• Title/Summary/Keyword: L-Statistics

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A New Family of Semicircular Models: The Semicircular Laplace Distributions

  • Ahn, Byoung-Jin;Kim, Hyoung-Moon
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.775-781
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    • 2008
  • It is developed that a family of the semicircular Laplace distributions for modeling semicircular data by simple projection method. Mathematically it is simple to simulate observations from a semicircular Laplace distribution. We extend it to the l-axial Laplace distribution by a simple transformation for modeling any arc of arbitrary length. Similarly we develop the l-axial log-Laplace distribution based on the log-Laplace distribution. A bivariate version of l-axial Laplace distribution is also developed.

A Note on Central Limit Theorem on $L^P(R)$

  • Sungho Lee;Dug Hun Hong
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.347-349
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    • 1995
  • In this paper a central limit theorem on $L^P(R)$ for $1{\leq}p<{\infty}$ is obtained with an example when ${X_n}$ is a sequence of independent, identically distributed random variables on $L^P(R)$.

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Nonparametric Estimation using Regression Quantiles in a Regression Model

  • Han, Sang-Moon;Jung, Byoung-Cheol
    • The Korean Journal of Applied Statistics
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    • v.25 no.5
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    • pp.793-802
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    • 2012
  • One proposal is made to construct a nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of the idea of minimizing approximate variance of a proposed estimator using regression quantiles. This nonparametric estimator and some other L-estimators are studied and compared with well known M-estimators through a simulation study.

CODING THEOREMS ON A GENERALIZED INFORMATION MEASURES.

  • Baig, M.A.K.;Dar, Rayees Ahmad
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.11 no.2
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    • pp.3-8
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    • 2007
  • In this paper a generalized parametric mean length $L(P^{\nu},\;R)$ has been defined and bounds for $L(P^{\nu},\;R)$ are obtained in terms of generalized R-norm information measure.

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LH-Moments of Some Distributions Useful in Hydrology

  • Murshed, Md. Sharwar;Park, Byung-Jun;Jeong, Bo-Yoon;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.647-658
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    • 2009
  • It is already known from the previous study that flood seems to have heavier tail. Therefore, to make prediction of future extreme label, some agreement of tail behavior of extreme data is highly required. The LH-moments estimation method, the generalized form of L-moments is an useful method of characterizing the upper part of the distribution. LH-moments are based on linear combination of higher order statistics. In this study, we have formulated LH-moments of five distributions useful in hydrology such as, two types of three parameter kappa distributions, beta-${\kappa}$ distribution, beta-p distribution and a generalized Gumbel distribution. Using LH-moments reduces the undue influences that small sample may have on the estimation of large return period events.

Sub-gaussian Techniques in Obtaining Laws of Large Numbers in $L^1$(R)

  • Lee, Sung-Ho;Lee, Robert -Taylor
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.39-51
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    • 1994
  • Some exponential moment inequalities for sub-gaussian random variables are studied in this paper. These inequalities are used to obtain laws of large numbers for random variable and random elements in $L^1(R)$.

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An Adaptive RLR L-Filter for Noise Reduction in Images (영상의 잡음 감소를 위한 적응 RLR L-필터)

  • Kim, Soo-Yang;Bae, Sung-Ha
    • Journal of Korea Multimedia Society
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    • v.12 no.1
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    • pp.26-30
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    • 2009
  • We propose an adaptive Recursive Least Rank(RLR) L-filter which uses an L-estimator in order statistics and is based on rank estimate in robust statistics. The proposed RLR L-filter is a non-linear adaptive filter using non-linear adaptive algorithm and adapts itself to optimal filter in the sense of least dispersion measure of errors with non-homogeneous step size. Therefore the filter may be suitable for applications when the transmission channel is nonlinear channels such as Gaussian noise or impulsive noise, or when the signal is non-stationary such as image signal.

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Adaptive ridge procedure for L0-penalized weighted support vector machines

  • Kim, Kyoung Hee;Shin, Seung Jun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1271-1278
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    • 2017
  • Although the $L_0$-penalty is the most natural choice to identify the sparsity structure of the model, it has not been widely used due to the computational bottleneck. Recently, the adaptive ridge procedure is developed to efficiently approximate a $L_q$-penalized problem to an iterative $L_2$-penalized one. In this article, we proposed to apply the adaptive ridge procedure to solve the $L_0$-penalized weighted support vector machine (WSVM) to facilitate the corresponding optimization. Our numerical investigation shows the advantageous performance of the $L_0$-penalized WSVM compared to the conventional WSVM with $L_2$ penalty for both simulated and real data sets.

The estimation of CO concentration in Daegu-Gyeongbuk area using GEV distribution (GEV 분포를 이용한 대구·경북 지역 일산화탄소 농도 추정)

  • Ryu, Soorack;Eom, Eunjin;Kwon, Taeyong;Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.4
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    • pp.1001-1012
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    • 2016
  • It is well known that air pollutants exert a bad influence on human health. According to the United Nations Environment Program, 4.3 million people die from carbon monoxide and particulate matter annually from all over the world. Carbon monoxide is a toxic gas that is the most dangerous of the gas consisting of carbon and oxygen. In this paper, we used 1 hour, 6 hours, 12 hours, and 24 hours average carbon monoxide concentration data collected between 2004 and 2013 in Daegu Gyeongbuk area. Parameters of the generalized extreme value distribution were estimated by maximum likelihood estimation and L-moments estimation. An evalution of goodness of fitness also was performed. Since the number of samples were small, L-moment estimation turned out to be suitable for parameter estimation. We also calculated 5 year, 10 year, 20 year, and 40 year return level.