• Title/Summary/Keyword: exact moments

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Higher Order Moments of Record Values From the Inverse Weibull Lifetime Model and Edgeworth Approximate Inference

  • Sultan, K.S.
    • International Journal of Reliability and Applications
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    • v.8 no.1
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    • pp.1-16
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    • 2007
  • In this paper, we derive exact explicit expressions for the triple and quadruple moments of the lower record values from inverse the Weibull (IW) distribution. Next, we present and calculate the coefficients of the best linear unbiased estimates of the location and scale parameters of IW distribution (BLUEs) for different choices of the shape parameter and records size. We then use the higher order moments and the calculated BLUEs to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of lower record values. By using the coefficients of the skewness and kurtosis, we develop approximate confidence intervals for the location and scale parameters of the IW distribution using Edgeworth approximate values and then compare them with the corresponding intervals constructed through Monte Carlo simulations. Finally, we apply the findings of the paper to some simulated data.

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Out-of-Plane Buckling Analysis of Curved Beams Using DQM (미분구적법(DQM)을 이용한 곡선보의 외평면 좌굴해석)

  • Kang, Ki-Jun
    • Journal of the Korean Society of Safety
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    • v.17 no.4
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    • pp.189-195
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    • 2002
  • The differential quadrature method (DQM) is applied to computation of the eigenvalues of out-of-plane bucking of curved beams. Critical moments including the effect of radial stresses are calculated for a single-span wide-flange beam subjected to equal and opposite in-plane bending moments with various end conditions, and opening angles. Results are compared with existing exact solutions where available. The differential quadrature method gives good accuracy even when only a limited number of grid points is used. New results are given for two sets of boundary conditions not previously considered for this problem: clamped-clamped and clamped-simply supported ends.

QUOTIENT MOMENTS OF THE ERLANG-TRUNCATED EXPONENTIAL DISTRIBUTION BASED ON RECORD VALUES AND A CHARACTERIZATION

  • Kumar, Devendra
    • Journal of applied mathematics & informatics
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    • v.32 no.1_2
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    • pp.7-16
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    • 2014
  • Erlang-truncated exponential distribution is widely used in the field of queuing system and stochastic processes. This family of distribution include exponential distribution. In this paper we establish some exact expression and recurrence relations satisfied by the quotient moments and conditional quotient moments of the upper record values from the Erlang-truncated exponential distribution. Further a characterization of this distribution based on recurrence relations of quotient moments of record values is presented.

RECURRENCE RELATIONS FOR QUOTIENT MOMENTS OF GENERALIZED PARETO DISTRIBUTION BASED ON GENERALIZED ORDER STATISTICS AND CHARACTERIZATION

  • Kumar, Devendra
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.3
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    • pp.347-361
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    • 2014
  • Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto or Lomax distribution. In this paper, we established exact expressions and recurrence relations satised by the quotient moments of generalized order statistics for a generalized Pareto distribution. Further the results for quotient moments of order statistics and records are deduced from the relations obtained and a theorem for characterizing this distribution is presented.

Comparison of global models for calculation of accurate and robust statistical moments in MD method based Kriging metamodel (크리깅 모델을 이용한 곱분해 기법에서 정확하고 강건한 통계적 모멘트 계산을 위한 전역모델의 비교 분석)

  • Kim, Tae-Kyun;Lee, Tae-Hee
    • Proceedings of the KSME Conference
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    • 2008.11a
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    • pp.678-683
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    • 2008
  • Moment-based reliability analysis is the method to calculate reliability using Pearson System with first-four raw moments obtained from simulation model. But it is too expensive to calculate first four moments from complicate simulation model. To overcome this drawback the MD(multiplicative decomposition) method which approximates simulation model to kriging metamodel and calculates first four raw moments explicitly with multiplicative decomposition techniques. In general, kriging metamodel is an interpolation model that is decomposed of global model and local model. The global model, in general, can be used as the constant global model, the 1st order global model, or the 2nd order global model. In this paper, the influences of global models on the accuracy and robustness of raw moments are examined and compared. Finally, we suggest the best global model which can provide exact and robust raw moments using MD method.

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An Alternating Approach of Maximum Likelihood Estimation for Mixture of Multivariate Skew t-Distribution (치우친 다변량 t-분포 혼합모형에 대한 최우추정)

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.819-831
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    • 2014
  • The Exact-EM algorithm can conventionally fit a mixture of multivariate skew distribution. However, it suffers from highly expensive computational costs to calculate the moments of multivariate truncated t-distribution in E-step. This paper proposes a new SPU-EM method that adopts the AECM algorithm principle proposed by Meng and van Dyk (1997)'s to circumvent the multi-dimensionality of the moments. This method offers a shorter execution time than a conventional Exact-EM algorithm. Some experments are provided to show its effectiveness.

Modulation classification for BPSK and QPSK signals over rayleigh fading channel (Payleigh 페이딩 채널에서 BPSK와 QPSK 신호의 변조 분류)

  • 윤동원;한영열
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.4
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    • pp.1019-1026
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    • 1996
  • A modulation type classifier based on statistical moments has been successfully employed to classify PSK signals. Previously, developed Classifiers were analyzed in AWGN channel only. In this paper, a moments-based modulation type classifier to classify BPSK and QPSK signals over Rayleigh fading channel is proposed and analyzed. The moments of received signal are evaluated with the exact distribution of the received signal and a moments-based classifier is proposed. The performance evaluation of the proposed classifier in terms of the misclassification probability for BPSK and QPSK is investigated under Rayleigh fading environment.

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Three Dimensional Finite Element Analysis of Structures under Wind Loads (풍하중을 받는 구조물의 3차원 유한요소해석)

  • 김병완;김운학;이인원
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2001.04a
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    • pp.26-33
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    • 2001
  • This paper compares conventional beam analyses with exact three dimensional plate analyses through numerical examples with plates under wind loads in order to study the disadvantages of conventional simplified beam analyses of wind-loaded structures, Bending moments and principal stresses from beam analyses are good agreements with those from plate analyses but torsional moments are not. And it is possible to get result forces which are variant along width directions from plate analyses but not from beam analyses due to constant distributions of result forces along width directions. Therefore exact three dimensional plate analyses are required in the analyses of wind-loaded structures instead of conventional simplified beam analyses.

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In-Plane Buckling Analysis of Curved Beams Using DQM (미분구적법(DQM)을 이용한 곡선보의 내평면 좌굴해석)

  • Kang, Ki-Jun;Kim, Young-Woo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.13 no.7
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    • pp.2858-2864
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    • 2012
  • The differential quadrature method (DQM) is applied to computation of the eigenvalues of in-plane buckling of the curved beams. Critical moments and loads are calculated for the beam subjected to equal and opposite bending moments and uniformly distributed radial loads with various end conditions and opening angles. Results are compared with existing exact solutions where available. The DQM gives good accuracy even when only a limited number of grid points is used. More results are given for two sets of boundary conditions not considered by previous investigators for in-plane buckling: clamped-clamped and simply supported-clamped ends.