• 제목/요약/키워드: Binomial distribution

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Parametric Tests and Estimation of Mean Change in Discrete Distributions

  • Kim, Jae-Hee;Cheon, Soo-Young
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.511-518
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    • 2009
  • We consider the problem of testing for change and estimating the unknown change-point in a sequence of time-ordered observations from the binomial and Poisson distributions. Including the likelihood ratio test, Gombay and Horvath (1990) tests are studied and the proposed change-point estimator is derived from their test statistic. A power study of tests and a comparison study of change-point estimators are done via simulation.

Bayesian Burn-in Procedures for LFPs with the Mixed Binomial Prior Distribution for the Number of Defectives

  • Kwon, Young-Il
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2000년도 추계학술대회
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    • pp.373-373
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    • 2000
  • Bum-in procedures are developed far limited failure populations in which defective products fail soon after they are put in operation and non-defective ones never fail during the technological life of the products. The situation where products are produced from a production process with variable fraction defective is considered. Bum-in schemes guaranteeing pre-specified outgoing quality of products are derived using the mixed binomial prior distribution for the number of defectives in a batch.

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Development of an Overseas Real Estate Valuation Model Considering Changes in Population Structure

  • Gu, Seung-Hwan;Kim, Doo-Suk;Ping, Wang;Jang, Seong-Yong
    • 유통과학연구
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    • 제12권3호
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    • pp.65-73
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    • 2014
  • Purpose - Aging and fewer economically active people have challenged the assumption of continuous population increases. A new real estate valuation methodology reflecting changes in population structure is thus needed. Research design, data, and methodology - The relationship between demographic change and changes in real estate prices is analyzed using ordinary least squares (OLS) to estimate the parameters, and a population structure change (PSC)-Binomial Option Model is developed to assess the volatility of the estimated parameters. Results based on Seoul and Shanghai data are compared. Results - Results of the DCF method indicate that investing in Seoul is better than investing in Shanghai, but the binomial option indicates the opposite. The PSC-binomial option model, reflecting changes in population structure, yields higher values (24.6 million won in Seoul and 43.3 million won in Shanghai) than those given by the binomial option model. Conclusions - This study indicates that applying changes in population structure to existing research, such as in the binomial option model, represents a more accurate real estate valuation method. Results demonstrate that the new model is more accurate than existing models such as the DCF or binomial option.

이항 분포를 이용한 제한된 1비트 변환 움직임 예측의 고속 블록 정합 알고리즘 (Fast block matching algorithm for constrained one-bit transform-based motion estimation using binomial distribution)

  • 박한진;최창렬;정제창
    • 방송공학회논문지
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    • 제16권5호
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    • pp.861-872
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    • 2011
  • 움직임 예측 분야에서 많은 고속 블록 정합 알고리즘들은 불필요한 움직임 후보 블록들을 고유한 조건식으로 필터링하는 방법, 즉 탐색 포인트의 수를 줄이는 방법으로 연산의 복잡도를 줄이고 있다. 비록 많은 고속 블록 정합 알고리즘들이 기존의 전역 탐색 알고리즘과 비교하여 연산량을 상당 부분 줄일 수 있다 하더라도, 각 조건식의 특성에 의해 때때로 어느 정도의 정합 오차를 감수해야 한다는 단점이 있다. 본 논문에서는 제한된 1비트 변환 움직임 예측을 위한 새로운 고속 정합 알고리즘을 제안 하며, 이는 전역 탐색 알고리즘 대비 화질의 열화를 최소화 하면서도 움직임 블록 예측시의 연산량을 현저하게 줄이는 것에 목적을 둔다. 기존의 고속 블록 정합 알고리즘들과는 달리 제안된 알고리즘은 연산량을 줄이는데 있어서 새로운 접근 방법을 보여준다. 그것은 1비트 변환 후의 이진 평면이 오직 0 과 1이라는 두 개의 성분만으로 이루어진다는 사실에 기초하여 이항 분포 (binomial distribution)를 활용한 접근 방법이다. 모의실험 결과 제안된 알고리즘은 기존의 전역 탐색 기법을 적용한 제한된 1비트 변환 움직임 예측과 비교하여 PSNR (Peak signal-to-noise ratio) 성능은 매우 근접하게 유지하면서도 연산량은 획기적으로 줄여주는 효과를 보여 준다.

MISCLASSIFICATION IN SIZE-BIASED MODIFIED POWER SERIES DISTRIBUTION AND ITS APPLICATIONS

  • Hassan, Anwar;Ahmad, Peer Bilal
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제13권1호
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    • pp.55-72
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    • 2009
  • A misclassified size-biased modified power series distribution (MSBMPSD) where some of the observations corresponding to x = c + 1 are misclassified as x = c with probability $\alpha$, is defined. We obtain its recurrence relations among the raw moments, the central moments and the factorial moments. Discussion of the effect of the misclassification on the variance is considered. To illustrate the situation under consideration some of its particular cases like the size-biased generalized negative binomial (SBGNB), the size-biased generalized Poisson (SBGP) and sizebiased Borel distributions are included. Finally, an example is presented for the size-biased generalized Poisson distribution to illustrate the results.

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부품의 고장자료를 이용하여 직병렬 시스템의 신뢰도를 추정하는 방법 (Reliability Estimation of Series-Parallel Systems Using Component Failure Data)

  • 김경미
    • 산업공학
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    • 제22권3호
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    • pp.214-222
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    • 2009
  • In the early design stage, system reliability must be estimated from life testing data at the component level. Previously, a point estimate of system reliability was obtained from the unbiased estimate of the component reliability after assuming that the number of failed components for a given time followed a binomial distribution. For deriving the confidence interval of system reliability, either the lognormal distribution or the normal approximation of the binomial distribution was assumed for the estimator of system reliability. In this paper, a new estimator is used for the component level reliability, which is biased but has a smaller mean square error than the previous one. We propose to use the beta distribution rather than the lognormal or approximated normal distribution for developing the confidence interval of the system reliability. A numerical example based on Monte Carlo simulation illustrates advantages of the proposed approach over the previous approach.

SOME SMALL DEVIATION THEOREMS FOR ARBITRARY RANDOM FIELDS WITH RESPECT TO BINOMIAL DISTRIBUTIONS INDEXED BY AN INFINITE TREE ON GENERALIZED RANDOM SELECTION SYSTEMS

  • LI, FANG;WANG, KANGKANG
    • Journal of applied mathematics & informatics
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    • 제33권5_6호
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    • pp.517-530
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    • 2015
  • In this paper, we establish a class of strong limit theorems, represented by inequalities, for the arbitrary random field with respect to the product binomial distributions indexed by the infinite tree on the generalized random selection system by constructing the consistent distri-bution and a nonnegative martingale with pure analytical methods. As corollaries, some limit properties for the Markov chain field with respect to the binomial distributions indexed by the infinite tree on the generalized random selection system are studied.

이항모수의 신뢰구간추정량에 대한 실제포함확률에 관한 연구 (On the actual coverage probability of binomial parameter)

  • 김대학
    • Journal of the Korean Data and Information Science Society
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    • 제21권4호
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    • pp.737-745
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    • 2010
  • 본 연구는 이항분포의 성공의 확률에 대한 신뢰구간추정량들을 비교분석하고자 한다. 일반적으로 대표본의 경우에 적용되는 잘 알려진 신뢰구간추정량과 소표본의 경우에도 적용될 수 있는 정확신뢰구간, 그리고 포아송 분포를 이용하여 구한 신뢰구간추정량과 연속성의 수정을 고려한 추정량들을 소 표본의 모의실험을 통하여 실제포함확률의 측면에서 비교하였다.

일반화 이항분포모형에서 시행간 종속성 규정모수의 추정량 비교 연구 (Comparison of Estimators of Dependence Related Parameter in Generalized Binomial Distribution)

  • 문명상
    • Journal of the Korean Data and Information Science Society
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    • 제10권2호
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    • pp.279-288
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    • 1999
  • 통계자료분석에서 많이 다루는 이 원자료(binary data)는 고전적인 이항분포모형에서 가정하는 시행간 독립성이 결여된 경우가 대부분이므로 그 자료에 고전적 이항분포이론을 그대로 적용할 경우 잘못된 분석 결과를 얻게 된다. 따라서, 최근에 이러한 가정이 타당하지 않은 경우에 대한 새로운 확률분포모형이 많이 개발되었다. 본 논문에서는 이중 한 일반화 이항분포모형을 소개하고, 그 모형에서 정의된 시행간 종속성 규정모수의 두 가지 추정량의 특성을 모의실험을 통하여 비교하여 본다.

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Re-exploring teaching and learning of probability and statistics using Excel

  • Lee, Seung-Bum;Park, Jungeun;Choi, Sang-Ho;Kim, Dong-Joong
    • 한국컴퓨터정보학회논문지
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    • 제21권7호
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    • pp.85-92
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    • 2016
  • The law of large numbers, central limit theorem, and connection among binomial distribution, normal distribution, and statistical estimation require dynamics of continuous visualization for students' better understanding of the concepts. During this visualization process, the differences and similarities between statistical probability and mathematical probability that students should observe need to be provided with the intermediate steps in the converging process. We propose a visualization method that can integrate intermediate processes and results through Excel. In this process, students' experiences with dynamic visualization help them to perceive that the results are continuously changed and extracted from multiple situations. Considering modeling as a key process, we developed a classroom exercise using Excel to estimate the population mean and standard deviation by using a sample mean computed from a collection of data out of the population through sampling.