• Title/Summary/Keyword: Distribution Department

Search Result 23,857, Processing Time 0.046 seconds

A maximum likelihood estimation method for a mixture of shifted binomial distributions

  • Oh, Changhyuck
    • Journal of the Korean Data and Information Science Society
    • /
    • v.25 no.1
    • /
    • pp.255-261
    • /
    • 2014
  • Many studies have estimated a mixture of binomial distributions. This paper considers an extension, a mixture of shifted binomial distributions, and the estimation of the distribution. The range of each component binomial distribution is rst evaluated and then for each possible value of shifted parameters, the EM algorithm is employed to estimate those parameters. From a set of possible value of shifted parameters and corresponding estimated parameters of the distribution, the likelihood of given data is determined. The simulation results verify the performance of the proposed method.

Fluid Queueing Model with Fractional Brownian Input

  • Lee, Jiyeon
    • Communications for Statistical Applications and Methods
    • /
    • v.9 no.3
    • /
    • pp.649-663
    • /
    • 2002
  • We consider an unlimited fluid queueing model which has Fractional Brownian motion(FBM) as an input and a single server of constant service rate. By using the result of Duffield and O'Connell(6), we investigate the asymptotic tail-distribution of the stationary work-load. When there are multiple homogeneous FBM inputs, the workload distribution is similar to that of the queue with one FBM input; whereas for the heterogeneous sources the asymptotic work-load distributions is dominated by the source with the largest Hurst parameter.

Estimation for the Half-Triangle Distribution Based on Progressively Type-II Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.3
    • /
    • pp.951-957
    • /
    • 2008
  • We derive some approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator(MLE) of the scale parameter in the half-triangle distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimators of the reliability function using the proposed estimators. We compare the proposed estimators in the sense of the mean squared error.

  • PDF

Estimation for the Extreme Value Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.3
    • /
    • pp.629-638
    • /
    • 2005
  • We derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the extreme value distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

  • PDF

Unified jackknife estimation for parameter changes in an exponential distribution

  • Woo, Jung-Soo
    • Journal of the Korean Mathematical Society
    • /
    • v.32 no.1
    • /
    • pp.77-84
    • /
    • 1995
  • Many authors have utilized an exponential distribution because of its wide applicability in reliability engineering and statistical inferences (see Bain & Engelhart(1987) and Saunders & Mann(1985)). Here we are considering the parametric estimation in an exponential distribution when its scale and location parametes are linear functions of a known exposure level t, which often occurs in the engineering and physical phenomena.

  • PDF

Minimizing Weighted Mean of Inefficiency for Robust Designs

  • Seo, Han-Son
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.1
    • /
    • pp.95-104
    • /
    • 2008
  • This paper addresses issues of robustness in Bayesian optimal design. We may have difficulty applying Bayesian optimal design principles because of the uncertainty of prior distribution. When there are several plausible prior distributions and the efficiency of a design depends on the unknown prior distribution, robustness with respect to misspecification of prior distribution is required. We suggest a new optimal design criterion which has relatively high efficiencies across the class of plausible prior distributions. The criterion is applied to the problem of estimating the turning point of a quadratic regression, and both analytic and numerical results are shown to demonstrate its robustness.

SPECTRAL CLASSES AND THE PARAMETER DISTRIBUTION SET

  • BAEK, IN-SOO
    • Communications of the Korean Mathematical Society
    • /
    • v.30 no.3
    • /
    • pp.221-226
    • /
    • 2015
  • The natural projection of a parameter lower (upper) distribution set for a self-similar measure on a self-similar set satisfying the open set condition is the cylindrical lower or upper local dimension set for the Legendre self-similarmeasure which is derived from the self-similar measure and the self-similar set.

DIMENSIONS OF THE SUBSETS IN THE SPECTRAL CLASSES OF A SELF-SIMILAR CANTOR SET

  • Baek, In-Soo
    • Journal of applied mathematics & informatics
    • /
    • v.26 no.3_4
    • /
    • pp.733-738
    • /
    • 2008
  • Using an information of dimensions of divergence points, we give full information of dimensions of the completely decomposed class of the lower(upper) distribution sets of a self-similar Cantor set. Further using a relationship between the distribution sets and the subsets generated by the lower(upper) local dimensions of a self-similar measure, we give full information of dimensions of the subsets by the local dimensions.

  • PDF