An important signal parameter estimation problem is time-delay estimation. Here the unknown is the time origin of the signal: s (l, θ) = s (l − θ). The duration of the signal (the domain over which the signal is de ned) is assumed brief compared with the observation interval L. Although in continuous time the signal delay is a continuous-valued variable, in discrete time it is not. Consequently...

In this paper, we investigate some inferential properties of the upper record Lomax distribution. Also, we will estimate the upper record of the Lomax distribution parameters using methods, Moment (MME), Maximum Likelihood (MLE), Kullback-Leibler Divergence of the Survival function (DLS) and Baysian. Finally, we will compare these methods using the Monte Carlo simulation.

In many cases, finding a maximum likelihood estimator or a Generalized Likelihood Ratio Test estimate becomes an optimization problem. The challenges come when the problem is not formulated as what we usually see, or the size of the problem is too large to be manageable by conventional methods. We present three examples that have this flavor. They are (1) finding the maximum likelihood estimate...

In this paper we discuss maximum likelihood estimation when some observations are missing in mixed graphical interaction models assuming a conditional Gaussian distribution as introduced by Lauritzen & Wermuth (1989). For the saturated case ML estimation with missing values via the EM algorithm has been proposed by Little & Schluchter (1985). We expand their results to the special restrictions ...

Both a mixture likelihood method and the EM algorithm are implemented to estimate the time-to-onset-of and the time-to-death-from the tumor of interest in animal carcinogenicity studies. Both methods are implemented using Box's Complex Method for nding the maximum likelihood estimate of parameters for a nonlinear log-likelihood function subject to nonlinear inequality constraints. A comparison ...