• Title/Summary/Keyword: Bivariate model

Search Result 254, Processing Time 0.021 seconds

Large Sample Test for Independence in the Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik;Lee, Jea-Man;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.2
    • /
    • pp.377-383
    • /
    • 2003
  • In this paper, we consider two components system in which the lifetimes follow the bivariate Pareto model with random censored data. We assume that the censoring time is independent of the lifetimes of the two components. We develop large sample tests for testing independence between two components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

  • PDF

Bayesian Testing for Independence in Bivariate Exponential Model

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.2
    • /
    • pp.521-527
    • /
    • 2006
  • In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

  • PDF

Nonparametric Estimation of the Bivariate Survival Function under Koziol-Green Model I

  • Ahn, Choon-Mo;Park, Sang-Gue
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.975-982
    • /
    • 2003
  • In this paper we considered the problem of estimating the bivariate survival distribution of the random vector (X, Y) when Y may be subject to random censoring but X is always uncensored. Adapting conditional Koziol-Green model, simplified estimator for bivariate survival function is proposed. We perform simulation to compare the proposed estimator with popular estimators and discussed the performance of it.

  • PDF

Estimation for a bivariate survival model based on exponential distributions with a location parameter

  • Hong, Yeon Woong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.25 no.4
    • /
    • pp.921-929
    • /
    • 2014
  • A bivariate exponential distribution with a location parameter is proposed as a model for a two-component shared load system with a guarantee time. Some statistical properties of the proposed model are investigated. The maximum likelihood estimators and uniformly minimum variance unbiased estimators of the parameters, mean time to failure, and the reliability function of system are obtained with unknown guarantee time. Simulation studies are given to illustrate the results.

Large Sample Tests for Independence in Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik;Lee, Jea-Man;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2003.05a
    • /
    • pp.121-126
    • /
    • 2003
  • In this paper, we consider two-components system which the lifetimes follow bivariate pareto model with censored data. We develop large sample tests for testing independence between two-components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

  • PDF

Bayesian Approach for Independence Test in Bivariate Exponential Model

  • Cho, Jang-Sik
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2006.04a
    • /
    • pp.327-333
    • /
    • 2006
  • In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

  • PDF

Tail dependence of Bivariate Copulas for Drought Severity and Duration

  • Lee, Tae-Sam;Modarres, Reza;Ouarda, Taha B.M.J.
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2010.05a
    • /
    • pp.571-575
    • /
    • 2010
  • Drought is a natural hazard with different properties that are usually dependent to each other. Therefore, a multivariate model is often used for drought frequency analysis. The Copula based bivariate drought severity and duration frequency analysis is applied in the current study in order to show the effect of tail behavior of drought severity and duration on the selection of a copula function for drought bivariate frequency analysis. Four copula functions, namely Clayton, Gumbel, Frank and Gaussian, were fitted to drought data of four stations in Iran and Canada in different climate regions. The drought data are calculated based on standardized precipitation index time series. The performance of different copula functions is evaluated by estimating drought bivariate return periods in two cases, [$D{\geq}d$ and $S{\geq}s$] and [$D{\geq}d$ or $S{\geq}s$]. The bivariate return period analysis indicates the behavior of the tail of the copula functions on the selection of the best bivariate model for drought analysis.

  • PDF

Estimation of Treatment Effect for Bivariate Censored Survival Data

  • Ahn, Choon-Mo;Park, Sang-Gue
    • Communications for Statistical Applications and Methods
    • /
    • v.10 no.3
    • /
    • pp.1017-1024
    • /
    • 2003
  • An estimation problem of treatment effect for bivariate censored survival data is considered under location shift model between two sample. The proposed estimator is very intuitive and can be obtained in a closed form. Asymptotic results of the proposed estimator are discussed and simulation studies are performed to show the strength of the proposed estimator.

The Reliability Estimation of Parallel System in Bivariate Exponential Model : Using Bivariate Type 1 Censored Data (이변량 지수모형에서 병렬시스템의 신뢰도 추정 : 이변량 1종 중단 자료이용)

  • 조장식;김희재
    • Journal of Korean Society for Quality Management
    • /
    • v.25 no.4
    • /
    • pp.79-87
    • /
    • 1997
  • In this paper, we obtain maximum likelihood estimator(MLE) of a parallel system reliability for the Marshall and Olkin's bivariate exponential model with birariate type 1 consored data. The asymptotic normal distribution of the estimator is obtained. Also we construct an a, pp.oximate confidence interval for the reliability based on MLE. We present a numerical study for obtaining MLE and a, pp.oximate confidence interval of the reliability.

  • PDF

On the Bivariate Dichotomous Choice Model

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
    • /
    • v.14 no.1
    • /
    • pp.7-17
    • /
    • 1985
  • Data set generated by teh bivariate dichotomous choice made by individuals often occurs in practice. This paper presents general model of how such data set is generated as well as methods of estimation. The M.L.E. is examined and found to be computationally burdensome. A simpler estimator, the bivariate dichotomous two-stage estimator, is suggested as an alternative. The two-stage estimator is found to be as efficient as the M.L.E.

  • PDF