• 제목/요약/키워드: location-scale parameters

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Confidence Intervals and Joint Confidence Regions for the Two-Parameter Exponential Distribution based on Records

  • Asgharzadeh, A.;Abdi, M.
    • Communications for Statistical Applications and Methods
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    • 제18권1호
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    • pp.103-110
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    • 2011
  • Exponential distribution is widely adopted as a lifetime model. Many authors have considered the interval estimation of the parameters of two-parameter exponential distribution based on complete and censored samples. In this paper, we consider the interval estimation of the location and scale parameters and the joint confidence region of the parameters of two-parameter exponential distribution based on upper records. A simulation study is done for the performance of all proposed confidence intervals and regions. We also propose the predictive intervals of the future records. Finally, a numerical example is given to illustrate the proposed methods.

Analytical modeling of masonry infills with openings

  • Kakaletsis, D.
    • Structural Engineering and Mechanics
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    • 제31권4호
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    • pp.423-437
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    • 2009
  • In order to perform a step-by-step force-displacement response analysis or dynamic time-history analysis of large buildings with masonry infilled R/C frames, a continuous force-deformation model based on an equivalent strut approach is proposed for masonry infill panels containing openings. The model, which is applicable for degrading elements, can be implemented to replicate a wide range of monotonic force-displacement behaviour, resulting from different design and geometry, by varying the control parameters of the model. The control parameters of the proposed continuous model are determined using experimental data. The experimental program includes fifteen 1/3-scale, single-story, single-bay reinforced concrete frame specimens subjected to lateral cyclic loading. The parameters investigated include the shape, the size, the location of the opening and the infill compressive strength. The actual properties of the infill and henceforth the characteristics needed for the diagonal strut model are based on the assessment of its lateral resistance by the subtraction of the response of the bare frame from the response of the infilled frame.

Test for the Pareto Distribution Based on the Transformed Sample Lorenz Curve

  • 강석복;조영석
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.133-137
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    • 2002
  • A powerful and easily computed goodness-of-fit test for Pareto distribution which does not depend on the unknown location and scale parameters is proposed based on the transformed sample Lorenz curve. We compare the power of the proposed test statistic with the other goodness-of-fit tests for Pareto distribution against various alternatives through Monte Carlo methods.

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Estimation for Exponential Distribution Under Multiple Type-II Censoring

  • 강석복;류세기
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.13-18
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    • 2003
  • When the available sample is multiply type-II censored, the maximum likelihood estimators of the location and scale parameters of two- parameter exponential distribution do not exist explicitly. In this case, we propose several approximate maximum likelihood estimators by approximating the likelihood equations appropriately. We present an example to illustrate these estimation methods.

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Goodness-of-Fit Test for the Pareto Distribution Based on the Transformed Sample Lorenz curve

  • 강석복;조영석
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.113-119
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    • 2002
  • A powerful and easily computed goodness-of-fit test for Pareto distribution which does not depend on the unknown location and scale parameters is proposed based on the transformed sample Lorenz curve. We compare the power of the proposed test statistic with the other goodness-of-fit tests for Pareto distribution against various alternatives through Monte Carlo methods.

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AMLE for Normal Distribution under Progressively Censored Samples

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.203-209
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    • 1998
  • By assuming a progressively censored sample, we propose the approximate maximum likelihood estimator (AMLE) of the location nd the scale parameters of the two-parameter normal distribution and obtain the asymptotic variances and covariance of the AMLEs. An example is given to illustrate the methods of estimation discussed in this paper.

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Estimation for the double Rayleigh distribution based on progressive Type-II censored samples

  • Kang, Suk-Bok;Jung, Won-Tae
    • Journal of the Korean Data and Information Science Society
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    • 제20권6호
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    • pp.1199-1206
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    • 2009
  • This paper deals with the estimation based on progressive Type-II censored samples from the double Rayleigh distribution. We derive some estimators of the location and scale parameters of the double Rayleigh distribution based on progressive 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 for Two-Parameter Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • 제17권4호
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    • pp.1319-1328
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    • 2006
  • For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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M-Estimation Functions Induced From Minimum L$_2$ Distance Estimation

  • Pak, Ro-Jin
    • Journal of the Korean Statistical Society
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    • 제27권4호
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    • pp.507-514
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    • 1998
  • The minimum distance estimation based on the L$_2$ distance between a model density and a density estimator is studied from M-estimation point of view. We will show that how a model density and a density estimator are incorporated in order to create an M-estimation function. This method enables us to create an M-estimating function reflecting the natures of both an assumed model density and a given set of data. Some new types of M-estimation functions for estimating a location and scale parameters are introduced.

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AMLE for the Gamma Distribution under the Type-I censored sample

  • Kang, Suk-Bok;Lee, Hwa-Jung
    • Journal of the Korean Data and Information Science Society
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    • 제11권1호
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    • pp.57-64
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    • 2000
  • By assuming a Type-I censored sample, we propose the approximate maximum likelihood estimators(AMLE) of the scale and location parameters of the gamma distribution. We compare the proposed estimators with the maximum likelihood estimators(MLE) in the sense of the mean squared errors(MSE) through Monte Carlo method.

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