• Title/Summary/Keyword: Distribution Department

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Some applications for the difference of two CDFs

  • Hong, Chong Sun;Son, Yun Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.237-244
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    • 2014
  • It is known that the dierence in the length between two location parameters of two random variables is equivalent to the difference in the area between two cumulative distribution functions. In this paper, we suggest two applications by using the difference of distribution functions. The first is that the difference of expectations of a certain function of two continuous random variables such as the differences of two kth moments and two moment generating functions could be defined by using the difference between two univariate distribution functions. The other is that the difference in the volume between two empirical bivariate distribution functions is derived. If their covariance is estimated to be zero, the difference in the volume between two empirical bivariate distribution functions could be defined as the difference in two certain areas.

CHARACTERIZATIONS OF THE EXPONENTIAL DISTRIBUTION BY RECORD VALUES

  • Chang, Se-Kyung;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.19 no.4
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    • pp.375-381
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    • 2006
  • This paper presents characterizations based on the identical distribution and the finite moments of the exponential distribution by record values. We prove that $X{\in}EXP({\sigma})$, ${\sigma}$>0, if and only if $X_{U(n+k)}-X_{U(n)}$ and $X_{U(n)}-X_{U(n-k)}$ for n > 1 and $k{\geq}1$ are identically distributed. Also, we show that $X{\in}EXP({\sigma})$, ${\sigma}$>0, if and only if $E(X_{U(n+k)}-X_{U(n)})=E(X_{U(n)}-X_{U(n-k)})$ for n>1 and $k{\geq}1$.

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A Study on Estimators of Parameters and Pr[X < Y] in Marshall and Olkin's Bivariate Exponential Model

  • Kim, Jae Joo;Park, Eun Sik
    • Journal of Korean Society for Quality Management
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    • v.18 no.2
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    • pp.101-116
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    • 1990
  • The objectives of this thesis are : first, to estimate the parameters and Pr[X < Y] in the Marshall and Olkin's Bivariate Exponential Distribution ; and secondly, to compare the Bayes estimators of Pr[X < Y] with maximum likelihood estimator of Pr[X < Y] in the Marshall and Olkin's Bivariate Exponential Distribution. Through the Monte Carlo Simulation, we observed that the Bayes estimators of Pr[X < Y] perform better than the maximum likelihood estimator of Pr[X < Y] and the Bayes estimator of Pr[X < Y] with gamma prior distribution performs better than with vague prior distribution with respect to bias and mean squared error in the Marshall and Olkin's Bivariate Exponential Distribution.

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On the comparison of cumulative hazard functions

  • Park, Sangun;Ha, Seung Ah
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.623-633
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    • 2019
  • This paper proposes two distance measures between two cumulative hazard functions that can be obtained by comparing their difference and ratio, respectively. Then we estimate the measures and present goodness of t test statistics. Since the proposed test statistics are expressed in terms of the cumulative hazard functions, we can easily give more weights on earlier (or later) departures in cumulative hazards if we like to place an emphasis on earlier (or later) departures. We also show that these test statistics present comparable performances with other well-known test statistics based on the empirical distribution function for an exponential null distribution. The proposed test statistic is an omnibus test which is applicable to other lots of distributions than an exponential distribution.

Stochastic Modeling of Plug-in Electric Vehicle Distribution in Power Systems

  • Son, Hyeok Jin;Kook, Kyung Soo
    • Journal of Electrical Engineering and Technology
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    • v.8 no.6
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    • pp.1276-1282
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    • 2013
  • This paper proposes a stochastic modeling of plug-in electric vehicles (PEVs) distribution in power systems, and analyzes the corresponding clustering characteristic. It is essential for power utilities to estimate the PEV charging demand as the penetration level of PEV is expected to increase rapidly in the near future. Although the distribution of PEVs in power systems is the primary factor for estimating the PEV charging demand, the data currently available are statistics related to fuel-driven vehicles and to existing electric demands in power systems. In this paper, we calculate the number of households using electricity at individual ending buses of a power system based on the electric demands. Then, we estimate the number of PEVs per household using the probability density function of PEVs derived from the given statistics about fuel-driven vehicles. Finally, we present the clustering characteristic of the PEV distribution via case studies employing the test systems.

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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    • v.13 no.1
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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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ANALYSIS OF TRANSIENT TEMPERATURE DISTRIBUTION IN ROTATING ARC GMA ELDING BY CONSIDERING DROPLET DEFLECTION

  • Kim, Cheolhee;Na, Suck-Joo
    • Proceedings of the KWS Conference
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    • 2002.10a
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    • pp.763-768
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    • 2002
  • This paper presents a mathematical model predicting the temperature distribution in rotating GMA welding. The bead width increases with rotation frequency at the same rotation diameter because the molten droplets are deflected by centrifugal force. The numerical solution is obtained by solving the transient three-dimensional heat conduction equation considering the heat input from the welding arc, cathode heating and molten droplets. Generally in GMA welding the heat input may be assumed as a normally distributed source, but the droplet deflection causes some changes in the heat input distribution. To estimate the heat flux distribution due to the molten droplet, the contact point where the droplet is transferred on the weld pool surface is calculated from the flight trajectory of the droplets under the arc plasma velocity field obtained from the arc plasma analysis. The numerical analysis shows a tendency of broadened bead width and shallow penetration depth with the increase of rotating frequency. The simulation results are in good agreement with those obtained by the experiments under various welding conditions.

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Anaysis of System Lifetime Subject to Two Classes of Random Shocks

  • Kunmin Yeo;Jun, Chi-Hyuck
    • International Journal of Reliability and Applications
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    • v.1 no.1
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    • pp.49-64
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    • 2000
  • We consider a system whose inherent life follows an Erlang distribution, which is subject to two heterogeneous random shocks. Minor shocks arrive according to a renewal process and each causes the system to fail independently with a certain probability. A major shock whose interarrival times follow an Erlang distribution causes the system to fail with probability one. The Laplace transform of the distribution of the time to system failure is derived in a functional form of the Laplace transform of the interarrival time distribution of minor shocks. An algorithm is given for the computation of the moments of the time to system failure.

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A new generalization of exponentiated Frechet distribution

  • Diab, L.S.;Elbatal, I.
    • International Journal of Reliability and Applications
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    • v.17 no.1
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    • pp.65-84
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    • 2016
  • Motivated by the recent work of Cordeiro and Castro (2011), we study the Kumaraswamy exponentiated Frechet distribution (KEF). We derive some mathematical properties of the (KEF) including moment generating function, moments, quantile function and incomplete moment. We provide explicit expressions for the density function of the order statistics and their moments. In addition, the method of maximum likelihood and least squares and weighted least squares estimators are discuss for estimating the model parameters. A real data set is used to illustrate the importance and flexibility of the new distribution.

Confidence Intervals and Joint Confidence Regions for the Two-Parameter Exponential Distribution based on Records

  • Asgharzadeh, A.;Abdi, M.
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.103-110
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    • 2011
  • Exponential distribution is widely adopted as a lifetime model. Many authors have considered the interval estimation of the parameters of two-parameter exponential distribution based on complete and censored samples. In this paper, we consider the interval estimation of the location and scale parameters and the joint confidence region of the parameters of two-parameter exponential distribution based on upper records. A simulation study is done for the performance of all proposed confidence intervals and regions. We also propose the predictive intervals of the future records. Finally, a numerical example is given to illustrate the proposed methods.