While on one hand, the exact distribution of the likelihood ratio test statistic for testing the equality of several variance-covariance matrices, as it also happens with several other likelihood ratio test statistics used in Multivariate Statistics, has a non-manageable form, which does not allow for the computation of quantiles, even for a small number of variables, on the other hand the asym...

Medical images like ultrasound images are generally corrupted by speckle noise during their acquisition and transmission. The impact of speckle noise reduces the diagnostic value of the medical image modality. Thus, a speckle noise reduction technique is necessary for the suppression of noise and to retain the fine details from the corrupted image. In this article, a new speckle noise reduction...

The likelihood-ratio method is often used to estimate gradients of stochastic computations, for which baselines are required to reduce the estimation variance. Many types of baselines have been proposed, although their degree of optimality is not well understood. In this study, we establish a novel framework of gradient estimation that includes most of the common gradient estimators as special ...

This article considers the problem of estimating the population variance using auxiliary information. An improved version of Singh’s exponential type ratio estimator has been proposed and its properties have been studied under large sample approximation. It is shown that the proposed exponential type ratio estimator is more efficient than that considered by the Singh estimator, conventional rat...

We propose an estimation method for an errors-in-variables model with unknown input and output noise variances. The main assumption that allows identifiability of the model is clustering of the data into two clusters that are distinct in a certain specified sense. We show an application of the proposed method for system identification.

This paper addresses the problems involved in the automatic monitoring of the weId quality produced by robotized short-arc welding. A simple statistical change detection algorithm for the weld quality, the repeated Sequential Probability Ratio Test (SPRT), was used. The algorithm may similarly be viewed as a cumulative sum (CUSUM) type test, and is well-suited to detecting sudden minor changes ...