• Title/Summary/Keyword: Poisson Distribution

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Diagnosis of Lead Time Demand Based on the Characteristics of Negative Binomial Distribution (음이항분포의 특성을 이용한 조달기간 수요 분석)

  • Ahn Sun-Eung;Kim Woo-Hyun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.28 no.2
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    • pp.146-151
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    • 2005
  • Some distributions have been used for diagnosing the lead time demand distribution in inventory system. In this paper, we describe the negative binomial distribution as a suitable demand distribution for a specific retail inventory management application. We here assume that customer order sizes are described by the Poisson distribution with the random parameter following a gamma distribution. This implies in turn that the negative binomial distribution is obtained by mixing the mean of the Poisson distribution with a gamma distribution. The purpose of this paper is to give an interpretation of the negative binomial demand process by considering the sources of variability in the unknown Poisson parameter. Such variability comes from the unknown demand rate and the unknown lead time interval.

Diagnosis of Lead Time Demand Based on the Characteristics of Negative Binomial Distribution (음이항분포의 특성을 이용한 조달기간 수요 분석)

  • Ahn, Sun-Eung;Kim, Woo-Hyun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.28 no.4
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    • pp.79-84
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    • 2005
  • Some distributions have been used for diagnosing the lead time demand distribution in inventory system. In this paper, we describe the negative binomial distribution as a suitable demand distribution for a specific retail inventory management application. We here assume that customer order sizes are described by the Poisson distribution with the random parameter following a gamma distribution. This implies in turn that the negative binomial distribution is obtained by mixing the mean of the Poisson distribution with a gamma distribution. The purpose of this paper is to give an interpretation of the negative binomial demand process by considering the sources of variability in the unknown Poisson parameter. Such variability comes from the unknown demand rate and the unknown lead time interval.

Monotone Likelihood Ratio Property of the Poisson Signal with Three Sources of Errors in the Parameter

  • Kim, Joo-Hwan
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.503-515
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    • 1998
  • When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector, it follows approximately Poisson distribution. Under the four assumptions in the presence of errors and uncertainties for the Poisson parameters, an exact probability distribution of neutral particles have been derived. The probability distribution for the neutron signals received by a detector averaged over the three sources of errors is expressed as a four-dimensional integral of certain data. Two of the four integrals can be evaluated analytically and thereby the integral is reduced to a two-dimensional integral. The monotone likelihood ratio(MLR) property of the distribution is proved by using the Cauchy mean value theorem for the univariate distribution and multivariate distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem related to the distribution.

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Posterior Consistency of Bayesian Inference of Poisson Processes

  • Kim, Yongdai
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.825-834
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    • 2002
  • Poisson processes are widely used in reliability and survival analysis. In particular, multiple event time data in survival analysis are routinely analyzed by use of Poisson processes. In this paper, we consider large sample properties of nonparametric Bayesian models for Poisson processes. We prove that the posterior distribution of the cumulative intensity function of Poisson processes is consistent under regularity conditions on priors which are Levy processes.

Bayesian Analysis of a Zero-inflated Poisson Regression Model: An Application to Korean Oral Hygienic Data (영과잉 포아송 회귀모형에 대한 베이지안 추론: 구강위생 자료에의 적용)

  • Lim, Ah-Kyoung;Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.505-519
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    • 2006
  • We consider zero-inflated count data, which is discrete count data but has too many zeroes compared to the Poisson distribution. Zero-inflated data can be found in various areas. Despite its increasing importance in practice, appropriate statistical inference on zero-inflated data is limited. Classical inference based on a large number theory does not fit unless the sample size is very large. And regular Poisson model shows lack of St due to many zeroes. To handle the difficulties, a mixture of distributions are considered for the zero-inflated data. Specifically, a mixture of a point mass at zero and a Poisson distribution is employed for the data. In addition, when there exist meaningful covariates selected to the response variable, loglinear link is used between the mean of the response and the covariates in the Poisson distribution part. We propose a Bayesian inference for the zero-inflated Poisson regression model by using a Markov Chain Monte Carlo method. We applied the proposed method to a Korean oral hygienic data and compared the inference results with other models. We found that the proposed method is superior in that it gives small parameter estimation error and more accurate predictions.

Bayesian Multiple Change-Point Estimation for Single Quantum Dot Luminescence Intensity Data (단일 양자점으로부터 발생한 발광세기 변화에 대한 베이지안 다중 변화점 추정)

  • Kima, Jaehee;Kimb, Hahkjoon
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.569-579
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    • 2013
  • In the field of single-molecule spectroscopy, it is essential to analyze luminescence Intensity changes that result from a single molecule. With the CdSe/ZnS core-shell structured quantum dot photon emission data Bayesian multiple change-point estimation is done with the gamma prior for Poisson parameters and truncated Poisson distribution for the number of change-points.

A Comparison of Some Approximate Confidence Intervals for he Poisson Parameter

  • Kim, Daehak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.899-911
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    • 2000
  • In this paper, we reviewed thirteen methods for finding confidence intervals for he mean of poisson distribution. Bootstrap confidence intervals are also introduced. Two bootstrap confidence intervals are compared with the other existing eleven confidence intervals by using Monte Carlo simulation with respect to the average coverage probability of Woodroofe and Jhun (1989).

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Methods and Sample Size Effect Evaluation for Wafer Level Statistical Bin Limits Determination with Poisson Distributions (포아송 분포를 가정한 Wafer 수준 Statistical Bin Limits 결정방법과 표본크기 효과에 대한 평가)

  • Park, Sung-Min;Kim, Young-Sig
    • IE interfaces
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    • v.17 no.1
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    • pp.1-12
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    • 2004
  • In a modern semiconductor device manufacturing industry, statistical bin limits on wafer level test bin data are used for minimizing value added to defective product as well as protecting end customers from potential quality and reliability excursion. Most wafer level test bin data show skewed distributions. By Monte Carlo simulation, this paper evaluates methods and sample size effect regarding determination of statistical bin limits. In the simulation, it is assumed that wafer level test bin data follow the Poisson distribution. Hence, typical shapes of the data distribution can be specified in terms of the distribution's parameter. This study examines three different methods; 1) percentile based methodology; 2) data transformation; and 3) Poisson model fitting. The mean square error is adopted as a performance measure for each simulation scenario. Then, a case study is presented. Results show that the percentile and transformation based methods give more stable statistical bin limits associated with the real dataset. However, with highly skewed distributions, the transformation based method should be used with caution in determining statistical bin limits. When the data are well fitted to a certain probability distribution, the model fitting approach can be used in the determination. As for the sample size effect, the mean square error seems to reduce exponentially according to the sample size.

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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A Characterization of Negative Binomial Distribution Truncated at Zero

  • Shanmugam, R.
    • Journal of the Korean Statistical Society
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    • v.11 no.2
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    • pp.131-138
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    • 1982
  • Analogous to Singh's (1978) characterization of positive-Poisson distributioin and Shanmugam and Singh's (1992) characterization of logarithmic series distribution, a characterization and its statistical application of the negative binomial distribution truncated at zero are given in this paper. While it is known that under certain conditions the negative binomial distribution truncted at zero approaches the positive-Poisson and the logarithmic series distributions, we show here that the results of this paper approach in limit the results of Singh, and Shanmugam and Singh, respectively. Using the biologicla data from Sampford (1955), we illusrate our results. Also, expressions are explicitly given to test the hypothesis whether a random sample is indeed from a geometric distribution.

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