• 제목/요약/키워드: exponential distributions

검색결과 312건 처리시간 0.022초

Sufficient Conditions for the Admissibility of Estimators in the Multiparameter Exponential Family

  • Dong, Kyung-Hwa;Kim, Byung-Hwee
    • Journal of the Korean Statistical Society
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    • 제22권1호
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    • pp.55-69
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    • 1993
  • Consider the problem of estimating an arbitrary continuous vector function under a weighted quadratic loss in the multiparameter exponential family with the density of the natural form. We first provide, using Blyth's (1951) method, a set of sufficient conditions for the admisibility of (possibly generalized Bayes) estimators and then treat some examples for normal, Poisson, and gamma distributions as applications of the main result.

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Test and Estimation for Exponential Mean Change

  • Kim, Jae-Hee
    • Communications for Statistical Applications and Methods
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    • 제15권3호
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    • pp.421-427
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    • 2008
  • This paper deals with the problem of testing for the existence of change in mean and estimating the change-point when the data are from the exponential distributions. The likelihood ratio test statistic and Gombay and Horvath (1990) test statistic are compared in a power study when there exists one change-point in the exponential means. Also the change-point estimator using the likelihood ratio and the change-point estimators based on Gombay and Horvath (1990) statistic are compared for their detecting capability via simulation.

Approximation to GPH Distributions and Its Application

  • Baek, Jang-Hyun
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.687-705
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    • 2006
  • In this paper we consider GPH distribution that is defined as a distribution for sum of random number of random variables following exponential distribution. We establish approximation process of general distributions to GPH distributions and offer numerical results for various cases to show the accuracy of the approximation. We also propose analysis method of delay distribution of queueing systems using approximation to GPH distributions and offer numerical results for various queueing systems to show applicability of GPH approximation.

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Effects of Non-Uniform Traffic Distribution on the Capacity of Reverse Link CDMA System

  • Cho, Choon-Geun;Ann, Jong-Hoon;Tchah, Kyun-Hyon
    • 한국통신학회논문지
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    • 제25권12A호
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    • pp.1828-1835
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    • 2000
  • In this paper, we analyzed the other-cell interference characteristics for various non-uniform traffic distributions and their effects on the capacity of multi-cell CDMA system. We consider three different traffic distributions, i.e., linear, exponential and Gaussian traffic distribution with distribution parameters. Changing the distribution parameter, we can obtain the center-focused distributions or uniform distributions for each model. From the results of other-cell interference calculation we can see that the other-cell interference decreases, as the user concentrates on the base station. Also using frequency reuse efficiency indicating the capacity reduction of a multi-cell system when compared to a single cell system, we evaluate the effect of traffic distribution on the reverse link CDMA capacity. For linear case, the capacity of multi-cell system is reduced to 0.637∼0.867 times that of single cell system. On the other hand, for both exponential and Gaussian cases, the capacity under a multi-cell environment is equal to 70∼100% of that under a single cell. Therefore, we conclude that the average capacity of multi-cell CDMA system are increased when users are likely to be at near the cell base station due to reduced total other-cell interference and decreased when users exist at near the cell edge regardless of traffic distribution models.

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COMPARISON STUDY OF BIVARIATE LAPLACE DISTRIBUTIONS WITH THE SAME MARGINAL DISTRIBUTION

  • Hong, Chong-Sun;Hong, Sung-Sick
    • Journal of the Korean Statistical Society
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    • 제33권1호
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    • pp.107-128
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    • 2004
  • Bivariate Laplace distributions for which both marginal distributions and Laplace are discussed. Three kinds of bivariate Laplace distributions which are extended bivariate exponential distributions of Gumbel (1960) are introduced in this paper. These symmetrical distributions are compared with asymmetrical distributions of Kotz et al. (2000). Their probability density functions, cumulative distribution functions are derived. Conditional skewnesses and kurtoses are also defined. Their correlation coefficients are calculated and compared with others. We proposed bivariate random vector generating methods whose distributions are bivariate Laplace. With sample means and medians obtained from generated random vectors, variance and covariance matrices of means and medians are calculated and discussed with those of bivariate normal distribution.

Fitting acyclic phase-type distributions by orthogonal distance

  • Pulungan, Reza;Hermanns, Holger
    • Advances in Computational Design
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    • 제7권1호
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    • pp.37-56
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    • 2022
  • Phase-type distributions are the distributions of the time to absorption in finite and absorbing Markov chains. They generalize, while at the same time, retain the tractability of the exponential distributions and their family. They are widely used as stochastic models from queuing theory, reliability, dependability, and forecasting, to computer networks, security, and computational design. The ability to fit phase-type distributions to intractable or empirical distributions is, therefore, highly desirable for many practical purposes. Many methods and tools currently exist for this fitting problem. In this paper, we present the results of our investigation on using orthogonal-distance fitting as a method for fitting phase-type distributions, together with a comparison to the currently existing fitting methods and tools.

CERTAIN CLASSES OF ANALYTIC FUNCTIONS AND DISTRIBUTIONS WITH GENERAL EXPONENTIAL GROWTH

  • Sohn, Byung Keun
    • 대한수학회보
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    • 제51권6호
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    • pp.1805-1827
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    • 2014
  • Let $\mathcal{K}^{\prime}_M$ be the generalized tempered distributions of $e^{M(t)}$-growth, where the function M(t) grows faster than any linear functions as ${\mid}t{\mid}{\rightarrow}{\infty}$, and let $K^{\prime}_M$ be the Fourier transform spaces of $\mathcal{K}^{\prime}_M$. We obtain the relationship between certain classes of analytic functions in tubes, $\mathcal{K}^{\prime}_M$ and $K^{\prime}_M$.