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Applied Mathematics Commons

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Air Force Institute of Technology

Theses/Dissertations

Maximum likelihood estimation

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Full-Text Articles in Applied Mathematics

A New Sequential Goodness Of Fit Test For The Three-Parameter Weibull Distribution With Known Shape Based On Skewness And Kurtosis, Jonathan C. Clough Mar 1998

A New Sequential Goodness Of Fit Test For The Three-Parameter Weibull Distribution With Known Shape Based On Skewness And Kurtosis, Jonathan C. Clough

Theses and Dissertations

The Weibull distribution finds wide applicability across a broad spectrum of disciplines and is very prevalent in reliability theory. Consequently, numerous statistical tests have been developed to determine whether sample data can be adequately modeled with this distribution. Unfortunately, the majority of these goodness-of-fit tests involve a substantial degree of computational complexity. The study presented here develops and evaluates a new sequential goodness-of-fit test for the three-parameter Weibull distribution with a known shape that delivers power comparable to popular procedures while dramatically reducing computational requirements. The new procedure consists of two distinct tests, using only the sample skewness and sample …


Parameter Estimation For Real Filtered Sinusoids, Daniel R. Zahirniak Sep 1997

Parameter Estimation For Real Filtered Sinusoids, Daniel R. Zahirniak

Theses and Dissertations

This research develops theoretical methods for parameter estimation of filtered, pulsed sinusoids in noise and demonstrates their effectiveness for Electronic Warfare EW applications. Within the context of stochastic modeling, a new linear model, parameterized by a set of Linear Prediction LP coefficients, is derived for estimating the frequencies of filtered sinusoids. This model is an improvement over previous modeling techniques since the effects of the filter and the coefficients upon the noise statistics are properly accounted for during model development. From this linear model, a relationship between LP coefficient estimation and Maximum Likelihood ML frequency estimation is derived and several …