• Title/Summary/Keyword: Distribution Information

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Reliability and ratio in a right truncated Rayleigh distribution

  • Lee, Jang-Choon;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.1
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    • pp.195-200
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    • 2010
  • In this paper, we consider estimators and a condence interval for a reliability in two independent right truncated Rayleigh distributions and consider the density of a ratio in two independent right truncated Rayleigh distributions. And we obtain the density of an estimator for a changing point in the density of a ratio in two independent right truncated Rayleigh distributions.

Regression Quantile Estimations on Censored Survival Data

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.31-38
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    • 2002
  • In the case of multiple survival times which might be censored at each covariate vector, we study the regression quantile estimations in this paper. The estimations are based on the empirical distribution functions of the censored times and the sample quantiles of the observed survival times at each covariate vector and the weighted least square method is applied for the estimation of the regression quantile. The estimators are shown to be asymptotically normally distributed under some regularity conditions.

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Estimation of the parameter in an Exponential Distribution using a LINEX Loss

  • Woo, Jung-Soo;Lee, Hwa-Jung;Eun, Kab-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.1-10
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    • 2002
  • A Bayes estimator of the scale parameter in an exponential distribution will be considered by a LINEX error, then the risk of the Bayes estimator using a LINEX loss will be compared with that of a Bayes estimator using a square error.

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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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Batch Size Distribution in Input Flow to Queues with Finite Buffer

  • Kim, Che-Soong;Kim, Ji-Seung
    • Proceedings of the Korea Society of Information Technology Applications Conference
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    • 2005.11a
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    • pp.271-275
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    • 2005
  • Queueing models are good models for fragments of communication systems and networks, so their investigation is interesting for theory and applications. Theses queues may play an important role for the validation of different decomposition algorithms designed for investigating more general queueing networks. So, in this paper we illustrate that the batch size distribution affects the loss probability, which is the main performance measure of a finite buffer queues.

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Some Properties of Complex Uncertain Process

  • You, Cuilian;Xiang, Na
    • Industrial Engineering and Management Systems
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    • v.15 no.2
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    • pp.143-147
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    • 2016
  • Uncertainty appears not only in real quantities but also in complex quantities. Complex uncertain process is essentially a sequence of complex uncertain variables indexed by time. In order to describe complex uncertain process, a formal definition of complex uncertain distribution is given in this paper, as well as the concepts of independence and variance. In addition, some properties of complex uncertain integral are presented.

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.

Partnership and Business Performance of International Joint Venture (국제합작투자의 파트너쉽과 사업성과)

  • Yo, Kyong-Chol
    • International Commerce and Information Review
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    • v.8 no.3
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    • pp.369-381
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    • 2006
  • This paper examined partnership and business performance of international joint venture. Based on the analysis of the sixty-three international joint venture cases, the following results were found. First, it was found that the partnership of commitment have a significant positive influences on the business performance of marketing and distribution sectors in international joint venture. Second, the partnership of complementarity have a significant positive influences on the business performance of marketing and distribution sectors in international joint venture. Third, the partnership of trust have a significant positive influences on the human resources efficiency of marketing sector in international joint venture.

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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
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    • v.25 no.4
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    • pp.921-929
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    • 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.

Bootstrap and Delete-d Jackknife Confidence Intervals for Parameters of an Exponential Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.59-70
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    • 1997
  • We introduce several estimators of the location and the scale parameters of the two-parameter exponential distribution, and then compare these estimators by the mean square error (MSE). Using the parametric bootstrap estimators and the delete-d jackknife, we obtain the bootstrap and the delete-d jackknife confidence intervals for the location and the scale parameters and compare the bootstrap confidence intervals with the delete-d jackknife confidence intervals by length and coverage probability through Monte Carlo method.

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