Showing 1 - 10 of 19
This paper deals with construction of confidence intervals for process capability index using bootstrap method (proposed by Chen and Pearn in Qual Reliab Eng Int 13(6):355–360, 1997) by applying simulation technique. It is assumed that the quality characteristic follows type-II generalized...
Persistent link: https://www.econbiz.de/10012164564
In this paper, a grid-based cluster division procedure, in combination with a novel maximum likelihood estimate based on multinomial distribution, is proposed to derive fragility curves for medium- and low-rise reinforced concrete (RC) buildings in Taiwan. This new grid-based method generates...
Persistent link: https://www.econbiz.de/10010846219
This paper studies maximum likelihood estimates as well as confidence intervals of an M/M/R queue with heterogeneous servers under steady-state conditions. We derive the maximum likelihood estimates of the mean arrival rate and the three unequal mean service rates for an M/M/3 queue with...
Persistent link: https://www.econbiz.de/10010847816
This paper studies maximum likelihood estimates as well as confidence intervals of an M/M/R queue with heterogeneous servers under steady-state conditions. We derive the maximum likelihood estimates of the mean arrival rate and the three unequal mean service rates for an M/M/3 queue with...
Persistent link: https://www.econbiz.de/10010999828
In this paper, and based on records of a sequence of iid random variables from the generalized exponential distribution, we consider the problem of the existence of the maximum likelihood estimates of the shape and scale parameters. Existence and uniqueness of the MLE’s are proved. Different...
Persistent link: https://www.econbiz.de/10011000638
This paper considers the estimation and the hypothesis testing on the equality of the ratios of the means to standard deviations of several normal populations with difference sample sizes. We propose an iterative algorithm to find the maximum likelihood estimates (MLEs) of the normal population...
Persistent link: https://www.econbiz.de/10011151887
We introduce an adjusted likelihood ratio procedure for computing pointwise confidence intervals for survival functions from censored data. The test statistic, scaled by a ratio of two variance quantities, is shown to converge to a chi-squared distribution with one degree of freedom. The...
Persistent link: https://www.econbiz.de/10010576158
We point out an error in the proof of the main result of the paper of Tanabe et al. (Comput Stat 22:145–157, <CitationRef CitationID="CR7">2007</CitationRef>) concerning a parameter estimation for von Mises–Fisher distributions, we correct the proof of the main result and we present a short alternative proof. Copyright Springer-Verlag...</citationref>
Persistent link: https://www.econbiz.de/10010998464
We propose an accelerated version of the holonomic gradient descent and apply it to calculating the maximum likelihood estimate (MLE) of the Fisher–Bingham distribution on a <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$d$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>d</mi> </math> </EquationSource> </InlineEquation>-dimensional sphere. We derive a Pfaffian system (an integrable connection) and a series expansion...</equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998530
The issue of normalization arises whenever two different values for a vector of unknown parameters imply the identical economic model. A normalization implies not just a rule for selecting which among equivalent points to call the maximum likelihood estimate (MLE), but also governs the...
Persistent link: https://www.econbiz.de/10005644517