In this paper, we consider the estimation of the unknown parameter of the scaled logistic distribution on the basis of record values. The maximum likelihood method does not provide an explicit estimator for the scale parameter. In this article, we present a simple method of deriving an explicit estimator by approximating the likelihood function. Bayes estimator is obtained using importance samp...

© 2011 Hing Cheung So and Hongqing Liu 27 This paper addresses estimating the frequency of a cisoid in the presence of white Gaussian noise, which has numerous applications in communications, radar, sonar, and instrumentation and measurement. Due to the nonlinear nature of the frequency estimation problem, there is threshold effect, that is, large error estimates or outliers will occur at suffi...

Tsai and Chan (2003) has recently introduced the Continuous-time AutoRegressive Fractionally Integrated Moving-Average (CARFIMA) models useful for studying long-memory data. We consider the estimation of the CARFIMA models with discrete-time data by maximizing the Whittle likelihood. We show that the quasimaximum likelihood estimator is asymptotically normal and efficient. Finite-sample propert...

in this paper, drift change point estimation in the mean of polynomial profiles is considered. for this purpose, the proposed change point estimator is computed using maximum likelihood approach. performance of the proposed estimator is evaluated using monte carlo simulations when t2 control chart issues an out-of-control signal. simulation results show that the performance of the proposed esti...

In this paper we describe and present results on the parameter point estimation for the scale and threshold parameters of the Rayleigh distribution. Five estimating methods have been investigated, namely, the maximum likelihood, the method of moment, the probability weighted moments method, the least square method and the least absolute deviation method. Modified maximum likelihood estimators f...

The Maximum Likelihood Estimator (MLE) has commonly been used to estimate the unknown parameters in the finite mixture of distributions via the expectationmaximization (EM) algorithm. However, the MLE can be very sensitive to outliers in the data. Various approaches that have incorporated robustness in fitting mixtures and clustering are discussed. Special attention is given to the Weighted Tri...

In this paper, localization based on Received Signal Strength (RSS) is investigated assuming a path loss log normal shadowing model. RSS-based estimation schemes of ranges are investigated; three different schemes are studied: Mean, median and mode. Estimation of position is performed using weighted least square approximation. We show that the positioning accuracy depends on the used estimator ...

identification of a real time of a change in a process, when an out-of-control signal is present is significant. this may reduce costs of defective products as well as the time of exploring and fixing the cause of defects. another popular topic in the statistical process control (spc) is profile monitoring, where knowing the distribution of one or more quality characteristics may not be appropr...

The P-band spaceborne synthetic aperture radar (SAR) is significantly affected by ionospheric scintillation. Although the traditional phase gradient autofocus (PGA) can estimate and compensate scintillation of single polarization SAR data, quality refocused image will degrade at scene edge. In this paper, a modified PGA based on weighted maximum likelihood (WML) estimator data division proposed...