Search results for: triangulation method.

Authors: Vandna Jowaheer, Naushad A. Mamode Khan

Abstract:

Com Poisson distribution is capable of modeling the count responses irrespective of their mean variance relation and the parameters of this distribution when fitted to a simple cross sectional data can be efficiently estimated using maximum likelihood (ML) method. In the regression setup, however, ML estimation of the parameters of the Com Poisson based generalized linear model is computationally intensive. In this paper, we propose to use quasilikelihood (QL) approach to estimate the effect of the covariates on the Com Poisson counts and investigate the performance of this method with respect to the ML method. QL estimates are consistent and almost as efficient as ML estimates. The simulation studies show that the efficiency loss in the estimation of all the parameters using QL approach as compared to ML approach is quite negligible, whereas QL approach is lesser involving than ML approach.

Keywords: Com Poisson, Cross-sectional, Maximum Likelihood, Quasi likelihood

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Authors: Huei-Fu Lu

Abstract:

This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.

Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme

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Authors: Omer Nebil Yaveroglu, Tolga Can

Abstract:

In this study, a high accuracy protein-protein interaction prediction method is developed. The importance of the proposed method is that it only uses sequence information of proteins while predicting interaction. The method extracts phylogenetic profiles of proteins by using their sequence information. Combining the phylogenetic profiles of two proteins by checking existence of homologs in different species and fitting this combined profile into a statistical model, it is possible to make predictions about the interaction status of two proteins. For this purpose, we apply a collection of pattern recognition techniques on the dataset of combined phylogenetic profiles of protein pairs. Support Vector Machines, Feature Extraction using ReliefF, Naive Bayes Classification, K-Nearest Neighborhood Classification, Decision Trees, and Random Forest Classification are the methods we applied for finding the classification method that best predicts the interaction status of protein pairs. Random Forest Classification outperformed all other methods with a prediction accuracy of 76.93%

Keywords: Protein Interaction Prediction, Phylogenetic Profile, SVM , ReliefF, Decision Trees, Random Forest Classification

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Authors: C. Kalamani, K. Paramasivam

Abstract:

In VLSI, testing plays an important role. Major problem in testing are test data volume and test power. The important solution to reduce test data volume and test time is test data compression. The Proposed technique combines the bit maskdictionary and 2n pattern run length-coding method and provides a substantial improvement in the compression efficiency without introducing any additional decompression penalty. This method has been implemented using Mat lab and HDL Language to reduce test data volume and memory requirements. This method is applied on various benchmark test sets and compared the results with other existing methods. The proposed technique can achieve a compression ratio up to 86%.

Keywords: Bit Mask dictionary, 2n pattern run length code, system-on-chip, SOC, test data compression.

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Authors: Yanyan Xu, Lizhi Xiong, Zhengquan Xu, Li Jiang

Abstract:

In order to protect data privacy, image with sensitive or private information needs to be encrypted before being outsourced to the cloud. However, this causes difficulties in image retrieval and data management. A secure image retrieval method based on orthogonal decomposition is proposed in the paper. The image is divided into two different components, for which encryption and feature extraction are executed separately. As a result, cloud server can extract features from an encrypted image directly and compare them with the features of the queried images, so that the user can thus obtain the image. Different from other methods, the proposed method has no special requirements to encryption algorithms. Experimental results prove that the proposed method can achieve better security and better retrieval precision.

Keywords: Secure image retrieval, secure search, orthogonal decomposition, secure cloud computing.

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Authors: Yi Chao Huang, Yu Ling Liao, Chiu Shuang Lin

Abstract:

A data cutting and sorting method (DCSM) is proposed to optimize the performance of data mining. DCSM reduces the calculation time by getting rid of redundant data during the data mining process. In addition, DCSM minimizes the computational units by splitting the database and by sorting data with support counts. In the process of searching for the relationship between metabolic syndrome and lifestyles with the health examination database of an electronics manufacturing company, DCSM demonstrates higher search efficiency than the traditional Apriori algorithm in tests with different support counts.

Keywords: Data mining, Data cutting and sorting method, Apriori algorithm, Metabolic syndrome

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Authors: Kai-Ti Hsu, Hui-Ling Huang, Chun-Wei Tung, Yi-Hsiung Chen, Shinn-Ying Ho

Abstract:

Bioinformatics methods for predicting the T cell coreceptor usage from the array of membrane protein of HIV-1 are investigated. In this study, we aim to propose an effective prediction method for dealing with the three-class classification problem of CXCR4 (X4), CCR5 (R5) and CCR5/CXCR4 (R5X4). We made efforts in investigating the coreceptor prediction problem as follows: 1) proposing a feature set of informative physicochemical properties which is cooperated with SVM to achieve high prediction test accuracy of 81.48%, compared with the existing method with accuracy of 70.00%; 2) establishing a large up-to-date data set by increasing the size from 159 to 1225 sequences to verify the proposed prediction method where the mean test accuracy is 88.59%, and 3) analyzing the set of 14 informative physicochemical properties to further understand the characteristics of HIV-1coreceptors.

Keywords: Coreceptor, genetic algorithm, HIV-1, SVM, physicochemical properties, prediction.

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Authors: Ruilian Zhao, Ling Lin

Abstract:

MM-Path, an acronym for Method/Message Path, describes the dynamic interactions between methods in object-oriented systems. This paper discusses the classifications of MM-Path, based on the characteristics of object-oriented software. We categorize it according to the generation reasons, the effect scope and the composition of MM-Path. A formalized representation of MM-Path is also proposed, which has considered the influence of state on response method sequences of messages. .Moreover, an automatic MM-Path generation approach based on UML Statechart diagram has been presented, and the difficulties in identifying and generating MM-Path can be solved. . As a result, it provides a solid foundation for further research on test cases generation based on MM-Path.

Keywords: MM-Path, Message Sequence, Object-Oriented Integration Testing, Response Method Sequence, UML Statechart Diagram.

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Authors: F. Salehuddin, I. Ahmad, F. A. Hamid, A. Zaharim, H. A. Elgomati, B. Y. Majlis, P. R. Apte

Abstract:

In this study, the Taguchi method was used to optimize the effect of HALO structure or halo implant variations on threshold voltage (VTH) and leakage current (ILeak) in 45nm p-type Metal Oxide Semiconductor Field Effect Transistors (MOSFETs) device. Besides halo implant dose, the other process parameters which used were Source/Drain (S/D) implant dose, oxide growth temperature and silicide anneal temperature. This work was done using TCAD simulator, consisting of a process simulator, ATHENA and device simulator, ATLAS. These two simulators were combined with Taguchi method to aid in design and optimize the process parameters. In this research, the most effective process parameters with respect to VTH and ILeak are halo implant dose (40%) and S/D implant dose (52%) respectively. Whereas the second ranking factor affecting VTH and ILeak are oxide growth temperature (32%) and halo implant dose (34%) respectively. The results show that after optimizations approaches is -0.157V at ILeak=0.195mA/μm.

Keywords: Optimization, p-type MOSFETs device, HALO Structure, Taguchi Method.

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Authors: Reza Mohammadi, Mahdieh Sahebi

Abstract:

We develop a method based on polynomial quintic spline for numerical solution of fourth-order non-homogeneous parabolic partial differential equation with variable coefficient. By using polynomial quintic spline in off-step points in space and finite difference in time directions, we obtained two three level implicit methods. Stability analysis of the presented method has been carried out. We solve four test problems numerically to validate the derived method. Numerical comparison with other methods shows the superiority of presented scheme.

Keywords: Fourth-order parabolic equation, variable coefficient, polynomial quintic spline, off-step points, stability analysis.

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Authors: Changhwan Choi, Yongwan Park

Abstract:

In this paper, we propose a method that allows faster and more accurate detection of traffic lights by a vision sensor during driving, DGPS is used to obtain physical location of a traffic light, extract from the image information of the vision sensor only the traffic light area at this location and ascertain if the sign is in operation and determine its form. This method can solve the problem in existing research where low visibility at night or reflection under bright light makes it difficult to recognize the form of traffic light, thus making driving unstable. We compared our success rate of traffic light recognition in day and night road environments. Compared to previous researches, it showed similar performance during the day but 50% improvement at night.

Keywords: Traffic light, Intelligent vehicle, Night, Detection, DGPS (Differential Global Positioning System).

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Authors: N. Outili, A-H. Meniai

Abstract:

Modeling transfer phenomena in several chemical engineering operations leads to the resolution of partial differential equations systems. According to the complexity of the operations mechanisms, the equations present a nonlinear form and analytical solution became difficult, we have then to use numerical methods which are based on approximations in order to transform a differential system to an algebraic one.Finite element method is one of numerical methods which can be used to obtain an accurate solution in many complex cases of chemical engineering.The packed columns find a large application like contactor for liquid-liquid systems such solvent extraction. In the literature, the modeling of this type of equipment received less attention in comparison with the plate columns.A mathematical bidimensionnal model with radial and axial dispersion, simulating packed tower extraction behavior was developed and a partial differential equation was solved using the finite element method by adopting the Galerkine model. We developed a Mathcad program, which can be used for a similar equations and concentration profiles are obtained along the column. The influence of radial dispersion was prooved and it can-t be neglected, the results were compared with experimental concentration at the top of the column in the extraction system: acetone/toluene/water.

Keywords: finite element method, Galerkine method, liquidliquid extraction modelling, packed column simulation, two dimensional model

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Authors: G.Mehdiyeva, V.Ibrahimov, M.Imanova

Abstract:

As is known, one of the priority directions of research works of natural sciences is introduction of applied section of contemporary mathematics as approximate and numerical methods to solving integral equation into practice. We fare with the solving of integral equation while studying many phenomena of nature to whose numerically solving by the methods of quadrature are mainly applied. Taking into account some deficiency of methods of quadrature for finding the solution of integral equation some sciences suggested of the multistep methods with constant coefficients. Unlike these papers, here we consider application of hybrid methods to the numerical solution of Volterra integral equation. The efficiency of the suggested method is proved and a concrete method with accuracy order p = 4 is constructed. This method in more precise than the corresponding known methods.

Keywords: Volterra integral equation, hybrid methods, stability and degree, methods of quadrature

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Authors: Job H. Domingo, Carolina Bancayrin-Baguio

Abstract:

The Sphere Method is a flexible interior point algorithm for linear programming problems. This was developed mainly by Professor Katta G. Murty. It consists of two steps, the centering step and the descent step. The centering step is the most expensive part of the algorithm. In this centering step we proposed some improvements such as introducing two or more initial feasible solutions as we solve for the more favorable new solution by objective value while working with the rigorous updates of the feasible region along with some ideas integrated in the descent step. An illustration is given confirming the advantage of using the proposed procedure.

Keywords: Interior point, linear programming, sphere method, initial feasible solution, feasible region, centering and descent steps, optimal solution.

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Authors: Leonor Varandas, Pedro D. Gaspar, Martim L. Aguiar

Abstract:

One of the biggest concerns in the field of agriculture is around the energy efficiency of robots that will perform agriculture’s activity and their charging methods. In this paper, two different charging methods for agricultural standalone docking stations are shown that will take into account various variants as field size and its irregularities, work’s nature to which the robot will perform, deadlines that have to be respected, among others. Its features also are dependent on the orchard, season, battery type and its technical specifications and cost. First charging base method focuses on wireless charging, presenting more benefits for small field. The second charging base method relies on battery replacement being more suitable for large fields, thus avoiding the robot stop for recharge. Existing many methods to charge a battery, the CC CV was considered the most appropriate for either simplicity or effectiveness. The choice of the battery for agricultural purposes is if most importance. While the most common battery used is Li-ion battery, this study also discusses the use of graphene-based new type of batteries with 45% over capacity to the Li-ion one. A Battery Management Systems (BMS) is applied for battery balancing. All these approaches combined showed to be a promising method to improve a lot of technical agricultural work, not just in terms of plantation and harvesting but also about every technique to prevent harmful events like plagues and weeds or even to reduce crop time and cost.

Keywords: Agricultural mobile robot, charging base methods, battery replacement method, wireless charging method.

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Authors: Dong Wook Lee

Abstract:

This paper describes a method for analyzing penetration for composite material using an explicit nonlinear Finite Element Analysis (FEA). This method may be used in the early stage of design for the protection of military vehicles, aircraft engines and nuclear power plant structures made of composite materials. This paper deals with simple ballistic penetration tests for composite materials and the FEA modeling method and results. The FEA was performed to interpret the ballistic field test phenomenon regarding the damage propagation in the structure subjected to local foreign object impact.

Keywords: Computer Aided Engineering, CAE, Finite Element Analysis, FEA, impact analysis, penetration analysis, composite material.

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Authors: Attila Balogh, Eszter Varga, István Varjasi

Abstract:

Nowadays there are several grid connected converter in the grid system. These grid connected converters are generally the converters of renewable energy sources, industrial four quadrant drives and other converters with DC link. These converters are connected to the grid through a three phase bridge. The standards prescribe the maximal harmonic emission which could be easily limited with high switching frequency. The increased switching losses can be reduced to the half with the utilization of the wellknown Flat-top modulation. The suggested control method is the expansion of the Flat-top modulation with which the losses could be also reduced to the half compared to the Flat-top modulation. Comparing to traditional control these requirements can be simultaneously satisfied much better with the DLF (DC Link Floating) method.

Keywords: DC link floating, high efficiency, PV converter, control method.

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Authors: Mohammad Beyki, Justus Pawlak, Robert Patzke, Franz Renz

Abstract:

In the context of planetary exploration, the MIMOS II (miniaturized M¨ossbauer spectrometer) serves as a proven and reliable measuring instrument. The transmission behaviour of the electronics in the M¨ossbauer spectroscopy is further developed and optimized. For this purpose, the overall electronics is split into three parts. This elaboration deals exclusively with the first part of the signal chain for the evaluation of photons in experiments with gamma radiation. Parallel to the analysis of the electronics, an additional method for analysing the stability of linear and non-linear systems is presented: The extended method of Lyapunov’s stability criteria. The design helps to weigh advantages and disadvantages against other simulated circuits in order to optimize the MIMOS II for the terestric and extraterestric measurment. Finally, after stability analysis, the controller design according to Ackermann is performed, achieving the best possible optimization of the output variable through a skillful pole assignment.

Keywords: Controller design for MIMOS II, stability analysis, M¨ossbauer spectroscopy, electronic signal amplifier, light processing technology, photocurrent, transimpedance amplifier, extended Lyapunov method.

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Authors: Theodor D. Popescu

Abstract:

The paper presents a method for multivariate time series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series space. The forecasting can be done separately and with a different method for each component, depending on its time structure. The paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series with five components, generated from three sources and a mixing matrix, randomly generated.

Keywords: Independent Component Analysis, second order statistics, simulation, time series forecasting

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Authors: M. M. Qasaymeh, M. A. Khodeir

Abstract:

Subspace channel estimation methods have been studied widely, where the subspace of the covariance matrix is decomposed to separate the signal subspace from noise subspace. The decomposition is normally done by using either the eigenvalue decomposition (EVD) or the singular value decomposition (SVD) of the auto-correlation matrix (ACM). However, the subspace decomposition process is computationally expensive. This paper considers the estimation of the multipath slow frequency hopping (FH) channel using noise space based method. In particular, an efficient method is proposed to estimate the multipath time delays by applying multiple signal classification (MUSIC) algorithm which is based on the null space extracted by the rank revealing LU (RRLU) factorization. As a result, precise information is provided by the RRLU about the numerical null space and the rank, (i.e., important tool in linear algebra). The simulation results demonstrate the effectiveness of the proposed novel method by approximately decreasing the computational complexity to the half as compared with RRQR methods keeping the same performance.

Keywords: Time Delay Estimation, RRLU, RRQR, MUSIC, LS-ESPRIT, LS-ESPRIT, Frequency Hopping.

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Authors: S. Shanthi, V. Muralibhaskaran

Abstract:

Mammography has been one of the most reliable methods for early detection of breast cancer. There are different lesions which are breast cancer characteristic such as microcalcifications, masses, architectural distortions and bilateral asymmetry. One of the major challenges of analysing digital mammogram is how to extract efficient features from it for accurate cancer classification. In this paper we proposed a hybrid feature extraction method to detect and classify all four signs of breast cancer. The proposed method is based on multiscale surrounding region dependence method, Gabor filters, multi fractal analysis, directional and morphological analysis. The extracted features are input to self adaptive resource allocation network (SRAN) classifier for classification. The validity of our approach is extensively demonstrated using the two benchmark data sets Mammographic Image Analysis Society (MIAS) and Digital Database for Screening Mammograph (DDSM) and the results have been proved to be progressive.

Keywords: Feature extraction, fractal analysis, Gabor filters, multiscale surrounding region dependence method, SRAN.

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Authors: J.W. Xiang, M. Liang

Abstract:

This paper presents a method to detect multiple cracks based on frequency information. When a structure is subjected to dynamic or static loads, cracks may develop and the modal frequencies of the cracked structure may change. To detect cracks in a structure, we construct a high precision wavelet finite element (EF) model of a certain structure using the B-spline wavelet on the interval (BSWI). Cracks can be modeled by rotational springs and added to the FE model. The crack detection database will be obtained by solving that model. Then the crack locations and depths can be determined based on the frequency information from the database. The performance of the proposed method has been numerically verified by a rotor example.

Keywords: Rotor, frequency measurement, multiple cracks, wavelet finite element method, identification.

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Authors: Zhaksyntay K. Kairbekov, Zhannur K. Myltykbaeva, Nazym T. Smagulova, Dariya K. Kanseitova

Abstract:

In this paper we studied sono catalytic oxidative desulfurization of oil and diesel fraction from “Zhanazhol” oil deposits. We have established that the combined effect of the ultrasonic field and oxidant (ozone-air mixture) in the presence of the catalyst on the oil is potentially very effective method of desulfurization of oil and oil products. This method allows increasing the degree of desulfurization of oil by 62%.

Keywords: Desulfurization, diesel, oil, oil products, sonication.

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Authors: P. Rattanapoltee, P. Kaewkannetra

Abstract:

According to biodiesel from microalgae is an attractive fuel for several reasons such as renewable, biodegradable and environmental friendly. Thus, this study, green microalgae Scenedesmus acutus PPNK1 isolated from natural water, was selected based on high growth rates, easy cultivation and high lipid content. The Nile red fluorescence method has been successfully applied to the determination of lipids in S. acutus PPNK1. The combination of the method to the lipid composition in algal cells showed the yellow fluorescence under fluorescent microscope. Interestingly, maximum cell numbers and biomass concentration were obtained at 5.44´10⁷ cells/mL and 1.60 g/L when it was cultivated in BG-11 medium while in case of BG-11 with nitrogen deprivation (N 0.25 g/L), accumulated lipid content in cells (44.67%) was achieved that was higher than that found in case of BG-11 medium at about 2 times (22.63%).

Keywords: Biodiesel, Lipid, Microalgae, Nile red.

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Authors: Bahare Fatemi, Seyed Mehran Kazemi, Nazanin Mehrasa

Abstract:

Sudoku is a logic-based combinatorial puzzle game which people in different ages enjoy playing it. The challenging and addictive nature of this game has made it a ubiquitous game. Most magazines, newspapers, puzzle books, etc. publish lots of Sudoku puzzles every day. These puzzles often come in different levels of difficulty so that all people, from beginner to expert, can play the game and enjoy it. Generating puzzles with different levels of difficulty is a major concern of Sudoku designers. There are several works in the literature which propose ways of generating puzzles having a desirable level of difficulty. In this paper, we propose a method based on constraint satisfaction problems to evaluate the difficulty of the Sudoku puzzles. Then we propose a hill climbing method to generate puzzles with different levels of difficulty. Whereas other methods are usually capable of generating puzzles with only few number of difficulty levels, our method can be used to generate puzzles with arbitrary number of different difficulty levels. We test our method by generating puzzles with different levels of difficulty and having a group of 15 people solve all the puzzles and recording the time they spend for each puzzle.

Keywords: Constraint satisfaction problem, generating Sudoku puzzles, hill climbing.

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Authors: Peerapong Uthansakul, Monthippa Uthansakul

Abstract:

The rapid growth of e-Commerce services is significantly observed in the past decade. However, the method to verify the authenticated users still widely depends on numeric approaches. A new search on other verification methods suitable for online e-Commerce is an interesting issue. In this paper, a new online signature-verification method using angular transformation is presented. Delay shifts existing in online signatures are estimated by the estimation method relying on angle representation. In the proposed signature-verification algorithm, all components of input signature are extracted by considering the discontinuous break points on the stream of angular values. Then the estimated delay shift is captured by comparing with the selected reference signature and the error matching can be computed as a main feature used for verifying process. The threshold offsets are calculated by two types of error characteristics of the signature verification problem, False Rejection Rate (FRR) and False Acceptance Rate (FAR). The level of these two error rates depends on the decision threshold chosen whose value is such as to realize the Equal Error Rate (EER; FAR = FRR). The experimental results show that through the simple programming, employed on Internet for demonstrating e-Commerce services, the proposed method can provide 95.39% correct verifications and 7% better than DP matching based signature-verification method. In addition, the signature verification with extracting components provides more reliable results than using a whole decision making.

Keywords: Online signature verification, e-Commerce services, Angular transformation.

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Authors: Wataru Yamazaki, Hironori Hiraishi, Fumio Mizoguchi

Abstract:

In this paper, we describe a rule-based message passing method to support developing collaborative applications, in which multiple users share resources in distributed environments. Message communications of applications in collaborative environments tend to be very complex because of the necessity to manage context situations such as sharing events, access controlling of users, and network places. In this paper, we propose a message communications method based on unification of artificial intelligence and logic programming for defining rules of such context information in a procedural object-oriented programming language. We also present an implementation of the method as java classes.

Keywords: agent programming, logic programming, multi-media application, collaborative application.

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Authors: Takashi Shimizu, Tomoaki Hashimoto

Abstract:

Controlling the flow of fluids is a challenging problem that arises in many fields. Burgers’ equation is a fundamental equation for several flow phenomena such as traffic, shock waves, and turbulence. The optimal feedback control method, so-called model predictive control, has been proposed for Burgers’ equation. However, the model predictive control method is inapplicable to systems whose all state variables are not exactly known. In practical point of view, it is unusual that all the state variables of systems are exactly known, because the state variables of systems are measured through output sensors and limited parts of them can be only available. In fact, it is usual that flow velocities of fluid systems cannot be measured for all spatial domains. Hence, any practical feedback controller for fluid systems must incorporate some type of state estimator. To apply the model predictive control to the fluid systems described by Burgers’ equation, it is needed to establish a state estimation method for Burgers’ equation with limited measurable state variables. To this purpose, we apply unscented Kalman filter for estimating the state variables of fluid systems described by Burgers’ equation. The objective of this study is to establish a state estimation method based on unscented Kalman filter for Burgers’ equation. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: State estimation, fluid systems, observer systems, unscented Kalman filter.

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Authors: Moustafa A. Bani-Hasan, Yasser M. Kadah, Fatma M. El-Hefnawi

Abstract:

An electrocardiogram (ECG) feature extraction system based on the calculation of the complex resonance frequency employing Prony-s method is developed. Prony-s method is applied on five different classes of ECG signals- arrhythmia as a finite sum of exponentials depending on the signal-s poles and the resonant complex frequencies. Those poles and resonance frequencies of the ECG signals- arrhythmia are evaluated for a large number of each arrhythmia. The ECG signals of lead II (ML II) were taken from MIT-BIH database for five different types. These are the ventricular couplet (VC), ventricular tachycardia (VT), ventricular bigeminy (VB), and ventricular fibrillation (VF) and the normal (NR). This novel method can be extended to any number of arrhythmias. Different classification techniques were tried using neural networks (NN), K nearest neighbor (KNN), linear discriminant analysis (LDA) and multi-class support vector machine (MC-SVM).

Keywords: Arrhythmias analysis, electrocardiogram, featureextraction, statistical classifiers.

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Authors: Autcha Araveeporn

Abstract:

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.

Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.

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