• 제목/요약/키워드: error distribution

검색결과 2,036건 처리시간 0.027초

On Estimating Burr Type XII Parameter Based on General Type II Progressive Censoring

  • Kim Chan-Soo
    • Communications for Statistical Applications and Methods
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    • 제13권1호
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    • pp.89-99
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    • 2006
  • This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.

Estimation of the Mean and Variance for Normal Distributions whose Both Sides are Truncated

  • Hong, Chong-Sun;Choi, Yun-Young
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.249-259
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    • 2002
  • In order to estimate the mean and variance for a Normal distribution which is truncated at both right and left sides, maximum likelihood estimators based on the entire sample from the original distribution are compared with the sample mean and variance of the censored sample which is the data remaining after truncation using simulation. We found that, surprisingly, the mean squared error of the mean based on the censored data Is smaller than that of the full sample estimators.

Bayesian Estimation for Reliability in a System Consisting of the Left Truncated Exponential Components

  • Park, Man-Gon;Jung, Yun-Sung
    • 품질경영학회지
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    • 제17권1호
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    • pp.19-34
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    • 1989
  • In this paper, we propose the Bayes estimators of the reliability for a system consisting of the left-truncated exponential components under the truncated normal distribution as a conjugate prior distribution and squared - error loss function on the series, parallel and k-out-of-m : G system. And we compare the proposed Bayes estimators of the system reliability each other in terms of MSE performances and stabilities by the Monte Carlo simulation.

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전하 중첩법을 이용한 표면 저항 또는 체적 저항을 고려한 유전체의 전계 분포해석 (Analysis on Electric Field Distribution of Dielectric Considering Surface or Volume Resistivity By Charge Simulation Method)

  • 민석원;김용준
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 하계학술대회 논문집 C
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    • pp.1987-1989
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    • 2000
  • In this paper, electric field distribution of dielectric sphere considering surface or volume resistivity is analysed by the use of rotational symmetric charge simulation method. We applied three methods such as ${\alpha},{\beta}$ modified $\beta$ method to check electric field calculation error. We find f method and modified $\beta$ method are suitable to simulate volume and surface resistivity respectively.

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Rank Scores for Linear Models under Asymmetric Distributions

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.359-368
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    • 2006
  • In this paper we derived the asymptotic relative efficiency, ARE(ms, rs), of our new score function with respect to the McKean and Sievers scores for the asymmetric error distributions which often occur in practice. We thoroughly explored the asymptotic relative efficiency, ARE(ms, rs), of our score function that provides much improvement over the McKean and Sievers scores for all values of r and s under asymmetric distributions.

A Study on the Efficiency of a Two Stage Shrinkage Testimator for the Mean of an Exponential Distribution

  • Myung-Sang Moon
    • Communications for Statistical Applications and Methods
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    • 제5권1호
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    • pp.231-238
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    • 1998
  • A two stage shrinkage testimator for the mean of an exponential distribution is considered with the assumption that an initial estimate of the mean is available. Mean squared error(MSE) of testimator and its relative efficiency (to usual single sample mean) are briefly reviewed. It is shown that relative efficiency depends only on the ratio of true mean value and its initial estimate.

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BER Analysis of Coherent Free Space Optical Systems with BPSK over Gamma-Gamma Channels

  • Lim, Wansu
    • Journal of the Optical Society of Korea
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    • 제19권3호
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    • pp.237-240
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    • 2015
  • We derived the average bit error rate (BER) of coherent free-space optical (FSO) systems with digital binary phase shift keying (BPSK) modulations over atmospheric turbulence channels with a gamma-gamma distribution. To obtain a generalized derivation in a closed-form expression, we used special integrals and transformations of the Meijer G function. Furthermore, we numerically analyzed and simulated the average BER behavior according to the average SNR for different turbulence strengths. Simulation results are demonstrated to confirm the analytical results.

Robust Histogram Equalization Using Compensated Probability Distribution

  • Kim, Sung-Tak;Kim, Hoi-Rin
    • 대한음성학회지:말소리
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    • 제55권
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    • pp.131-142
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    • 2005
  • A mismatch between the training and the test conditions often causes a drastic decrease in the performance of the speech recognition systems. In this paper, non-linear transformation techniques based on histogram equalization in the acoustic feature space are studied for reducing the mismatched condition. The purpose of histogram equalization(HEQ) is to convert the probability distribution of test speech into the probability distribution of training speech. While conventional histogram equalization methods consider only the probability distribution of a test speech, for noise-corrupted test speech, its probability distribution is also distorted. The transformation function obtained by this distorted probability distribution maybe bring about miss-transformation of feature vectors, and this causes the performance of histogram equalization to decrease. Therefore, this paper proposes a new method of calculating noise-removed probability distribution by using assumption that the CDF of noisy speech feature vectors consists of component of speech feature vectors and component of noise feature vectors, and this compensated probability distribution is used in HEQ process. In the AURORA-2 framework, the proposed method reduced the error rate by over $44\%$ in clean training condition compared to the baseline system. For multi training condition, the proposed methods are also better than the baseline system.

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Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • 제26권6호
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    • pp.383-395
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    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

Application of the Weibull-Poisson long-term survival model

  • Vigas, Valdemiro Piedade;Mazucheli, Josmar;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • 제24권4호
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    • pp.325-337
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    • 2017
  • In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.