• Title/Summary/Keyword: Skewed exponential distribution

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New Family of the Exponential Distributions for Modeling Skewed Semicircular Data

  • Kim, Hyoung-Moon
    • The Korean Journal of Applied Statistics
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    • v.22 no.1
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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

  • Kang, Suk-Bok;Han, Jun-Tae;Park, Sun-Mi
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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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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    • v.16 no.4
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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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Bayesian Inference for Autoregressive Models with Skewed Exponential Power Errors (비대칭 지수멱 오차를 가지는 자기회귀모형에서의 베이지안 추론)

  • Ryu, Hyunnam;Kim, Dal Ho
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1039-1047
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    • 2014
  • An autoregressive model with normal errors is a natural model that attempts to fit time series data. More flexible models that include normal distribution as a special case are necessary because they can cover normality to non-normality models. The skewed exponential power distribution is a possible candidate for autoregressive models errors that may have tails lighter(platykurtic) or heavier(leptokurtic) than normal and skewness; in addition, the use of skewed exponential power distribution can reduce the influence of outliers and consequently increases the robustness of the analysis. We use SIR algorithm and grid method for an efficient Bayesian estimation.

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

  • Park, Ki-Young;Jung, Sung-Won
    • Journal of KIISE:Databases
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    • v.35 no.6
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    • pp.518-532
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    • 2008
  • Broadcast scheme has been widely researched for efficient data delivery in the mobile environment because the downlink capacity of a mobile client is much greater than the uplink capacity, and the power of a mobile client is limited. In the proposed scheme, the index lets the client know when data items would be broadcasted and enables the client to minimize the tuning time and power consumption. Single channel index schemes are fit to flat broadcast that performs well when all the broadcasted data items are accessed with the same probability whereas the multi-disk broadcast scheme is proper when the data access distribution is skewed. The existing index schemes, however, cannot work on the Multi-disk broadcast scheme because they cannot point the replicating data items in a broadcast cycle. This paper proposes a Multi-disk Exponential Index (MDEI) which is a single channel index scheme fit to Multi-disk broadcast scheme. Because MDEI scheme organizes a separate index for each disk, it functions with multi-disk broadcast, resulting in a greater reduction of average access latency than that of other flat-broadcast index schemes when the data access distribution is skewed. The performance evaluation showed that MDEI has a good performance when data access distribution is skewed. MDEI has short average access latency and not much average tuning time when the data access distribution is skewed.

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

  • 지선수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.52
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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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Estimation on Altitudinal Spectrum of Suitability for Four Species of the Mayfly Genus Ephemera (Ephemeroptera: Ephemeridae) Using Probability Distribution Models (확률분포모형을 이용한 하루살이속(Ephemera) 4종의 고도구배에 따른 서식처적합도 평가)

  • Dongsoo Kong;Bomi Kang
    • Journal of Korean Society on Water Environment
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    • v.39 no.4
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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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    • v.11 no.5
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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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    • v.24 no.3
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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.

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

  • Lee, Chan-Kyung;Roh, Hyung-Bong
    • Journal of Korean Society for Quality Management
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    • v.46 no.4
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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.