• Title/Summary/Keyword: location-scale distribution

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Development of Probabilistic Models Optimized for Korean Marine Environment Varying from Sea to Sea Based on the Three-parameter Weibull Distribution (우리나라 해역별 해양환경에 최적화된 확률모형 개발)

  • Yong Jun Cho
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.36 no.1
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    • pp.20-36
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    • 2024
  • In this study, probabilistic models for the wave- and lifting forces were derived directly from long-term in-situ wave data embedding the Korean marine environment characteristics varying from sea to sea based on the Three-Parameter Weibull distribution. Korean marine environment characteristics varying from sea to sea carved out their presence on the probability coefficients of probabilistic models for wave- and lifting forces. Energetic wave conditions along the southern coast of Korea distinguish themselves from the others with a relatively large scale coefficient, small location coefficient, and shape coefficient around 1.3. On the other hand, mild marine environment along the western coast has a small variability, leading to small scale-coefficient, large location coefficient and shape coefficient around 2.0. In the sea off Mokpo, near the boundary between the South- and West Seas, marine environment was characterized by small scale-coefficient, large location coefficient, and shape coefficient around 1.2, implying that marine environments characteristics of the South-and West Sea coexist in the sea off Mokpo.

AMLEs for the Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang Suk-Bok;Lee Sang-Ki
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.603-613
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    • 2005
  • We propose some estimators of the location parameter and derive the approximate maximum likelihood estimators (AMLEs) of the scale parameter in the exponential distribution based on multiply Type-II censored samples. We calculate the moments for the proposed estimators of the location parameter, and the AMLEs which are the linear functions of the order statistics. We compare the proposed estimators in the sense of the mean squared error (MSE) for various censored samples.

k-Sample Rank Procedures for Ordered Location-Scale Alternatives

  • Park, Hee-Moon
    • Journal of Korean Society for Quality Management
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    • v.22 no.2
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    • pp.166-176
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    • 1994
  • Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

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AMLEs for Rayleigh Distribution Based on Progressive Type-II Censored Data

  • Seo, Eun-Hyung;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.329-344
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    • 2007
  • In this paper, we shall propose the AMLEs of the scale parameter and the location parameter in the two-parameter Rayleigh distribution based on progressive Type-II censored samples when one parameter is known. We also propose the AMLEs of the two parameters in the Rayleigh distribution based on progressive Type-II censored samples when two parameters are unknown. We simulate the mean squared errors of the proposed estimators through Monte Carlo simulation for various censoring schemes.

A Study on the Role of Pivots in Bayesian Statistics

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.221-227
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    • 2002
  • The concept of pivot has been widely used in various classical inferences. In this paper, it is proved by use of pivotal quantities that the Bayesian inferences can be arrived at the same results of classical inferences for the location-scale parameters models under the assumption of non-informative prior distributions. Some theorems are proposed in which the posterior distribution and the sampling distribution of a pivotal quantity coincide. The theorems are applied illustratively to some statistical models.

Estimation of Gini Index of the Exponential Distribution by Bootstrap Method

  • Kang, Suk-Bok;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.291-297
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    • 1996
  • In this paper, we propose the jackknife estimator and the bootstrap estimator of Gini index of the two-parameter exponential distribution when the location parameter $\theta$ is unknown and the scale parameter $\sigma$is known. Sinilarly, we propose the bias location parameter $\theta$ and the scale parameter $\sigma$ are unknown. The bootstrap estimator is more efficient than the other estimators when the location parameter $\theta$is unknown and the scale parameter $\sigma$ is known, and the bias corrected estimator is more efficient than the MLE when both the location parameter $\theta$ and the scale parameter $\sigma$are unknown.

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Estimation for the Extreme Value Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.629-638
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    • 2005
  • We derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the extreme value distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation on a two-parameter Rayleigh distribution under the progressive Type-II censoring scheme: comparative study

  • Seo, Jung-In;Seo, Byeong-Gyu;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.91-102
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    • 2019
  • In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

Goodness-of-fit tests based on generalized Lorenz curve for progressively Type II censored data from a location-scale distributions

  • Lee, Wonhee;Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.191-203
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    • 2019
  • The problem of examining how well an assumed distribution fits the data of a sample is of significant and must be examined prior to any inferential process. The observed failure time data of items are often not wholly available in reliability and life-testing studies. Lowering the expense and period associated with tests is important in statistical tests with censored data. Goodness-of-fit tests for perfect data can no longer be used when the observed failure time data are progressive Type II censored (PC) data. Therefore, we propose goodness-of-fit test statistics and a graphical method based on generalized Lorenz curve for PC data from a location-scale distribution. The power of the proposed tests is then assessed through Monte Carlo simulations. Finally, we analyzed two real data set for illustrative purposes.

Numerical Investigation on Fire of Stage in Theater: Effects of Natural Smoke Vent Area and Fire Source Location (공연장 무대부 화재에 대한 전산해석 연구: 자연 배연구 면적과 화원 위치 영향)

  • Park, Min Yeong;Lee, Chi Young
    • Journal of the Korean Society of Safety
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    • v.37 no.1
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    • pp.1-11
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    • 2022
  • This numerical study investigates the effects of the size of the natural smoke vent area (10% and 1% of the floor area) and the location of the fire source (i.e., at the side and center of the stage) on the temperature distribution in the compartment and velocity distribution and mass flow rate of flow through a natural smoke vent for a reduced-scale model of a theater stage. Then, the mass flow rate of outflow through the natural smoke vent in the event of a fire for a real-scale theater stage was examined. The case with the larger natural smoke vent area and central fire source location showed lower temperature distributions and higher mass flow rates of outflow and inflow than the case with the smaller natural smoke vent area and side fire source location. The trends of the temperature distributions were closely related to those of the mass flow rates for the outflow and inflow. Additionally, the case with the larger natural smoke vent area and central fire source location exhibited the most non-uniform flow velocity distribution in all cases tested. A bidirectional flow, in which the outflow and inflow occur simultaneously, was observed through the natural smoke vent. In the event of a fire situation in a real-scale theater stage, it was predicted that the case with the larger natural smoke vent area and central fire source location would have a mass flow rate of outflow that is 43.53 times higher than that of the case with the smaller natural smoke vent area and side fire source location. The present results indicate that the natural smoke vent location should be determined by considering the location in a theater stage where a fire can occur.