• Title/Summary/Keyword: distribution parameter

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Likelihood ratio in estimating gamma distribution parameters

  • Rahman, Mezbahur;Muraduzzaman, S. M.
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.345-354
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    • 2010
  • The Gamma Distribution is widely used in Engineering and Industrial applications. Estimation of parameters is revisited in the two-parameter Gamma distribution. The parameters are estimated by minimizing the likelihood ratios. A comparative study between the method of moments, the maximum likelihood method, the method of product spacings, and minimization of three different likelihood ratios is performed using simulation. For the scale parameter, the maximum likelihood estimate performs better and for the shape parameter, the product spacings estimate performs better. Among the three likelihood ratio statistics considered, the Anderson-Darling statistic has inferior performance compared to the Cramer-von-Misses statistic and the Kolmogorov-Smirnov statistic.

Optimal Design of c Control Chart using Variable Sampling Interval (가변추출간격을 이용한 c 관리도의 최적설계)

  • Park, Joo-Young
    • Journal of the Korea Safety Management & Science
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    • v.9 no.2
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    • pp.215-233
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    • 2007
  • Even though the ad hoc Shewhart methods remain controversial due to various mathematical flaws, there is little disagreement among researchers and practitioners when a set of process data has a skewness distribution. In the context and language of process control, the error related to the process data shows that time to signal increases when a control parameter shifts to a skewness direction. In real-world industrial settings, however, quality practitioners often need to consider a skewness distribution. To address this situation, we developed an enhanced design method to utilize advantages of the traditional attribute control chart and to overcome its associated shortcomings. The proposed design method minimizes bias, i.e., an average time to signal for the shift of process from the target value (ATS) curve, as well as it applies a variable sampling interval (VSI) method to an attribute control chart for detecting a process shift efficiently. The results of the factorial experiment obtained by various parameter circumstances show that the VSI c control chart using nearly unbiased ATS design provides the smallest decreasing rate in ATS among other charts for all experimental cases.

Distribution Approximation of the Two Dimensional Discrete Cosine Transform Coefficients of Image (영상신호 2차원 코사인 변환계수의 분포근사화)

  • 심영석
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.10 no.3
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    • pp.130-134
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    • 1985
  • In two-dimensional discrete cosine transform(DCT) coding, the measurements of the distributions of the transform coefficients are important because a better approximation yields a smaller mean square distorition. This paper presents the results of distribution tests which indicate that the statistics of the AC coefficients are well approximated to a generalized Gaussian distribution whose shape parameter is 0.6. Furthermore, from a simulation of the DCT coding, it was shown that the above approximation yields a higher experimental SNR and a better agreement between theory and simulation than the Gaussian or Laplacian assumptions.

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Estimation of the exponential distribution based on multiply Type I hybrid censored sample

  • Lee, Kyeongjun;Sun, Hokeun;Cho, Youngseuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.633-641
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    • 2014
  • The exponential distibution is one of the most popular distributions in analyzing the lifetime data. In this paper, we propose multiply Type I hybrid censoring. And this paper presents the statistical inference on the scale parameter for the exponential distribution when samples are multiply Type I hybrid censoring. The scale parameter is estimated by approximate maximum likelihood estimation methods using two different Taylor series expansion types ($AMLE_I$, $AMLE_{II}$). We also obtain the maximum likelihood estimator (MLE) of the scale parameter ${\sigma}$ under the proposed multiply Type I hybrid censored samples. We compare the estimators in the sense of the root mean square error (RMSE). The simulation procedure is repeated 10,000 times for the sample size n=20 and 40 and various censored schemes. The $AMLE_{II}$ is better than $AMLE_I$ in the sense of the RMSE.

Evaluation of Fatigue Strain Intensity Factor on Fatigue Crack Propagation Rate (da/dN) (금속 재료의 피로 균열 전파 속도(da/dN) 평가를 위한 변형율 확대 계수의 유효성 검토)

  • 유재환;최재강;손종동
    • Journal of the Korean Society of Safety
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    • v.11 no.2
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    • pp.3-8
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    • 1996
  • Fatigue fracture is the cyclic fracture phenomena at a very small local area near a crack tip. Therefore, the detailed quantitative experimental analysis about local cyclic strain distribution near a crack tip is prerequisite In order to make an effective parameter able to account for fatigue fracture problems. However, there are few reports on detailed quantitative experimental analysis of a local cyclic strain distribution near a crack tip, because of experimental difficulties. In this study, the distribution of local fatigue strains near a fatigue crack tip was in detail studied using by fine dot grid strain measurement method. From these results, a single parameter, which characterizes local fatigue strain field, was proposed. In addition, this parameter was applied to evaluate the fatigue crack propagation rate.

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Comparison of Parameter Estimation for Weibull Distribution

  • Wang, Fu-Kwun;J. Bert Keats;B. Y. Leu
    • International Journal of Reliability and Applications
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    • v.4 no.1
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    • pp.41-50
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    • 2003
  • This paper represents the first comprehensive comparison of the Newton-Raphson's method and Simple Iterative Procedure (SIP) in the maximum likelihood estimation of the two-parameter Weibull distribution. Computer simulation is employed to compare these two methods for multiply censored, singly censored data (Type I or Type Ⅱ censoring) and complete data. Results indicate the Newton-Raphson's with the Menon's estimated value, as an initial point remains the effective iterative procedure for estimating the parameters.

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A Family of Truncated Skew-Normal Distributions

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.265-274
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    • 2004
  • The paper extends earlier work on the skew-normal distribution, a family of distributions including normal, but with extra parameter to regulate skewness. The present work introduces a singly truncated parametric family that strictly includes a truncated normal distribution, and studies its properties, with special emphasis on the relation with bivariate normal distribution.

Goodness-of-fit test for the logistic distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.195-209
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    • 2014
  • In this paper, we derive the estimators of the location parameter and the scale parameter in a logistic distribution based on multiply type-II censored samples by the approximate maximum likelihood estimation method. We use four modified empirical distribution function (EDF) types test for the logistic distribution based on multiply type-II censored samples using proposed approximate maximum likelihood estimators. We also propose the modified normalized sample Lorenz curve plot for the logistic distribution based on multiply type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

Development of a New Islanding Detection Method for Distributed Resources (분산 전원의 고립 운전 검출 기법의 개발)

  • Jang, Seong-Il;Kim, Gwang-Ho
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.50 no.11
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    • pp.506-513
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    • 2001
  • The islanding detection for distributed resources (DR) becomes an important and emerging issue in power system protection since the distributed generator installations are rapidly increasing and most of the installed systems are interconnected with distribution network. In order to avoid the negative impacts from islanding operations of DR on protection, operation and management of distribution system, it is necessary to effectively detect the islanding operations of DR and rapidly disconnect it from distribution network. Generally, it is difficult to detect islanding operation by monitoring only one system parameter This paper presents a new logic based islanding detection method for distributed resources(DR) which are interconnected with distribution network. The proposed method detects the islanding operation by monitoring four system parameter: voltage variation, phase displacement, frequency variation, and the variation of total harmonic distortion(THD) of current; therefore, it effectively detects island operation of DR unit operating in parallel with the distribution network. We also verified the efficiency of the proposed algorithm using the radial distribution network of IEEE 34 bus model.

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Statisticall Characteristics of Sea Waves at Mookho (묵호항의 파랑특성)

  • 심명필;안수한
    • Water for future
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    • v.10 no.1
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    • pp.101-117
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    • 1977
  • The statatistical characteristics and spectra of sea waves at Mookho were analysed by several statistical methods. As the results, the following conclusions are obtained: 1. Values of surface elevation of sea wave are better fitted to Gram Charlier distribution than Gaussian distribution. This proves that sea waves have not only characters of irregularity but also non-linearity. 2. Distribution of maxima of surface elevation practically follows the distribution of Cartwright and Longuet-Higgins, also spectral width parameter is found to be increased with the increase of root mean square of surface elevation. 3. Sea wave may have spectrum of broad frequency band, however distributions of wave heights and periods follow the Rayleigh distribution which is derived from the assumption of narrow frequency band. 4. Ratios among mean wave heights from observed data show good agreements with theoretical values from Rayleigh distribution. 5. Spectral density and spectral width parameter increase with increase of wind velocity. And wave period at optimum band gas higher value than significant wave period by about 10 percent.

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