• 제목/요약/키워드: independent random variables

검색결과 301건 처리시간 0.032초

On Distribution of Order Statistics from Kumaraswamy Distribution

  • Garg, Mridula
    • Kyungpook Mathematical Journal
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    • 제48권3호
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    • pp.411-417
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    • 2008
  • In the present paper we derive the distribution of single order statistics, joint distribution of two order statistics and the distribution of product and quotient of two order statistics when the independent random variables are from continuous Kumaraswamy distribution. In particular the distribution of product and quotient of extreme order statistics and consecutive order statistics have also been obtained. The method used is based on Mellin transform and its inverse.

Random Parameters 음이항 모형을 이용한 신호교차로 교통사고 모형개발에 관한 연구 -대전광역시를 대상으로 - (Traffic Accident Models using a Random Parameters Negative Binomial Model at Signalized Intersections: A Case of Daejeon Metropolitan Area)

  • 박민호;홍정열
    • 한국도로학회논문집
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    • 제20권2호
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    • pp.119-126
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    • 2018
  • PURPOSES : The purpose of this study is to develop a crash prediction model at signalized intersections, which can capture the randomness and uncertainty of traffic accident forecasting in order to provide more precise results. METHODS : The authors propose a random parameter (RP) approach to overcome the limitation of the Count model that cannot consider the heterogeneity of the assigned locations or road sections. For the model's development, 55 intersections located in the Daejeon metropolitan area were selected as the scope of the study, and panel data such as the number of crashes, traffic volume, and intersection geometry at each intersection were collected for the analysis. RESULTS : Based on the results of the RP negative binomial crash prediction model developed in this study, it was found that the independent variables such as the log form of average annual traffic volume, presence or absence of left-turn lanes on major roads, presence or absence of right-turn lanes on minor roads, and the number of crosswalks were statistically significant random parameters, and this showed that the variables have a heterogeneous influence on individual intersections. CONCLUSIONS : It was found that the RP model had a better fit to the data than the fixed parameters (FP) model since the RP model reflects the heterogeneity of the individual observations and captures the inconsistent and biased effects.

ON CHARACTERIZATIONS OF THE CONTINUOUS DISTRIBUTIONS BY INDEPENDENCE PROPERTY OF RECORD VALUES

  • JIN, HYUN-WOO;LEE, MIN-YOUNG
    • Journal of applied mathematics & informatics
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    • 제35권5_6호
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    • pp.651-657
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    • 2017
  • A sequence {$X_n,\;n{\geq}1$} of independent and identically distributed random variables with absolutely continuous (with respect to Lebesque measure) cumulative distribution function F(x) is considered. We obtain two characterizations of a family of continuous probability distribution by independence property of record values.

A NOTE ON THE CHARACTERIZATIONS OF THE GUMBEL DISTRIBUTION BASED ON LOWER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
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    • 제30권3호
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    • pp.285-289
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    • 2017
  • Let $\{X_n,\;n{\geq}1\}$ be a sequence of independent and identically distributed random variables with cdf F(x) which is absolutely continuous with pdf f(x) and F(x) < 1 for all x in ($-{\infty},\;{\infty}$). In this paper, we obtain the characterizations of the Gumbel distribution by lower record values.

Logistic regression model for major separation rate

  • 최재성
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.129-138
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    • 2002
  • This paper deals with logistic regression models for analysing separation rates from majors. The model building procedure shows how to incoporate the effects of some factors causing from three-way nested sampling scheme and discusses what type of characteristics as independent variables directly affecting the rates should be considered.

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On a Stopping Rule for the Random Walks with Time Stationary Random Distribution Function

  • Hong, Dug-Hun;Oh, Kwang-Sik;Park, Hee-Joo
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.293-301
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    • 1995
  • Sums of independent random variables $S_n = X_1 + \cdots + X_n$ are considered, where the $X_n$ are chosen according to a stationary process of distributions. For $c > 0$, let $t_c$ be the smallest positive integer n such that $$\mid$S_n$\mid$ > cn^{\frac{1}{2}}$. In this set up we are concerned with finiteness of expectation of $t_c$ and we have some results of sign-invariant process as applications.

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Multivariate Poisson Distribution Generated via Reduction from Independent Poisson Variates

  • Kim, Dae-Hak;Jeong, Heong-Chul
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.953-961
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    • 2006
  • Let's say that we are given a k number of random variables following Poisson distribution that are individually dependent and which forms multivariate Poisson distribution. We particularly dealt with a method of creating random numbers that satisfies the covariance matrix, where the elements of covariance matrix are parameters forming a multivariate Poisson distribution. To create such random numbers, we propose a new algorithm based on the method reducing the number of parameter set and deal with its relationship to the Park et al.(1996) algorithm used in creating multivariate Bernoulli random numbers.

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Effects of a Newly Designed Pelvic Belt Orthosis on Functional Mobility of Adults with Post-Stroke Hemiparesis

  • Cho, Byeong-Mo;Zarayeneh, Neda;Suh, Sang C.
    • 대한통합의학회지
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    • 제8권4호
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    • pp.125-131
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    • 2020
  • Purpose : Lower extremity orthoses have been used as conservative methods to recover gait of the stroke patients. The purpose of this study is to examine how newly designed pelvic belt orthosis can improve gait ability and dynamic balance of adults with Hemiparesis after stroke. Methods : 22 patients who had hemiparesis after stroke participated in this study. Two groups were randomly created by assigning 10 subjects to the experimental group and the rest of the 12 subjects to the control group. The control group was treated by conventional physical therapy and occupational therapy. Identical therapy protocols were used to treat the experimental group who were assigned to wear the pelvic belt orthosis during post measurement. This study has a group of independent variables including group, gender, age, height, MAS, lesion side, cause and a group of dependent variables including gait speed, cadence, step length, stride length, and dynamic balance. The GAITRite system was used to measure spatial-temporal gain parameters and the balance system SD to measure dynamic balance. The data was analyzed using R version 3.3.1. Random forest, boosting algorithm, and MANOVA test were conducted to determine the effects of independent variables on dependent variables. Results : This study has a group of independent variables including group, gender, age, height, MAS, lesion side, cause and a group of dependent variables including gait speed, cadence, step length, stride length, and dynamic balance. The independent variable "group" has the most important value, which is approximately 25.42 (%IncMSE) representing a value three times greater than the second important predictor "height." Conclusion : As a result of this research, the hypothesis is validated with conclusion that Pelvic Belt orthosis could be effectively used for improving gait ability and balance of the patients with post-stroke hemiparesis.

탄소성을 고려한 지하구조체의 확률유한요소해석 (Stochastic Finite Element Analysis of Underground Structure considering Elasto-Plastic Behavior)

  • 김상효;나경웅
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1998년도 봄 학술발표회 논문집
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    • pp.157-164
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    • 1998
  • An elasto-plastic stochastic finite element method is developed to evaluate the probability of failure of the underground structure. The Mohr-Coulomb failure criteria is adopted for yield condition. The material properties such as the elastic modulus and the cohesion are assumed to be statistically independent random variables which are modeled as spatial stochastic fields. The displacements around the excavated area and the probability of the failure are examined by varying the coefficient of variance for each variables. It is found that the developed procedure can provide the proper probabilistic information about the failure of the underground structure

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