Maximum likelihood discrete spectral peak estimation in coherent wind lidar and Monte Carlo simulation

2015 ◽  
Vol 27 (6) ◽  
pp. 61013
Author(s):  
贾晓东 Jia Xiaodong ◽  
孙东松 Sun Dongsong
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Maximum Likelihood ◽  
Spectral Peak ◽  
Wind Lidar

Performance Study of Time Delay Estimation in a Multi-Path Environment

1997 ◽  
Vol 07 (06) ◽  
pp. 599-606
Author(s):  
Ming Jian ◽  
Alex C. Kot ◽  
Meng H. Er
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Time Delay ◽  
Maximum Likelihood ◽  
Theoretical Analysis ◽  
Close Agreement ◽  
Time Delay Estimation ◽  
Delay Estimation ◽  
Performance Study ◽  
Predicted Values

A theoretical analysis of the performance of the maximum likelihood (ML) time delay estimate in a multi-path propagation is proposed. An expression for the probability of anomaly of the ML time delay estimate is obtained. Percentages of anomalous time delay estimates obtained through Monte Carlo simulation are shown to be in close agreement with theoretically predicted values.

Failure rate analysis of jaw crusher using Weibull model

2016 ◽  
Vol 231 (4) ◽  
pp. 760-772 ◽  
Author(s):  
RS Sinha ◽  
AK Mukhopadhyay
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Weibull Distribution ◽  
Likelihood Estimation ◽  
Jaw Crusher ◽  
Two Parameter

The primary crusher is essential equipment employed for comminuting the mineral in processing plants. Any kind of failure of its components will accordingly hinder the performance of the plant. Therefore, to minimize sudden failures, analysis should be undertaken to improve performance and operational reliability of the crushers and its components. This paper considers the methods for analyzing failure rates of a jaw crusher and its critical components application of a two-parameter Weibull distribution in a mineral processing plant fitted using statistical tests such as goodness of fit and maximum likelihood estimation. Monte Carlo simulation, analysis of variance, and artificial neural network are also applied. Two-parameter Weibull distribution is found to be the best fit distribution using Kolmogorov–Smirnov test. Maximum likelihood estimation method is used to find out the shape and scale parameter of two-parameter Weibull distribution. Monte Carlo simulation generates 40 numbers of shape parameters, scale parameters, and time. Further, 40 numbers of Weibull distribution parameters are evaluated to examine the failure rate, significant difference, and regression coefficient using ANOVA. Artificial neural network with back-propagation algorithm is used to determine R2 and is compared with analysis of variance.

scholarly journals Robustness Test of Selected Estimators of Linear Regression with Autocorrelated Error Term: A Monte-Carlo Simulation Study

2021 ◽  
pp. 1-17
Author(s):  
Rauf Ibrahim Rauf ◽  
Okoli Juliana Ifeyinwa ◽  
Haruna Umar Yahaya
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Maximum Likelihood ◽  
Linear Regression ◽  
Simulation Study ◽  
Explanatory Variable ◽  
Real Life ◽  
Least Square ◽  
Monte Carlo Simulation Study ◽  
Error Terms

Assumptions in the classical linear regression model include that of lack of autocorrelation of the error terms and the zero covariance between the explanatory variable and the error terms. This study is channeled towards the estimation of the parameters of the linear models for both time series and cross-sectional data when the above two assumptions are violated. The study used the Monte-Carlo simulation method to investigate the performance of six estimators: ordinary least square (OLS), Prais-Winsten (PW), Cochrane-Orcutt (CC), Maximum Likelihood (MLE), Restricted Maximum- Likelihood (RMLE) and the Weighted Least Square (WLS) in estimating the parameters of a single linear model in which the explanatory variable is also correlated with the autoregressive error terms. Using the models’ finite properties(mean square error) to measure the estimators’ performance, the results shows that OLS should be preferred when autocorrelation level is relatively mild (ρ = 0.3) and the PW, CC, RMLE, and MLE estimator will perform better with the presence of any level of AR (1) disturbance between 0.4 to 0.8 level, while WLS shows better performance at 0.9 level of autocorrelation and above. The study thus recommended the application of the various estimators considered to real-life data to affirm the results of this simulation study.

scholarly journals Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling

2020 ◽  
Vol 68 (6) ◽  
pp. 1896-1912
Author(s):  
Yijie Peng ◽  
Michael C. Fu ◽  
Bernd Heidergott ◽  
Henry Lam
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Stochastic Modeling ◽  
Stochastic Models ◽  
Likelihood Estimation ◽  
Data Driven ◽  
Simulation Based

A Simulation-Based Approach for Calibrating Stochastic Models

ON THE PROPERTIES AND MLEs OF GENERALIZED ODD GENERALIZED EXPONENTIAL- EXPONENTIAL DISTRIBUTION

2021 ◽  
Vol 4 (4) ◽  
pp. 155-165
Author(s):  
Aminu Suleiman Mohammed ◽  
Badamasi Abba ◽  
Abubakar G. Musa
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Maximum Likelihood ◽  
Exponential Distribution ◽  
Estimation Method ◽  
Likelihood Method ◽  
Parameter Estimates ◽  
Lifetime Data ◽  
Failure Rates ◽  
Simulation Experiments

For proper actualization of the phenomenon contained in some lifetime data sets, a generalization, extension or modification of classical distributions is required. In this paper, we introduce a new generalization of exponential distribution, called the generalized odd generalized exponential-exponential distribution. The proposed distribution can model lifetime data with different failure rates, including the increasing, decreasing, unimodal, bathtub, and decreasing-increasing-decreasing failure rates. Various properties of the model such as quantile function, moment, mean deviations, Renyi entropy, and order statistics.  We provide an approximation for the values of the mean, variance, skewness, kurtosis, and mean deviations using Monte Carlo simulation experiments. Estimating of the distribution parameters is performed using the maximum likelihood method, and Monte Carlo simulation experiments is used to assess the estimation method. The method of maximum likelihood is shown to provide a promising parameter estimates, and hence can be adopted in practice for estimating the parameters of the distribution. An application to real and simulated datasets indicated that the new model is superior to the fits than the other compared distributions

scholarly journals Estimation of Reliability in a Multicomponent Stress–Strength System for the Exponentiated Moment-Based Exponential Distribution

Algorithms ◽  
2019 ◽  
Vol 12 (12) ◽  
pp. 246
Author(s):  
G. Srinivasa Rao ◽  
Fiaz Ahmad Bhatti ◽  
Muhammad Aslam ◽  
Mohammed Albassam
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Maximum Likelihood ◽  
Exponential Distribution ◽  
Working Condition ◽  
Multicomponent System ◽  
Jute Fiber ◽  
Asymptotic Estimates ◽  
Shape Parameters ◽  
Independent And Identically Distributed

A multicomponent system of k components with independent and identically distributed random strengths X 1 , X 2 , … X k , with each component undergoing random stress, is in working condition if and only if at least s out of k strengths exceed the subjected stress. Reliability is measured while strength and stress are obtained through a process following an exponentiated moment-based exponential distribution with different shape parameters. Reliability is gauged from the samples using maximum likelihood (ML) on the computed distributions of strength and stress. Asymptotic estimates of reliability are compared using Monte Carlo simulation. Application to forest data and to breaking strengths of jute fiber shows the usefulness of the model.

Sign in / Sign up

Export Citation Format

Share Document