• 제목/요약/키워드: Statistical distributions

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Characterization of Some Multivariate Distributions

  • Nair, N.Unnikrishnan
    • Journal of the Korean Statistical Society
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    • 제18권1호
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    • pp.72-79
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    • 1989
  • In this article the problem of characterizing multivariate distributions, possessing certain conditional distributions that have the same form as the parent model, are considered. It is shown that the forms of such conditional distributions characterize some well known distributions like the multivariate exponential, multivariate Burr, multivariate Lomax etc.

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SOME PROPERTIES OF BIVARIATE GENERALIZED HYPERGEOMETRIC PROBABILITY DISTRIBUTIONS

  • Kumar, C. Satheesh
    • Journal of the Korean Statistical Society
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    • 제36권3호
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    • pp.349-355
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    • 2007
  • In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

THE UNIFORM MIXTURE OF GENERALIZED ARC-SINE DISTRIBUTIONS

  • JONES M.C.
    • Journal of the Korean Statistical Society
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    • 제34권1호
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    • pp.35-38
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    • 2005
  • A single, tractable, special case of the problem of continuous mixtures of beta distributions over their parameters is considered. This is the uniform mixture of generalized arc-sine distributions which, curiously, turns out to be linked by transformation to the Cauchy distribution.

On Perturbed Symmetric Distributions Associated with the Truncated Bivariate Elliptical Models

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제15권4호
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    • pp.483-496
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    • 2008
  • This paper proposes a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric(or simply bivariate elliptical) distributions. The class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions. This family of distributions strictly includes some univariate symmetric distributions, but with extra parameters to regulate the perturbation of the symmetry. The moment generating function of a random variable with the distribution is obtained and some properties of the distribution are also studied. These developments are followed by practical examples.

Statistical Inference for Peakedness Ordering Between Two Distributions

  • Oh, Myong-Sik
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 춘계 학술발표회 논문집
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    • pp.109-114
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    • 2003
  • The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter, which is peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose nonparametric maximum likelihood estimator of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

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Moments of Probability Distributions Derived Using Differential Operators

  • Kwan-Joong Kang
    • Communications for Statistical Applications and Methods
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    • 제3권1호
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    • pp.189-193
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    • 1996
  • In 1992. Boullion obtained the method of the calculus of the moments of discrete probability distributions using differential operator, and he published the method of calculus of the moments. The purpose of this paper is to introduce an idea that this method can be applied to calculate the moments of continuous probability distributions.

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농촌 그린빌리지 계획을 위한 일별 풍력발전량의 적정확률분포형 추정 (Estimation of the optimal probability distribution for daily electricity generation by wind power in rural green-village planning)

  • 김대식;구승모;남상운
    • 한국농공학회논문집
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    • 제50권6호
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    • pp.27-35
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    • 2008
  • This study aims to estimate the optimal probability distribution of daily electricity generation by wind power, in order to contribute in rural green-village planning. Wind power generation is now being recognized as one of the most popular sources for renewable resources over the country. Although it is also being adapted to rural area for may reasons, it is important to estimate the magnitudes of power outputs with reliable statistical methodologies while applying historical daily wind data, for correct feasibility analysis. In this study, one of the well-known statistical methodology is employed to define the appropriate statistical distributions for monthly power outputs for specific rural areas. The results imply that the assumption of normal distributions for many cases may lead to incorrect decision-making and therefore lead to the unreliable feasibility analysis. Subjective methodology for testing goodness of fit for normal distributions on all the cases in this study, provides possibilities to consider the other various types of statistical distributions for more precise feasibility analysis.

INFERENCE FOR PEAKEDNESS ORDERING BETWEEN TWO DISTRIBUTIONS

  • Oh, Myong-Sik
    • Journal of the Korean Statistical Society
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    • 제33권3호
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    • pp.303-312
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    • 2004
  • The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter. This is the peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose non parametric maximum likelihood estimators of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

Power Analysis of Distributions between Nonparametric Tests

  • Chan Keun Park
    • Communications for Statistical Applications and Methods
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    • 제5권2호
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    • pp.417-429
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    • 1998
  • This paper compares powers of the two nonparametric tests under a variety of population distributions through a simulation study. Both tests require that the two underlying populations have the same variance, but this assumption is relaxed in some of the comparisons.

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Note on Stochastic Inequalities

  • Jeon, Jong-Woo
    • Journal of the Korean Statistical Society
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    • 제9권2호
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    • pp.121-125
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    • 1980
  • In this note, we establish a result which characterizes a partial ordering of probability distributions on a partially ordered space by that of conditional distributions. This result is then reduced to prove the conjecture made by Nevius, Proschan and Sethuraman (1977).

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