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Results for “Likelihood-ratio test”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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Statistical analysis of astronomical data containing upper bounds - General methods and examples drawn from X-ray astronomy

Statistical procedures taken from the field of survival analysis have been adapted to astronomical usage and have been applied to a sample of stars in the B-V color range between 0.1 and 0.5 with measured soft X-ray luminosities and projected equatorial velocities. The two-sample problem and linear regression problem with arbitrarily censored data were studied. A new method for determining the linear regression between two random variables in the presence of arbitrary censoring has been developed which can also be used for a likelihood-ratio test for the independence of two random variables and for principal-component analysis in the presence of arbitrary censoring. The required numerical computations can be carried out straightforwardly and rapidly.

Schmitt, J. H. M. M.↗

Performance evaluation of a Doppler radar system for wind shear detection

Nonlinear stochastic differential equations are used to model wind shear, and extended Kalman filters are used to generate state estimates from measurements received from a Doppler radar onboard an aircraft. Likelihood-ratio tests are then used to detect the presence of wind shear. The performance of the system is evaluated by deriving theoretical expressions for the false alarm and miss error probabiilties. The approach uses a Fokker-Planck equation. The overall methodology is general and should be of interest in other applications.

Khalaf, Camille S.↗

Program for Weibull Analysis of Fatigue Data

A Fortran computer program has been written for performing statistical analyses of fatigue-test data that are assumed to be adequately represented by a two-parameter Weibull distribution. This program calculates the following: (1) Maximum-likelihood estimates of the Weibull distribution; (2) Data for contour plots of relative likelihood for two parameters; (3) Data for contour plots of joint confidence regions; (4) Data for the profile likelihood of the Weibull-distribution parameters; (5) Data for the profile likelihood of any percentile of the distribution; and (6) Likelihood-based confidence intervals for parameters and/or percentiles of the distribution. The program can account for tests that are suspended without failure (the statistical term for such suspension of tests is "censoring"). The analytical approach followed in this program for the software is valid for type-I censoring, which is the removal of unfailed units at pre-specified times. Confidence regions and intervals are calculated by use of the likelihood-ratio method.

Krantz, Timothy L.↗