• 제목/요약/키워드: cumulative distribution

검색결과 685건 처리시간 0.027초

해상 부유체 모델의 표본 데이터에 대해서 최대우도를 갖는 누적분포함수 추정 (Estimating Cumulative Distribution Functions with Maximum Likelihood to Sample Data Sets of a Sea Floater Model)

  • 임정빈;양원재
    • 한국항해항만학회지
    • /
    • 제37권5호
    • /
    • pp.453-461
    • /
    • 2013
  • 본 논문에서는 소형 해상 부유체의 위기 평가를 위한 확률기반 위기평가기법(PET)에서 표본 데이터에 최적인 누적분포함수(CDF) 추정에 관한 평가절차와 실험결과를 기술하였다. CDF는 PET에서 부유체의 위기수준을 평가하기 위한 위기허용기준의 참조 값을 제공하기 위한 것으로, 부유체 모델의 롤(Roll), 피치(pitch), 히브(Heave) 등의 운동응답함수에 대한 표본 데이터에서 추정할 수 있다. 본 연구에서는 여덟가지 정형화된 분포함수와 최대우도추정기법을 적용하여 표본 데이터에 대해서 최대우도를 갖는 CDF들을 평가하였다. 분포함수들의 적합도 검정 실험을 통해서, 베타 분포가 롤과 피치 표본 데이터에 대해서 평균 확률오차 $\bar{\delta}(0{\leq}\bar{\delta}{\leq}1.0)$가 가장 작은 0.024와 0.022로 최적임을 나타냈고, 히브 표본 데이터에 대해서는 감마 분포가 $\bar{\delta}$가 가장 작은 0.027로 최적임을 나타냈다. 본 연구에서 제안한 방법은 표본 데이터의 최적분포 추정을 위한 다양한 분야에 적용 가능할 것으로 기대된다.

A new flexible Weibull distribution

  • Park, Sangun;Park, Jihwan;Choi, Youngsik
    • Communications for Statistical Applications and Methods
    • /
    • 제23권5호
    • /
    • pp.399-409
    • /
    • 2016
  • Many of studies have suggested the modifications on Weibull distribution to model the non-monotone hazards. In this paper, we combine two cumulative hazard functions and propose a new modified Weibull distribution function. The newly suggested distribution will be named as a new flexible Weibull distribution. Corresponding hazard function of the proposed distribution shows flexible (monotone or non-monotone) shapes. We study the characteristics of the proposed distribution that includes ageing behavior, moment, and order statistic. We also discuss an estimation method for its parameters. The performance of the proposed distribution is compared with existing modified Weibull distributions using various types of hazard functions. We also use real data example to illustrate the efficiency of the proposed distribution.

The Exponentiated Weibull-Geometric Distribution: Properties and Estimations

  • Chung, Younshik;Kang, Yongbeen
    • Communications for Statistical Applications and Methods
    • /
    • 제21권2호
    • /
    • pp.147-160
    • /
    • 2014
  • In this paper, we introduce the exponentiated Weibull-geometric (EWG) distribution which generalizes two-parameter exponentiated Weibull (EW) distribution introduced by Mudholkar et al. (1995). This proposed distribution is obtained by compounding the exponentiated Weibull with geometric distribution. We derive its cumulative distribution function (CDF), hazard function and the density of the order statistics and calculate expressions for its moments and the moments of the order statistics. The hazard function of the EWG distribution can be decreasing, increasing or bathtub-shaped among others. Also, we give expressions for the Renyi and Shannon entropies. The maximum likelihood estimation is obtained by using EM-algorithm (Dempster et al., 1977; McLachlan and Krishnan, 1997). We can obtain the Bayesian estimation by using Gibbs sampler with Metropolis-Hastings algorithm. Also, we give application with real data set to show the flexibility of the EWG distribution. Finally, summary and discussion are mentioned.

An image enhancement Method for extracting multi-license plate region

  • Yun, Jong-Ho;Choi, Myung-Ryul;Lee, Sang-Sun
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제11권6호
    • /
    • pp.3188-3207
    • /
    • 2017
  • In this paper, we propose an image enhancement algorithm to improve license plate extraction rate in various environments (Day Street, Night Street, Underground parking lot, etc.). The proposed algorithm is composed of image enhancement algorithm and license plate extraction algorithm. The image enhancement method can improve an image quality of the degraded image, which utilizes a histogram information and overall gray level distribution of an image. The proposed algorithm employs an interpolated probability distribution value (PDV) in order to control a sudden change in image brightness. Probability distribution value can be calculated using cumulative distribution function (CDF) and probability density function (PDF) of the captured image, whose values are achieved by brightness distribution of the captured image. Also, by adjusting the image enhancement factor of each part region based on image pixel information, it provides a function that can adjust the gradation of the image in more details. This processed gray image is converted into a binary image, which fuses narrow breaks and long thin gulfs, eliminates small holes, and fills gaps in the contour by using morphology operations. Then license plate region is detected based on aspect ratio and license plate size of the bound box drawn on connected license plate areas. The images have been captured by using a video camera or a personal image recorder installed in front of the cars. The captured images have included several license plates on multilane roads. Simulation has been executed using OpenCV and MATLAB. The results show that the extraction success rate is more improved than the conventional algorithms.

AHP에서의 응답일관성 모수의 통계적 특성과 활용 방안 (Statistical Characteristics of Response Consistency Parameters in Analytic Hierarchy Process)

  • 고길곤;이경전
    • 한국경영과학회지
    • /
    • 제26권4호
    • /
    • pp.71-82
    • /
    • 2001
  • Using the computer simulation method, we invest19ate the probability distribution of maximum eigenvalue of pair-wise comparison matrix, which has been used as a parameter for measuring the consistency of responses in analytic hierarchy process (AHP). We show that the shape of the distribution of the maximum eigenvalue is different according to the dimension of the matrix. In addition, we cannot find any evidence that the distribution of the Consistency Index is a Normal distribution, which has been claimed in the Previous literature. Accordingly, we suggest using so called K-index calcu1ated based on the concept of cumulative distribution function lather than based on that of arithmetic mean because the probabilistic distribution cannot be assumed to be a Normal distribution. We interpret the simulation results by comparing them with the suggestion of Saaty[11]. Our results show that using Saaty's value could be too generous when the dimension of the matrix is 3 and strict over 4. Finally, we propose new criteria for measuring the response consistency in AHP.

  • PDF

Bivariate Dagum distribution

  • Muhammed, Hiba Z.
    • International Journal of Reliability and Applications
    • /
    • 제18권2호
    • /
    • pp.65-82
    • /
    • 2017
  • Abstract. Camilo Dagum proposed several variants of a new model for the size distribution of personal income in a series of papers in the 1970s. He traced the genesis of the Dagum distributions in applied economics and points out parallel developments in several branches of the applied statistics literature. The main aim of this paper is to define a bivariate Dagum distribution so that the marginals have Dagum distributions. It is observed that the joint probability density function and the joint cumulative distribution function can be expressed in closed forms. Several properties of this distribution such as marginals, conditional distributions and product moments have been discussed. The maximum likelihood estimates for the unknown parameters of this distribution and their approximate variance-covariance matrix have been obtained. Some simulations have been performed to see the performances of the MLEs. One data analysis has been performed for illustrative purpose.

  • PDF

대두입자가 분산된 두유에서 기름입자의 입도분포 측정 (The Measurement of Oil Globule Size Distribution in the Soymilk Suspended with the Soybean Particle)

  • 정제봉;윤석권;손헌수
    • 한국식품과학회지
    • /
    • 제22권4호
    • /
    • pp.369-372
    • /
    • 1990
  • 두유에는 기름의 양이나 입도를 분석하는데 장해를 주는 대두단백질, 미세한 대두입자들이 공존하고 있어서 기존의 microscopic image analysis, coulter counter, 또는 Photo-analysis 등의 사용이 많은 문제점을 노출했다. 본 실험에서 Stokes 법칙을 응용하여, 중력장과 원심력장하에서 homogeneous suspension과 cumulative method를 이용하여 입도분포를 분석했다. 선정된 두유에서 기하학적 평균지름은 중력장하에서는 $0.33{\mu}m$ 표준편차 $1.73{\mu}m$이고, 원심력 장에서는 평균지름은 $0.31{\mu}m$, 표준편차는 $1.81{\mu}m$으로, 매우 유사한 결과를 얻었다. 균질압이 유화안정성에 크게 영향을 주는 인자이기 때문에 균질압을 변화했을 때, 균질압이 높을수록 평균입도는 작은 쪽으로 이동하였으며, 입자의 분산 형태는 평균지름을 중심으로 밀도 있게 분포하는 쪽으로 변화하여, 균질압이 기름 입도분포에 영향을 미쳐 유화 안정과 깊은 관계가 있는 것을 확인하였다.

  • PDF

Personalized EigenTrust with the Beta Distribution

  • Choi, Dae-Seon;Jin, Seung-Hun;Lee, Youn-Ho;Park, Yong-Su
    • ETRI Journal
    • /
    • 제32권2호
    • /
    • pp.348-350
    • /
    • 2010
  • This letter presents an enhancement of EigenTrust. Using the beta distribution, local trust values can be more correctly evaluated. Simulation shows that the proposed scheme calculates the local trust more correctly by up to 8%. For personalization, the proposed scheme provides cumulative transitive values from the local trust to the global trust with mathematically guaranteed convergence.

Some Characterization Results Based on Dynamic Survival and Failure Entropies

  • Abbasnejad, Maliheh
    • Communications for Statistical Applications and Methods
    • /
    • 제18권6호
    • /
    • pp.787-798
    • /
    • 2011
  • In this paper, we develop some characterization results in terms of survival entropy of the first order statistic. In addition, we generalize the cumulative entropy recently proposed by Di Crescenzo and Logobardi (2009) to a new measure of information (called the failure entropy) and study some properties of it and its dynamic version. Furthermore, power distribution is characterized based on dynamic failure entropy.

Semiparametric Bayesian Regression Model for Multiple Event Time Data

  • Kim, Yongdai
    • Journal of the Korean Statistical Society
    • /
    • 제31권4호
    • /
    • pp.509-518
    • /
    • 2002
  • This paper is concerned with semiparametric Bayesian analysis of the proportional intensity regression model of the Poisson process for multiple event time data. A nonparametric prior distribution is put on the baseline cumulative intensity function and a usual parametric prior distribution is given to the regression parameter. Also we allow heterogeneity among the intensity processes in different subjects by using unobserved random frailty components. Gibbs sampling approach with the Metropolis-Hastings algorithm is used to explore the posterior distributions. Finally, the results are applied to a real data set.