• Title/Summary/Keyword: location-scale parameters

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

  • Kang, Suk-Bok;Han, Jun-Tae;Park, Sun-Mi
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.125-133
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    • 2004
  • In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential 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 for Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.203-210
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    • 2004
  • 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 estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

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Approximate Maximum Likelihood Estimation for the Three-Parameter Weibull Distribution

  • Kang, S.B.;Cho, Y.S.;Choi, S.H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.209-217
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    • 2001
  • We obtain the approximate maximum likelihood estimators (AMLEs) for the scale and location parameters $\theta$ and $\mu$ in the three-parameter Weibull distribution based on Type-II censored samples. We also compare the AMLEs with the modified maximum likelihood estimators (MMLEs) in the sense of the mean squared error (MSE) based on complete sample.

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Estimation for the Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.183-195
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    • 2006
  • In this paper, we derive several approximate maximum likelihood estimators of the scale and location parameters in the Rayleigh 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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AMLE for the Rayleigh Distribution with Type-II Censoring

  • Kang, Suk-Bok;Cho, Young-Suk;Hwang, Kwang-Mo
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.405-413
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    • 1999
  • By assuming a type-II censoring, we propose the approximate maximum likelihood estimators (AMLEs) of the location and the scale parameters of the two-parameter Rayleigh distribution and calculate the asymptotic variances and covariance of the AMLEs.

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An Asymptotically Efficient Test for Exponential Populations

  • Jeon, Jong Woo;Chung, Han Young;Kim, Youn Tae
    • Journal of Korean Society for Quality Management
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    • v.14 no.2
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    • pp.15-20
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    • 1986
  • Using Fisher's method of combining two independent test statistics, we suggest a test for comparing two exponential populations with location and scale parameters and prove that it is asymptotically optimal in the sense of Bahadur efficiency.

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On the Effects of Plotting Positions to the Probability Weighted Moments Method for the Generalized Logistic Distribution

  • Kim, Myung-Suk
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.561-576
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    • 2007
  • Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.

Application of a Non-stationary Frequency Analysis Method for Estimating Probable Precipitation in Korea (전국 확률강수량 산정을 위한 비정상성 빈도해석 기법의 적용)

  • Kim, Gwang-Seob;Lee, Gi-Chun
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.5
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    • pp.141-153
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    • 2012
  • In this study, we estimated probable precipitation amounts at the target year (2020, 2030, 2040) of 55 weather stations in Korea using the 24 hour annual maximum precipitation data from 1973 through 2009 which should be useful for management of agricultural reservoirs. Not only trend tests but also non-stationary tests were performed and non-stationary frequency analysis were conducted to all of 55 sites. Gumbel distribution was chosen and probability weighted moment method was used to estimate model parameters. The behavior of the mean of extreme precipitation data, scale parameter, and location parameter were analyzed. The probable precipitation amount at the target year was estimated by a non-stationary frequency analysis using the linear regression analysis for the mean of extreme precipitation data, scale parameter, and location parameter. Overall results demonstrated that the probable precipitation amounts using the non-stationary frequency analysis were overestimated. There were large increase of the probable precipitation amounts of middle part of Korea and decrease at several sites in Southern part. The non-stationary frequency analysis using a linear model should be applicable to relatively short projection periods.

Substructural parameters and dynamic loading identification with limited observations

  • Xu, Bin;He, Jia
    • Smart Structures and Systems
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    • v.15 no.1
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    • pp.169-189
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    • 2015
  • Convergence difficulty and available complete measurement information have been considered as two primary challenges for the identification of large-scale engineering structures. In this paper, a time domain substructural identification approach by combining a weighted adaptive iteration (WAI) algorithm and an extended Kalman filter method with a weighted global iteration (EFK-WGI) algorithm was proposed for simultaneous identification of physical parameters of concerned substructures and unknown external excitations applied on it with limited response measurements. In the proposed approach, according to the location of the unknown dynamic loadings and the partially available structural response measurements, part of structural parameters of the concerned substructure and the unknown loadings were first identified with the WAI approach. The remaining physical parameters of the concerned substructure were then determined by EFK-WGI basing on the previously identified loadings and substructural parameters. The efficiency and accuracy of the proposed approach was demonstrated via a 20-story shear building structure and 23 degrees of freedom (DOFs) planar truss model with unknown external excitation and limited observations. Results show that the proposed approach is capable of satisfactorily identifying both the substructural parameters and unknown loading within limited iterations when both the excitation and dynamic response are partially unknown.

Effect of Diffuser Locations on the Room Acoustical Parameters in 1:25 Scale Model Hall (1:25 축소모형 홀에서 확산체의 설치부위에 따른 실내 음향지표의 변화)

  • Kim, Yong-Hee;Seo, Choon-Ki;Lee, Hye-Mi;Jeon, Jin-Yong
    • The Journal of the Acoustical Society of Korea
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    • v.31 no.3
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    • pp.115-128
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    • 2012
  • This paper investigates the effects of diffuser on the acoustical parameters in music hall with consideration of the result of scattering coefficient measurement. A scale model hall of 600 seats with orchestra shell was used for experiments. The materials of 1:50 scale model was chosen through absorption coefficient measurement based on ISO 354. The model was matched to the computer simulation model in terms of reverberation time. In order to evaluate the effect of diffuser location, the measurements were accomplished with and without diffusers according to 7 configurations by diffuser-installed region; sidewall, balcony front, ceiling and so on. The following acoustical parameters were extracted from each measurement case; Reverberation time (RT), Early decay time (EDT), Clarity (C80), Center time (Ts), Sound strength (G) and Temporal diffusion (TD) from the auto-correlation function (ACF) of impulse responses. As a result, the absorption power and diffusion power were increased with number of diffusers. Accordingly RT, EDT and G were decreased by diffuser and the redirection of reflections was occurred briskly. Averaged TD was 6.05 to 6.30 by measurement cases. RT was found to be the most related factor to diffusion power (R = 0.94). The correlation between TD and EDT was high (R = 0.73). In addition, the effects of diffuser-installed location were discussed in terms of acoustical parameter variation.