• Title, Summary, Keyword: Statistical distribution

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A Goodness-of-Fit Test for Multivariate Normal Distribution Using Modified Squared Distance

  • Yim, Mi-Hong;Park, Hyun-Jung;Kim, Joo-Han
    • Communications for Statistical Applications and Methods
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    • v.19 no.4
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    • pp.607-617
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    • 2012
  • The goodness-of-fit test for multivariate normal distribution is important because most multivariate statistical methods are based on the assumption of multivariate normality. We propose goodness-of-fit test statistics for multivariate normality based on the modified squared distance. The empirical percentage points of the null distribution of the proposed statistics are presented via numerical simulations. We compare performance of several test statistics through a Monte Carlo simulation.

Prediction of Extreme Sloshing Pressure Using Different Statistical Models

  • Cetin, Ekin Ceyda;Lee, Jeoungkyu;Kim, Sangyeob;Kim, Yonghwan
    • Journal of Advanced Research in Ocean Engineering
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    • v.4 no.4
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    • pp.185-194
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    • 2018
  • In this study, the extreme sloshing pressure was predicted using various statistical models: three-parameter Weibull distribution, generalized Pareto distribution, generalized extreme value distribution, and three-parameter log-logistic distribution. The estimation of sloshing impact pressure is important in design of liquid cargo tank in severe sea state. In order to get the extreme values of local impact pressures, a lot of model tests have been carried out and statistical analysis has been performed. Three-parameter Weibull distribution and generalized Pareto distribution are widely used as the statistical analysis method in sloshing phenomenon, but generalized extreme value distribution and three-parameter log-logistic distribution are added in this study. Additionally, statistical distributions are fitted to peak pressure data using three different parameter estimation methods. The data were obtained from a three-dimensional sloshing model text conducted at Seoul National University. The loading conditions were 20%, 50%, and 95% of tank height, and the analysis was performed based on the measured impact pressure on four significant panels with large sloshing impacts. These fittings were compared by observing probability of exceedance diagrams and probability plot correlation coefficient test for goodness-of-fit.

Cubic normal distribution and its significance in structural reliability

  • Zhao, Yan-Gang;Lu, Zhao-Hui
    • Structural Engineering and Mechanics
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    • v.28 no.3
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    • pp.263-280
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    • 2008
  • Information on the distribution of the basic random variable is essential for the accurate analysis of structural reliability. The usual method for determining the distributions is to fit a candidate distribution to the histogram of available statistical data of the variable and perform approximate goodness-of-fit tests. Generally, such candidate distribution would have parameters that may be evaluated from the statistical moments of the statistical data. In the present paper, a cubic normal distribution, whose parameters are determined using the first four moments of available sample data, is investigated. A parameter table based on the first four moments, which simplifies parameter estimation, is given. The simplicity, generality, flexibility and advantages of this distribution in statistical data analysis and its significance in structural reliability evaluation are discussed. Numerical examples are presented to demonstrate these advantages.

Statistical Distribution of Fatigue Crack Growth Rate for Friction Stir Welded Joints of Al7075-T651 (Al7075-T651의 마찰교반용접된 접합부의 피로균열전파율의 통계적 분포)

  • Ahn, Seok-Hwan;Kim, Seon-Jin
    • Journal of Power System Engineering
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    • v.17 no.4
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    • pp.86-93
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    • 2013
  • This paper deals with the effects of driving force and material properties on statistical distribution of fatigue crack growth rate (FCGR) for the friction stir welded joints of Al 7075-T651 aluminum plate. In this work, the statistical probability distribution of fatigue crack growth rate was analyzed by using our previous constant stress intensity factor range controlled fatigue crack growth test data. As far as this study are concerned, the statistical probability distribution of fatigue crack growth rate for the friction stir welded (FSWed) joints was found to evaluate the variability of fatigue crack growth rate for base metal (BM), heat affected zone (HAZ) and weld metal (WM) specimens. The probability distribution of fatigue crack growth rate for FSWed joints was found to follow well log-normal distribution. The shape parameter of BM and HAZ was decreased with increasing the driving force, however, the shape parameter of WM was decreased and increased with increasing the driving force. The scale parameter of BM, HAZ and WM was increased with the driving force.

A Family of Truncated Skew-Normal Distributions

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.265-274
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    • 2004
  • The paper extends earlier work on the skew-normal distribution, a family of distributions including normal, but with extra parameter to regulate skewness. The present work introduces a singly truncated parametric family that strictly includes a truncated normal distribution, and studies its properties, with special emphasis on the relation with bivariate normal distribution.

Methods and Sample Size Effect Evaluation for Wafer Level Statistical Bin Limits Determination with Poisson Distributions (포아송 분포를 가정한 Wafer 수준 Statistical Bin Limits 결정방법과 표본크기 효과에 대한 평가)

  • Park, Sung-Min;Kim, Young-Sig
    • IE interfaces
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    • v.17 no.1
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    • pp.1-12
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    • 2004
  • In a modern semiconductor device manufacturing industry, statistical bin limits on wafer level test bin data are used for minimizing value added to defective product as well as protecting end customers from potential quality and reliability excursion. Most wafer level test bin data show skewed distributions. By Monte Carlo simulation, this paper evaluates methods and sample size effect regarding determination of statistical bin limits. In the simulation, it is assumed that wafer level test bin data follow the Poisson distribution. Hence, typical shapes of the data distribution can be specified in terms of the distribution's parameter. This study examines three different methods; 1) percentile based methodology; 2) data transformation; and 3) Poisson model fitting. The mean square error is adopted as a performance measure for each simulation scenario. Then, a case study is presented. Results show that the percentile and transformation based methods give more stable statistical bin limits associated with the real dataset. However, with highly skewed distributions, the transformation based method should be used with caution in determining statistical bin limits. When the data are well fitted to a certain probability distribution, the model fitting approach can be used in the determination. As for the sample size effect, the mean square error seems to reduce exponentially according to the sample size.

Three-Parameter Gamma Distribution and Its Significance in Structural Reliability

  • Zhao, Yan-Gang;Alfredo H-S. Ang
    • Computational Structural Engineering : An International Journal
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    • v.2 no.1
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    • pp.1-10
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    • 2002
  • Information on the distribution of the basic random variables is essential for the accurate evaluation of structural reliability. The usual method for determining the distribution is to fit a candidate distribution to the histogram of available statistical data of the variable and perform appropriate goodness-of-fit tests. Generally, such candidate distributions would have two parameters that may be evaluated from the mean value and standard deviation of the statistical data. In the present paper, a-parameter Gamma distribution, whose parameters can be directly defined in terms of the mean value, standard deviation and skewness of available data, is suggested. The flexibility and advantages of the distribution in fitting statistical data and its significance in structural reliability evaluation are identified and discussed. Numerical examples are presented to demonstrate these advantages.

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Study of statistical distribution for four-port TEM cell

  • Jeon, Sangbong;Kwon, Jong-Hwa
    • Journal of Multimedia Information System
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    • v.1 no.2
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    • pp.127-132
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    • 2014
  • The transverse electromagnetic (TEM) cells are widely used for electromagnetic compatibility (EMC) testing and field probe calibrations. We propose the verification of TEM mode with statistical method using a four-port TEM cell. The verification results are compared with Normal, Rayleigh, and Gamma distribution. As a result, the 75 % quantile of the Rayleigh distribution is excellent agreement with the true quantiles for a number of calibration points.

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A Study on the Role of Pivots in Bayesian Statistics

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.221-227
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    • 2002
  • The concept of pivot has been widely used in various classical inferences. In this paper, it is proved by use of pivotal quantities that the Bayesian inferences can be arrived at the same results of classical inferences for the location-scale parameters models under the assumption of non-informative prior distributions. Some theorems are proposed in which the posterior distribution and the sampling distribution of a pivotal quantity coincide. The theorems are applied illustratively to some statistical models.

On the Development of Probability Matching Priors for Non-regular Pareto Distribution

  • Lee, Woo Dong;Kang, Sang Gil;Cho, Jang Sik
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.333-339
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    • 2003
  • In this paper, we develop the probability matching priors for the parameters of non-regular Pareto distribution. We prove the propriety of joint posterior distribution induced by probability matching priors. Through the simulation study, we show that the proposed probability matching Prior matches the coverage probabilities in a frequentist sense. A real data example is given.