• Title/Summary/Keyword: location-scale parameters

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Graphical Estimation of the Parameters of the Stable Laws

  • Paulson, Albert-S.;Won, Hyung-Gyoo
    • Management Science and Financial Engineering
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    • v.2 no.1
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    • pp.103-122
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    • 1996
  • This paper presents an easily used graphical procedure for simultaneous estimation of the index, skewness, scale, and location parameters of the stable laws. First, the index $\alpha$ and skewness $\beta$ are estimated through the joint use of a tail length statistic $\widetilde{K_t}$ and a skewness statistic $\widetilde{K_s}$, both of which are functions of order statistics. Next, the function of order statistics needed for estimation of scale $\sigma$ and location $\mu$ are determined from a nomogram indexed on the estimates of $\alpha$ and $\beta$. Some applications and examples are provided.

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Estimation of the parameters in an Exponential Distribution with Type-II Censoring

  • Suk Bok Kang;Young Soo Suh;Young Suk Cho
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.929-941
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    • 1997
  • In this paper, we propose the minimum risk estimator (MRE) and the approximate maximum likelihood estimator (AMLE) of the location and the scale parameters of the two-parameter exponential distribution with Type-II censoring. The MRE's can be derived by minimizing the mean squared error among the class of estimators which include some estimators as special cases. We show that the MRE's are more efficient than the other estimators of the scale and the location parameter in the terms of the mean squared error.

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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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Moments and Estimation From Progressively Censored Data of Half Logistic Distribution

  • Sultan, K.S.;Mahmoud, M.R.;Saleh, H.M.
    • International Journal of Reliability and Applications
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    • v.7 no.2
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    • pp.187-201
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    • 2006
  • In this paper, we derive recurrence relations for the single and product moments of progressively Type-II right censored order statistics from half logistic distribution. Next, we derive the maximum likelihood estimators (MLEs) of the location and scale parameters of the half logistic distribution. In addition, we use the setup proposed by Balakrishnan and Aggarwala (2000) to compute the approximate best linear unbiased estimates (ABLUEs) of the location and scale parameters. Finally, we point out a simulation study to compare between the efficiency of the techniques considered for the estimation.

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Natural frequencies and response amplitude operators of scale model of spar-type floating offshore wind turbine

  • Hong, Sin-Pyo;Cho, Jin-Rae
    • Structural Engineering and Mechanics
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    • v.61 no.6
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    • pp.785-794
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    • 2017
  • This paper is concerned with the comparative numerical and experimental study on the natural behavior and the motion responses of a 1/75 moored scale model of a 2.5 MW spar-type floating offshore wind turbine subject to 1-D regular wave. Heave, pitch and surge motions and the mooring tensions are investigated and compared by numerical and experimental methods. The upper part of wind turbine which is composed of three rotor blades, hub and nacelle is modeled as a lumped mass and three mooring lines are pre-tensioned by means of linear springs. The numerical simulations are carried out by a coupled FEM-cable dynamics code, while the experiments are performed in a wave tank equipped with the specially-designed vision and data acquisition system. Using the both methods, the natural behavior and the motion responses in RAOs are compared and parametrically investigated to the fairlead position, the spring constant and the location of mass center of platform. It is confirmed, from the comparison, that both methods show a good agreement for all the test cases. And, it is observed that the mooring tension is influenced by all three parameters but the platform motion is dominated by the location of mass center. In addition, from the sensitivity analysis of RAOs, the coupling characteristic of platform motions and the sensitivities to the mooring parameters are investigated.

Damage Detection in Highway Bridges Via Changes in Modal Parameters (진동특성치의 변화를 통한 교량의 손상발견)

  • Kim, Jeong-Tae;Ryu, Yeon-Sun
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1995.10a
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    • pp.87-94
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    • 1995
  • In highway bridges robust damage detection exercises are mandatory to secure the safety of the structures from hostile environmental conditions such as fatigue earthquake, wind, and corrosion. This paper presents a damage detection practice in a full-scale highway bridge by utilizing modal response parameters of as-built and damaged states of the structure. first the test structure is described and modal testing procedures are outlined. Next, a damage detection model which yields information on the location of damage directly from changes in mode shapes is outlined. Finally, the damage detection model is implemented to predict the location of damage in the ten structure. From the results, it was found that the damage detection model accurately locates damage in the test structures for which modal parameters of only a single mode are available for pre-damage (as-built) and post-damage stages.

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A JONCKHEERE TYPE TEST FOR THE PARALLELISM OF REGRESSION LINES

  • Jee, Eunsook
    • The Pure and Applied Mathematics
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    • v.20 no.2
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    • pp.109-116
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    • 2013
  • In this paper, we propose a Jonckheere type test statistic for testing the parallelism of k regression lines against ordered alternatives. The order restriction problems could arise in various settings such as location, scale, and regression problems. But most of theory about the statistical inferences under order restrictions has been developed to deal with location parameters. The proposed test is an application of Jonckheere's procedure to regression problem. Asymptotic normality and asymptotic distribution-free properties of the test statistic are obtained under some regularity conditions.

A Calibration Method for Six-Accelerometer INS

  • Hung Chao-Yu;Lee Sou-Chen
    • International Journal of Control, Automation, and Systems
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    • v.4 no.5
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    • pp.615-623
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    • 2006
  • The gyroscope free strap-down INS is composed only of accelerometers. Any gyroscope free INS navigation error is deeply affected by the accuracy of the sensor bias, scale factor, orientation and location error. However these parameters can be found by calibration. There is an important research issue about a multi-position calibration method in this paper. It provides a novel method to find the error parameters for the six-accelerometer INS. A superior simulation is shown that the multi-position calibration can find the specifications of a six-accelerometer INS in laboratory. From these parameters the six-accelerometer INS could apply in realistic navigation.

Approximate MLEs for Exponential Distribution Under Multiple Type-II Censoring

  • Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.983-988
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    • 2003
  • When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two-parameter exponential distribution do not admit explicitly. In this case, we propose some approximate maximum likelihood estimators by approximating the likelihood equations appropriately. We present an example to illustrate these estimation methods.

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