• 제목/요약/키워드: Statistical distributions

검색결과 1,007건 처리시간 0.026초

On Bounds for Moments of Unimodal Distributions

  • Sharma, R.;Bhandaria, R.
    • Communications for Statistical Applications and Methods
    • /
    • 제21권3호
    • /
    • pp.201-212
    • /
    • 2014
  • We provide a simple basic method to find bounds for higher order moments of unimodal distributions in terms of lower order moments when the random variable takes value in a given finite real interval. The bounds for moments in terms of the geometric mean of the distribution are also derived. Both continuous and discrete cases are considered. The bounds for the ratio and difference of moments are obtained. The special cases provide refinements of several well-known inequalities, such as Kantorovich inequality and Krasnosel'skii and Krein inequality.

DISTRIBUTIONS OF PATTERNS OF TWO FAILURES SEPARATED BY SUCCESS RUNS OF LENGTH $\textit{k}$

  • Sen, Kanwar;Goyal, Babita
    • Journal of the Korean Statistical Society
    • /
    • 제33권1호
    • /
    • pp.35-58
    • /
    • 2004
  • For fixed positive integers and $\textit{k}\;(n\;{\geq}\;{\textit{k}}\;+\;2)$, the exact probability distributions of non-overlapping and overlapping patterns of two failures separated by (i) exactly $textsc{k}$ successes, (ii) at least $\textit{k}$ successes and (iii) at most $\textit{k}$ successes have been obtained for Bernoulli independent and Markov dependent trials by using combinatorial technique. The waiting time distributions for the first occurrence and the $r^{th}$ (r > 1) occurrence of the patterns have also been obtained.

Adaptive M-estimation using Selector Statistics in Location Model

  • Han, Sang-Moon
    • Communications for Statistical Applications and Methods
    • /
    • 제9권2호
    • /
    • pp.325-335
    • /
    • 2002
  • In this paper we introduce some adaptive M-estimators using selector statistics to estimate the center of symmetric and continuous underlying distributions. This selector statistics is based on the idea of Hogg(1983) and Hogg et. al. (1988) who used averages of some order statistics to discriminate underlying distributions. In this paper, we use the functions of sample quantiles as selector statistics and determine the suitable quantile points based on maximizing the distance index to discriminate distributions under consideration. In Monte Carlo study, this robust estimation method works pretty good in wide range of underlying distributions.

Characterization of Some Classes of Distributions Related to Operator Semi-stable Distributions

  • Joo, Sang Yeol;Yoo, Young Ho;Choi, Gyeong Suk
    • Communications for Statistical Applications and Methods
    • /
    • 제10권1호
    • /
    • pp.177-189
    • /
    • 2003
  • For a positive integer m, operator m-semi-stability and the strict operator m-semi-stability of probability measures on R^d$ are defined. The operator m-semi-stability is a generalization of the definition of operator semi-stability with exponent Q. Characterization of strictly operator na-semi-stable distributions among operator m-semi-stable distributions is given. Translation of strictly operator m-semi-stable distribution is discussed.

A NOTE ON LATTICE DISTRIBUTIONS ON THE TORUS

  • Park, Chong-Jin;Lee, Kyu-Seok
    • Journal of the Korean Statistical Society
    • /
    • 제32권1호
    • /
    • pp.21-24
    • /
    • 2003
  • In the recent papers by Harris and Park (1994) and by Hui and Park (2000), a family of lattice distributions derived from a sum of independent identically distributed random variables is examined. In this paper we generalize a result of Hui and Park (2000) on lattice distributions on the torus using the Poisson summation formula.

Recurrence Relations Between Product Moments of Order Statistics for Truncated Distributions and Their Applications

  • Saran, Jagdish;Pushkarna, Narinder
    • Journal of the Korean Statistical Society
    • /
    • 제31권3호
    • /
    • pp.391-403
    • /
    • 2002
  • In this paper, some general results for obtaining recurrence relations between product moments of order statistics for doubly truncated distributions are established. These results are then applied to some specific doubly truncated distributions, viz. doubly truncated Weibull, Exponential, Pareto, power function, Cauchy, Lomax and Rayleigh.

COMPARISON STUDY OF BIVARIATE LAPLACE DISTRIBUTIONS WITH THE SAME MARGINAL DISTRIBUTION

  • Hong, Chong-Sun;Hong, Sung-Sick
    • Journal of the Korean Statistical Society
    • /
    • 제33권1호
    • /
    • pp.107-128
    • /
    • 2004
  • Bivariate Laplace distributions for which both marginal distributions and Laplace are discussed. Three kinds of bivariate Laplace distributions which are extended bivariate exponential distributions of Gumbel (1960) are introduced in this paper. These symmetrical distributions are compared with asymmetrical distributions of Kotz et al. (2000). Their probability density functions, cumulative distribution functions are derived. Conditional skewnesses and kurtoses are also defined. Their correlation coefficients are calculated and compared with others. We proposed bivariate random vector generating methods whose distributions are bivariate Laplace. With sample means and medians obtained from generated random vectors, variance and covariance matrices of means and medians are calculated and discussed with those of bivariate normal distribution.

Statistical Fingerprint Recognition Matching Method with an Optimal Threshold and Confidence Interval

  • Hong, C.S.;Kim, C.H.
    • 응용통계연구
    • /
    • 제25권6호
    • /
    • pp.1027-1036
    • /
    • 2012
  • Among various biometrics recognition systems, statistical fingerprint recognition matching methods are considered using minutiae on fingerprints. We define similarity distance measures based on the coordinate and angle of the minutiae, and suggest a fingerprint recognition model following statistical distributions. We could obtain confidence intervals of similarity distance for the same and different persons, and optimal thresholds to minimize two kinds of error rates for distance distributions. It is found that the two confidence intervals of the same and different persons are not overlapped and that the optimal threshold locates between two confidence intervals. Hence an alternative statistical matching method can be suggested by using nonoverlapped confidence intervals and optimal thresholds obtained from the distributions of similarity distances.

Closeness of Lindley distribution to Weibull and gamma distributions

  • Raqab, Mohammad Z.;Al-Jarallah, Reem A.;Al-Mutairi, Dhaifallah K.
    • Communications for Statistical Applications and Methods
    • /
    • 제24권2호
    • /
    • pp.129-142
    • /
    • 2017
  • In this paper we consider the problem of the model selection/discrimination among three different positively skewed lifetime distributions. Lindley, Weibull, and gamma distributions have been used to effectively analyze positively skewed lifetime data. This paper assesses how much closer the Lindley distribution gets to Weibull and gamma distributions. We consider three techniques that involve the likelihood ratio test, asymptotic likelihood ratio test, and minimum Kolmogorov distance as optimality criteria to diagnose the appropriate fitting model among the three distributions for a given data set. Monte Carlo simulation study is performed for computing the probability of correct selection based on the considered optimality criteria among these families of distributions for various choices of sample sizes and shape parameters. It is observed that overall, the Lindley distribution is closer to Weibull distribution in the sense of likelihood ratio and Kolmogorov criteria. A real data set is presented and analyzed for illustrative purposes.

Nonparametric analysis of income distributions among different regions based on energy distance with applications to China Health and Nutrition Survey data

  • Ma, Zhihua;Xue, Yishu;Hu, Guanyu
    • Communications for Statistical Applications and Methods
    • /
    • 제26권1호
    • /
    • pp.57-67
    • /
    • 2019
  • Income distribution is a major concern in economic theory. In regional economics, it is often of interest to compare income distributions in different regions. Traditional methods often compare the income inequality of different regions by assuming parametric forms of the income distributions, or using summary statistics like the Gini coefficient. In this paper, we propose a nonparametric procedure to test for heterogeneity in income distributions among different regions, and a K-means clustering procedure for clustering income distributions based on energy distance. In simulation studies, it is shown that the energy distance based method has competitive results with other common methods in hypothesis testing, and the energy distance based clustering method performs well in the clustering problem. The proposed approaches are applied in analyzing data from China Health and Nutrition Survey 2011. The results indicate that there are significant differences among income distributions of the 12 provinces in the dataset. After applying a 4-means clustering algorithm, we obtained the clustering results of the income distributions in the 12 provinces.