Search results for: likelihood ratio test

Authors: Keunhong Chae, Youngpo Lee, Seokho Yoon

Abstract:

In cognitive radio (CR) systems, the primary user (PU) signal would randomly depart or arrive during the sensing period of a CR user, which is referred to as the high traffic environment. In this paper, we propose a novel spectrum sensing scheme based on the cyclostationarity of PU signals in high traffic environments. Specifically, we obtain a test statistic by applying an estimate of spectral autocoherence function of the PU signal to the generalized- likelihood ratio. From numerical results, it is confirmed that the proposed scheme provides a better spectrum sensing performance compared with the conventional spectrum sensing scheme based on the energy of the PU signals in high traffic environments.

Keywords: Spectrum sensing, cyclostationarity, high traffic environments.

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Authors: N. Mamode Khan, V. Jowaheer

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In this paper, we apply and compare two generalized estimating equation approaches to the analysis of car breakdowns data in Mauritius. Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observation as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use the two types of quasi-likelihood estimation approaches to estimate the parameters of the model: marginal and joint generalized quasi-likelihood estimating equation approaches. Under-dispersion parameter is estimated to be around 2.14 justifying the appropriateness of Com-Poisson distribution in modelling underdispersed count responses recorded in this study.

Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, marginal quasi-likelihood estimation, joint quasi-likelihood estimation.

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Authors: D. I. De Souza, G. P. Azevedo, R. Rocha

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In this paper we will develop a sequential life test approach applied to a modified low alloy-high strength steel part used in highway overpasses in Brazil.We will consider two possible underlying sampling distributions: the Normal and theInverse Weibull models. The minimum life will be considered equal to zero. We will use the two underlying models to analyze a fatigue life test situation, comparing the results obtained from both.Since a major chemical component of this low alloy-high strength steel part has been changed, there is little information available about the possible values that the parameters of the corresponding Normal and Inverse Weibull underlying sampling distributions could have. To estimate the shape and the scale parameters of these two sampling models we will use a maximum likelihood approach for censored failure data. We will also develop a truncation mechanism for the Inverse Weibull and Normal models. We will provide rules to truncate a sequential life testing situation making one of the two possible decisions at the moment of truncation; that is, accept or reject the null hypothesis H0. An example will develop the proposed truncated sequential life testing approach for the Inverse Weibull and Normal models.

Keywords: Sequential life testing, normal and inverse Weibull models, maximum likelihood approach, truncation mechanism.

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Authors: Rakesh Kumar, A. K. Ghosh

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The paper presents the modeling of nonlinear longitudinal aerodynamics using flight data of Hansa-3 aircraft at high angles of attack near stall. The Kirchhoff-s quasi-steady stall model has been used to incorporate nonlinear aerodynamic effects in the aerodynamic model used to estimate the parameters, thereby, making the aerodynamic model nonlinear. The Maximum Likelihood method has been applied to the flight data (at high angles of attack) for the estimation of parameters (aerodynamic and stall characteristics) using the nonlinear aerodynamic model. To improve the accuracy level of the estimates, an approach of fixing the strong parameters has also been presented.

Keywords: Maximum Likelihood, nonlinear, parameters, stall.

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Authors: Young-Hwan Song, Doo-Heon Kyun, Jong-Kuk Kim, Myung-Jin Bae

Abstract:

People have the habitual pitch level which is used when people say something generally. However this pitch should be changed irregularly in the presence of noise. So it is useful to estimate SNR of speech signal by pitch. In this paper, we obtain the energy of input speech signal and then we detect a stationary region on voiced speech. And we get the pitch period by NAMDF for the stationary region that is not varied pitch rapidly. After getting pitch, each frame is divided by pitch period and the likelihood of closed pitch is estimated. In this paper, we proposed new parameter, NLF, to estimate the SNR of received speech signal. The NLF is derived from the correlation of near pitch periods. The NLF is obtained for each stationary region in voiced speech. Finally we confirmed good performance of the estimation of the SNR of received input speech in the presence of noise.

Keywords: Likelihood, pitch, SNR, speech.

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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: D. I. De Souza, G. P. Azevedo, D. R. Fonseca

Abstract:

In this paper we will develop further the sequential life test approach presented in a previous article by [1] using an underlying two parameter Inverse Weibull sampling distribution. The location parameter or minimum life will be considered equal to zero. Once again we will provide rules for making one of the three possible decisions as each observation becomes available; that is: accept the null hypothesis H0; reject the null hypothesis H0; or obtain additional information by making another observation. The product being analyzed is a new electronic component. There is little information available about the possible values the parameters of the corresponding Inverse Weibull underlying sampling distribution could have.To estimate the shape and the scale parameters of the underlying Inverse Weibull model we will use a maximum likelihood approach for censored failure data. A new example will further develop the proposed sequential life testing approach.

Keywords: Sequential Life Testing, Inverse Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.

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Authors: Robert G. Nini

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The quality of road pavement is affected mostly by the type of sub-grade which is acting as road foundation. The roads degradation is related to many factors especially the climatic conditions, the quality, and the thickness of the base materials. The thickness of this layer depends on its California Bearing Ratio (CBR) test value which by its turn is highly affected by the quantity of water infiltrated under the road after heavy rain. The capacity of the base material to drain out its water is predominant factor because any change in moisture content causes change in sub-grade strength. This paper studies the effect of the soaking period of soil especially clay on its CBR value. For this reason, we collected many clayey samples in order to study the effect of the soaking period on its CBR value. On each soil, two groups of experiments were performed: main tests consisting of Proctor and CBR test from one side and from other side identification tests consisting of other tests such as Atterberg limits tests. Each soil sample was first subjected to Proctor test in order to find its optimum moisture content which will be used to perform the CBR test. Four CBR tests were performed on each soil with different soaking period. The first CBR was done without soaking the soil sample; the second one with two days soaking, the third one with four days soaking period and the last one was done under eight days soaking. By comparing the results of CBR tests performed with different soaking time, a more detailed understanding was given to the role of the water in reducing the CBR of soil. In fact, by extending the soaking period, the CBR was found to be reduced quickly the first two days and slower after. A precise reduction factor of the CBR in relation with soaking period was found at the end of this paper.

Keywords: California bearing ratio, clay, proctor test, soaking period, sub-grade.

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Authors: N. H. Othman, N. Udin, M. Ishak, L. H. Shah

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This study focuses on the effect of pin taper tool ratio on friction stir welding of magnesium alloy AZ31. Two pieces of AZ31 alloy with thickness of 6 mm were friction stir welded by using the conventional milling machine. The shoulder diameter used in this experiment is fixed at 18 mm. The taper pin ratio used are varied at 6:6, 6:5, 6:4, 6:3, 6:2 and 6:1. The rotational speeds that were used in this study were 500 rpm, 1000 rpm and 1500 rpm, respectively. The welding speeds used are 150 mm/min, 200 mm/min and 250 mm/min. Microstructure observation of welded area was studied by using optical microscope. Equiaxed grains were observed at the TMAZ and stir zone indicating fully plastic deformation. Tool pin diameter ratio 6/1 causes low heat input to the material because of small contact surface between tool surface and stirred materials compared to other tool pin diameter ratio. The grain size of stir zone increased with increasing of ratio of rotational speed to transverse speed due to higher heat input. It is observed that worm hole is produced when excessive heat input is applied. To evaluate the mechanical properties of this specimen, tensile test was used in this study. Welded specimens using taper pin ratio 6:1 shows higher tensile strength compared to other taper pin ratio up to 204 MPa. Moreover, specimens using taper pin ratio 6:1 showed better tensile strength with 500 rpm of rotational speed and 150mm/min welding speed.

Keywords: Friction stir welding, magnesium AZ31, cylindrical taper tool, taper pin ratio.

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Authors: Hadeel Salim Alkutubi

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The objective of this study is to introduce estimators to the parameters and survival function for Weibull distribution using three different methods, Maximum Likelihood estimation, Standard Bayes estimation and Modified Bayes estimation. We will then compared the three methods using simulation study to find the best one base on MPE and MSE.

Keywords: Maximum Likelihood estimation , Bayes estimation, Jeffery prior information, Simulation study

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Authors: M. Govindarajan

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Text Mining is around applying knowledge discovery techniques to unstructured text is termed knowledge discovery in text (KDT), or Text data mining or Text Mining. In decision tree approach is most useful in classification problem. With this technique, tree is constructed to model the classification process. There are two basic steps in the technique: building the tree and applying the tree to the database. This paper describes a proposed C5.0 classifier that performs rulesets, cross validation and boosting for original C5.0 in order to reduce the optimization of error ratio. The feasibility and the benefits of the proposed approach are demonstrated by means of medial data set like hypothyroid. It is shown that, the performance of a classifier on the training cases from which it was constructed gives a poor estimate by sampling or using a separate test file, either way, the classifier is evaluated on cases that were not used to build and evaluate the classifier are both are large. If the cases in hypothyroid.data and hypothyroid.test were to be shuffled and divided into a new 2772 case training set and a 1000 case test set, C5.0 might construct a different classifier with a lower or higher error rate on the test cases. An important feature of see5 is its ability to classifiers called rulesets. The ruleset has an error rate 0.5 % on the test cases. The standard errors of the means provide an estimate of the variability of results. One way to get a more reliable estimate of predictive is by f-fold –cross- validation. The error rate of a classifier produced from all the cases is estimated as the ratio of the total number of errors on the hold-out cases to the total number of cases. The Boost option with x trials instructs See5 to construct up to x classifiers in this manner. Trials over numerous datasets, large and small, show that on average 10-classifier boosting reduces the error rate for test cases by about 25%.

Keywords: C5.0, Error Ratio, text mining, training data, test data.

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Authors: Haider H. Aodah, Yassir Nashaat A. Kareem, Satish Chandra

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The present study explains the effect of aggregate gradation on moisture damage in bituminous mixes. Three types of aggregate gradation and two types of binder; VG-30 and Polymer modified bitumen (PMB-40) are used. Moisture susceptibility tests like retained stability and tensile strength ratio (TSR) and static creep test are conducted on Marshall specimens. The creep test was also conducted for conditioned and unconditioned specimens to observe the effect of moisture on creep behaviour. The results indicate that Marshall stability value is higher in PMB-40 mix than VG-30 mixes. Moisture susceptibility of PMB-40 mixes is low when compared with mix using VG-30. The reduction in retained stability, and indirect tensile strength and increase in creep are evaluated for finer, coarser and normal gradation of aggregate to observe the effect of gradation on moisture susceptibility of mixes. The retained stability is least affected when compared with other moisture susceptibility parameters

Keywords: Aggregate gradation, Creep ratio, Retained stability, Stripping, Tensile strength ratio.

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Authors: Arash Mirabdolah Lavasani, Taher Maarefdoost

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Effect of blockage ratio on heat transfer from non-circular tube is studied experimentally. For doing this experiment a suction type low speed wind tunnel with test section dimension of 14×14×40 and velocity in rage of 7-20 m/s was designed. The blockage ratios varied between 1.5 to 7 and Reynolds number based on equivalent diameter varies in range of 7.5×10³ to 17.5×10³. The results show that by increasing blockage ratio from 1.5 to 7, drag coefficient of the cam shaped tube decreased about 55 percent. By increasing Reynolds number, Nusselt number of the cam shaped tube increases about 40 to 48 percent in all ranges of blockage ratios.

Keywords: Wind tunnel, non-circular tube, blockage ratio, experimental heat transfer, cross-flow.

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Authors: Mohie Eldin Mohamed Afifiy Elmashad

Abstract:

Day by day technology increases and problems associated with this technology also increase. Several researches were carried out to investigate the deployment of such material safely in geotechnical engineering in particular and civil engineering in general. However, different types of waste material have such as cement duct, fly ash and slag been proven to be suitable in several applications. In this research cement dust mixed with different percentages of sand will be used in some civil engineering application as will be explained later in this paper throughout filed and laboratory test. The used mixer (waste material with sand) prove high performance, durability to environmental condition, low cost and high benefits. At higher cement dust ratio, small cement ratio is valuable for compressive strength and permeability. Also at small cement dust ratio higher cement ratio is valuable for compressive strength.

Keywords: cement dust, cement, soil improvement, permeability

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Authors: Autcha Araveeporn

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The Random Coefficient Dynamic Regression (RCDR) model is to developed from Random Coefficient Autoregressive (RCA) model and Autoregressive (AR) model. The RCDR model is considered by adding exogenous variables to RCA model. In this paper, the concept of the Maximum Likelihood (ML) method is used to estimate the parameter of RCDR(1,1) model. Simulation results have shown the AIC and BIC criterion to compare the performance of the the RCDR(1,1) model. The variables as the stationary and weakly stationary data are good estimates where the exogenous variables are weakly stationary. However, the model selection indicated that variables are nonstationarity data based on the stationary data of the exogenous variables.

Keywords: Autoregressive, Maximum Likelihood Method, Nonstationarity, Random Coefficient Dynamic Regression, Stationary.

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Authors: Sunusi N., Kresna A. J., Islamiyati A., Raupong

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Hazard rate estimation is one of the important topics in forecasting earthquake occurrence. Forecasting earthquake occurrence is a part of the statistical seismology where the main subject is the point process. Generally, earthquake hazard rate is estimated based on the point process likelihood equation called the Hazard Rate Likelihood of Point Process (HRLPP). In this research, we have developed estimation method, that is hazard rate single decrement HRSD. This method was adapted from estimation method in actuarial studies. Here, one individual associated with an earthquake with inter event time is exponentially distributed. The information of epicenter and time of earthquake occurrence are used to estimate hazard rate. At the end, a case study of earthquake hazard rate will be given. Furthermore, we compare the hazard rate between HRLPP and HRSD method.

Keywords: Earthquake forecast, Hazard Rate, Likelihood point process, Point process.

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Authors: Wael M Albadri, Hassnen M Jafer, Ehab H Sfoog

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Relationship between undrained shear strength (Su) and over consolidation ratio (OCR) of clay soil (marine clay) is very important in the field of geotechnical engineering to estimate the settlement behaviour of clay and to prepare a small scale physical modelling test. In this study, a relationship between shear strength and OCR parameters was determined using the laboratory vane shear apparatus and the fully automatic consolidated apparatus. The main objective was to establish non-linear correlation formula between shear strength and OCR and comparing it with previous studies. Therefore, in order to achieve this objective, three points were chosen to obtain 18 undisturbed samples which were collected with an increasing depth of 1.0 m to 3.5 m each 0.5 m. Clay samples were prepared under undrained condition for both tests. It was found that the OCR and shear strength are inversely proportional at similar depth and at same undrained conditions. However, a good correlation was obtained from the relationships where the R2 values were very close to 1.0 using polynomial equations. The comparison between the experimental result and previous equation from other researchers produced a non-linear correlation which has a similar pattern with this study.

Keywords: Shear strength, over-consolidation ratio, vane shear test, clayey soil.

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Authors: S. Sharma, U. Batra, S. Kapoor, A. Dua

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In this study, the effects and interactions of reaction time and capping agent assistance during sol-gel synthesis of magnesium substituted hydroxyapatite nanopowder (MgHA) on hydroxyapatite (HA) to β-tricalcium phosphate (β-TCP) ratio, Ca/P ratio and mean crystallite size was examined experimentally as well as through statistical analysis. MgHA nanopowders were synthesized by sol-gel technique at room temperature using aqueous solution of calcium nitrate tetrahydrate, magnesium nitrate hexahydrate and potassium dihydrogen phosphate as starting materials. The reaction time for sol-gel synthesis was varied between 15 to 60 minutes. Two process routes were followed with and without addition of triethanolamine (TEA) in the solutions. The elemental compositions of as-synthesized powders were determined using X-ray fluorescence (XRF) spectroscopy. The functional groups present in the assynthesized MgHA nanopowders were established through Fourier Transform Infrared Spectroscopy (FTIR). The amounts of phases present, Ca/P ratio and mean crystallite sizes of MgHA nanopowders were determined using X-ray diffraction (XRD). The HA content in biphasic mixture of HA and β-TCP and Ca/P ratio in as-synthesized MgHA nanopowders increased effectively with reaction time of sols (p<0.0001, two way ANOVA), however, these were independent of TEA addition (p>0.15, two way ANOVA). The MgHA nanopowders synthesized with TEA assistance exhibited 14 nm lower crystallite size (p<0.018, 2 sample t-test) compared to the powder synthesized without TEA assistance.

Keywords: Capping agent, hydroxyapatite, regression analysis, sol-gel, 2- sample t-test, two-way ANOVA.

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Authors: Peter Odero Akuon

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A rain cell ratio model is proposed that computes attenuation of the smallest rain cell which represents the maximum rain rate value i.e. the cell size when rainfall rate is exceeded 0.01% of the time, R_0.01 and predicts attenuation for other cells as the ratio with this maximum. This model incorporates the dependence of the path factor r on the ellipsoidal path variation of the Fresnel zone at different frequencies. In addition, the inhomogeneity of rainfall is modeled by a rain drop packing density factor. In order to derive the model, two empirical methods that can be used to find rain cell size distribution D_c are presented. Subsequently, attenuation measurements from different climatic zones for terrestrial radio links with frequencies F in the range 7-38 GHz are used to test the proposed model. Prediction results show that the path factor computed from the rain cell ratio technique has improved reliability when compared with other path factor and effective rain rate models, including the current ITU-R 530-15 model of 2013.

Keywords: Packing density of rain drops, prediction model, rain attenuation, rain cell ratio technique.

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Authors: U. Datta

Abstract:

The main objective of this study is to find a suitable approach to monitor the land infrastructure growth over a period of time using multispectral satellite images. Bi-temporal change detection method is unable to indicate the continuous change occurring over a long period of time. To achieve this objective, the approach used here estimates a statistical model from series of multispectral image data over a long period of time, assuming there is no considerable change during that time period and then compare it with the multispectral image data obtained at a later time. The change is estimated pixel-wise. Statistical composite hypothesis technique is used for estimating pixel based change detection in a defined region. The generalized likelihood ratio test (GLRT) is used to detect the changed pixel from probabilistic estimated model of the corresponding pixel. The changed pixel is detected assuming that the images have been co-registered prior to estimation. To minimize error due to co-registration, 8-neighborhood pixels around the pixel under test are also considered. The multispectral images from Sentinel-2 and Landsat-8 from 2015 to 2018 are used for this purpose. There are different challenges in this method. First and foremost challenge is to get quite a large number of datasets for multivariate distribution modelling. A large number of images are always discarded due to cloud coverage. Due to imperfect modelling there will be high probability of false alarm. Overall conclusion that can be drawn from this work is that the probabilistic method described in this paper has given some promising results, which need to be pursued further.

Keywords: Co-registration, GLRT, infrastructure growth, multispectral, multitemporal, pixel-based change detection.

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Authors: Fariba Azizi, Firoozeh Haghighi, Viliam Makis

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In this paper, we propose a method to model the relationship between failure time and degradation for a simple step stress test where underlying degradation path is linear and different causes of failure are possible. It is assumed that the intensity function depends only on the degradation value. No assumptions are made about the distribution of the failure times. A simple step-stress test is used to shorten failure time of products and a tampered failure rate (TFR) model is proposed to describe the effect of the changing stress on the intensities. We assume that some of the products that fail during the test have a cause of failure that is only known to belong to a certain subset of all possible failures. This case is known as masking. In the presence of masking, the maximum likelihood estimates (MLEs) of the model parameters are obtained through an expectation-maximization (EM) algorithm by treating the causes of failure as missing values. The effect of incomplete information on the estimation of parameters is studied through a Monte-Carlo simulation. Finally, a real example is analyzed to illustrate the application of the proposed methods.

Keywords: Expectation-maximization (EM) algorithm, cause of failure, intensity, linear degradation path, masked data, reliability function.

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Authors: Ilaria Lucrezia Amerise

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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.

Keywords: Generalized extreme values (GEV), likelihood estimation, precipitation data, Wakeby distribution.

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Authors: Cheng-Chieh Chiang, Yi-Chia Chan, Greg C. Lee

Abstract:

This paper proposes a video-based framework for face recognition to identify which faces appear in a video sequence. Our basic idea is like a tracking task - to track a selection of person candidates over time according to the observing visual features of face images in video frames. Hence, we employ the state-space model to formulate video-based face recognition by dividing this problem into two parts: the likelihood and the transition measures. The likelihood measure is to recognize whose face is currently being observed in video frames, for which two-dimensional linear discriminant analysis is employed. The transition measure estimates the probability of changing from an incorrect recognition at the previous stage to the correct person at the current stage. Moreover, extra nodes associated with head nodes are incorporated into our proposed state-space model. The experimental results are also provided to demonstrate the robustness and efficiency of our proposed approach.

Keywords: 2DLDA, face recognition, state-space model, likelihood measure, transition measure.

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Authors: H.Panahi, S.Asadi

Abstract:

In this article, we consider the estimation of P[Y < X], when strength, X and stress, Y are two independent variables of Burr Type XII distribution. The MLE of the R based on one simple iterative procedure is obtained. Assuming that the common parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator and Bayes estimator of P[Y < X] are discussed. The exact confidence interval of the R is also obtained. Monte Carlo simulations are performed to compare the different proposed methods.

Keywords: Stress-Strength model, Maximum likelihood estimator, Bayes estimator, Burr type XII distribution.

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Authors: Jung-hoon Lee, Eung Tai Kim, Byung-hee Chang, In-hee Hwang, Dae-sung Lee

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The accuracy of estimated stability and control derivatives of a light aircraft from flight test data were evaluated. The light aircraft, named ChangGong-91, is the first certified aircraft from the Korean government. The output error method, which is a maximum likelihood estimation technique and considers measurement noise only, was used to analyze the aircraft responses measures. The multi-step control inputs were applied in order to excite the short period mode for the longitudinal and Dutch-roll mode for the lateral-directional motion. The estimated stability/control derivatives of Chan Gong-91 were analyzed for the assessment of handling qualities comparing them with those of similar aircraft. The accuracy of the flight derivative estimates derived from flight test measurement was examined in engineering judgment, scatter and Cramer-Rao bound, which turned out to be satisfactory with minor defects..

Keywords: Light Aircraft, Flight Test, Accuracy, Engineering Judgment, Scatter, Cramer-Rao Bound

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Authors: Abdullah Y. Al-Hossain

Abstract:

This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.

Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.

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Authors: S. Mohammadzadehmoghadam, Y. Dong

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In this study, Bombyx mori silk fibroin/gelatin (SF/GT) nanocomposite with different GT ratio (SF/GT 100/0, 90/10 and 70/30) were prepared by electrospinning process and crosslinked with glutaraldehyde (GA) vapor. Properties of crosslinked SF/GT nanocomposites were investigated by scanning electron microscopy (SEM), mechanical test, water uptake capacity (WUC) and porosity. From SEM images, it was found that fiber diameter increased as GT content increased. The results of mechanical test indicated that the SF/GT 70/30 nanocomposites had both the highest Young’s modulus of 342 MPa and the highest tensile strength of about 14 MPa. However, porosity and WUC decreased from 62% and 405% for pristine SF to 47% and 232% for SF/GT 70/30, respectively. This behavior can be related to higher degree of crosslinking as GT ratio increased which altered the structure and physical properties of scaffolds. This study showed that incorporation of GT into SF nanofibers can enhance mechanical properties of resultant nanocomposite, but the GA treatment should be optimized to control and fine-tune other properties to warrant their biomedical application.

Keywords: Electrospinning, gelatin, mechanical properties, nanocomposites, silk fibroin.

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Authors: Wen-Chi Liu

Abstract:

This paper aims to examine whether a bubble is present in the housing market of China. Thus, we use the housing  price-to-income ratios and housing price-to-rent ratios of 35 cities from 1998 to 2010. The methods of the panel KSS unit root test with a  Fourier function and the SPSM process are likewise used. The panel  KSS unit root test with a Fourier function considers the problem of  non-linearity and structural changes, and the SPSM process can avoid  the stationary time series from dominating the result-generated bias.  Through a rigorous empirical study, we determine that the housing  price-to-income ratios are stationary in 34 of the 35 cities in China.  Only Xining is non-stationary. The housing price-to-rent ratios are  stationary in 32 of the 35 cities in China. Chengdu, Fuzhou, and  Zhengzhou are non-stationary. Overall, the housing bubbles are not a  serious problem in China at the time.

 

Keywords: Housing Price-to-Income Ratio, Housing Price-to-Rent Ratio, Housing Bubbles, Panel Unit-Root Test.

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Authors: Gamze Ozel, Selen Cakmakyapan

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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 a simulation study. 

Keywords: Marshall-Olkin distribution, Rayleigh distribution, estimation, maximum likelihood.

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Authors: J. P. Dubois, O. M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a recent class of statistical classification and regression techniques playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM is applied to an infrared (IR) binary communication system with different types of channel models including Ricean multipath fading and partially developed scattering channel with additive white Gaussian noise (AWGN) at the receiver. The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these channel stochastic models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to classical binary signal maximum likelihood detection using a matched filter driven by On-Off keying (OOK) modulation. We found that the performance of SVM is superior to that of the traditional optimal detection schemes used in statistical communication, especially for very low signal-to-noise ratio (SNR) ranges. For large SNR, the performance of the SVM is similar to that of the classical detectors. The implication of these results is that SVM can prove very beneficial to IR communication systems that notoriously suffer from low SNR at the cost of increased computational complexity.

Keywords: Least square-support vector machine, on-off keying, matched filter, maximum likelihood detector, wireless infrared communication.

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