• 제목/요약/키워드: Distribution Department

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Bayesian Estimation of Uniformly Stochastically Ordered Distributions with Square Loss

  • Oh, Myong-Sik
    • Communications for Statistical Applications and Methods
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    • v.18 no.3
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    • pp.295-300
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    • 2011
  • The Bayesian nonparametric estimation of two uniformly stochastically ordered distributions is studied. We propose a restricted Dirichlet Process. Among many types of restriction we consider only uniformly stochastic ordering in this paper since the computation of integrals is relatively easy. An explicit expression of the posterior distribution is given. When square loss function is used the posterior distribution can be obtained by easy integration using some computer program such as Mathematica.

A Test for Multivariate Normality Focused on Elliptical Symmetry Using Mahalanobis Distances

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1191-1200
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    • 2006
  • A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.

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The Virtual Waiting Time of the M/G/1 Queue with Customers of n Types of Impatience

  • Bae Jongho
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.289-294
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    • 2004
  • We consider M/G/1 queue in which the customers are classified into n+1 classes by their impatience time. First, we analyze the model of two types of customers; one is the customer with constant impatience duration k and the other is patient customer. The expected busy period of the server and the limiting distribution of the virtual waiting time process are obtained. Then, the model is generalized to the one in which there are classes of customers according to their impatience duration.

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An M/G/1 Queue under the $P_\lambda\;^M$ with a Setup Time

  • Lee Jiyeon;Kim Jongwoo
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.301-306
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    • 2004
  • We consider the $P_\lambda\;^M$ service policy for an M/G/1 queue in which the service rate is increased from 1 to M at the exponential setup time after the level of workload exceeds $\lambda$. The stationary distribution of the workload is explicitly obtained through the level crossing argument.

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An Adaptive Test for Ordered Interqartile Ranges among Several Distributions

  • Park, Chul-Gyu
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.63-76
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    • 2001
  • An adaptive estimation and testing method is proposed for comparing dispersions among several ordered groups. Based upon the large sampling theory for nonparametric quartile estimators, we derive the order restricted estimators and construct a simple test statistic. This test statistic has a mixture of several chi-square distributions as its asymptotic null distribution. The proposed test is illustratively applied to survival time data for the patients with carcinoma of the oropharynx.

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Nonparametric Test for Equality of Survival Distributions Using Probit Scale

  • Yun, Sang-Un;Park, Chung-Seon
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.179-185
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    • 1994
  • To test the equality of survival distributions in the presence of arbitrary right censorship, the choice of weights which are functions of the number of individuals at risk at the time of each death is very important in increasing the power of the test. In this paper a weight by probit scale is derived and the efficiencies relative to the other weight's are also investigated.

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Minimum Variance Unbiased Estimation for the Maximum Entropy of the Transformed Inverse Gaussian Random Variable by Y=X-1/2

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.657-667
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    • 2006
  • The concept of entropy, introduced in communication theory by Shannon (1948) as a measure of uncertainty, is of prime interest in information-theoretic statistics. This paper considers the minimum variance unbiased estimation for the maximum entropy of the transformed inverse Gaussian random variable by $Y=X^{-1/2}$. The properties of the derived UMVU estimator is investigated.

The Limit Distribution of a Modified W-Test Statistic for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.473-481
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    • 2001
  • Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent. Kim(2001) proposed a modified Shapiro-Wilk's test statistic based on the ratio of tow asymptotically efficient estimates of scale. In this paper, we study the asymptotic behavior of the statistic using the approximation of the quantile process by a sequence of Brownian bridges and represent the limit null distribution as an integral of a Brownian bridge.

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Rank transform F statistic in a 2$\times$2 factorial design

  • Park, Young-Hun
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.103-114
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    • 1994
  • For a $2 \times 2$ factorial design without the restriction of a linear model or without regard to error terms having homoscedasticity, under the null hypothesis of no interaction we can have the rank transformed F statistic for interaction converge in distribution to a chi-squared random variable with one degree of random if and only if there is only main effect.

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Behaviors and Process Analyses of Spark Sintering for Powders Having a Low Sinterability

  • Matsugi, K.
    • Journal of Powder Materials
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    • v.19 no.2
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    • pp.127-133
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    • 2012
  • The sintering behaviors and process parameters of some compounds (carbides, oxides, sulfides, borides) were investigated experimentally. These compounds were successfully consolidated and showed high densities. Some unique phenomena such as retardation of grain growth, suppression of thermal decomposition and maintenance of initial non-equilibrium phases, were observed by the proper control of process in spark sintering.