• 제목/요약/키워드: Skewed exponential distribution

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New Family of the Exponential Distributions for Modeling Skewed Semicircular Data

  • Kim, Hyoung-Moon
    • 응용통계연구
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    • 제22권1호
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    • pp.205-220
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    • 2009
  • For modeling skewed semicircular data, we derive new family of the exponential distributions. We extend it to the l-axial exponential distribution by a transformation for modeling any arc of arbitrary length. It is straightforward to generate samples from the f-axial exponential distribution. Asymptotic result reveals two things. The first is that linear exponential distribution can be used to approximate the l-axial exponential distribution. The second is that the l-axial exponential distribution has the asymptotic memoryless property though it doesn't have strict memoryless property. Some trigonometric moments are also derived in closed forms. Maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for goodness of fit test of the l-axial exponential distribution. We finally obtain a bivariate version of two kinds of the l-axial exponential distributions.

Estimation for the Skewed Exponential Distribution Based on Multiply Type-II Censored Samples

  • 강석복;한준태;박선미
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2004년도 추계학술대회
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    • pp.125-133
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    • 2004
  • In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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On the Estimation of Parameters in ALT under Generalized Exponential Distribution

  • Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.923-931
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    • 2005
  • The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

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비대칭 지수멱 오차를 가지는 자기회귀모형에서의 베이지안 추론 (Bayesian Inference for Autoregressive Models with Skewed Exponential Power Errors)

  • 류현남;김달호
    • 응용통계연구
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    • 제27권6호
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    • pp.1039-1047
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    • 2014
  • 시계열 자료를 위한 가장 기본적인 모형인 자기회귀모형을 고려한다. 흔히 시계열 자료에서 정규성 가정이 위배되는 경우가 발생하며, 정규성 가정을 완화하기 위한 방법으로 두꺼운 꼬리를 가지는 분포 또는 비대칭 분포를 고려할 수 있다. 비대칭 지수멱 분포의 사용은 비뚤림이 있는 두꺼운 꼬리를 가지는 자기회귀모형의 이상치의 영향을 줄이고 로버스트한 추론을 할 수 있도록 한다. 본 논문에서는 자기회귀모형에 대한 오차항에 정규분포 보다 첨도와 왜도에 유연함을 가지는 분포를 고려함으로써 정규성 가정을 완화하여 추론하고자 하였다. 정규분포의 대안으로 비대칭 지수멱 분포를 고려하였으며 정규분포의 결과와 비교 하여 비대칭 지수멱 분포의 로버스트함을 보였다. 또한 주어진 분포에 대한 효율적인 베이지안 추론을 하기 위하여 SIR 알고리즘과 격자망 방법을 고려하였다.

단일 무선 채널에서 브로드캐스트 디스크 프로그램을 위한 지수 인덱스 기법 (An Exponential Indexing Scheme for Broadcast Disk Program in a Single Wireless Channel)

  • 박기영;정성원
    • 한국정보과학회논문지:데이타베이스
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    • 제35권6호
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    • pp.518-532
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    • 2008
  • 모바일 환경에서는 상향링크와 하향링크의 대역특이 비대칭적이며 전력이 한정되어 있기 때문에 보다 효율적인 데이타 전송기술인 브로드캐스팅 방법이 연구되어 왔다. 브로드캐스트에서 인덱스를 사용하면 원하는 데이타가 언제 방송되는지를 알 수 있어 튜닝 시간을 줄이고, 전력의 소비를 줄일 수 있다. 지금까지 연구된 싱글 채널 인덱스 기법들은 모든 데이타 아이템이 동일한 확률로 접근되는 flat 브로드캐스트에 적합한 인덱스 기법들이다. 데이타 아이템에 대한 접근 확률이 편향되는 경우에는 멀티디스크 방송기법을 사용해야 효과적인 전송이 가능하나, 기존의 인덱스 기법들은 인덱스가 한 방송 주기 내에서 반복되어 방송되는 데이타 아이템을 가리킬 수 없기 때문에 멀티디스크 방송 기법에는 효과적이지 않다. 본 논문에서는 싱글 채널 인덱스 기법으로서 멀티디스크 방송에 적용되는 인덱스 기법인 MDEI (Multi-disk Exponential Index) 기법을 제안한다. 본 논문에서 제안하는 MDEI 기법은 각 디스크 별로 인덱스를 구성하기 때문에, 데이타에 대한 접근확률이 편향되는 경우에 flat 브로드캐스트를 사용하는 다른 인덱스 기법들보다 평균 접근 지연시간 시간을 크게 줄일 수 있다. 실험 결과는 데이타에 대한 접근 확률이 편향된 환경에서 MDEI가 평균 접근 지연시간에 있어서 매우 좋은 성능을 갖는 것을 보여준다.

개별 관측치에서 지수변환을 이용한 EWMA 관리도 적용기법 (EWMA chart Application using the Transformation of the Exponential with Individual Observations)

  • 지선수
    • 산업경영시스템학회지
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    • 제22권52호
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    • pp.337-345
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    • 1999
  • The long-tailed, positively skewed exponential distribution can be made into an almost symmetric distribution by taking the exponent of the data. In these situations, to use the traditional shewhart control limits on an individuals chart would be impractical and inconvenient. The transformed data, approximately bell-shaped, can be plotted conveniently on the individuals chart and exponentially weighted moving average chart. In this paper, using modifying statistics with transformed exponential of the data, we give a method for constructing control charts. Selecting method of exponent for individual chart is evaluated. And consider that smaller weight being assigned to the older data as time process and properties and taking method of exponent($\theta$), weighting factor($\alpha$) are suggested. Our recommendation, on the basis result of simulation, is practical method for EWMA chart.

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확률분포모형을 이용한 하루살이속(Ephemera) 4종의 고도구배에 따른 서식처적합도 평가 (Estimation on Altitudinal Spectrum of Suitability for Four Species of the Mayfly Genus Ephemera (Ephemeroptera: Ephemeridae) Using Probability Distribution Models)

  • 공동수;강보미
    • 한국물환경학회지
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    • 제39권4호
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    • pp.302-315
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    • 2023
  • Distribution characteristics and altitudinal gradient of four species (E. strigata, E. separigata, E. orientalis-sachalinensis group) of the mayfly genus Ephemera (Order Ephemeroptera) were analyzed with probability distribution models (exponential, normal, lognormal, logistic, Weibull, gamma, beta, Gumbel). Data was collected from 23,846 sampling units of 6,787 sites in Korea from 2010 to 2021. The beta distribution model showed the best fit for positively skewed E. orientalis-sachalinensis and little-skewed E. strigata along with altitudinal gradient. The reversed lognormal distribution model showed the best-fit for negatively skewed E. separigata. E. orientalis-sachalinensis distributed at the range of altitude 1~700 m (mean 251 m, median 226 m, mode 124 m, and standard deviation 161 m), E. strigata distributed at the range of altitude 5~871 m (mean 474 m, median 478 m, mode 492 m, and standard deviation 200 m), E. separigata distributed at the range of altitude 7~846 m (mean 620 m, median 659 m, mode 760 m, and standard deviation 181 m). Altitudinal habitat suitability ranges were estimated to be 42~257 m for E. orientalis-sachalinensis, 335~644 m for E. strigata, and 641~824 m for E. separigata. Based on the altitudinal spectrum of suitability and altitude-related temperature analysis results, E. orientalis-sachalinensis was estimated to be thermophilic, E. strigata to be mesophilic, and E. separigata to be thermophobic. This is the first national-scale evaluation of the altitudinal distribution of Ephemera in Korea. These results will be used in a further research study on altitudinal shift of the species of Ephemera under climate change.

On the origin of exponential growth in induced earthquakes in Groningen

  • van Putten, Maurice H.P.M.;van Putten, Anton F.P.;van Putten, Michael J.A.M.
    • Earthquakes and Structures
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    • 제11권5호
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    • pp.861-871
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    • 2016
  • The Groningen gas field shows exponential growth in earthquake event counts around a magnitude M1 with a doubling time of 6-9 years since 2001. This behavior is identified with dimensionless curvature in land subsidence, which has been evolving at a constant rate over the last few decades essentially uncorrelated to gas production. We demonstrate our mechanism by a tabletop crack formation experiment. The observed skewed distribution of event magnitudes is matched by that of maxima of event clusters with a normal distribution. It predicts about one event < M5 per day in 2025, pointing to increasing stress to human living conditions.

Multivariate analysis of longitudinal surveys for population median

  • Priyanka, Kumari;Mittal, Richa
    • Communications for Statistical Applications and Methods
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    • 제24권3호
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    • pp.255-269
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    • 2017
  • This article explores the analysis of longitudinal surveys in which same units are investigated on several occasions. Multivariate exponential ratio type estimator has been proposed for the estimation of the finite population median at the current occasion in two occasion longitudinal surveys. Information on several additional auxiliary variables, which are stable over time and readily available on both the occasions, has been utilized. Properties of the proposed multivariate estimator, including the optimum replacement strategy, are presented. The proposed multivariate estimator is compared with the sample median estimator when there is no matching from a previous occasion and with the exponential ratio type estimator in successive sampling when information is available on only one additional auxiliary variable. The merits of the proposed estimator are justified by empirical interpretations and validated by a simulation study with the help of some natural populations.

신용카드 부가서비스 요율 분석 방법론에 대한 연구 (A Study on Cost Rate Analysis Methodology of Credit Card Value Proposition)

  • 이찬경;노형봉
    • 품질경영학회지
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    • 제46권4호
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    • pp.797-820
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    • 2018
  • Purpose: It is to seek for an appropriate cost rate analysis methodology of credit card value propositions in Korea. For this issue, it is claimed that methodologies based on probability distribution is more suitable than methodologies based on data-mining. The analysis model constructed for the cost rate estimation is called VCPM model. Methods: The model includes two major variables denoted as S and P. S is monthly credit card usage amount. P stands for the proportion of usage amount at special merchants over the whole monthly usage amount. The distributions assumed for P are positively skewed distributions such as exponential, gamma and lognormal. The major inputs to the model are also derived from S and P, which are E(S) and the aggregate proportion of usage amount at special merchants over the total monthly usage amount. Results: When the credit card's value proposition is general discount, the VCPM model fits well and generates reasonable cost rate(denoted as R). However, it seems that the model does not work well for other types of credit cards. Conclusion: The VCPM model is reliable for calculating cost rate for credit cards with positively skewed distribution of P, which are general discount card. However, another model should be built for cards with other types of distributions of P.