• 제목/요약/키워드: Distribution statistical model

검색결과 1,255건 처리시간 0.033초

Asymptotic Relative Efficiency for New Scores in the Generalized F Distribution

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.435-446
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    • 2004
  • In this paper we introduced a new score generating function for the rank dispersion function in a multiple linear model. Based on the new score function, we derived the asymptotic relative efficiency, ARE(11, rs), of our score function with respect to the Wilcoxon scores for the generalized F distributions which show very flexible distributions with a variety of shape and tail behaviors. We thoroughly explored the selection of r and s of our new score function that provides improvement over the Wilcoxon scores.

Carbon/Epoxy 복합재료의 피로수명예측에 관한 신뢰성 해석 (A Reliability Analysis on the Fatigue Life Prediction in Carbon/Epoxy Composite Material)

  • 장성수
    • 한국산업융합학회 논문집
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    • 제10권3호
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    • pp.143-147
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    • 2007
  • In recents years, the statistical properties has become an important quantity for reliability based design of a component. The effects of the materials and test conditions for parameter estimation in residual strength degradation model are studied in carbon/epoxy laminate. It is shown that the correlation between the experimental results and the theoretical prediction on the fatigue life distribution using the life distribution convergence method is very reasonable.

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대전시 공공하수처리시설 유입수 수질자료의 통계적 특성 및 추계학적 모의 (Statistical Characteristics and Stochastic Modeling of Water Quality Data at the Influent of Daejeon Wastewater Treatment Plant)

  • 박기정;정민재;이한샘;김덕우;윤재영;백경록
    • 한국물환경학회지
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    • 제28권1호
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    • pp.38-49
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    • 2012
  • In this study, we analyze statistical characteristics of influent water quality in Daejeon waste water treatment plant and apply a stochastic model for data generation. In the analysis, the influent water quality data from year 2003 to 2008, except for year 2006, are used. Among water quality variables, we find strong correlations between BOD and T-N; T-N and T-P; BOD and T-P; $COD_{Mn}$ and T-P; and BOD and $COD_{Mn}$. We also find that different water quality variables follow different theoretical probability distribution functions, which also depends on whether the seasonal cycle is removed. Finally, we generate the influent water quality data using the multi-season 1st Markov model (Thomas-Fiering model). With model parameters calibrated for the period 2003~2005, the generated data for 2007~2008 are well compared with observed data showing good agreement in general. BOD and T-N are underestimated by the stochastic model. This is mainly due to the statistical difference in observed data itself between two periods of 2003~2005 and 2007~2008. Therefore, we expect the stochastic model can be applied with more confidence in the case that the data follows stationary pattern.

VAR 모형을 이용한 유통단계별 갈치가격의 인과성 분석 (A Causality Analysis of the Hairtail Price by Distribution Channel Using a Vector Autoregressive Model)

  • 김철현;남종오
    • 수산경영론집
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    • 제46권1호
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    • pp.93-107
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    • 2015
  • This study aims to analyze causalities among Hairtail prices by distribution channel using a vector autoregressive model. This study applies unit-root test for stability of data, uses Granger causality test to know interaction among Hairtail Prices by distribution channel, and employes the vector autoregressive model to estimate statistical impacts among t-2 period variables used in model. Analyzing results of this study are as follows. First, ADF, PP, and KPSS tests show that the change rate of Hairtail price by distribution channel differentiated by logarithm is stable. Second, a Granger causality test presents that the producer price of Hairtail leads the wholesale price and then the wholesale price leads the consumer price. Third, the vector autoregressive model suggests that the change rate of Hairtail producer price of t-2 period variables statistically, significantly impacts change rates of own, wholesale, and consumer prices at current period. Fourth, the impulse response analysis indicates that impulse responses of the structural shocks with a respectively distribution channel of the Hairtail prices are relatively more powerful in own distribution channel than in other distribution channels. Fifth, a forecast error variance decomposition of the Hairtail prices points out that the own price has relatively more powerful influence than other prices.

Power Comparison of Independence Test for the Farlie-Gumbel-Morgenstern Family

  • Amini, M.;Jabbari, H.;Mohtashami Borzadaran, G.R.;Azadbakhsh, M.
    • Communications for Statistical Applications and Methods
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    • 제17권4호
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    • pp.493-505
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    • 2010
  • Developing a test for independence of random variables X and Y against the alternative has an important role in statistical inference. Kochar and Gupta (1987) proposed a class of tests in view of Block and Basu (1974) model and compared the powers for sample sizes n = 8, 12. In this paper, we evaluate Kochar and Gupta (1987) class of tests for testing independence against quadrant dependence in absolutely continuous bivariate Farlie-Gambel-Morgenstern distribution, via a simulation study for sample sizes n = 6, 8, 10, 12, 16 and 20. Furthermore, we compare the power of the tests with that proposed by G$\ddot{u}$uven and Kotz (2008) based on the asymptotic distribution of the test statistics.

PERFORMANCE ANALYSIS OF A STATISTICAL MULTIPLEXER WITH THREE-STATE BURSTY SOURCES

  • Choi, Bong-Dae;Jung, Yong-Wook
    • 대한수학회논문집
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    • 제14권2호
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    • pp.405-423
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    • 1999
  • We consider a statistical multiplexer model with finite buffer capacity and finite number of independent identical 3-state bursty voice sources. The burstiness of the sources is modeled by describing both two different active periods (at the rate of one packet perslot) and the passive periods during which no packets are generated. Assuming a mixture of two geometric distributions for active period and a geometric distribution for passive period and geometric distribution for passive period, we derive the recursive algorithm for the probability mass function of the buffer contents (in packets). We also obtain loss probability and the distribution of packet delay. Numerical results show that the system performance deteriorates considerably as the variance of the active period increases. Also, we see that the loss probability of 2-state Markov models is less than that of 3-state Markov models.

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Spatial and Statistical Properties of Electric Current Density in the Nonlinear Force-Free Model of Active Region 12158

  • 강지혜
    • 천문학회보
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    • 제41권1호
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    • pp.46.1-46.1
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    • 2016
  • The formation process of a current sheet is important for solar flare from a viewpoint of a space weather prediction. We therefore derive the temporal development of the spatial and statistical distribution of electric current density distributed in a flare-producing active region to describe the formation of a current sheet. We derive time sequence distribution of electric current density by applying a nonlinear force-free approximation reconstruction to Active Region 12158 that produces an X1.6-class flare. The time sequence maps of photospheric vector magnetic field used for reconstruction are captured by a Helioseismic and Magnetic Imager (HMI) onboard Solar Dynamic Observatory (SDO) on 10th September, 2014. The spatial distribution of electric current density in NLFFF model well reproduce observed sigmoidal structure at the preflare phase, although a layer of high current density shrinks at the postflare phase. A double power-law profile of electric current density is found in statistical analysis. This may be expected to use an indicator of the occurrence of a solar flare.

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A New Methodology for Software Reliability based on Statistical Modeling

  • Avinash S;Y.Srinivas;P.Annan naidu
    • International Journal of Computer Science & Network Security
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    • 제23권9호
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    • pp.157-161
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    • 2023
  • Reliability is one of the computable quality features of the software. To assess the reliability the software reliability growth models(SRGMS) are used at different test times based on statistical learning models. In all situations, Tradational time-based SRGMS may not be enough, and such models cannot recognize errors in small and medium sized applications.Numerous traditional reliability measures are used to test software errors during application development and testing. In the software testing and maintenance phase, however, new errors are taken into consideration in real time in order to decide the reliability estimate. In this article, we suggest using the Weibull model as a computational approach to eradicate the problem of software reliability modeling. In the suggested model, a new distribution model is suggested to improve the reliability estimation method. We compute the model developed and stabilize its efficiency with other popular software reliability growth models from the research publication. Our assessment results show that the proposed Model is worthier to S-shaped Yamada, Generalized Poisson, NHPP.

반응표면을 활용한 통계적 모멘트 추정 방법과 신뢰도해석에 적용 (RS-based method for estimating statistical moments and its application to reliability analysis)

  • 허재성;곽병만
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2004년도 추계학술대회
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    • pp.852-857
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    • 2004
  • A new and efficient method for estimating the statistical moments of a system performance function has been developed. The method consists of two steps: (1) An approximate response surface is generated by a quadratic regression model, and (2) the statistical moments of the regression model are then calculated by experimental design techniques proposed by Seo and $Kwak^{(4)}$. In this approach, the size of experimental region affects the accuracy of the statistical moments. Therefore, the region size should be selected suitably. The D-optimal design and the central composite design are adopted over the selected experimental region for the regression model. Finally, the Pearson system is adopted to decide the distribution type of the system performance function and to analyze structural reliability.

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Robust extreme quantile estimation for Pareto-type tails through an exponential regression model

  • Richard Minkah;Tertius de Wet;Abhik Ghosh;Haitham M. Yousof
    • Communications for Statistical Applications and Methods
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    • 제30권6호
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    • pp.531-550
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    • 2023
  • The estimation of extreme quantiles is one of the main objectives of statistics of extremes (which deals with the estimation of rare events). In this paper, a robust estimator of extreme quantile of a heavy-tailed distribution is considered. The estimator is obtained through the minimum density power divergence criterion on an exponential regression model. The proposed estimator was compared with two estimators of extreme quantiles in the literature in a simulation study. The results show that the proposed estimator is stable to the choice of the number of top order statistics and show lesser bias and mean square error compared to the existing extreme quantile estimators. Practical application of the proposed estimator is illustrated with data from the pedochemical and insurance industries.