• Communications for Statistical Applications and Methods
• /
• 제24권4호
• /
• pp.353-365
• /
• 2017

In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

• 통합자연과학논문집
• /
• 제7권2호
• /
• pp.138-144
• /
• 2014

Fisher information matrix plays an important role in statistical inference of unknown parameters. Especially, it is used in objective Bayesian inference where we calculate the posterior distribution using a noninformative prior distribution, and also in an example of metric functions in geometry. To estimate parameters in a distribution, we can use the Fisher information matrix. The more the number of parameters increases, the more its matrix form gets complicated. In this paper, by using Mathematica programs we derive the Fisher information matrix for 4-parameter generalized gamma distribution which is used in reliability theory.

• 한국농공학회지
• /
• 제36권3호
• /
• pp.122-134
• /
• 1994

The objective of this study is to provide with the hydrometeological and probabilistic characteristics of the storms and winds of typhoons that have been passed through the Korea peninsula during the last twenty-three years since 1961. The paths and intensities of the typhoons were analyzed. Fifty weather stations were selected and the rainfall and wind data during typhoon periods were collected. Rainfall data were analyzed for the patterns and probabilistic distributions. The results were presented to describe the areal distributions of probabilistic characteristics. Wind data were also analysed for their probabilistic distributions. The results obtained from this study can be summarized as follows: 1. The most frequent typhoon path that have passed through the Korean peninsula was type E, which was followed by types CWE, W, WE, and S. The most frequent typhoon intensity was type B, that was followed by A, super A, and C types, respectively. 2. The third quartile typhoon rainfall patterns appear most frequently followed by the second, first, and quartiles, respectively, in Seoul, Pusan, Taegu, Kwangju and Taejon. The single typhoon rainfalls with long rainfall durations tended to show delayed type rainfall patterns predominantly compared to the single rainfalls with short rainfall durations. 3. The most frequent probabilistic distribution for typhoon rainfall event is Pearson type-III, followed by Two-parameter lognormal distribution, and Type-I extremal distribution. 4. The most frequent probability distribution model of seashore location was Pearson type-III distribution. The most frequent probability distribution model of inland location was two parameter lognormal distribution. 5. The most frequent probabilistic distribution for typhoon wind events was Type-I xtremal distribution, followed by Two-parameter lognormal distribution, and Normal distribution.

• 물과 미래
• /
• 제29권4호
• /
• pp.177-186
• /
• 1996

하천 만곡부에서의 하상 횡경사 결정은 유수와 유수의 소류력에 의해 변동하는 하상면과의 상호관계를 규명하는 이론적인 접근에서 출발하게 된다. 이러한 경우 흐름은 완전히 발달한 흐름으로 해석하게 되며 하상에서는 소류사가 일어나고 있는 상태에서 유수력과 하상물질에 의한 저항력간의 평형을 바탕으로 해석을 시도하게 된다. 한계소류력을 대표하는 연구로서 Shields diagram이 많이 이용되고 시동조건으로 Shields parameter를 0.06으로 대표해 주고 있다. 지금까지 만곡부의 하상횡경사 결정에서는 대부분의 방법들이 Shields parameter 의 적용에서 0.06을 일률적으로 채택하고 있다. 본 연구에서는 Shields parameter에서의 실험조건인 균일입경하상이라는 조건이 적용되지 않는 일반 자연하천에서 혼합입경하상의 입도분포곡선 형태에 따라 생기는 Shields parameter의 변동을 고려할 수 있도록 하므로써 보다 정확한 만곡부 하상횡경사 추정이 가능한 방법을 제시하였다.

• 디지털융복합연구
• /
• 제12권3호
• /
• pp.219-226
• /
• 2014

본 연구에서는 소프트웨어 제품 테스팅 과정에서 고장 수명분포의 형상모수를 고려한 소프트웨어 신뢰성 비용 모형에 대하여 연구 하였다. 신뢰성 분야에서 많이 사용되는 어랑 분포와 로그-로지스틱 모형을 이용한 형상모수를 반영한 문제를 제시하였다. 소프트웨어 고장모형은 유한고장 비동질적인 포아송과정을 이용하고 모수추정법은 최우추정법을 이용 하였다. 따라서 본 논문에서는 형상모수를 고려한 소프트웨어 비용모형 분석을 위하여 소프트웨어 고장 시간 자료를 적용하여 비교 분석하였다. 본 연구에서 사용된 어랑 분포와 로그-로지스틱분포에 근거한 소프트웨어 비용 모델을 비교한 결과 어랑 모형은 최적의 소프트웨어 방출 시간을 예측 할 수 있지만 로그-로지스틱 모형은 방출시간을 예측 할 수 없기 때문에 로그-로지스틱 보다 어랑 모형이 보다 효율적으로 나타나고 있다. 이 연구를 통하여 소프트웨어 개발자들은 소프트웨어 개발 비용을 파악 하는데 어느 정도 도움을 줄 수 있을 것으로 사료된다.

• 한국농공학회지
• /
• 제21권4호
• /
• pp.108-117
• /
• 1979

In order to obtain the basic data for design of water structures which can be contributed to the planning of water use. Best fitted distribution function and the equations for the probable minimum flow were derived to the annual minimum flow of five subwatersheds along Geum River basin. The result were analyzed and summarized as follows. 1. Type III extremal distribution was considered as a best fit one among some other distributions such as exponential and two parameter lognormal distribution by $x^2$-goodness of fit test. 2. The minimum flow are analyzed by Type III extremal distribution which contains a shape parameter $\lambda$, a location parameter ${\beta}$ and a minimum drought $\gamma$. If a minimum drought $\gamma=0$, equations for the probable minimum flow, $D_T$, were derived as $D_T={\beta}e^{\lambda}1^{y'}$, with two parameters and as $D_T=\gamma+(\^{\beta}-\gamma)e^{{\lambda}y'}$ with three parameters in case of a minimum drought ${\gamma}>0$ respectively. 3. Probable minimum flow following the return periods for each stations were also obtained by above mentioned equations. Frequency curves for each station are drawn in the text. 4. Mathematical equation with three parameters is more suitable one than that of two parameters if much difference exist between the maximum and the minimum value among observed data.

• Journal of the Korean Data and Information Science Society
• /
• 제25권2호
• /
• pp.393-402
• /
• 2014

수명시간 분석에서 자주 이용되는 분포 중 하나는 지수분포이다. 본 논문에서는 임의중도절단 자료의 분석에서 중도절단모형이 지수분포의 모수추정에 어떤 영향을 주는지에 대해서 알아보았다. 고려한 중도절단모형은 Koziol-Green 모형과 일반화 지수분포 모형으로 이들은 의미상 매우 다른 모형이다. 모의실험을 통해서 살펴본 결과 중도절단모형이 모수의 평균적인 추정값에는 크게 영향을 주지 않는다고 보이나 가정한 모형이 실제의 모형과 차이가 심하게 나는 경우 추정량의 MSE가 커지는 경향을 보였다.

• Journal of the Korean Data and Information Science Society
• /
• 제5권2호
• /
• pp.19-27
• /
• 1994

It is known that the maximum likelihood method does not provide explicit estimator for the scale parameter of the Weibull distribution based on Type-II censored samples. In this paper we provide an approximate maximum likelihood estimator (AMLE) of the scale parameter of the Weibull distribution with Type-II censoring. We obtain the asymptotic variance and simulate the values of the bias and the variance of this estimator based on 3000 Monte Carlo runs for n = 10(10)30 and r,s = 0(1)4. We also simulate the absolute biases of the MLE and the proposed AMLE for complete samples. It is found that the absolute bias of the AMLE is smaller than the absolute bias of the MLE.

• 한국해양공학회지
• /
• 제15권3호
• /
• pp.20-27
• /
• 2001

After using the filtering method, wave parameters are calculated by the spectral analysis and wave by wave analysis. Extreme environments and higher wave characteristics int he Chujeon Sea are analyzed using the observed wave data. Higher wave has been intensely emphasized as an important environmental force parameter in several recent research works. The aims of this study are to summarize the distribution of extreme environment for wind waves, and to find occurrence probability of higher wave in Chujeon Sea. Ocean wave statistics varying with sea state are found to respond linearly to the spectral peakedness parameter Qp, mean run-length and Ursell number. Although the spreading of the field results is large, it may be concluded that the tendency of wave group formation depends on the spectral peakedness parameter Qp. Extreme wave is estimated to apply various model distribution functions by using the monthly maximum significant wave parameters which can be used to the design and analysis of coastal structures.

• Journal of the Korean Data and Information Science Society
• /
• 제19권3호
• /
• pp.995-1006
• /
• 2008

This article deals with the one-sided hypothesis testing problem in inverse Gaussian distribution. We propose Bayesian hypothesis testing procedures for the one-sided hypotheses of the shape parameter under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor, the median intrinsic Bayes factor and the encompassing intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.