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likelihood</title> <meta name="description" content="Search results for: maximum likelihood"> <meta name="keywords" content="maximum likelihood"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research Excellence" /> </a> <button class="d-block d-lg-none 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action="https://publications.waset.org/abstracts/search"> <div id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value="maximum likelihood"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 4562</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: maximum likelihood</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4562</span> Survival and Hazard Maximum Likelihood Estimator with Covariate Based on Right Censored Data of Weibull Distribution</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Al%20Omari%20Mohammed%20Ahmed">Al Omari Mohammed Ahmed</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper focuses on Maximum Likelihood Estimator with Covariate. Covariates are incorporated into the Weibull model. Under this regression model with regards to maximum likelihood estimator, the parameters of the covariate, shape parameter, survival function and hazard rate of the Weibull regression distribution with right censored data are estimated. The mean square error (MSE) and absolute bias are used to compare the performance of Weibull regression distribution. For the simulation comparison, the study used various sample sizes and several specific values of the Weibull shape parameter. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=weibull%20regression%20distribution" title="weibull regression distribution">weibull regression distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimator" title=" maximum likelihood estimator"> maximum likelihood estimator</a>, <a href="https://publications.waset.org/abstracts/search?q=survival%20function" title=" survival function"> survival function</a>, <a href="https://publications.waset.org/abstracts/search?q=hazard%20rate" title=" hazard rate"> hazard rate</a>, <a href="https://publications.waset.org/abstracts/search?q=right%20censoring" title=" right censoring"> right censoring</a> </p> <a href="https://publications.waset.org/abstracts/40164/survival-and-hazard-maximum-likelihood-estimator-with-covariate-based-on-right-censored-data-of-weibull-distribution" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/40164.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">441</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4561</span> Inference for Compound Truncated Poisson Lognormal Model with Application to Maximum Precipitation Data</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=M.%20Z.%20Raqab">M. Z. Raqab</a>, <a href="https://publications.waset.org/abstracts/search?q=Debasis%20Kundu"> Debasis Kundu</a>, <a href="https://publications.waset.org/abstracts/search?q=M.%20A.%20Meraou"> M. A. Meraou</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we have analyzed maximum precipitation data during a particular period of time obtained from different stations in the Global Historical Climatological Network of the USA. One important point to mention is that some stations are shut down on certain days for some reason or the other. Hence, the maximum values are recorded by excluding those readings. It is assumed that the number of stations that operate follows zero-truncated Poisson random variables, and the daily precipitation follows a lognormal random variable. We call this model a compound truncated Poisson lognormal model. The proposed model has three unknown parameters, and it can take a variety of shapes. The maximum likelihood estimators can be obtained quite conveniently using Expectation-Maximization (EM) algorithm. Approximate maximum likelihood estimators are also derived. The associated confidence intervals also can be obtained from the observed Fisher information matrix. Simulation results have been performed to check the performance of the EM algorithm, and it is observed that the EM algorithm works quite well in this case. When we analyze the precipitation data set using the proposed model, it is observed that the proposed model provides a better fit than some of the existing models. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=compound%20Poisson%20lognormal%20distribution" title="compound Poisson lognormal distribution">compound Poisson lognormal distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=EM%20algorithm" title=" EM algorithm"> EM algorithm</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimation" title=" maximum likelihood estimation"> maximum likelihood estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=approximate%20maximum%20likelihood%20estimation" title=" approximate maximum likelihood estimation"> approximate maximum likelihood estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=Fisher%20information" title=" Fisher information"> Fisher information</a>, <a href="https://publications.waset.org/abstracts/search?q=skew%20distribution" title=" skew distribution"> skew distribution</a> </p> <a href="https://publications.waset.org/abstracts/156020/inference-for-compound-truncated-poisson-lognormal-model-with-application-to-maximum-precipitation-data" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/156020.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">108</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4560</span> Robust Inference with a Skew T Distribution</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=M.%20Qamarul%20Islam">M. Qamarul Islam</a>, <a href="https://publications.waset.org/abstracts/search?q=Ergun%20Dogan"> Ergun Dogan</a>, <a href="https://publications.waset.org/abstracts/search?q=Mehmet%20Yazici"> Mehmet Yazici</a> </p> <p class="card-text"><strong>Abstract:</strong></p> There is a growing body of evidence that non-normal data is more prevalent in nature than the normal one. Examples can be quoted from, but not restricted to, the areas of Economics, Finance and Actuarial Science. The non-normality considered here is expressed in terms of fat-tailedness and asymmetry of the relevant distribution. In this study a skew t distribution that can be used to model a data that exhibit inherent non-normal behavior is considered. This distribution has tails fatter than a normal distribution and it also exhibits skewness. Although maximum likelihood estimates can be obtained by solving iteratively the likelihood equations that are non-linear in form, this can be problematic in terms of convergence and in many other respects as well. Therefore, it is preferred to use the method of modified maximum likelihood in which the likelihood estimates are derived by expressing the intractable non-linear likelihood equations in terms of standardized ordered variates and replacing the intractable terms by their linear approximations obtained from the first two terms of a Taylor series expansion about the quantiles of the distribution. These estimates, called modified maximum likelihood estimates, are obtained in closed form. Hence, they are easy to compute and to manipulate analytically. In fact the modified maximum likelihood estimates are equivalent to maximum likelihood estimates, asymptotically. Even in small samples the modified maximum likelihood estimates are found to be approximately the same as maximum likelihood estimates that are obtained iteratively. It is shown in this study that the modified maximum likelihood estimates are not only unbiased but substantially more efficient than the commonly used moment estimates or the least square estimates that are known to be biased and inefficient in such cases. Furthermore, in conventional regression analysis, it is assumed that the error terms are distributed normally and, hence, the well-known least square method is considered to be a suitable and preferred method for making the relevant statistical inferences. However, a number of empirical researches have shown that non-normal errors are more prevalent. Even transforming and/or filtering techniques may not produce normally distributed residuals. Here, a study is done for multiple linear regression models with random error having non-normal pattern. Through an extensive simulation it is shown that the modified maximum likelihood estimates of regression parameters are plausibly robust to the distributional assumptions and to various data anomalies as compared to the widely used least square estimates. Relevant tests of hypothesis are developed and are explored for desirable properties in terms of their size and power. The tests based upon modified maximum likelihood estimates are found to be substantially more powerful than the tests based upon least square estimates. Several examples are provided from the areas of Economics and Finance where such distributions are interpretable in terms of efficient market hypothesis with respect to asset pricing, portfolio selection, risk measurement and capital allocation, etc. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=least%20square%20estimates" title="least square estimates">least square estimates</a>, <a href="https://publications.waset.org/abstracts/search?q=linear%20regression" title=" linear regression"> linear regression</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimates" title=" maximum likelihood estimates"> maximum likelihood estimates</a>, <a href="https://publications.waset.org/abstracts/search?q=modified%20maximum%20likelihood%20method" title=" modified maximum likelihood method"> modified maximum likelihood method</a>, <a href="https://publications.waset.org/abstracts/search?q=non-normality" title=" non-normality"> non-normality</a>, <a href="https://publications.waset.org/abstracts/search?q=robustness" title=" robustness"> robustness</a> </p> <a href="https://publications.waset.org/abstracts/35043/robust-inference-with-a-skew-t-distribution" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/35043.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">397</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4559</span> The Generalized Pareto Distribution as a Model for Sequential Order Statistics</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Mahdy%20%E2%80%8EEsmailian">Mahdy ‎Esmailian</a>, <a href="https://publications.waset.org/abstracts/search?q=Mahdi%20%E2%80%8EDoostparast"> Mahdi ‎Doostparast</a>, <a href="https://publications.waset.org/abstracts/search?q=Ahmad%20%E2%80%8EParsian"> Ahmad ‎Parsian</a> </p> <p class="card-text"><strong>Abstract:</strong></p> ‎In this article‎, ‎sequential order statistics (SOS) censoring type II samples coming from the generalized Pareto distribution are considered‎. ‎Maximum likelihood (ML) estimators of the unknown parameters are derived on the basis of the available multiple SOS data‎. ‎Necessary conditions for existence and uniqueness of the derived ML estimates are given‎. Due to complexity in the proposed likelihood function‎, ‎a useful re-parametrization is suggested‎. ‎For illustrative purposes‎, ‎a Monte Carlo simulation study is conducted and an illustrative example is analysed‎. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bayesian%20estimation%E2%80%8E" title="bayesian estimation‎">bayesian estimation‎</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20pareto%20distribution%E2%80%8E" title=" generalized pareto distribution‎"> generalized pareto distribution‎</a>, <a href="https://publications.waset.org/abstracts/search?q=%E2%80%8Emaximum%20likelihood%20%20estimation%E2%80%8E" title=" ‎maximum likelihood estimation‎"> ‎maximum likelihood estimation‎</a>, <a href="https://publications.waset.org/abstracts/search?q=sequential%20order%20statistics" title=" sequential order statistics"> sequential order statistics</a> </p> <a href="https://publications.waset.org/abstracts/26988/the-generalized-pareto-distribution-as-a-model-for-sequential-order-statistics" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/26988.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">509</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4558</span> Frequency Analysis of Minimum Ecological Flow and Gage Height in Indus River Using Maximum Likelihood Estimation</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Tasir%20Khan">Tasir Khan</a>, <a href="https://publications.waset.org/abstracts/search?q=Yejuan%20Wan"> Yejuan Wan</a>, <a href="https://publications.waset.org/abstracts/search?q=Kalim%20Ullah"> Kalim Ullah</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Hydrological frequency analysis has been conducted to estimate the minimum flow elevation of the Indus River in Pakistan to protect the ecosystem. The Maximum likelihood estimation (MLE) technique is used to estimate the best-fitted distribution for Minimum Ecological Flows at nine stations of the Indus River in Pakistan. The four selected distributions, Generalized Extreme Value (GEV) distribution, Generalized Logistics (GLO) distribution, Generalized Pareto (GPA) distribution, and Pearson type 3 (PE3) are fitted in all sites, usually used in hydro frequency analysis. Compare the performance of these distributions by using the goodness of fit tests, such as the Kolmogorov Smirnov test, Anderson darling test, and chi-square test. The study concludes that the Maximum Likelihood Estimation (MLE) method recommended that GEV and GPA are the most suitable distributions which can be effectively applied to all the proposed sites. The quantiles are estimated for the return periods from 5 to 1000 years by using MLE, estimations methods. The MLE is the robust method for larger sample sizes. The results of these analyses can be used for water resources research, including water quality management, designing irrigation systems, determining downstream flow requirements for hydropower, and the impact of long-term drought on the country's aquatic system. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=minimum%20ecological%20flow" title="minimum ecological flow">minimum ecological flow</a>, <a href="https://publications.waset.org/abstracts/search?q=frequency%20distribution" title=" frequency distribution"> frequency distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=indus%20river" title=" indus river"> indus river</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimation" title=" maximum likelihood estimation"> maximum likelihood estimation</a> </p> <a href="https://publications.waset.org/abstracts/161795/frequency-analysis-of-minimum-ecological-flow-and-gage-height-in-indus-river-using-maximum-likelihood-estimation" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/161795.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">77</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4557</span> A New Distribution and Application on the Lifetime Data</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Gamze%20Ozel">Gamze Ozel</a>, <a href="https://publications.waset.org/abstracts/search?q=Selen%20Cakmakyapan"> Selen Cakmakyapan</a> </p> <p class="card-text"><strong>Abstract:</strong></p> We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of real life data set. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Marshall-Olkin%20distribution" title="Marshall-Olkin distribution">Marshall-Olkin distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=Rayleigh%20distribution" title=" Rayleigh distribution"> Rayleigh distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=estimation" title=" estimation"> estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood" title=" maximum likelihood "> maximum likelihood </a> </p> <a href="https://publications.waset.org/abstracts/30546/a-new-distribution-and-application-on-the-lifetime-data" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/30546.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">501</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4556</span> Selection of Appropriate Classification Technique for Lithological Mapping of Gali Jagir Area, Pakistan </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Khunsa%20Fatima">Khunsa Fatima</a>, <a href="https://publications.waset.org/abstracts/search?q=Umar%20K.%20Khattak"> Umar K. Khattak</a>, <a href="https://publications.waset.org/abstracts/search?q=Allah%20Bakhsh%20Kausar"> Allah Bakhsh Kausar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Satellite images interpretation and analysis assist geologists by providing valuable information about geology and minerals of an area to be surveyed. A test site in Fatejang of district Attock has been studied using Landsat ETM+ and ASTER satellite images for lithological mapping. Five different supervised image classification techniques namely maximum likelihood, parallelepiped, minimum distance to mean, mahalanobis distance and spectral angle mapper have been performed on both satellite data images to find out the suitable classification technique for lithological mapping in the study area. Results of these five image classification techniques were compared with the geological map produced by Geological Survey of Pakistan. The result of maximum likelihood classification technique applied on ASTER satellite image has the highest correlation of 0.66 with the geological map. Field observations and XRD spectra of field samples also verified the results. A lithological map was then prepared based on the maximum likelihood classification of ASTER satellite image. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=ASTER" title="ASTER">ASTER</a>, <a href="https://publications.waset.org/abstracts/search?q=Landsat-ETM%2B" title=" Landsat-ETM+"> Landsat-ETM+</a>, <a href="https://publications.waset.org/abstracts/search?q=satellite" title=" satellite"> satellite</a>, <a href="https://publications.waset.org/abstracts/search?q=image%20classification" title=" image classification"> image classification</a> </p> <a href="https://publications.waset.org/abstracts/3823/selection-of-appropriate-classification-technique-for-lithological-mapping-of-gali-jagir-area-pakistan" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/3823.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">394</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4555</span> Exponentiated Transmuted Weibull Distribution: A Generalization of the Weibull Probability Distribution</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Abd%20El%20Hady%20N.%20Ebraheim">Abd El Hady N. Ebraheim</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper introduces a new generalization of the two parameter Weibull distribution. To this end, the quadratic rank transmutation map has been used. This new distribution is named exponentiated transmuted Weibull (ETW) distribution. The ETW distribution has the advantage of being capable of modeling various shapes of aging and failure criteria. Furthermore, eleven lifetime distributions such as the Weibull, exponentiated Weibull, Rayleigh and exponential distributions, among others follow as special cases. The properties of the new model are discussed and the maximum likelihood estimation is used to estimate the parameters. Explicit expressions are derived for the quantiles. The moments of the distribution are derived, and the order statistics are examined. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=exponentiated" title="exponentiated">exponentiated</a>, <a href="https://publications.waset.org/abstracts/search?q=inversion%20method" title=" inversion method"> inversion method</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimation" title=" maximum likelihood estimation"> maximum likelihood estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=transmutation%20map" title=" transmutation map"> transmutation map</a> </p> <a href="https://publications.waset.org/abstracts/3470/exponentiated-transmuted-weibull-distribution-a-generalization-of-the-weibull-probability-distribution" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/3470.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">565</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4554</span> The Beta-Fisher Snedecor Distribution with Applications to Cancer Remission Data</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=K.%20A.%20Adepoju">K. A. Adepoju</a>, <a href="https://publications.waset.org/abstracts/search?q=O.%20I.%20Shittu"> O. I. Shittu</a>, <a href="https://publications.waset.org/abstracts/search?q=A.%20U.%20Chukwu"> A. U. Chukwu</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, a new four-parameter generalized version of the Fisher Snedecor distribution called Beta- F distribution is introduced. The comprehensive account of the statistical properties of the new distributions was considered. Formal expressions for the cumulative density function, moments, moment generating function and maximum likelihood estimation, as well as its Fisher information, were obtained. The flexibility of this distribution as well as its robustness using cancer remission time data was demonstrated. The new distribution can be used in most applications where the assumption underlying the use of other lifetime distributions is violated. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fisher-snedecor%20distribution" title="fisher-snedecor distribution">fisher-snedecor distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=beta-f%20distribution" title=" beta-f distribution"> beta-f distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=outlier" title=" outlier"> outlier</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20method" title=" maximum likelihood method"> maximum likelihood method</a> </p> <a href="https://publications.waset.org/abstracts/46554/the-beta-fisher-snedecor-distribution-with-applications-to-cancer-remission-data" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/46554.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">347</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4553</span> An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Autcha%20Araveeporn">Autcha Araveeporn</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Bayes%20method" title="Bayes method">Bayes method</a>, <a href="https://publications.waset.org/abstracts/search?q=Markov%20chain%20Monte%20Carlo%20method" title=" Markov chain Monte Carlo method"> Markov chain Monte Carlo method</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20method" title=" maximum likelihood method"> maximum likelihood method</a>, <a href="https://publications.waset.org/abstracts/search?q=normal%20distribution" title=" normal distribution"> normal distribution</a> </p> <a href="https://publications.waset.org/abstracts/51087/an-estimating-parameter-of-the-mean-in-normal-distribution-by-maximum-likelihood-bayes-and-markov-chain-monte-carlo-methods" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/51087.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">356</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4552</span> Bayesian Using Markov Chain Monte Carlo and Lindley's Approximation Based on Type-I Censored Data</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Al%20Omari%20Moahmmed%20Ahmed">Al Omari Moahmmed Ahmed</a> </p> <p class="card-text"><strong>Abstract:</strong></p> These papers describe the Bayesian Estimator using Markov Chain Monte Carlo and Lindley’s approximation and the maximum likelihood estimation of the Weibull distribution with Type-I censored data. The maximum likelihood method can’t estimate the shape parameter in closed forms, although it can be solved by numerical methods. Moreover, the Bayesian estimates of the parameters, the survival and hazard functions cannot be solved analytically. Hence Markov Chain Monte Carlo method and Lindley’s approximation are used, where the full conditional distribution for the parameters of Weibull distribution are obtained via Gibbs sampling and Metropolis-Hastings algorithm (HM) followed by estimate the survival and hazard functions. The methods are compared to Maximum Likelihood counterparts and the comparisons are made with respect to the Mean Square Error (MSE) and absolute bias to determine the better method in scale and shape parameters, the survival and hazard functions. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=weibull%20distribution" title="weibull distribution">weibull distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=bayesian%20method" title=" bayesian method"> bayesian method</a>, <a href="https://publications.waset.org/abstracts/search?q=markov%20chain%20mote%20carlo" title=" markov chain mote carlo"> markov chain mote carlo</a>, <a href="https://publications.waset.org/abstracts/search?q=survival%20and%20hazard%20functions" title=" survival and hazard functions"> survival and hazard functions</a> </p> <a href="https://publications.waset.org/abstracts/31291/bayesian-using-markov-chain-monte-carlo-and-lindleys-approximation-based-on-type-i-censored-data" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/31291.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">479</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4551</span> Adaptive Target Detection of High-Range-Resolution Radar in Non-Gaussian Clutter</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Lina%20Pan">Lina Pan</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In non-Gaussian clutter of a spherically invariant random vector, in the cases that a certain estimated covariance matrix could become singular, the adaptive target detection of high-range-resolution radar is addressed. Firstly, the restricted maximum likelihood (RML) estimates of unknown covariance matrix and scatterer amplitudes are derived for non-Gaussian clutter. And then the RML estimate of texture is obtained. Finally, a novel detector is devised. It is showed that, without secondary data, the proposed detector outperforms the existing Kelly binary integrator. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=non-Gaussian%20clutter" title="non-Gaussian clutter">non-Gaussian clutter</a>, <a href="https://publications.waset.org/abstracts/search?q=covariance%20matrix%20estimation" title=" covariance matrix estimation"> covariance matrix estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=target%20detection" title=" target detection"> target detection</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood" title=" maximum likelihood"> maximum likelihood</a> </p> <a href="https://publications.waset.org/abstracts/24879/adaptive-target-detection-of-high-range-resolution-radar-in-non-gaussian-clutter" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/24879.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">464</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4550</span> Parameters Estimation of Power Function Distribution Based on Selective Order Statistics</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Moh%27d%20Alodat">Moh'd Alodat</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we discuss the power function distribution and derive the maximum likelihood estimator of its parameter as well as the reliability parameter. We derive the large sample properties of the estimators based on the selective order statistic scheme. We conduct simulation studies to investigate the significance of the selective order statistic scheme in our setup and to compare the efficiency of the new proposed estimators. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=fisher%20information" title="fisher information">fisher information</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimator" title=" maximum likelihood estimator"> maximum likelihood estimator</a>, <a href="https://publications.waset.org/abstracts/search?q=power%20function%20distribution" title=" power function distribution"> power function distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=ranked%20set%20sampling" title=" ranked set sampling"> ranked set sampling</a>, <a href="https://publications.waset.org/abstracts/search?q=selective%20order%20statistics%20sampling" title=" selective order statistics sampling"> selective order statistics sampling</a> </p> <a href="https://publications.waset.org/abstracts/40094/parameters-estimation-of-power-function-distribution-based-on-selective-order-statistics" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/40094.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">464</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4549</span> Bayesian Reliability of Weibull Regression with Type-I Censored Data</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Al%20Omari%20Moahmmed%20Ahmed">Al Omari Moahmmed Ahmed </a> </p> <p class="card-text"><strong>Abstract:</strong></p> In the Bayesian, we developed an approach by using non-informative prior with covariate and obtained by using Gauss quadrature method to estimate the parameters of the covariate and reliability function of the Weibull regression distribution with Type-I censored data. The maximum likelihood seen that the estimators obtained are not available in closed forms, although they can be solved it by using Newton-Raphson methods. The comparison criteria are the MSE and the performance of these estimates are assessed using simulation considering various sample size, several specific values of shape parameter. The results show that Bayesian with non-informative prior is better than Maximum Likelihood Estimator. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=non-informative%20prior" title="non-informative prior">non-informative prior</a>, <a href="https://publications.waset.org/abstracts/search?q=Bayesian%20method" title=" Bayesian method"> Bayesian method</a>, <a href="https://publications.waset.org/abstracts/search?q=type-I%20censoring" title=" type-I censoring"> type-I censoring</a>, <a href="https://publications.waset.org/abstracts/search?q=Gauss%20quardature" title=" Gauss quardature"> Gauss quardature</a> </p> <a href="https://publications.waset.org/abstracts/18728/bayesian-reliability-of-weibull-regression-with-type-i-censored-data" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/18728.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">503</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4548</span> A Flexible Pareto Distribution Using α-Power Transformation</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Shumaila%20Ehtisham">Shumaila Ehtisham</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In Statistical Distribution Theory, considering an additional parameter to classical distributions is a usual practice. In this study, a new distribution referred to as α-Power Pareto distribution is introduced by including an extra parameter. Several properties of the proposed distribution including explicit expressions for the moment generating function, mode, quantiles, entropies and order statistics are obtained. Unknown parameters have been estimated by using maximum likelihood estimation technique. Two real datasets have been considered to examine the usefulness of the proposed distribution. It has been observed that α-Power Pareto distribution outperforms while compared to different variants of Pareto distribution on the basis of model selection criteria. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=%CE%B1-power%20transformation" title="α-power transformation">α-power transformation</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimation" title=" maximum likelihood estimation"> maximum likelihood estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=moment%20generating%20function" title=" moment generating function"> moment generating function</a>, <a href="https://publications.waset.org/abstracts/search?q=Pareto%20distribution" title=" Pareto distribution"> Pareto distribution</a> </p> <a href="https://publications.waset.org/abstracts/89859/a-flexible-pareto-distribution-using-a-power-transformation" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/89859.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">215</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4547</span> Efficient Schemes of Classifiers for Remote Sensing Satellite Imageries of Land Use Pattern Classifications</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=S.%20S.%20Patil">S. S. Patil</a>, <a href="https://publications.waset.org/abstracts/search?q=Sachidanand%20Kini"> Sachidanand Kini</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Classification of land use patterns is compelling in complexity and variability of remote sensing imageries data. An imperative research in remote sensing application exploited to mine some of the significant spatially variable factors as land cover and land use from satellite images for remote arid areas in Karnataka State, India. The diverse classification techniques, unsupervised and supervised consisting of maximum likelihood, Mahalanobis distance, and minimum distance are applied in Bellary District in Karnataka State, India for the classification of the raw satellite images. The accuracy evaluations of results are compared visually with the standard maps with ground-truths. We initiated with the maximum likelihood technique that gave the finest results and both minimum distance and Mahalanobis distance methods over valued agriculture land areas. In meanness of mislaid few irrelevant features due to the low resolution of the satellite images, high-quality accord between parameters extracted automatically from the developed maps and field observations was found. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Mahalanobis%20distance" title="Mahalanobis distance">Mahalanobis distance</a>, <a href="https://publications.waset.org/abstracts/search?q=minimum%20distance" title=" minimum distance"> minimum distance</a>, <a href="https://publications.waset.org/abstracts/search?q=supervised" title=" supervised"> supervised</a>, <a href="https://publications.waset.org/abstracts/search?q=unsupervised" title=" unsupervised"> unsupervised</a>, <a href="https://publications.waset.org/abstracts/search?q=user%20classification%20accuracy" title=" user classification accuracy"> user classification accuracy</a>, <a href="https://publications.waset.org/abstracts/search?q=producer%27s%20classification%20accuracy" title=" producer's classification accuracy"> producer's classification accuracy</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood" title=" maximum likelihood"> maximum likelihood</a>, <a href="https://publications.waset.org/abstracts/search?q=kappa%20coefficient" title=" kappa coefficient"> kappa coefficient</a> </p> <a href="https://publications.waset.org/abstracts/103621/efficient-schemes-of-classifiers-for-remote-sensing-satellite-imageries-of-land-use-pattern-classifications" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/103621.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">183</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4546</span> Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Maria%20C.%20Mariani">Maria C. Mariani</a>, <a href="https://publications.waset.org/abstracts/search?q=Md%20Al%20Masum%20Bhuiyan"> Md Al Masum Bhuiyan</a>, <a href="https://publications.waset.org/abstracts/search?q=Osei%20K.%20Tweneboah"> Osei K. Tweneboah</a>, <a href="https://publications.waset.org/abstracts/search?q=Hector%20G.%20Huizar"> Hector G. Huizar</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Augmented%20Dickey%20Fuller%20Test" title="Augmented Dickey Fuller Test">Augmented Dickey Fuller Test</a>, <a href="https://publications.waset.org/abstracts/search?q=geophysical%20time%20series" title=" geophysical time series"> geophysical time series</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimation" title=" maximum likelihood estimation"> maximum likelihood estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=stochastic%20volatility%20model" title=" stochastic volatility model"> stochastic volatility model</a> </p> <a href="https://publications.waset.org/abstracts/75110/forecasting-the-volatility-of-geophysical-time-series-with-stochastic-volatility-models" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/75110.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">315</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4545</span> Maximum Likelihood Estimation Methods on a Two-Parameter Rayleigh Distribution under Progressive Type-Ii Censoring</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Daniel%20Fundi%20Murithi">Daniel Fundi Murithi</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Data from economic, social, clinical, and industrial studies are in some way incomplete or incorrect due to censoring. Such data may have adverse effects if used in the estimation problem. We propose the use of Maximum Likelihood Estimation (MLE) under a progressive type-II censoring scheme to remedy this problem. In particular, maximum likelihood estimates (MLEs) for the location (µ) and scale (λ) parameters of two Parameter Rayleigh distribution are realized under a progressive type-II censoring scheme using the Expectation-Maximization (EM) and the Newton-Raphson (NR) algorithms. These algorithms are used comparatively because they iteratively produce satisfactory results in the estimation problem. The progressively type-II censoring scheme is used because it allows the removal of test units before the termination of the experiment. Approximate asymptotic variances and confidence intervals for the location and scale parameters are derived/constructed. The efficiency of EM and the NR algorithms is compared given root mean squared error (RMSE), bias, and the coverage rate. The simulation study showed that in most sets of simulation cases, the estimates obtained using the Expectation-maximization algorithm had small biases, small variances, narrower/small confidence intervals width, and small root of mean squared error compared to those generated via the Newton-Raphson (NR) algorithm. Further, the analysis of a real-life data set (data from simple experimental trials) showed that the Expectation-Maximization (EM) algorithm performs better compared to Newton-Raphson (NR) algorithm in all simulation cases under the progressive type-II censoring scheme. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=expectation-maximization%20algorithm" title="expectation-maximization algorithm">expectation-maximization algorithm</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimation" title=" maximum likelihood estimation"> maximum likelihood estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=Newton-Raphson%20method" title=" Newton-Raphson method"> Newton-Raphson method</a>, <a href="https://publications.waset.org/abstracts/search?q=two-parameter%20Rayleigh%20distribution" title=" two-parameter Rayleigh distribution"> two-parameter Rayleigh distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=progressive%20type-II%20censoring" title=" progressive type-II censoring"> progressive type-II censoring</a> </p> <a href="https://publications.waset.org/abstracts/122112/maximum-likelihood-estimation-methods-on-a-two-parameter-rayleigh-distribution-under-progressive-type-ii-censoring" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/122112.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">163</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4544</span> ML-Based Blind Frequency Offset Estimation Schemes for OFDM Systems in Non-Gaussian Noise Environments</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Keunhong%20Chae">Keunhong Chae</a>, <a href="https://publications.waset.org/abstracts/search?q=Seokho%20Yoon"> Seokho Yoon</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper proposes frequency offset (FO) estimation schemes robust to the non-Gaussian noise for orthogonal frequency division multiplexing (OFDM) systems. A maximum-likelihood (ML) scheme and a low-complexity estimation scheme are proposed by applying the probability density function of the cyclic prefix of OFDM symbols to the ML criterion. From simulation results, it is confirmed that the proposed schemes offer a significant FO estimation performance improvement over the conventional estimation scheme in non-Gaussian noise environments. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=frequency%20offset" title="frequency offset">frequency offset</a>, <a href="https://publications.waset.org/abstracts/search?q=cyclic%20prefix" title=" cyclic prefix"> cyclic prefix</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum-likelihood" title=" maximum-likelihood"> maximum-likelihood</a>, <a href="https://publications.waset.org/abstracts/search?q=non-Gaussian%0D%0Anoise" title=" non-Gaussian noise"> non-Gaussian noise</a>, <a href="https://publications.waset.org/abstracts/search?q=OFDM" title=" OFDM"> OFDM</a> </p> <a href="https://publications.waset.org/abstracts/10266/ml-based-blind-frequency-offset-estimation-schemes-for-ofdm-systems-in-non-gaussian-noise-environments" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/10266.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">476</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4543</span> Improvement of Piezoresistive Pressure Sensor Accuracy by Means of Current Loop Circuit Using Optimal Digital Signal Processing </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Peter%20A.%20L%E2%80%99vov">Peter A. L’vov</a>, <a href="https://publications.waset.org/abstracts/search?q=Roman%20S.%20Konovalov"> Roman S. Konovalov</a>, <a href="https://publications.waset.org/abstracts/search?q=Alexey%20A.%20L%E2%80%99vov"> Alexey A. L’vov</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The paper presents the advanced digital modification of the conventional current loop circuit for pressure piezoelectric transducers. The optimal DSP algorithms of current loop responses by the maximum likelihood method are applied for diminishing of measurement errors. The loop circuit has some additional advantages such as the possibility to operate with any type of resistance or reactance sensors, and a considerable increase in accuracy and quality of measurements to be compared with AC bridges. The results obtained are dedicated to replace high-accuracy and expensive measuring bridges with current loop circuits. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=current%20loop" title="current loop">current loop</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20method" title=" maximum likelihood method"> maximum likelihood method</a>, <a href="https://publications.waset.org/abstracts/search?q=optimal%20digital%20signal%20processing" title=" optimal digital signal processing"> optimal digital signal processing</a>, <a href="https://publications.waset.org/abstracts/search?q=precise%20pressure%20measurement" title=" precise pressure measurement"> precise pressure measurement</a> </p> <a href="https://publications.waset.org/abstracts/22685/improvement-of-piezoresistive-pressure-sensor-accuracy-by-means-of-current-loop-circuit-using-optimal-digital-signal-processing" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/22685.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">529</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4542</span> Residual Life Estimation Based on Multi-Phase Nonlinear Wiener Process</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Hao%20Chen">Hao Chen</a>, <a href="https://publications.waset.org/abstracts/search?q=Bo%20Guo"> Bo Guo</a>, <a href="https://publications.waset.org/abstracts/search?q=Ping%20Jiang"> Ping Jiang</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Residual life (RL) estimation based on multi-phase nonlinear Wiener process was studied in this paper, which is significant for complicated products with small samples. Firstly, nonlinear Wiener model with random parameter was introduced and multi-phase nonlinear Wiener model was proposed to model degradation process of products that were nonlinear and separated into different phases. Then the multi-phase RL probability density function based on the presented model was derived approximately in a closed form and parameters estimation was achieved with the method of maximum likelihood estimation (MLE). Finally, the method was applied to estimate the RL of high voltage plus capacitor. Compared with the other three different models by log-likelihood function (Log-LF) and Akaike information criterion (AIC), the results show that the proposed degradation model can capture degradation process of high voltage plus capacitors in a better way and provide a more reliable result. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=multi-phase%20nonlinear%20wiener%20process" title="multi-phase nonlinear wiener process">multi-phase nonlinear wiener process</a>, <a href="https://publications.waset.org/abstracts/search?q=residual%20life%20estimation" title=" residual life estimation"> residual life estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimation" title=" maximum likelihood estimation"> maximum likelihood estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=high%20voltage%20plus%20capacitor" title=" high voltage plus capacitor"> high voltage plus capacitor</a> </p> <a href="https://publications.waset.org/abstracts/45882/residual-life-estimation-based-on-multi-phase-nonlinear-wiener-process" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/45882.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">453</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4541</span> Modelling Hydrological Time Series Using Wakeby Distribution</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Ilaria%20Lucrezia%20Amerise">Ilaria Lucrezia Amerise</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The statistical modelling of precipitation data for a given portion of territory is fundamental for the monitoring of climatic conditions and for Hydrogeological Management Plans (HMP). This modelling is rendered particularly complex by the changes taking place in the frequency and intensity of precipitation, presumably to be attributed to the global climate change. This paper applies the Wakeby distribution (with 5 parameters) as a theoretical reference model. The number and the quality of the parameters indicate that this distribution may be the appropriate choice for the interpolations of the hydrological variables and, moreover, the Wakeby is particularly suitable for describing phenomena producing heavy tails. The proposed estimation methods for determining the value of the Wakeby parameters are the same as those used for density functions with heavy tails. The commonly used procedure is the classic method of moments weighed with probabilities (probability weighted moments, PWM) although this has often shown difficulty of convergence, or rather, convergence to a configuration of inappropriate parameters. In this paper, we analyze the problem of the likelihood estimation of a random variable expressed through its quantile function. The method of maximum likelihood, in this case, is more demanding than in the situations of more usual estimation. The reasons for this lie, in the sampling and asymptotic properties of the estimators of maximum likelihood which improve the estimates obtained with indications of their variability and, therefore, their accuracy and reliability. These features are highly appreciated in contexts where poor decisions, attributable to an inefficient or incomplete information base, can cause serious damages. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20extreme%20values" title="generalized extreme values">generalized extreme values</a>, <a href="https://publications.waset.org/abstracts/search?q=likelihood%20estimation" title=" likelihood estimation"> likelihood estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=precipitation%20data" title=" precipitation data"> precipitation data</a>, <a href="https://publications.waset.org/abstracts/search?q=Wakeby%20distribution" title=" Wakeby distribution"> Wakeby distribution</a> </p> <a href="https://publications.waset.org/abstracts/105205/modelling-hydrological-time-series-using-wakeby-distribution" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/105205.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">137</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4540</span> Parameter Estimation for the Mixture of Generalized Gamma Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Wikanda%20Phaphan">Wikanda Phaphan</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Mixture generalized gamma distribution is a combination of two distributions: generalized gamma distribution and length biased generalized gamma distribution. These two distributions were presented by Suksaengrakcharoen and Bodhisuwan in 2014. The findings showed that probability density function (pdf) had fairly complexities, so it made problems in estimating parameters. The problem occurred in parameter estimation was that we were unable to calculate estimators in the form of critical expression. Thus, we will use numerical estimation to find the estimators. In this study, we presented a new method of the parameter estimation by using the expectation – maximization algorithm (EM), the conjugate gradient method, and the quasi-Newton method. The data was generated by acceptance-rejection method which is used for estimating α, β, λ and p. λ is the scale parameter, p is the weight parameter, α and β are the shape parameters. We will use Monte Carlo technique to find the estimator's performance. Determining the size of sample equals 10, 30, 100; the simulations were repeated 20 times in each case. We evaluated the effectiveness of the estimators which was introduced by considering values of the mean squared errors and the bias. The findings revealed that the EM-algorithm had proximity to the actual values determined. Also, the maximum likelihood estimators via the conjugate gradient and the quasi-Newton method are less precision than the maximum likelihood estimators via the EM-algorithm. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=conjugate%20gradient%20method" title="conjugate gradient method">conjugate gradient method</a>, <a href="https://publications.waset.org/abstracts/search?q=quasi-Newton%20method" title=" quasi-Newton method"> quasi-Newton method</a>, <a href="https://publications.waset.org/abstracts/search?q=EM-algorithm" title=" EM-algorithm"> EM-algorithm</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20gamma%20distribution" title=" generalized gamma distribution"> generalized gamma distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=length%20biased%20generalized%20gamma%20distribution" title=" length biased generalized gamma distribution"> length biased generalized gamma distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20method" title=" maximum likelihood method"> maximum likelihood method</a> </p> <a href="https://publications.waset.org/abstracts/81404/parameter-estimation-for-the-mixture-of-generalized-gamma-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/81404.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">219</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4539</span> Frequency Offset Estimation Schemes Based on ML for OFDM Systems in Non-Gaussian Noise Environments</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Keunhong%20Chae">Keunhong Chae</a>, <a href="https://publications.waset.org/abstracts/search?q=Seokho%20Yoon"> Seokho Yoon</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, frequency offset (FO) estimation schemes robust to the non-Gaussian noise environments are proposed for orthogonal frequency division multiplexing (OFDM) systems. First, a maximum-likelihood (ML) estimation scheme in non-Gaussian noise environments is proposed, and then, the complexity of the ML estimation scheme is reduced by employing a reduced set of candidate values. In numerical results, it is demonstrated that the proposed schemes provide a significant performance improvement over the conventional estimation scheme in non-Gaussian noise environments while maintaining the performance similar to the estimation performance in Gaussian noise environments. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=frequency%20offset%20estimation" title="frequency offset estimation">frequency offset estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum-likelihood" title=" maximum-likelihood"> maximum-likelihood</a>, <a href="https://publications.waset.org/abstracts/search?q=non-Gaussian%20noise%0D%0Aenvironment" title=" non-Gaussian noise environment"> non-Gaussian noise environment</a>, <a href="https://publications.waset.org/abstracts/search?q=OFDM" title=" OFDM"> OFDM</a>, <a href="https://publications.waset.org/abstracts/search?q=training%20symbol" title=" training symbol"> training symbol</a> </p> <a href="https://publications.waset.org/abstracts/9430/frequency-offset-estimation-schemes-based-on-ml-for-ofdm-systems-in-non-gaussian-noise-environments" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/9430.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">353</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4538</span> A Kolmogorov-Smirnov Type Goodness-Of-Fit Test of Multinomial Logistic Regression Model in Case-Control Studies</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Chen%20Li-Ching">Chen Li-Ching </a> </p> <p class="card-text"><strong>Abstract:</strong></p> The multinomial logistic regression model is used popularly for inferring the relationship of risk factors and disease with multiple categories. This study based on the discrepancy between the nonparametric maximum likelihood estimator and semiparametric maximum likelihood estimator of the cumulative distribution function to propose a Kolmogorov-Smirnov type test statistic to assess adequacy of the multinomial logistic regression model for case-control data. A bootstrap procedure is presented to calculate the critical value of the proposed test statistic. Empirical type I error rates and powers of the test are performed by simulation studies. Some examples will be illustrated the implementation of the test. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=case-control%20studies" title="case-control studies">case-control studies</a>, <a href="https://publications.waset.org/abstracts/search?q=goodness-of-fit%20test" title=" goodness-of-fit test"> goodness-of-fit test</a>, <a href="https://publications.waset.org/abstracts/search?q=Kolmogorov-Smirnov%20test" title=" Kolmogorov-Smirnov test"> Kolmogorov-Smirnov test</a>, <a href="https://publications.waset.org/abstracts/search?q=multinomial%20logistic%20regression" title=" multinomial logistic regression"> multinomial logistic regression</a> </p> <a href="https://publications.waset.org/abstracts/44967/a-kolmogorov-smirnov-type-goodness-of-fit-test-of-multinomial-logistic-regression-model-in-case-control-studies" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/44967.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">456</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4537</span> Point Estimation for the Type II Generalized Logistic Distribution Based on Progressively Censored Data</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Rana%20Rimawi">Rana Rimawi</a>, <a href="https://publications.waset.org/abstracts/search?q=Ayman%20Baklizi"> Ayman Baklizi</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Skewed distributions are important models that are frequently used in applications. Generalized distributions form a class of skewed distributions and gain widespread use in applications because of their flexibility in data analysis. More specifically, the Generalized Logistic Distribution with its different types has received considerable attention recently. In this study, based on progressively type-II censored data, we will consider point estimation in type II Generalized Logistic Distribution (Type II GLD). We will develop several estimators for its unknown parameters, including maximum likelihood estimators (MLE), Bayes estimators and linear estimators (BLUE). The estimators will be compared using simulation based on the criteria of bias and Mean square error (MSE). An illustrative example of a real data set will be given. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=point%20estimation" title="point estimation">point estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=type%20II%20generalized%20logistic%20distribution" title=" type II generalized logistic distribution"> type II generalized logistic distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=progressive%20censoring" title=" progressive censoring"> progressive censoring</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimation" title=" maximum likelihood estimation"> maximum likelihood estimation</a> </p> <a href="https://publications.waset.org/abstracts/142979/point-estimation-for-the-type-ii-generalized-logistic-distribution-based-on-progressively-censored-data" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/142979.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">197</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4536</span> Estimation of Stress-Strength Parameter for Burr Type XII Distribution Based on Progressive Type-II Censoring</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=A.%20M.%20Abd-Elfattah">A. M. Abd-Elfattah</a>, <a href="https://publications.waset.org/abstracts/search?q=M.%20H.%20Abu-Moussa"> M. H. Abu-Moussa</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, the estimation of stress-strength parameter R = P(Y < X) is considered when X; Y the strength and stress respectively are two independent random variables of Burr Type XII distribution. The samples taken for X and Y are progressively censoring of type II. The maximum likelihood estimator (MLE) of R is obtained when the common parameter is unknown. But when the common parameter is known the MLE, uniformly minimum variance unbiased estimator (UMVUE) and the Bayes estimator of R = P(Y < X) are obtained. The exact condence interval of R based on MLE is obtained. The performance of the proposed estimators is compared using the computer simulation. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Burr%20Type%20XII%20distribution" title="Burr Type XII distribution">Burr Type XII distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=progressive%20type-II%20censoring" title=" progressive type-II censoring"> progressive type-II censoring</a>, <a href="https://publications.waset.org/abstracts/search?q=stress-strength%20model" title=" stress-strength model"> stress-strength model</a>, <a href="https://publications.waset.org/abstracts/search?q=unbiased%20estimator" title=" unbiased estimator"> unbiased estimator</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum-likelihood%20estimator" title=" maximum-likelihood estimator"> maximum-likelihood estimator</a>, <a href="https://publications.waset.org/abstracts/search?q=uniformly%20minimum%20variance%20unbiased%20estimator" title=" uniformly minimum variance unbiased estimator"> uniformly minimum variance unbiased estimator</a>, <a href="https://publications.waset.org/abstracts/search?q=confidence%20intervals" title=" confidence intervals"> confidence intervals</a>, <a href="https://publications.waset.org/abstracts/search?q=Bayes%20estimator" title=" Bayes estimator"> Bayes estimator</a> </p> <a href="https://publications.waset.org/abstracts/15905/estimation-of-stress-strength-parameter-for-burr-type-xii-distribution-based-on-progressive-type-ii-censoring" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/15905.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">456</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4535</span> Assessment of Planet Image for Land Cover Mapping Using Soft and Hard Classifiers</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Lamyaa%20Gamal%20El-Deen%20Taha">Lamyaa Gamal El-Deen Taha</a>, <a href="https://publications.waset.org/abstracts/search?q=Ashraf%20Sharawi"> Ashraf Sharawi</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Planet image is a new data source from planet lab. This research is concerned with the assessment of Planet image for land cover mapping. Two pixel based classifiers and one subpixel based classifier were compared. Firstly, rectification of Planet image was performed. Secondly, a comparison between minimum distance, maximum likelihood and neural network classifications for classification of Planet image was performed. Thirdly, the overall accuracy of classification and kappa coefficient were calculated. Results indicate that neural network classification is best followed by maximum likelihood classifier then minimum distance classification for land cover mapping. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=planet%20image" title="planet image">planet image</a>, <a href="https://publications.waset.org/abstracts/search?q=land%20cover%20mapping" title=" land cover mapping"> land cover mapping</a>, <a href="https://publications.waset.org/abstracts/search?q=rectification" title=" rectification"> rectification</a>, <a href="https://publications.waset.org/abstracts/search?q=neural%20network%20classification" title=" neural network classification"> neural network classification</a>, <a href="https://publications.waset.org/abstracts/search?q=multilayer%20perceptron" title=" multilayer perceptron"> multilayer perceptron</a>, <a href="https://publications.waset.org/abstracts/search?q=soft%20classifiers" title=" soft classifiers"> soft classifiers</a>, <a href="https://publications.waset.org/abstracts/search?q=hard%20classifiers" title=" hard classifiers"> hard classifiers</a> </p> <a href="https://publications.waset.org/abstracts/89202/assessment-of-planet-image-for-land-cover-mapping-using-soft-and-hard-classifiers" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/89202.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">187</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4534</span> Analysis of Financial Time Series by Using Ornstein-Uhlenbeck Type Models</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Md%20Al%20Masum%20Bhuiyan">Md Al Masum Bhuiyan</a>, <a href="https://publications.waset.org/abstracts/search?q=Maria%20C.%20Mariani"> Maria C. Mariani</a>, <a href="https://publications.waset.org/abstracts/search?q=Osei%20K.%20Tweneboah"> Osei K. Tweneboah</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In the present work, we develop a technique for estimating the volatility of financial time series by using stochastic differential equation. Taking the daily closing prices from developed and emergent stock markets as the basis, we argue that the incorporation of stochastic volatility into the time-varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. While using the technique, we see the long-memory behavior of data sets and one-step-ahead-predicted log-volatility with ±2 standard errors despite the variation of the observed noise from a Normal mixture distribution, because the financial data studied is not fully Gaussian. Also, the Ornstein-Uhlenbeck process followed in this work simulates well the financial time series, which aligns our estimation algorithm with large data sets due to the fact that this algorithm has good convergence properties. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=financial%20time%20series" title="financial time series">financial time series</a>, <a href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood%20estimation" title=" maximum likelihood estimation"> maximum likelihood estimation</a>, <a href="https://publications.waset.org/abstracts/search?q=Ornstein-Uhlenbeck%20type%20models" title=" Ornstein-Uhlenbeck type models"> Ornstein-Uhlenbeck type models</a>, <a href="https://publications.waset.org/abstracts/search?q=stochastic%20volatility%20model" title=" stochastic volatility model"> stochastic volatility model</a> </p> <a href="https://publications.waset.org/abstracts/73856/analysis-of-financial-time-series-by-using-ornstein-uhlenbeck-type-models" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/73856.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">241</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">4533</span> A Periodogram-Based Spectral Method Approach: The Relationship between Tourism and Economic Growth in Turkey</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Mesut%20BALIBEY">Mesut BALIBEY</a>, <a href="https://publications.waset.org/abstracts/search?q=Serpil%20T%C3%9CRKYILMAZ"> Serpil TÜRKYILMAZ</a> </p> <p class="card-text"><strong>Abstract:</strong></p> A popular topic in the econometrics and time series area is the cointegrating relationships among the components of a nonstationary time series. Engle and Granger’s least squares method and Johansen’s conditional maximum likelihood method are the most widely-used methods to determine the relationships among variables. Furthermore, a method proposed to test a unit root based on the periodogram ordinates has certain advantages over conventional tests. Periodograms can be calculated without any model specification and the exact distribution under the assumption of a unit root is obtained. For higher order processes the distribution remains the same asymptotically. In this study, in order to indicate advantages over conventional test of periodograms, we are going to examine a possible relationship between tourism and economic growth during the period 1999:01-2010:12 for Turkey by using periodogram method, Johansen’s conditional maximum likelihood method, Engle and Granger’s ordinary least square method. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=cointegration" title="cointegration">cointegration</a>, <a href="https://publications.waset.org/abstracts/search?q=economic%20growth" title=" economic growth"> economic growth</a>, <a href="https://publications.waset.org/abstracts/search?q=periodogram%20ordinate" title=" periodogram ordinate"> periodogram ordinate</a>, <a href="https://publications.waset.org/abstracts/search?q=tourism" title=" tourism"> tourism</a> </p> <a href="https://publications.waset.org/abstracts/14439/a-periodogram-based-spectral-method-approach-the-relationship-between-tourism-and-economic-growth-in-turkey" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/14439.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">269</span> </span> </div> </div> <ul class="pagination"> <li class="page-item disabled"><span class="page-link">&lsaquo;</span></li> <li class="page-item active"><span class="page-link">1</span></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood&page=2">2</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=maximum%20likelihood&page=3">3</a></li> <li class="page-item"><a class="page-link" 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