• Title/Summary/Keyword: Gamma distribution function

Search Result 153, Processing Time 0.023 seconds

SOME GENERALIZED GAMMA DISTRIBUTION

  • Nadarajah Saralees;Gupta Arjun K.
    • Journal of the Korean Statistical Society
    • /
    • v.36 no.1
    • /
    • pp.93-109
    • /
    • 2007
  • Gamma distributions are some of the most popular models for hydrological processes. In this paper, a very flexible family which contains the gamma distribution as a particular case is introduced. Evidence of flexibility is shown by examining the shape of its pdf and the associated hazard rate function. A comprehensive treatment of the mathematical properties is provided by deriving expressions for the nth moment, moment generating function, characteristic function, Renyi entropy and the asymptotic distribution of the extreme order statistics. Estimation and simulation issues are also considered. Finally, a detailed application to drought data from the State of Nebraska is illustrated.

Stochastic Simulation of Monthly Streamflow by Gamma Distribution Model (Gamma 분포모델에 의한 하천유량의 Simulation에 관한 연구)

  • 이중석;이순택
    • Water for future
    • /
    • v.13 no.4
    • /
    • pp.41-50
    • /
    • 1980
  • The prupose of this study are the theoretical examination of Gamma distribution function and its application to hydraulic engineering, that is studying the simulation of monthly streamflow by the Gamma distribtution function model(Gamma Model) based on Monte Carlo technique. In the analysis, monthly streamflow data in the Nak Dong River, the Han River, and the Keum River were used and the data were changed to modular coefficient in order to make the analysis convenient. At first, the fitness of monthly streamflow to 2-Parameter Gamma distribution was tested by Chi-square and Kolmogrov-Smironov test, by which it was found the monthly streamflow were fit well to this Gamma distribution function. Then, the Gamma Model based on the Gamma distribution and Monte Carlo Method was used in the simulation of monthly streamflow, and simulateddata showed that all their stastical characteristics were preserved well in the simulation. Consequently, it can be concluded that the Gamma Model is suitable for the simulation of monthly streamflow series directly by using the Mote Carlo technique.

  • PDF

Studies on the Application of Weibull Distribution to Forestry (II) - Estimation of Parameter by Gamma Function - (Weibull 분포(分布)를 응용(應用)한 임학연구(林學硏究)(II) - Gamma함수(函數)에 의한 parameter의 추정(推定) -)

  • Yun, Jong Wha
    • Journal of Korean Society of Forest Science
    • /
    • v.61 no.1
    • /
    • pp.1-7
    • /
    • 1983
  • In the estimation of diameter distribution in a stand using Weibull distribution function, the calculation method of experimental distribution was presented in previous paper. This study was to estimate the diameter distribution of Korean pine stands by Weibull distribution which represents Gamma function, with mean diameter and mean basal-area diameter of the random sample trees. The results obtained fitted the diameter distribution in experimental stands. Thus, this method appears to be used for the estimation of diameter distribution in a stand as well as for the analysis and prediction of stand construction for the future.

  • PDF

Properties of Extended Gamma Distribution

  • Lee, In-Suk;Kim, Sang-Moon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.4
    • /
    • pp.753-758
    • /
    • 2004
  • A generalization of gamma distribution is defined by slightly modifying the form of Kobayashi's generalized gamma function(1991). We define a new extended gamma distribution and study some properties of this distribution.

  • PDF

Analysis on the Relations of Droplet Size Distribution and Optical Depth in Water Curtain (워터커튼에서 액적의 크기 분포와 광학 두께의 상관관계 분석)

  • You, Woo Jun;Ryou, Hong-Sun
    • Fire Science and Engineering
    • /
    • v.30 no.2
    • /
    • pp.62-67
    • /
    • 2016
  • In this study, the optical depth is analyzed with the effects of droplet size distribution of the water curtain nozzle to attenuate the radiative heat transfer. The HELOS/VARIO equipment is used for the measurement of the droplet size distributions. The spray characteristics are quantified by the investigation of Deirmenjian's modified gamma distribution function. The distribution constant of the nozzle can be obtained as ${\alpha}=1$ and ${\gamma}=5.2$. The generalized equation of the optical depth related with the droplet size distribution is introduced. These results will be applicable to the analysis of the design condition of the water curtain nozzle.

Statistical Properties of Kumaraswamy Exponentiated Gamma Distribution

  • Diab, L.S.;Muhammed, Hiba Z.
    • International Journal of Reliability and Applications
    • /
    • v.16 no.2
    • /
    • pp.81-98
    • /
    • 2015
  • The Exponentiated Gamma (EG) distribution is one of the important families of distributions in lifetime tests. In this paper, a new generalized version of this distribution which is called kumaraswamy Exponentiated Gamma (KEG) distribution is introduced. A new distribution is more flexible and has some interesting properties. A comprehensive mathematical treatment of the KEG distribution is provided. We derive the $r^{th}$ moment and moment generating function of this distribution. Moreover, we discuss the maximum likelihood estimation of the distribution parameters. Finally, an application to real data sets is illustrated.

A CHARACTERIZATION OF GAMMA DISTRIBUTION BY INDEPENDENT PROPERTY

  • Lee, Min-Young;Lim, Eun-Hyuk
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.22 no.1
    • /
    • pp.1-5
    • /
    • 2009
  • Let {$X_n,\;n{\geq}1}$ be a sequence of independent identically distributed(i.i.d.) sequence of positive random variables with common absolutely continuous distribution function(cdf) F(x) and probability density function(pdf) f(x) and $E(X^2)<{\infty}$. The random variables $\frac{X_i{\cdot}X_j}{(\Sigma^n_{k=1}X_k)^{2}}$ and $\Sigma^n_{k=1}X_k$ are independent for $1{\leq}i if and only if {$X_n,\;n{\geq}1}$ have gamma distribution.

  • PDF

Stochastic Analysis of the Diamond Particle Distribution on the Surface of Circular Diamond Saw Blade (원형 다이아몬드 톱의 세그먼트 표면에서의 다이아몬드 입자 분포의 확률적인 해석)

  • 이현우;변서봉;정기정;김용석
    • Journal of Powder Materials
    • /
    • v.10 no.3
    • /
    • pp.201-208
    • /
    • 2003
  • Distributions of diamond particles protruding on the surface of worn diamond segments in circular saw has been investigated. Scanning electron microscope was used to examine the worn ,surface and radial saw blade wear and grinding ratio was measured. The number of protruded diamond particle was approximately 50% of the total number of particles, and that was independent of diamond particle concentration and table speed. It was also noted that the inter-particle distance did not follow a symmetric function like Gaussian distribution function, instead it fitted well with a probability density function based on gamma function. The distribution of inter-particle spacing, therefore, was analyzed using a gamma function model.

CHARACTERIZATIONS OF THE GAMMA DISTRIBUTION BY INDEPENDENCE PROPERTY OF RANDOM VARIABLES

  • Jin, Hyun-Woo;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.27 no.2
    • /
    • pp.157-163
    • /
    • 2014
  • Let {$X_i$, $1{\leq}i{\leq}n$} be a sequence of i.i.d. sequence of positive random variables with common absolutely continuous cumulative distribution function F(x) and probability density function f(x) and $E(X^2)$ < ${\infty}$. The random variables X + Y and $\frac{(X-Y)^2}{(X+Y)^2}$ are independent if and only if X and Y have gamma distributions. In addition, the random variables $S_n$ and $\frac{\sum_{i=1}^{m}(X_i)^2}{(S_n)^2}$ with $S_n=\sum_{i=1}^{n}X_i$ are independent for $1{\leq}m$ < n if and only if $X_i$ has gamma distribution for $i=1,{\cdots},n$.

Analytical Approximation Algorithm for the Inverse of the Power of the Incomplete Gamma Function Based on Extreme Value Theory

  • Wu, Shanshan;Hu, Guobing;Yang, Li;Gu, Bin
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.15 no.12
    • /
    • pp.4567-4583
    • /
    • 2021
  • This study proposes an analytical approximation algorithm based on extreme value theory (EVT) for the inverse of the power of the incomplete Gamma function. First, the Gumbel function is used to approximate the power of the incomplete Gamma function, and the corresponding inverse problem is transformed into the inversion of an exponential function. Then, using the tail equivalence theorem, the normalized coefficient of the general Weibull distribution function is employed to replace the normalized coefficient of the random variable following a Gamma distribution, and the approximate closed form solution is obtained. The effects of equation parameters on the algorithm performance are evaluated through simulation analysis under various conditions, and the performance of this algorithm is compared to those of the Newton iterative algorithm and other existing approximate analytical algorithms. The proposed algorithm exhibits good approximation performance under appropriate parameter settings. Finally, the performance of this method is evaluated by calculating the thresholds of space-time block coding and space-frequency block coding pattern recognition in multiple-input and multiple-output orthogonal frequency division multiplexing. The analytical approximation method can be applied to other related situations involving the maximum statistics of independent and identically distributed random variables following Gamma distributions.