companies from the construction industry after the announcement of bankruptcy. The second achievement is the application of an approach combining the classical and Bayesian logistic regression models to assess the financial condition of companies in the years following the declaration of bankruptcy, and the presentation of the benefits of such a combination. The analysis described in the paper, carried out in most part by means of the ML logistic regression model, was supplemented with information yielded by the application of the Bayesian approach. In particular, the analysis of the shape of the posterior distribution of the repeat bankruptcy probability makes it possible, in some cases, to observe that the financial condition of a company is not clear, despite clear assessments made on the basis of the point estimations.
Źródło:
Przegląd Statystyczny; 2020, 67, 1; 5-32
0033-2372
Pojawia się w:
Przegląd Statystyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new count data model applied in the analysis of vaccine adverse events and insurance claims
Autorzy:
Dar, Showkat Ahmad
Hassan, Anwar
Ahmad, Peer Bilal
Wani, Sameer Ahmad
Powiązania:
https://bibliotekanauki.pl/articles/1827552.pdf
Data publikacji:
2021-09-06
Wydawca:
Główny Urząd Statystyczny
Tematy:
poisson distribution
weighted exponential distribution
compound distribution
count data
maximum likelihood estimation
Opis:
The article presents a new probability distribution, created by compounding the Poisson distribution with the weighted exponential distribution. Important mathematical and statistical properties of the distribution have been derived and discussed. The paper describes the proposed model's parameter estimation, performed by means of the maximum likelihood method. Finally, real data sets are analyzed to verify the suitability of the proposed distribution in modeling count data sets representing vaccine adverse events and insurance claims.
Źródło:
Statistics in Transition new series; 2021, 22, 3; 157-174
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The odd power generalized Weibull-G power series class of distributions: properties and applications
Autorzy:
Oluyede, Broderick
Moakofi, Thatayaone
Chipepa, Fastel
Powiązania:
https://bibliotekanauki.pl/articles/2034112.pdf
Data publikacji:
2022-03-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
Weibull-g distribution
power series
Poisson distribution
logarithmic distribution
maximum likelihood estimation
Opis:
We develop a new class of distributions, namely, the odd power generalizedWeibull-G power series (OPGW-GPS) class of distributions. We present some special classes of the proposed distribution. Structural properties, have also been derived. We conducted a simulation study to evaluate the consistency of the maximum likelihood estimates. Moreover, two real data examples on selected data sets, to illustrate the usefulness of the new class of distributions. The proposed model outperforms several non-nested models on selected data sets.
Źródło:
Statistics in Transition new series; 2022, 23, 1; 89-108
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Determinants of outward FDI from emerging economies
Autorzy:
Cieślik, Andrzej
Hien Tran, Giang
Powiązania:
https://bibliotekanauki.pl/articles/22446426.pdf
Data publikacji:
2019
Wydawca:
Instytut Badań Gospodarczych
Tematy:
foreign direct investment
knowledge-capital model
emerging multinationals
pseudo-Poisson maximum likelihood
Opis:
Research background: The last four decades have witnessed an upsurge of multi-nationals from emerging markets alongside a narrowed gap in growth prospects between developed and emerging economies. UNCTAD statistics show that FDI flows from emerging economies have gone steady since 1980 and occupied more than one fifth of global FDI stock in 2015. Japan led the reverse FDI trend when it started to invest abroad in the 1960s and 1970s. Two decades later, in the 1980s-1990s, the reverse FDI trend was continued by so-called Asian tigers, then recently by those rapidly-industrializing economies in Southeast Asia as well as China and India in East and South Asia. Purpose of the article: The main goal of this paper is to contribute empirically to the study of the determinants of FDI outflows from emerging economies. Methods: In order to derive empirically testable hypotheses this paper refers to theoretical Knowledge-Capital model developed by Markusen (2002). The model is estimated using the Poisson-Pseudo Maximum Likelihood estimation technique. The specific research hypotheses derived from the theory are verified using a panel dataset of 38 home emerging countries and 134 host countries over the period 2001?2012. Findings & Value added: In this paper, we distinguish between horizontal and vertical reasons for FDI. Our estimation results support the hypothesis that main-stream theory of multinational enterprise can explain FDI flows from emerging economies, implying the significant roles of total market size, skilled-labor abundance, investment cost, trade cost as well as geographical distance between two countries.
Źródło:
Equilibrium. Quarterly Journal of Economics and Economic Policy; 2019, 14, 2; 209-231
1689-765X
2353-3293
Pojawia się w:
Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of COVID-19 and cancer data using new half-logistic generated family of distributions
Autorzy:
Khan, Sadaf
Tahir, Muhammad H.
Jamal, Farrukh
Powiązania:
https://bibliotekanauki.pl/articles/29127967.pdf
Data publikacji:
2023
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
half-logistic distribution
generalized family
likelihood estimation
bio-medical data
Frechet distribution
Opis:
We focus on a specific sub-model of the proposed family that we call the new half logistic-Fréchet. This sub-model stems from a new generalisation of the half-logistic distribution which we call the new half-logistic-G. The novelty of proposing this new family is that it does not include any additional parameters and instead relies on the baseline parameter. Standard statistical formulas are used to show the forms of the density and failure rate functions, ordinary and incomplete moments with generating functions, and random variate generation. The maximum likelihood estimation procedure is used to estimate the set of parameters. We conduct a simulation analysis to ensure that our calculations are converging with lower mean square error and biases. We use three real-life data sets to equate our model to well-established existing models. The proposed model outperforms the well-established four parameters beta Fréchet and exponentiated generalized Fréchet for some real- -life results, with three parameters such as half-logistic Fréchet, exponentiated Fréchet, Zografos–Balakrishnan gamma Fréchet, Topp–Leonne Fréchet, and Marshall–Olkin Fréchet and two-parameter classical Fréchet distribution.
Źródło:
Operations Research and Decisions; 2023, 33, 4; 71--95
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Power spectrum optimization in the design of multisine manoeuvre for identification purposes
Autorzy:
Lichota, P.
Szulczyk, J.
Noreña, D. A.
Vallejo Monsalve, F. A.
Powiązania:
https://bibliotekanauki.pl/articles/279485.pdf
Data publikacji:
2017
Wydawca:
Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
Tematy:
flight dynamics
optimal input design
multisine excitations
system identification
least squares
maximum likelihood
Opis:
In this paper, two sets of multisine signals are designed for system identification purposes. The first one is obtained without any information about system dynamics. In the second case, the a priori information is given in terms of dimensional stability and control derivatives. Magnitude Bode plots are obtained to design the multisine power spectrum that is optimized afterwards. A genetic algorithm with linear ranking, uniform crossover and mutation operator has been employed for that purpose. Both designed manoeuvres are used to excite the aircraft model, and then system identification is performed. The estimated parameters are obtained by applying two methods: Equation Error and Output Error. The comparison of both investigated cases in terms of accuracy and manoeuvre time is presented afterwards.
Źródło:
Journal of Theoretical and Applied Mechanics; 2017, 55, 4; 1193-1203
1429-2955
Pojawia się w:
Journal of Theoretical and Applied Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Generalized extended Marshall-Olkin family of lifetime distributions
Autorzy:
Goldoust, Mehdi
Mohammadpour, Adel
Powiązania:
https://bibliotekanauki.pl/articles/2034093.pdf
Data publikacji:
2022-03-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
compound distribution
hazard rate function
lifetime distribution
maximum likelihood estimation
power series distribution
Opis:
We introduce a new generalized family of nonnegative continuous distributions by adding two extra parameters to a lifetime distribution, called the baseline distribution, by twice compounding a power series distribution. The new family, called the lifetime power series-power series family, has a serial arrangement of parallel structures, which extends the Marshall and Olkin structure. Four special models are discussed. A mathematical treatment of the new distributions is provided, including ordinary and incomplete moments, quantile, moment generating and mean residual functions. The maximum likelihood estimation technique is used to estimate the model parameters and a simulation study is conducted to investigate the performance of the maximum likelihood estimates. Its applicability is also illustrated by means of two real data sets.
Źródło:
Statistics in Transition new series; 2022, 23, 1; 55-74
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
MLE for the γ-order Generalized Normal Distribution
Autorzy:
Kitsos, Christos
Vassiliadis, Vassilios
Toulias, Thomas
Powiązania:
https://bibliotekanauki.pl/articles/729734.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
γ-order Normal distribution
cumulative distribution
truncated distribution
hazard rate
Maximum likelihood estimation
Opis:
The introduced three parameter (position μ, scale ∑ and shape γ) multivariate generalized Normal distribution (γ-GND) is based on a strong theoretical background and emerged from Logarithmic Sobolev Inequalities. It includes a number of well known distributions such as the multivariate Uniform, Normal, Laplace and the degenerated Dirac distributions. In this paper, the cumulative distribution, the truncated distribution and the hazard rate of the γ-GND are presented. In addition, the Maximum Likelihood Estimation (MLE) method is discussed in both the univariate and multivariate cases and asymptotic results are presented.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 143-158
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Tests for profile analysis based on two-step monotone missing data
Autorzy:
Onozawa, Mizuki
Takahashi, Sho
Seo, Takashi
Powiązania:
https://bibliotekanauki.pl/articles/729840.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Hotelling's T²-type statistic
likelihood ratio
profile analysis
two-step monotone missing data
Opis:
In this paper, we consider profile analysis for the observations with two-step monotone missing data. There exist three interesting hypotheses - the parallelism hypothesis, level hypothesis, and flatness hypothesis - when comparing the profiles of some groups. The T²-type statistics and their asymptotic null distributions for the three hypotheses are given for two-sample profile analysis. We propose the approximate upper percentiles of these test statistics. When the data do not have missing observations, the test statistics perform lower than the usual test statistics, for example, as in [8]. Further, we consider a parallel profile model for several groups when the data have two-step monotone missing observations. Under the assumption of non-missing data, the likelihood ratio test procedure is derived by [16]. We derive the test statistic based on the likelihood ratio. Finally, in order to investigate the accuracy for the null distributions of the proposed statistics, we perform a Monte Carlo simulation for some selected parameters values.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2013, 33, 1-2; 171-190
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Remaining useful life prediction of cylinder liner based on nonlinear degradation model
Autorzy:
Kang, Jianxiong
Lu, Yanjun
Zhao, Bin
Luo, Hongbo
Meng, Jiacheng
Zhang, Yongfang
Powiązania:
https://bibliotekanauki.pl/articles/2057982.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
Tematy:
remaining useful life
cylinder liner wear
nonlinear degradation
maximum likelihood estimation
adaptive PDF
Opis:
In order to effectively monitor the wear and predict the life of cylinder liner, a nonlinear degradation model with multi-source uncertainty based on Wiener process is established to evaluate the remaining useful life (RUL) of cylinder liner wear. Due to complex service performance of cylinder liner, the uncertainty of operational environment and working conditions of cylinder liner wear are considered into the model by a random function. The probability density function (PDF) formula of RUL is derived, and the maximum likelihood estimation method is adopted to estimate the unknown parameters of PDF. Considering the evaluated parameters as the initial values, the model parameters are updated adaptively, and an adaptive PDF is obtained. Furthermore, the proposed model is compared with two classical degradation models. The results show that the proposed model has a good performance for predicting the life, and the error is within 5%. The method can provide a reference for condition monitoring of cylinder liner wear.
Źródło:
Eksploatacja i Niezawodność; 2022, 24, 1; 62--69
1507-2711
Pojawia się w:
Eksploatacja i Niezawodność
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The role of the origin (automatic vs. reflective) of affective state for the effectiveness of persuasion based on strong vs. weak arguments
Autorzy:
Walkowiak, Magdalena T.
Imbir, Kamil K.
Powiązania:
https://bibliotekanauki.pl/articles/2127064.pdf
Data publikacji:
2019-04-08
Wydawca:
Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
Tematy:
Elaboration Likelihood Model
persuasion
Emotion Duality Model
reflective emotions
automatic emotions
information processing
Opis:
Previous research has focused on the influence of emotional valence on the effectiveness of per-suasion via the central route or the peripheral route. The purpose of this study was to answer the question of whether other dimensions of emotion, such as the origin of emotional charge (auto-matic vs. reflective) may also influence the effectiveness of persuasion. It was expected that reflective emotions would increase susceptibility to strong arguments, while automatic emotions would result in a lack of sensitivity to the quality of arguments. Emotional words of proven emotional quality were used to elicit affective states. They were chosen in order to contrast the different levels of emotional valence (negative, neutral, and positive) and the origin of emotion (automatic and reflective). It turned out that in the case of reflective conditions, a significantly higher effectiveness of persuasion was observed for strong arguments than for weak ones. In the case of automatic conditions, there was no difference in the effectiveness of persuasion depending on the quality of the arguments. There were also no differences related to emotional valence; however, the manipulation of affective states on emotional valence dimension turned out not to be effective. This suggests that the origin of emotion can be considered a factor influencing processing via the central or peripheral route to persuasion.
Źródło:
Roczniki Psychologiczne; 2018, 21, 1; 9-33
1507-7888
Pojawia się w:
Roczniki Psychologiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An Evaluation of Pixel-based and Object-based Classification Methods for Land Use Land Cover Analysis Using Geoinformatic Techniques
Autorzy:
Powar, Sudhir K.
Panhalkar, Sachin S.
Patil, Abhijit S.
Powiązania:
https://bibliotekanauki.pl/articles/2055771.pdf
Data publikacji:
2022
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
pixel-based classification (PBC)
object-based classification(OBC)
maximum likelihood classifier
multi-resolution segmentation
Opis:
Land use land cover (LULC) classification is a valuable asset for resource managers; in many fields of study, it has become essential to monitor LULC at different scales. As a result, the primary goal of this work is to compare and contrast the performance of pixel-based and object-based categorization algorithms. The supervised maximum likelihood classifier (MLC) technique was employed in pixel-based classification, while multi-resolution segmentation and the standard nearest neighbor (SNN) algorithm were employed in object-based classification. For the urban and suburban parts of Kolhapur, the Resourcesat-2 LISS-IV image was used, and the entire research region was classified into five LULC groups. The performance of the two approaches was examined by comparing the classification results. For accuracy evaluation, the ground truth data was used, and confusion matrixes were generated. The overall accuracy of the object-based methodology was 84.66%, which was significantly greater than the overall accuracy of the pixel-based categorization methodology, which was 72.66%. The findings of this study show that object-based classification is more appropriate for high-resolution Resourcesat-2 satellite data than MLC of pixel-based classification.
Źródło:
Geomatics and Environmental Engineering; 2022, 16, 2; 61--75
1898-1135
Pojawia się w:
Geomatics and Environmental Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A study of the climate and human impact on the future survival of the Al-Sannya marsh in Iraq
Autorzy:
Hatem, Amal Jabbar
Al-Jasim, Ali Adnan N.
Abduljabbar, Hameed Majeed
Powiązania:
https://bibliotekanauki.pl/articles/2048498.pdf
Data publikacji:
2021
Wydawca:
Instytut Technologiczno-Przyrodniczy
Tematy:
climate change
human impact
Landsat 5
Landsat 8
maximum likelihood classification
south of Iraq
Opis:
The marshes are the most abundant water sources and ecological rich communities. They have a significant impact on the ecological and economic well-being of the communities surrounding them. However, climatic changes directly impact these bodies of water, especially those marshes which depend on rainwater and flooding for their survival. The Al-Sannya marsh is used as the example of marshes in Southern Iraq for this study between 1987-2017. The research takes place throughout the winter season due to the revival of marshes in southern Iraq at this time of year. The years 1987, 1990, 1995, 2000, 2007, 2014, 2017 are the focus of this study. Satellite imagery from the Landsat 5 (TM) and Landsat 8 (OLI) and the meteorological parameters affecting the marsh were acquired from NASA. The calculation of the areas of water bodies after classification using satellite imagery is done using the maximum likelihood method and comparing it with meteorological parameters. These results showed that these marshes are facing extinction due to the general change of climate and the interference of humans in utilising the drylands of the marsh for agricultural purposes. The vegetation area can be seen to have decreased from 51.15 km2 in 2000 to 8.77 km2 in 2017.
Źródło:
Journal of Water and Land Development; 2021, 51; 168-173
1429-7426
2083-4535
Pojawia się w:
Journal of Water and Land Development
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Scaled Consistent Estimation of Regression Parameters in Frailty Models
Zgodna z dokładnością do skali estymacja parametrów w modelach regresji ze zmienną „frailty”
Autorzy:
Bednarski, Tadeusz
Skolimowska-Kulig, Magdalena
Powiązania:
https://bibliotekanauki.pl/articles/654620.pdf
Data publikacji:
2018
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
modele frailty
estymacja największej wiarygodności
Fisherowska zgodność
frailty models
maximum likelihood estimation
Fisher consistency
Opis:
W artykule omówiono atrakcyjną obliczeniowo metodę estymacji parametrów dla klasy modeli regresyjnych z nieobserwowaną zmienną „frailty”. Dowiedziono, że estymator największej wiarygodności stosowany w klasycznym wykładniczym modelu regresji jest Fisherowsko zgodny z dokładnością do skali w rozważanym modelu „frailty”. Przeprowadzone badania symulacyjne oraz analiza rzeczywistych danych wskazują na dobre własności asymptotyczne prezentowanej metody estymacji.
A computationally attractive method of estimation of parameters for a class of frailty regression models is discussed. The method uses maximum likelihood estimation for the classical exponential regression model. Scaled Fisher consistency is shown to hold and a simulation study indicating good asymptotic properties of the method, as well as real data case analysis, are presented.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2018, 5, 338; 133-142
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On some properties of ML and REML estimators in mixed normal models with two variance components
Autorzy:
Gnot, Stanisław
Michalski, Andrzej
Urbańska-Motyka, Agnieszka
Powiązania:
https://bibliotekanauki.pl/articles/729742.pdf
Data publikacji:
2004
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
mixed linear models
likelihood-based inference
ML- and REML- estimation
variance components
Fisher's information
Opis:
In the paper, the problem of estimation of variance components σ₁² and σ₂² by using the ML-method and REML-method in a normal mixed linear model {Y,E(Y) = Xβ, Cov(Y) = σ₁²V + σ₂²Iₙ} is considered. This paper deal with properties of estimators of variance components, particularly when an explicit form of these estimators is unknown. The conditions when the ML and REML estimators can be expressed in explicit forms are given, too. The simulation study for one-way classification unbalanced random model together with a new proposition of approximation of expectation and variances of ML and REML estimators are shown. Numerical calculations with reference to the generalized Fisher's information are also given.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2004, 24, 1; 109-126
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Methods for combining probability and nonprobability samples under unknown overlaps
Autorzy:
Savitsky, Terrance D.
Williams, Matthew R.
Gershunskaya, Julie
Beresovsky, Vladislav
Powiązania:
https://bibliotekanauki.pl/articles/31342142.pdf
Data publikacji:
2023-12-07
Wydawca:
Główny Urząd Statystyczny
Tematy:
Survey sampling
Nonprobability sampling
Data combining
Inclusion probabilities
Exact sample likelihood
Bayesian hierarchical modeling
Opis:
Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective sample size. Estimation of a population quantity derived from a convenience sample will typically result in bias since the distribution of variables of interest in the convenience sample is different from the population distribution. A recent set of approaches estimates inclusion probabilities for convenience sample units by specifying reference sample-weighted pseudo likelihoods. This paper introduces a novel approach that derives the propensity score for the observed sample as a function of inclusion probabilities for the reference and convenience samples as our main result. Our approach allows specification of a likelihood directly for the observed sample as opposed to the approximate or pseudo likelihood. We construct a Bayesian hierarchical formulation that simultaneously estimates sample propensity scores and the convenience sample inclusion probabilities. We use a Monte Carlo simulation study to compare our likelihood based results with the pseudo likelihood based approaches considered in the literature.
Źródło:
Statistics in Transition new series; 2023, 24, 5; 1-34
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On optimality of the orthogonal block design
Autorzy:
Synówka-Bejenka, Ewa
Zontek, Stefan
Powiązania:
https://bibliotekanauki.pl/articles/729896.pdf
Data publikacji:
2012
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Experimental design
orthogonal block design
robust estimator
maximum likelihood estimator
A-optimality
D-optimality
Opis:
In the paper a usual block design with treatment effects fixed and block effects random is considered. To compare experimental design the asymptotic covariance matrix of a robust estimator proposed by Bednarski and Zontek (1996) for simultaneous estimation of shift and scale parameters is used. Asymptotically A- and D- optimal block designs in the class of designs with bounded block sizes are characterized.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2012, 32, 1-2; 59-68
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Likelihood and parametric heteroscedasticity in normal connected linear models
Autorzy:
Mexia, Joao
Real, Pedro
Powiązania:
https://bibliotekanauki.pl/articles/729942.pdf
Data publikacji:
2000
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
linear model
connected model
normal model
maximum likelihood estimators
score function
Newton-Raphson method
Opis:
A linear model in which the mean vector and covariance matrix depend on the same parameters is connected. Limit results for these models are presented. The characteristic function of the gradient of the score is obtained for normal connected models, thus, enabling the study of maximum likelihood estimators. A special case with diagonal covariance matrix is studied.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2000, 20, 2; 177-188
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Record-based inference and associated cost analysis for the Weibull distribution
Autorzy:
Doostparast, M.
Powiązania:
https://bibliotekanauki.pl/articles/205931.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
cost analysis
likelihood function
record data
total time on test
Weibull model
lifetime model
Opis:
In statistical process control, record schemes are used to reduce the total time on test for the inspection inquiry. In these schemes, units are examined sequentially and successive minimum values are recorded. On the basis of record data, Samaniego and Whitaker (1986) obtained the maximum likelihood (ML) estimate of the mean for an exponential distribution. Since the two parameter Weibull model, as an extension of the exponential distribution, has a wide range of application, Hoinkes and Padgett (1994) derived the record-based ML estimators for the parameters of interest in this model. This paper shows that the ML estimates of the Weibull parameters do not always exist for the basis of records. Thus, a new scheme is proposed, in which the ML estimates of the parameters always exist. An analytic cost-based comparison between the usual and the New scheme is also carried out. Finally, some concluding remarks and open problems are formulated.
Źródło:
Control and Cybernetics; 2015, 44, 1; 163-177
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Assessment of Approaches for the Extraction of Building Footprints from Pléiades Images
Autorzy:
Taha, Lamyaa Gamal El-deen
Ibrahim, Rania Elsayed
Powiązania:
https://bibliotekanauki.pl/articles/1837996.pdf
Data publikacji:
2021
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
ensemble classifiers
machine learning
random forest
maximum likelihood
support vector machines
backpropagation
image classification
Opis:
The Marina area represents an official new gateway of entry to Egypt and the development of infrastructure is proceeding rapidly in this region. The objective of this research is to obtain building data by means of automated extraction from Pléiades satellite images. This is due to the need for efficient mapping and updating of geodatabases for urban planning and touristic development. It compares the performance of random forest algorithm to other classifiers like maximum likelihood, support vector machines, and backpropagation neural networks over the well-organized buildings which appeared in the satellite images. Images were subsequently classified into two classes: buildings and non-buildings. In addition, basic morphological operations such as opening and closing were used to enhance the smoothness and connectedness of the classified imagery. The overall accuracy for random forest, maximum likelihood, support vector machines, and backpropagation were 97%, 95%, 93% and 92% respectively. It was found that random forest was the best option, followed by maximum likelihood, while the least effective was the backpropagation neural network. The completeness and correctness of the detected buildings were evaluated. Experiments confirmed that the four classification methods can effectively and accurately detect 100% of buildings from very high-resolution images. It is encouraged to use machine learning algorithms for object detection and extraction from very high-resolution images.
Źródło:
Geomatics and Environmental Engineering; 2021, 15, 4; 101-116
1898-1135
Pojawia się w:
Geomatics and Environmental Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A study of the climate and human impact on the future survival of the Al-Sannya marsh in Iraq
Autorzy:
Hatem, Amal Jabbar
Al-Jasim, Ali Adnan N.
Abduljabbar, Hameed Majeed
Powiązania:
https://bibliotekanauki.pl/articles/2048508.pdf
Data publikacji:
2021
Wydawca:
Instytut Technologiczno-Przyrodniczy
Tematy:
climate change
human impact
Landsat 5
Landsat 8
maximum likelihood classification
south of Iraq
Opis:
The marshes are the most abundant water sources and ecological rich communities. They have a significant impact on the ecological and economic well-being of the communities surrounding them. However, climatic changes directly impact these bodies of water, especially those marshes which depend on rainwater and flooding for their survival. The Al-Sannya marsh is used as the example of marshes in Southern Iraq for this study between 1987-2017. The research takes place throughout the winter season due to the revival of marshes in southern Iraq at this time of year. The years 1987, 1990, 1995, 2000, 2007, 2014, 2017 are the focus of this study. Satellite imagery from the Landsat 5 (TM) and Landsat 8 (OLI) and the meteorological parameters affecting the marsh were acquired from NASA. The calculation of the areas of water bodies after classification using satellite imagery is done using the maximum likelihood method and comparing it with meteorological parameters. These results showed that these marshes are facing extinction due to the general change of climate and the interference of humans in utilising the drylands of the marsh for agricultural purposes. The vegetation area can be seen to have decreased from 51.15 km2 in 2000 to 8.77 km2 in 2017.
Źródło:
Journal of Water and Land Development; 2021, 51; 168-173
1429-7426
2083-4535
Pojawia się w:
Journal of Water and Land Development
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Parameter estimation of exponentiated exponential distribution under selective ranked set sampling
Autorzy:
Hassan, Amal S.
Elshaarawy, Rasha S.
Nagy, Heba F.
Powiązania:
https://bibliotekanauki.pl/articles/2156898.pdf
Data publikacji:
2022-12-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
exponentiated exponential distribution
partial ranked set sampling
neoteric ranked set sampling
maximum likelihood method
Opis:
Partial ranked set sampling (PRSS) is a cost-effective sampling method. It is a combination of simple random sample (SRS) and ranked set sampling (RSS) designs. The PRSS method allows flexibility for the experimenter in selecting the sample when it is either difficult to rank the units within each set with full confidence or when experimental units are not available. In this article, we introduce and define the likelihood function of any probability distribution under the PRSS scheme. The performance of the maximum likelihood estimators is examined when the available data are assumed to have an exponentiated exponential (EE) distribution via some selective RSS schemes as well as SRS. The suggested ranked schemes include the PRSS, RSS, neoteric RSS (NRSS), and extreme RSS (ERSS). An intensive simulation study was conducted to compare and explore the behaviour of the proposed estimators. The study demonstrated that the maximum likelihood estimators via PRSS, NRSS, ERSS, and RSS schemes are more efficient than the corresponding estimators under SRS. A real data set is presented for illustrative purposes.
Źródło:
Statistics in Transition new series; 2022, 23, 4; 37-58
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Arriving air traffic separations generalized model identification
Autorzy:
Pawełek, Adrian
Lichota, Piotr
Powiązania:
https://bibliotekanauki.pl/articles/2173648.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
air traffic
system identification
maximum likelihood
modelling
ruch lotniczy
identyfikacja systemu
prawdopodobieństwo maksymalne
modelowanie
Opis:
Quick development of computer techniques and increasing computational power allow for building high-fidelity models of various complex objects and processes using historical data. One of the processes of this kind is an air traffic, and there is a growing need for traffic mathematical models as air traffic is increasing and becoming more complex to manage. This study concerned the modelling of a part of the arrival process. The first part of the research was air separation modelling by using continuous probability distributions. Fisher information matrix was used for the best fit selection. The second part of the research consisted of applying regression models that best match the parameters of representative distributions. Over a dozen airports were analyzed in the study and that allowed to build a generalized model for aircraft air separation in function of traffic intensity. Results showed that building a generalized model which comprises traffic from various airports is possible. Moreover, aircraft air separation can be expressed by easy to use mathematical functions. Models of this kind can be used for various applications, e.g.: air separation management between aircraft, airports arrival capacity management, and higher-level air traffic simulation or optimization tasks.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2022, 70, 2; art. no. e140694
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting
Autorzy:
Gobbi, Fabio
Mulinacci, Sabrina
Powiązania:
https://bibliotekanauki.pl/articles/2119921.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
convolution-based autoregressive models
level-increment dependence
nonlinear time series
maximum likelihood
forecasting accuracy
Opis:
In this paper we consider a class of nonlinear autoregressive models in which a specific type of dependence structure between the error term and the lagged values of the state variable is assumed. We show that there exists an equivalent representation given by a p-th order state-dependent autoregressive (SDAR(p)) model where the error term is independent of the last p lagged values of the state variable (yt−1, . . . , yt−p) and the autoregressive coefficients are specific functions of them. We discuss a quasi-maximum likelihood estimator of the model parameters and we prove its consistency and asymptotic normality. To test the forecasting ability of the SDAR(p) model, we propose an empirical application to the quarterly Japan GDP growth rate which is a time series characterized by a level-increment dependence. A comparative analyses is conducted taking into consideration some alternative and competitive models for nonlinear time series such as SETAR and AR-GARCH models.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2022, 1; 81-108
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Half-Logistic Odd Power Generalized Weibull-G Family of Distributions
Autorzy:
Peter, Peter O.
Chipepa, Fastel
Oluyede, Broderick
Makubate, Boikanyo
Powiązania:
https://bibliotekanauki.pl/articles/2119924.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
half logistic distribution
half logistic-G distribution
Weibull generalized-G distribution
maximum likelihood estimation
Opis:
We develop and study in detail a new family of distributions called Half- logistic Odd Power Generalized Weibull-G (HLOPGW-G) distribution, which is a linear combination of the exponentiated-G family of distributions. From the special cases considered, the model can fit heavy tailed data and has non-monotonic hazard rate functions. We further assess and demonstrate the performance of this family of distributions via simulation experiments. Real data examples are given to demonstrate the applicability of the proposed model compared to several other existing models.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2022, 1; 1-35
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Jak nie należy wykrywać projektu
How Not to Detect Design – Critical Notice: William A. Dembski, The Design Inference
Autorzy:
Fitelson, Branden
Stephens, Christopher
Sober, Elliott
Powiązania:
https://bibliotekanauki.pl/articles/553268.pdf
Data publikacji:
2008
Wydawca:
Uniwersytet Zielonogórski. Instytut Filozofii
Tematy:
filtr eksplanacyjny
szansa
prawdopodobieństwo
przypadek
regularność
specyfikacja
explanatory filter
likelihood
probability
chance
regularity
specification
Opis:
Artykuł stanowi analizę krytyczną koncepcji filtra eksplanacyjnego, zaprezentowanej przez Williama Dembskiego w książce The Design Inference. Filtr jest rozumiany jako formalizacja procedury prowadzącej do wykrycia, czy dane zdarzenie jest zaprojektowane poprzez zastosowanie reguł rządzących wyborem wzajemnie się wykluczających hipotez: regularności, przypadku i projektu. Autorzy odnoszą się do pojęcia szansy hipotezy rozumianej jako prawdopodobieństwo, jakie ta hipoteza nadaje zdarzeniom ,i argumentują, że w odróżnieniu od hipotez przypadku i regularności, szansa hipotezy projektu nigdy nie jest brana przez Dembskiego pod uwagę. Autorzy krytykują również klasyfikację wymienionych hipotez zaproponowaną w The Design Inference.
The article is a critical analysis of the explanatory filter concept presented by William Dembski in his book The Design Inference. The filter is understood as formalization of the procedure leading to detection whether a given event is designed. The procedure is based on application of the rules that determine the choice between mutually exclusive hypotheses: Regularity, Chance and Design. Authors refer to the notion of likelihood of a hypothesis understood as the probability that hypothesis confers on observations. They argue that, in contrast to the likelihood of Chance and Regularity hypotheses, Dembski never takes the likelihood of Design hypothesis into consideration. Authors also criticize classification of above mentioned hypotheses proposed in The Design Inference.
Źródło:
Filozoficzne Aspekty Genezy; 2007-2008, 4-5; 53-80
2299-0356
Pojawia się w:
Filozoficzne Aspekty Genezy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
MIPS sequences: a promising molecular consideration in angiosperm phylogeny and systematics
Autorzy:
Hazra, A.
Nandy, P.
Sengupta, C.
Das, S.
Powiązania:
https://bibliotekanauki.pl/articles/80785.pdf
Data publikacji:
2018
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
myo-inositol-1-phosphate synthase
protein sequence
angiosperm
phylogenesis
maximum likelihood method
multiple sequence alignment
Źródło:
BioTechnologia. Journal of Biotechnology Computational Biology and Bionanotechnology; 2018, 99, 1
0860-7796
Pojawia się w:
BioTechnologia. Journal of Biotechnology Computational Biology and Bionanotechnology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Aircraft dynamic model identification on the basis of flight data recorder registers
Autorzy:
Lasek, L.
Lichota, P.
Powiązania:
https://bibliotekanauki.pl/articles/115522.pdf
Data publikacji:
2013
Wydawca:
Fundacja na Rzecz Młodych Naukowców
Tematy:
Dimensional derivatives
estimation
Flight Data Recorder
Flight Dynamics
Maximum Likelihood Estimation
Levenberg-Marquardt
System Identification
Opis:
We investigate the problem of an aircraft dynamic model parametric identification using dimensional derivatives as an example. Identification is done in offline mode, in the time domain. Flight parameters used for identification are obtained from Flight Data Recorder, that register them during each scheduled flight. We investigate the possibility of application of Maximum Likelihood Estimation that belongs to the Output Error Methods class. The likelihood function is defined for n-dimensional multivariate normal distribution. Unknown covariance matrix is estimated with the use of measured data and output equation. Output equation is calculated with Runge–Kutta fourth order method. In order to find the cost function minimum we consider using Levenberg-Marquardt Algorithm, where derivatives are calculated with central difference formulas and small perturbations theory. Mathematical model of an aircraft is obtained through flight dynamics classical approach. Rigid body model of an aircraft is assumed. Coordinate Systems Transformations are done using Euler’s Rotation Theorem with angle order typical for flight dynamics. Equations of motion are obtained from Newtons Second Law of Motion in body fixed coordinate system Oxyz, that is located at aircraft’s center of gravity. Turbulence is modeled as a bias, and also is an object of identification. We implement this method in Matlab R2009b environment.
Źródło:
Challenges of Modern Technology; 2013, 4, 1; 16-20
2082-2863
2353-4419
Pojawia się w:
Challenges of Modern Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An Accuracy Analysis Comparison of Supervised Classification Methods for Mapping Land Cover Using Sentinel 2 Images in the Al‑Hawizeh Marsh Area, Southern Iraq
Autorzy:
Alwan, Imzahim A.
Aziz, Nadia A.
Powiązania:
https://bibliotekanauki.pl/articles/1838006.pdf
Data publikacji:
2021
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
land cover mapping
Sentinel 2
supervised classification
maximum likelihood
Support Vector Machine (SVM)
confusion matrix
Opis:
Land cover mapping of marshland areas from satellite images data is not a simple process, due to the similarity of the spectral characteristics of the land cover. This leads to challenges being encountered with some land covers classes, especially in wetlands classes. In this study, satellite images from the Sentinel 2B by ESA (European Space Agency) were used to classify the land cover of Al Hawizeh marsh/Iraq Iran border. Three classification methods were used aimed at comparing their accuracy, using multispectral satellite images with a spatial resolution of 10 m. The classification process was performed using three different algorithms, namely: Maximum Likelihood Classification (MLC), Artificial Neural Networks (ANN), and Support Vector Machine (SVM). The classification algorithms were carried out using ENVI 5.1 software to detect six land cover classes: deep water marsh, shallow water marsh, marsh vegetation (aquatic vegetation), urban area (built up area), agriculture area, and barren soil. The results showed that the MLC method applied to Sentinel 2B images provides a higher overall accuracy and the kappa coefficient compared to the ANN and SVM methods. Overall accuracy values for MLC, ANN, and SVM methods were 85.32%, 70.64%, and 77.01% respectively.
Źródło:
Geomatics and Environmental Engineering; 2021, 15, 1; 5-21
1898-1135
Pojawia się w:
Geomatics and Environmental Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new generalization of the Pareto distribution and its applications
Autorzy:
Almetwally, Ehab M.
Ahmad, Hanan A. Haj
Powiązania:
https://bibliotekanauki.pl/articles/1059040.pdf
Data publikacji:
2020-12-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
Marshall-Olkin distribution
alpha power transformation
maximum likelihood estimator
maximum product spacings
bayes estimation
simulation
Opis:
This paper introduces a new generalization of the Pareto distribution using the Marshall Olkin generator and the method of alpha power transformation. This new model has several desirable properties appropriate for modelling right skewed data. The Authors demonstrate how the hazard rate function and moments are obtained. Moreover, an estimation for the new model parameters is provided, through the application of the maximum likelihood and maximum product spacings methods, as well as the Bayesian estimation. Approximate confidence intervals are obtained by means of an asymptotic property of the maximum likelihood and maximum product spacings methods, while the Bayes credible intervals are found by using the Monte Carlo Markov Chain method under different loss functions. A simulation analysis is conducted to compare the estimation methods. Finally, the application of the proposed new distribution to three real-data examples is presented and its goodness-of-fit is demonstrated. In addition, comparisons to other models are made in order to prove the efficiency of the distribution in question.
Źródło:
Statistics in Transition new series; 2020, 21, 5; 61-84
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Zdrowie na sprzedaż? Telewizyjne reklamy farmaceutyków a peryferyjna droga perswazji
Autorzy:
Moczoł, Natalia
Powiązania:
https://bibliotekanauki.pl/articles/2120482.pdf
Data publikacji:
2022-08-10
Wydawca:
Uniwersytet Gdański. Wydawnictwo Uniwersytetu Gdańskiego
Tematy:
komunikowanie zdrowotne
reklama telewizyjna
perswazja
farmaceutyki
Elaboration Likelihood Model
health communication
TV advertising
persuasion
pharmaceuticals
Opis:
W artykule przedstawiono wyniki analizy zawartości telewizyjnych reklam farmaceutyków w kontekście peryferyjnej drogi perswazji. Badania przeprowadzono na podstawie 4052 spotów wyemitowanych w trzech ogólnopolskich stacjach telewizyjnych w listopadzie 2020 roku i styczniu 2021 roku. Na podstawie uzyskanych wyników wykazano, że w przeważającym stopniu reklamy związane z tą grupą produktów nie opierają się na odwołaniach do medycyny. Autorzy tych przekazów rzadko wykorzystują obraz przedstawicieli zawodów medycznych jako ekspertów. Na podstawie przeprowadzonych analiz nie stwierdzono również kreowania narracji z wykorzystaniem takich narzędzi perswazji jak sceny nawiązujące do środowiska medycznego oraz specjalistyczne słownictwo. Zebrany materiał badawczy wykazał, że rolę autorytetu w reklamach leków OTC, suplementów diety oraz wyrobów medycznych bardzo często spełniają członkowie rodziny i przyjaciele. Najczęściej wykorzystywanym rodzajem scen są przestrzenie nawiązujące do życia codziennego. Na podstawie przeprowadzonego badania wskazano na nowe trendy zaobserwowane w telewizyjnych reklamach farmaceutyków, które wynikają zarówno z uwarunkowań prawnych, jak i pogłębiającej się mediatyzacji w obszarze medycyny.
The article presents the results of the content analysis of TV commercials for pharmaceuticals in the peripheral way of persuasion. The research was based on 4,052 spots broadcast by three TV stations in November 2020 and January 2021. The obtained results showed that, to a large extent, advertisements related to this group of products are not based on references to medicine. The authors of these reports rarely use the image of medical professionals as experts. The analysis also did not show creating a narrative using persuasion tools such as scenes referring to the medical environment and specialized vocabulary. The collected research material has been demonstrated that family members and friends often play the role of authority in advertising OTC drugs, dietary supplements, and medical devices. The most frequently used type of scenes are spaces related to everyday life. Based on the conducted research, new trends were identified in televised Natalia Moczoł 114 advertisements for pharmaceuticals, resulting from both legal conditions and the deepening mediatisation in medicine.
Źródło:
Media Biznes Kultura; 2022, 1(12); 113-124
2451-1986
2544-2554
Pojawia się w:
Media Biznes Kultura
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New polynomial exponential distribution: properties and applications
Autorzy:
Beghriche, Abdelfateh
Zeghdoudi, Halim
Raman, Vinoth
Chouia, Sarra
Powiązania:
https://bibliotekanauki.pl/articles/2108330.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
exponential distribution
Xgamma distribution
Lindley distribution
quantile function stochastic ordering
maximum-likelihood estimation
XLindley distribution
Opis:
The study describes the general concept of the XLindley distribution. Forms of density and hazard rate functions are investigated. Moreover, precise formulations for several numerical properties of distributions are derived. Extreme order statistics are established using stochastic ordering, the moment method, the maximum likelihood estimation, entropies and the limiting distribution. We demonstrate the new family's adaptability by applying it to a variety of real-world datasets.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 95-112
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Poisson area-biased Ailamujia Distribution and its applications in environmental and medical sciences
Autorzy:
Aijaz, Ahmad
Ain, S. Qurat ul
Afaq, Ahmad
Tripathi, Rajnee
Powiązania:
https://bibliotekanauki.pl/articles/2108223.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
compound technique
Poisson distribution
area-biased Ailamujia distribution
reliability analysis
order statistics
maximum likelihood estimator
Opis:
In this paper, a new Poisson area-biased Ailamujia distribution has been formulated to analyse count data. It was created by combining two distributions: the Poisson and areabiased Ailamujia distributions, using the compounding technique. Several distributional properties of the formulated distribution were studied. Its ageing characteristics were determined and expressed explicitly. A variety of diagrams were used to demonstrate the characteristics of the probability mass function (pmf) and the cumulative distribution function (cdf). The parameter of the developed model was estimated by employing the maximum likelihood estimation approach. Finally, two data sets were used to demonstrate the effectiveness of the investigated distribution.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 167-184
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Parameter estimation for Weibull distribution with right censored data using EM algorithm
Zastosowanie algorytmu maksymalizacji wartości oczekiwanej do estymacji parametrów rozkładu Weibulla w przypadku danych obciętych prawostronnie
Autorzy:
Ferreira, L. A.
Silva, J. L.
Powiązania:
https://bibliotekanauki.pl/articles/301264.pdf
Data publikacji:
2017
Wydawca:
Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
Tematy:
algorytm EM
estymacja parametrów
estymator największej wiarygodności
niezawodność
EM algorithm
parameter estimation
maximum likelihood estimate
reliability
Opis:
Metoda największej wiarygodności (MLE) służy do estymacji parametrów modelu statystycznego dla zadanych danych. Metoda ta pozwala na estymację nieznanych parametrów modelu statystycznego. Parametry te otrzymuje się poprzez maksymalizację funkcji wiarygodności rozważanego modelu. Często w praktyce metoda ta może jednak nastręczać trudności związane z wielomodalnością funkcji wiarygodności oraz niemożnością uzyskania jawnych analitycznych rozwiązań równań wiarygodności. Równania takie można jedynie rozwiązywać za pomocą metod numerycznych. Trudności te dobrze ilustruje estymacja parametrów rozkładu Weibulla z wykorzystaniem metody największej wiarygodności wykonywana w oparciu o prawostronnie cenzurowane dane z eksploatacji. Rozwiązanie przedstawione w niniejszej pracy opiera się na zastosowaniu algorytmu maksymalizacji wartości oczekiwanej (EM). Możliwości aplikacyjne proponowanej metodyki badano na przykładzie danych eksploatacyjnych uzyskanych z przedsiębiorstwa petrochemicznego, dotyczących awarii pięciu pomp odśrodkowych.
The maximum-likelihood estimation (MLE) is a method of estimating the parameters of a statistical model for given data. This method allows us to estimate the unknown parameters of a statistical model. These parameters are obtained by maximizing the likelihood function of the model in question. In many practical situations the likelihood function is associated with complex models and the likelihood equation has no explicit analytical solution, it is only possible to have its resolution through numerical methods. The estimation of the parameters of the Weibull distribution by maximum-likelihood method based on information from a historical record with right censored data shows this difficulty. The solution presented in this article entails using the Expectation-Maximization (EM) algorithm. Actual data from the historical record of 5 centrifugal pumps failures of a petrochemical company were analyzed for application of the methodology.
Źródło:
Eksploatacja i Niezawodność; 2017, 19, 2; 310-315
1507-2711
Pojawia się w:
Eksploatacja i Niezawodność
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Event Driven Control of Vibratory Conveyors Operating on the Frahms Eliminator Basis
Sterowanie zdarzeniowe przenośnikiem wibracyjnym działającym w oparciu o eliminator Frahma
Autorzy:
Klemiato, M.
Czubak, P.
Powiązania:
https://bibliotekanauki.pl/articles/352001.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
Frahm eliminator
vibratory conveyors
control
generalized likelihood ratio
eliminator Frahma
przenośnik wibracyjny
sterowanie
algorytm sum kumulacyjnych
Opis:
The new, original control method of the vibratory conveyor operating on the Frahm's dynamic eliminator basis, is presented in the paper. The proposed method is based on the application of the control of the feed-forward controler, together with the events detection based on the generalised likelihood ratio (GLR) algorithm. Such approach leads to the controller intervention only when it is justified by the current process situation, (e.g. in case of an essential change of the feed mass) to enable the stable machine operations and to limit transient states. The results are presented in a form of numerical simulations.
W artykule przedstawiono oryginalny sposób sterowania przenośnikiem wibracyjnym, działającym w oparciu o dynamiczną eliminację drgań na zasadzie eliminatora Frahma. Zaproponowana metoda polega na zastosowaniu sterowania typu feed-forward wraz z detekcją zdarzeń opartą na algorytmie sum kumulacyjnych (GLR). Podejście takie prowadzi do interwencji regulatora tylko wtedy gdy jest to uzasadnione bieżącą sytuacją procesową, np. w przypadku istotnej zmiany masy nadawy, co zapewnia stabilną pracę maszyny i ogranicza stany przejściowe. Wyniki przedstawiono w postaci symulacji numerycznych.
Źródło:
Archives of Metallurgy and Materials; 2015, 60, 1; 19-25
1733-3490
Pojawia się w:
Archives of Metallurgy and Materials
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Wykorzystanie filtru cząsteczkowego w problemie identyfikacji układów automatyki
Employ a particle filter in the identification procedure
Autorzy:
Kozierski, P.
Powiązania:
https://bibliotekanauki.pl/articles/158697.pdf
Data publikacji:
2012
Wydawca:
Sieć Badawcza Łukasiewicz - Instytut Elektrotechniki
Tematy:
identyfikacja
metoda największej wiarygodności
filtr cząsteczkowy
oczekiwanie-maksymalizacja
identification
maximum likelihood method
particle filter
expectation-maximization
Opis:
W artykule przedstawiono sposób identyfikacji parametrycznej obiektów nieliniowych zapisanych w przestrzeni stanu. Identyfikacja wykorzystuje metodę największej wiarygodności (ML), z zastosowaniem filtru cząsteczkowego i algorytmu oczekiwanie-maksymalizacja (EM).
A way of parameter estimation of nonlinear dynamic systems in state-space form is presented. The identification uses Maximum Likelihood method (ML), Particle Filter approach and Expectation-Maximization algorithm (EM).
Źródło:
Prace Instytutu Elektrotechniki; 2012, 260; 157-169
0032-6216
Pojawia się w:
Prace Instytutu Elektrotechniki
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A comparison of the method of moments estimator and maximum likelihood estimator for the success probability in the Fibonacci-type probability distribution
Autorzy:
Kwon, Yeil
Powiązania:
https://bibliotekanauki.pl/articles/2107135.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
Fibonacci probability distribution
generalized polynacci distribution
factorial moment generating function
method of moments
maximum likelihood estimator
Opis:
A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonaccitype probability distribution to explore its definition, moments and properties, we proposed numerical methods to obtain two estimators of the success probability: the method of moments estimator (MME) and maximum likelihood estimator (MLE). The ways both of them performed were compared in terms of the mean squared error. A numerical study demonsrated that the MLE tends to outperform the MME for most of the parameter space with various sample sizes.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 27-41
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An Approximate Evaluation of BER Performance for Downlink GSVD-NOMA with Joint Maximum-likelihood Detector
Autorzy:
Hai, Ngo Thanh
Khoa, Dang Le
Powiązania:
https://bibliotekanauki.pl/articles/2142315.pdf
Data publikacji:
2022
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
generalized singular value decomposition
GSVD
joint maximum-likelihood
joint modulation
MIMO
non-orthogonal multiple access
NOMA
Opis:
Generalized Singular Value Decomposition (GSVD) is the enabling linear precoding scheme for multiple-input multiple-output (MIMO) non-orthogonal multiple access (NOMA) systems. In this paper, we extend research concerning downlink MIMO-NOMA systems with GSVD to cover bit terror rate (BER) performance and to derive an approximate evaluation of the average BER performance. Specifically, we deploy, AT the base station, the well-known technique of joint-modulation to generate NOMAsymbols and joint maximum-likelihood (ML) to recover the transmitted data at end user locations. Consequently, the joint ML detector offers almost the same performance, In terms of average BER as ideal successive interference cancellation. Next, we also investigate BER performance of other precoding schemes, such as zero-forcing, block diagonalization, and simultaneous triangularization, comparing them with GSVD. Furthermore, BER performance is verified in different configurations in relation to the number of antennas. In cases where the number of transmit antennas is greater than twice the number of receive antennas, average BER performance is superior.
Źródło:
Journal of Telecommunications and Information Technology; 2022, 3; 25--37
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian estimation of fertility rates under imperfect age reporting
Autorzy:
Verma, Vivek
Nath, Dilip C.
Dwivedi, S. N.
Powiązania:
https://bibliotekanauki.pl/articles/14761323.pdf
Data publikacji:
2023-03-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
Fisher information
square error loss function
age-specific marital fertility rate
Bayes estimator
maximum likelihood principle
Opis:
This article outlines the application of the Bayesian method of parameter estimation to situations where the probability of age misreporting is high, leading to transfers of an individual from one age group to another. An essential requirement for Bayesian estimation is prior distribution, derived for both perfect and imperfect age reporting. As an alternative to the Bayesian methodology, a classical estimator based on the maximum likelihood principle has also been discussed. Here, the age misreporting probability matrix has been constructed using a performance indicator, which incorporates the relative performance of estimators based on age when reported correctly instead of misreporting. The initial guess of performance indicators can either be empirically or theoretically derived. The method has been illustrated by using data on Empowered Action Group (EAG) states of India from National Family Health Survey-3 (2005-2006) to estimate the total marital fertility rates. The present study reveals through both a simulation and real-life set-up that the Bayesian estimation method has been more promising and reliable in estimating fertility rates, even in situations where age misreporting is higher than in case of classical maximum likelihood estimates.
Źródło:
Statistics in Transition new series; 2023, 24, 2; 39-57
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Walidacja wewnętrzna programu biostatystycznego LRmix Studio
Internal validation of LRmix Studio biostatistical software
Autorzy:
Brągoszewska, Anna
Boroń, Michał
Powiązania:
https://bibliotekanauki.pl/articles/2065737.pdf
Data publikacji:
2019
Wydawca:
Centralne Laboratorium Kryminalistyczne Policji
Tematy:
mieszaniny DNA
iloraz wiarygodności
LRmix Studio
walidacja
genetyka sądowa
DNA mixtures
likelihood ratio
validation
forensic DNA analysis
Opis:
Źródło pochodzenia DNA w śladzie nigdy nie jest znane z całą pewnością, mimo iż profil dowodowy może być zgodny z profilem DNA danej osoby z populacji. Metody statystyczne, w tym iloraz wiarygodności, pozwalają oszacować siłę dowodową uzyskanego wyniku oraz ocenić stosunek szans między konkurencyjnymi hipotezami, dotyczącymi pochodzenia profilu lub mieszaniny DNA. W rezultacie stosowanie analiz opartych na metodach probabilistycznych wydaje się logicznie uzasadnione oraz pozwala zmiejszyć subiektywizm w interpretacji wyników badań. Dokładne poznanie i zrozumienie zasad działania oraz ograniczeń narzędzi wykorzystywanych do statystycznych interpretacji wyników badań śladów biologicznych w kryminalistyce jest kluczowym etapem poprzedzającym formułowanie wniosków płynących z tych analiz. Proces sprawdzenia wydajności programu LRmix Studio oraz wiarygodności i powtarzalności wyników obejmował pojedyncze profile oraz mieszaniny od dwóch i trzech osób. Wykonano 1971 porównań z profilami referencyjnymi. Określono poprawność generowanych prawdopodobieństw warunkowych oraz wyznaczono ograniczenia w postaci liczby zjawisk drop-out w profilu dowodowym, których przekroczenie może generować fałszywe wartości LR.
The source of DNA in a stain is never known with full certainty despite the fact that the evidential profile may match a DNA profile of a given person from the population. The statistical methods, including the likelihood ratio (LR) allow estimating the evidential power of the obtained result and assessing the ratio of the odds between competing hypotheses as to the origin of a DNA profile or mixture. Therefore using analyses based on probabilistic methods seems to be logically justified and allows reducing the subjectivism of interpretation of results. Thorough knowledge and understanding of the principles of operation and limitations of the tools used for statistical interpretation of the results of biological traces analyses in forensics is the key stage that precedes the formulation of conclusions. The process of checking the efficiency of LRmix Studio software as well as reliability and repeatability of results involved single profiles and mixtures from two and three persons. 1971 comparisons with referential profiles were performed. The correctness of generated conditional probabilities was determined and the limits, i.e. drop-outs number in the evidential profile whose exceeding might bring about false LR values were identified.
Źródło:
Problemy Kryminalistyki; 2019, 306; 33-43
0552-2153
Pojawia się w:
Problemy Kryminalistyki
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Generalized Pareto distribution based on generalized order statistics and associated inference
Autorzy:
Malik, Mansoor Rashid
Kumar, Devendra
Powiązania:
https://bibliotekanauki.pl/articles/1193074.pdf
Data publikacji:
2019-08-30
Wydawca:
Główny Urząd Statystyczny
Tematy:
generalized order statistics
generalized Pareto distribution
single and product moment
recurrence relations
characterization and maximum likelihood estimation
Opis:
In this paper, we have considered the generalized Pareto distribution. Various structural properties of the distribution are derived including (quantile function, explicit expressions for moments, mean deviation, Bonferroni and Lorenz curves and Renyi entropy). We have provided simple explicit expressions and recurrence relations for single and product moments of generalized order statistics from the generalized Pareto distribution. The method of maximum likelihood is adopted for estimating the model parameters. For different parameter settings and sample sizes, the simulation studies are performed and compared to the performance of the generalized Pareto distribution.
Źródło:
Statistics in Transition new series; 2019, 20, 3; 57-79
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł

Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies