Spelling suggestions: "subject:"biased estimator""
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Improvements in ranked set samplingHaq, Abdul January 2014 (has links)
The main focus of many agricultural, ecological and environmental studies is to develop well designed, cost-effective and efficient sampling designs. Ranked set sampling (RSS) is one of those sampling methods that can help accomplish such objectives by incorporating prior information and expert knowledge to the design. In this thesis, new RSS schemes are suggested for efficiently estimating the population mean. These sampling schemes can be used as cost-effective alternatives to the traditional simple random sampling (SRS) and RSS schemes. It is shown that the mean estimators under the proposed sampling schemes are at least as efficient as the mean estimator with SRS. We consider the best linear unbiased estimators (BLUEs) and the best linear invariant estimators (BLIEs) for the unknown parameters (location and scale) of a location-scale family of distributions under double RSS (DRSS) scheme. The BLUEs and BLIEs with DRSS are more precise than their counterparts based on SRS and RSS schemes. We also consider the BLUEs based on DRSS and ordered DRSS (ODRSS) schemes for the unknown parameters of a simple linear regression model using replicated observations. It turns out that, in terms of relative efficiencies, the BLUEs under ODRSS are better than the BLUEs with SRS, RSS, ordered RSS (ORSS) and DRSS schemes.
Quality control charts are widely recognized for their potential to be a powerful process monitoring tool of the statistical process control. These control charts are frequently used in many industrial and service organizations to monitor in-control and out-of-control performances of a production or manufacturing process. The RSS schemes have had considerable attention in the construction of quality control charts. We propose new exponentially weighted moving average (EWMA) control charts for monitoring the process mean and the process dispersion based on the BLUEs obtained under ORSS and ODRSS schemes. We also suggest an improved maximum EWMA control chart for simultaneously monitoring the process mean and dispersion based on the BLUEs with ORSS scheme. The proposed EWMA control charts perform substantially better than their counterparts based on SRS and RSS schemes. Finally, some new EWMA charts are also suggested for monitoring the process dispersion using the best linear unbiased absolute estimators of the scale parameter under SRS and RSS schemes.
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Reduced Complexity Viterbi Decoders for SOQPSK Signals over Multipath ChannelsKannappa, Sandeep Mavuduru 10 1900 (has links)
ITC/USA 2010 Conference Proceedings / The Forty-Sixth Annual International Telemetering Conference and Technical Exhibition / October 25-28, 2010 / Town and Country Resort & Convention Center, San Diego, California / High data rate communication between airborne vehicles and ground stations over the bandwidth constrained Aeronautical Telemetry channel is attributed to the development of bandwidth efficient Advanced Range Telemetry (ARTM) waveforms. This communication takes place over a multipath channel consisting of two components - a line of sight and one or more ground reflected paths which result in frequency selective fading. We concentrate on the ARTM SOQPSKTG transmit waveform suite and decode information bits using the reduced complexity Viterbi algorithm. Two different methodologies are proposed to implement reduced complexity Viterbi decoders in multipath channels. The first method jointly equalizes the channel and decodes the information bits using the reduced complexity Viterbi algorithm while the second method utilizes the minimum mean square error equalizer prior to applying the Viterbi decoder. An extensive numerical study is performed in comparing the performance of the above methodologies. We also demonstrate the performance gain offered by our reduced complexity Viterbi decoders over the existing linear receiver. In the numerical study, both perfect and estimated channel state information are considered.
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Problems in distributed signal processing in wireless sensor networks.Krishnan, Rajet January 1900 (has links)
Master of Science / Department of Electrical and Computer Engineering / Balasubramaniam Natarajan / In this thesis, we first consider the problem of distributed estimation in an
energy and rate-constrained wireless sensor network. To this end, we study three
estimators namely - (1) Best Linear Unbiased Estimator (BLUE-1) that accounts for
the variance of noise in measurement, uniform quantization and channel, and derive
its variance and its lower bound; (2) Best Linear Unbiased Estimator (BLUE-2) that
accounts for the variance of noise in measurement and uniform quantization, and
derive lower and upper bounds for its variance; (3) Best Linear Unbiased Estima-
tor (BLUE-3) that incorporates the effects of probabilistic quantization noise and
measurement noise, and derive an upper bound for its variance.
Then using BLUE-1, we analyze the tradeoff between estimation error (BLUE
variance) at the fusion center and the total amount of resources utilized (power and
rate) using three different system design approaches or optimization formulations.
For all the formulations, we determine optimum quantization bits and transmission
power per bit (or optimum actions) for all sensors jointly. Unlike prior efforts, we in-
corporate the operating state (characterized by the amount of residual battery power)
of the sensors in the optimization framework. We study the e®ect of channel quality, local measurement noise, and operating states of the sensors on their optimum choice for quantization bits and transmit power per bit.
In the sequel, we consider a problem in distributed detection and signal
processing in the context of biomedical wireless sensors and more specifically pulse-
oximeter devices that record photoplethysmographic data. We propose an automated, two-stage PPG data processing method to minimize the effect of motion artifact.
Regarding stage one, we present novel and consistent techniques to detect the presence
of motion artifact in photoplethysmograms given higher order statistical information
present in the data.For stage two, we propose an effective motion artifact reduction
method that involves enhanced PPG data preprocessing followed by frequency domain
Independent Component Analysis (FD-ICA). Experimental results are presented to
demonstrate the efficacy of the overall motion artifact reduction method.
Finally, we analyze a wireless ad hoc/sensor network where nodes are connected via random channels and information is transported in the network in a cooperative multihop fashion using amplify and forward relay strategy.
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Estudos sobre a implementação online de uma técnica de estimação de energia no calorímetro hadrônico do atlas em cenários de alta luminosidadeTeixeira, Marcos Vinícius 21 August 2015 (has links)
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Previous issue date: 2015-08-21 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Este trabalho tem como objetivo o estudo de técnicas para a estimação da amplitude de sinais no calorímetro de telhas (TileCal) do ATLAS no LHC em cenários de alta luminosidade. Em alta luminosidade, sinais provenientes de colisões adjacentes são observados, ocasionando o efeito de empilhamento de sinais. Neste ambiente, o método COF (do inglês, Constrained Optimal Filter), apresenta desempenho superior ao algoritmo atualmente implementado no sistema. Entretanto, o COF requer a inversão de matrizes para o cálculo da pseudo-inversa de uma matriz de convolução, dificultando sua implementação online. Para evitar a inversão de matrizes, este trabalho apresenta métodos interativos, para a daptação do COF, que resultam em operações matemáticas simples. Baseados no Gradiente Descendente, os resultados demonstraram que os algoritmos são capazes de estimar a amplitude de sinais empilhados, além do sinal de interesse com eficiência similar ao COF. Visando a implementação online, este trabalho apresenta estudos sobre a complexidade dos métodos iterativos e propõe uma arquitetura de processamento em FPGA. Baseado em uma estrutura sequencial e utilizando lógica aritmética em ponto fixo, os resultados demonstraram que a arquitetura desenvolvida é capaz executar o método iterativo, atendendo os requisitos de tempo de processamento exigidos no TileCal. / This work aims at the study of techniques for online energy estimation in the ATLAS hadronic Calorimeter (TileCal) on the LHC collider. During further periods of the LHC operation, signals coming from adjacent collisions will be observed within the same window, producing a signal superposition. In this environment, the energy reconstruction method COF (Constrained Optimal Filter) outperforms the algorithm currently implemented in the system. However , the COF method requires an inversion of matrices and its online implementation is not feasible. To avoid such inversion of matrices, this work presents iteractive methods to implement the COF, resulting in simple mathematical operations. Based on the Gradient Descent, the results demonstrate that the algorithms are capable of estimating the amplitude of the superimposed signals with efficiency similar to COF. In addition, a processing architecture for FPGA implementation is proposed. The analysis has shown that the algorithms can be implemented in the new TilaCal electronics, reaching the processing time requirements.
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Méthode de simulation avec les variables antithétiquesGatarayiha, Jean Philippe 06 1900 (has links)
Les fichiers qui accompagnent mon document ont été réalisés avec le logiciel Latex et les simulations ont été réalisés par Splus(R). / Dans ce mémoire, nous travaillons sur une méthode de simulation de Monte-Carlo qui utilise des variables antithétiques pour estimer un intégrale de la fonction f(x) sur un intervalle (0,1] où f peut être une fonction monotone, non-monotone ou une autre fonction difficile à simuler.
L'idée principale de la méthode qu'on propose est de subdiviser l'intervalle (0,1] en m sections dont chacune est subdivisée en l sous intervalles. Cette technique se fait en plusieurs étapes et à chaque fois qu'on passe à l'étape supérieure la variance diminue. C'est à dire que la variance obtenue à la kième étape est plus petite que celle trouvée à la (k-1)ième étape ce qui nous permet également de rendre plus petite l'erreur d’estimation car l'estimateur de l'intégrale de f(x) sur [0,1] est sans biais. L'objectif est de trouver m, le nombre optimal de sections, qui permet de trouver cette diminution de la variance. / In this master thesis, we consider simulation methods based on antithetic variates for estimate integrales of f(x) on interval (0,1] where f is monotonic function, not a monotonic function or a function difficult to integrate.
The main idea consists in subdividing the (0,1] in m sections of which each one is subdivided in l subintervals. This method is done recursively. At each step the variance decreases, i.e. The variance obtained at the kth step is smaller than that is found at the (k-1)th step. This allows us to reduce the error in the estimation because the estimator of integrales of f(x) on interval [0,1] is unbiased. The objective is to optimize m.
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Dynamique et persistance de l’inflation dans l’UEMOA : le rôle des facteurs globaux, régionaux et nationaux / Inflation persistence and dynamics in the UEMOA area : the role of the global, regional and national factorsSall, Cheikh Ahmed Tidiane 03 December 2013 (has links)
La thèse étudie la dynamique et la persistance de l’inflation dans les pays en développement, particulièrement ceux des pays de la Zone UEMOA, en mettant en exergue les spécificités de ces économies. Le premier chapitre, consacré à l’évaluation de la persistance, révèle que le degré de persistance de l'inflation est faible dans ces pays, ce qui constitue un atout pour les autorités monétaires. Dans le chapitre 2, il a été défini un cadre théorique plus approprié à l’analyse de la persistance de l’inflation dans les pays de la sous-région. L’approche a permis de montrer que le degré de persistance de l’inflation dans ces pays ne dépendait pas uniquement des politiques monétaire et de change, mais aussi négativement du poids du secteur vivrier local dans l’économie. Dans le chapitre 3, la thèse analyse les écarts d’inflation dans les pays membres de l’UEMOA, en examinant la β-convergence des différentiels d'inflation. Les estimations révèlent que, d’une part, les écarts d’inflation se sont fortement réduits à l’intérieur de l'Union et que, d’autre part, ils restent fortement persistants avec la zone Euro. Le chapitre 4 est consacré à l’évaluation du rôle des différents facteurs et utilise ensuite une spécification spatiale en panel, pour tester les effets de contagion entre pays. Les estimations indiquent une prédominance des facteurs globaux et des effets de contagion entre pays dont l'ampleur dépend du poids des exportations de chaque pays vers les autres pays de la sous région. / This thesis examines the inflation dynamics and persistence in developing countries, especially in the UEMOA zone, highlighting the specificities of these economies. The first chapter, reveals that the inflation persistence degree, in these countries, is low which represents an asset to the monetary authorities. In Chapter 2, it was defined a more appropriate theoretical framework to analyze the inflation persistence in the countries of the sub-region. The approach allowed to demonstrate that the inflation persistence degree in these countries is not only dependent on monetary and exchange rate policies, but also negatively to the weight of local food sector in the economy. Chapter 3, analyzes the inflation differentials in the UEMOA member countries, by examining the β - convergence of inflation differentials. Estimations show that the inflation differentials are greatly reduced within the Union and they are highly persistent with the Euro zone. Chapter 4, is devoted to assessing the role of various factors and then uses a spatial panel specification to test the spillover effect between countries. Estimations indicate a predominance of global factors and contagion between countries whose magnitude depends on the weight of exports to other countries in the sub-region.
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Méthode de simulation avec les variables antithétiquesGatarayiha, Jean Philippe 06 1900 (has links)
Dans ce mémoire, nous travaillons sur une méthode de simulation de Monte-Carlo qui utilise des variables antithétiques pour estimer un intégrale de la fonction f(x) sur un intervalle (0,1] où f peut être une fonction monotone, non-monotone ou une autre fonction difficile à simuler.
L'idée principale de la méthode qu'on propose est de subdiviser l'intervalle (0,1] en m sections dont chacune est subdivisée en l sous intervalles. Cette technique se fait en plusieurs étapes et à chaque fois qu'on passe à l'étape supérieure la variance diminue. C'est à dire que la variance obtenue à la kième étape est plus petite que celle trouvée à la (k-1)ième étape ce qui nous permet également de rendre plus petite l'erreur d’estimation car l'estimateur de l'intégrale de f(x) sur [0,1] est sans biais. L'objectif est de trouver m, le nombre optimal de sections, qui permet de trouver cette diminution de la variance. / In this master thesis, we consider simulation methods based on antithetic variates for estimate integrales of f(x) on interval (0,1] where f is monotonic function, not a monotonic function or a function difficult to integrate.
The main idea consists in subdividing the (0,1] in m sections of which each one is subdivided in l subintervals. This method is done recursively. At each step the variance decreases, i.e. The variance obtained at the kth step is smaller than that is found at the (k-1)th step. This allows us to reduce the error in the estimation because the estimator of integrales of f(x) on interval [0,1] is unbiased. The objective is to optimize m. / Les fichiers qui accompagnent mon document ont été réalisés avec le logiciel Latex et les simulations ont été réalisés par Splus(R).
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Statistical InferenceChou, Pei-Hsin 26 June 2008 (has links)
In this paper, we will investigate the important properties of three major parts of statistical inference: point estimation, interval estimation and hypothesis testing. For point estimation, we consider the two methods of finding estimators: moment estimators and maximum likelihood estimators, and three methods of evaluating estimators: mean squared error, best unbiased estimators and sufficiency and unbiasedness. For interval estimation, we consider the the general confidence interval, confidence interval in one sample, confidence interval in two samples, sample sizes and finite population correction factors. In hypothesis testing, we consider the theory of testing of hypotheses, testing in one sample, testing in two samples, and the three methods of finding tests: uniformly most powerful test, likelihood ratio test and goodness of fit test. Many examples are used to illustrate their applications.
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On the theory of records and applicationsMbah, Alfred Kubong 01 June 2007 (has links)
No description available.
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