• Title/Summary/Keyword: negative exponential model

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Gap-Acceptance Behavior Model of Left-Turn Drivers. (좌회전운전자의 문격수낙행태 모형)

  • 김경환
    • Journal of Korean Society of Transportation
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    • v.4 no.2
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    • pp.3-14
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    • 1986
  • This study was undertaken to develop the gap acceptance model of left-turn drivers on the major road at intersections. Typical unsignalized intersections on the two-lane and four-lane streets in Masan City were selected for the study intersection. For the gap distribution model, the lognormal, negative exponential, shifted negative exponential, and Gamma distributions were tested using the x2 and K-S tests. Based on the results for both streets, it was concluded that among the distributions tested the lognormal distribution represented the gap distribution best, followed by the shifted negative exponential distribution. Stochastic models of the gap-acceptance behavior of left-turn drivers on the major road at unsignalized intersections were programmed using SLAM Ⅱ, a simulation computer language. A stochastic model was selected for the gap-acceptance behavior to compare the results of the simulation with the observed data. The model assumes that a fixed critical acceptance gap is assigned to each left-turn driver based on a normal distribution and the gap distribution of the opposing traffic stream follows the shifted negative exponential distribution.

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Maximum penalized likelihood estimation for a stress-strength reliability model using complete and incomplete data

  • Hassan, Marwa Khalil
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.355-371
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    • 2018
  • The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

Individual-Based Models Applied to Species Abundance Patterns in Benthic Macroinvertebrate Communities in Streams in Response to Pollution

  • Cho, Woon-Seok;Nguyen, Tuyen Van;Chon, Tae-Soo
    • Korean Journal of Ecology and Environment
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    • v.45 no.4
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    • pp.420-443
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    • 2012
  • An Individual-Based Model (IBM) was developed by employing natural and toxic survival rates of individuals to elucidate the community responses of benthic macroin-vertebrates to anthropogenic disturbance in the streams. Experimental models (dose-response and relative sensitivity) and mathematical models (power law and negative exponential distribution) were applied to determinate the individual survival rates due to acute toxicity in stressful conditions. A power law was additionally used to present the natural survival rate. Life events, covering movement, exposure to contaminants, death and reproduction, were simulated in the IBM at the individual level in small (1 m) and short (1 week) scales to produce species abundance distributions (SADs) at the community level in large (5 km) and long (1~2 years) scales. Consequently, the SADs, such as geometric series, log-series, and log-normal distribution, were accordingly observed at severely (Biological Monitoring Working Party (BMWP<10), intermediately (BMWP<40) and weakly (BMWP${\geq}50$) polluted sites. The results from a power law and negative exponential distribution were suitably fitted to the field data across the different levels of pollution, according to the Kolmogorov-Smirnov test. The IBMs incorporating natural and toxic survival rates in individuals were useful for presenting community responses to disturbances and could be utilized as an integrative tool to elucidate community establishment processes in benthic macroin-vertebrates in the streams.

Empirical Comparisons of Disparity Measures for Three Dimensional Log-Linear Models

  • Park, Y.S.;Hong, C.S.;Jeong, D.B.
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.543-557
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    • 2006
  • This paper is concerned with the applicability of the chi-square approximation to the six disparity statistics: the Pearson chi-square, the generalized likelihood ratio, the power divergence, the blended weight chi-square, the blended weight Hellinger distance, and the negative exponential disparity statistic. Three dimensional contingency tables of small and moderate sample sizes are generated to be fitted to all possible hierarchical log-linear models: the completely independent model, the conditionally independent model, the partial association models, and the model with one variable independent of the other two. For models with direct solutions of expected cell counts, point estimates and confidence intervals of the 90 and 95 percentage points of six statistics are explored. For model without direct solutions, the empirical significant levels and the empirical powers of six statistics to test the significance of the three factor interaction are computed and compared.

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Negative Exponential Disparity Based Deviance and Goodness-of-fit Tests for Continuous Models: Distributions, Efficiency and Robustness

  • Jeong, Dong-Bin;Sahadeb Sarkar
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.41-61
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    • 2001
  • The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

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Development of a Time Headway Distribution Model for Uninterrupted Traffic Flow Bikeway in Korea (국내 연속류 자전거도로의 차두시간 분포 모형 개발)

  • Jeon, Woo Hoon;Lee, Young-Ihn;Yang, Inchul
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.18 no.5
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    • pp.79-90
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    • 2019
  • This study aims to develop time headway distribution models of bicycle traffic flow in a uninterrupted bikeway. The sample data were collected and classified into two groups of traffic volume levels. The lower level traffic volume is defined to be under 8 bicycles per minute, and the higher one is greater or equal to 8 bicycles per minute. The data aggregation interval size was set to be 0.5-second. Four distribution models including normal distribution, negative exponential distribution, shifted negative exponential distribution, and Pearson III distribution were tested, and Chi-square test results shows that the negative exponential distribution and the shifted negative exponential distribution are well fitted to the sample data. Another test results with different sample data also shows the same conclusion.

Minimum Disparity Estimation for Normal Models: Small Sample Efficiency

  • Cho M. J.;Hong C. S.;Jeong D. B.
    • Communications for Statistical Applications and Methods
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    • v.12 no.1
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    • pp.149-167
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    • 2005
  • The minimum disparity estimators introduced by Lindsay and Basu (1994) are studied empirically. An extensive simulation in this paper provides a location estimate of the small sample and supplies empirical evidence of the estimator performance for the univariate contaminated normal model. Empirical results show that the minimum generalized negative exponential disparity estimator (MGNEDE) obtains high efficiency for small sample sizes and dominates the maximum likelihood estimator (MLE) and the minimum blended weight Hellinger distance estimator (MBWHDE) with respect to efficiency at the contaminated model.

Comparative Study of Model Selection Using Bayes Factor through Simulation : Poisson vs. Negative Binomial Model Selection and Normal, Double Exponential vs. Cauchy Model Selection (시뮬레이션을 통한 베이즈요인에 의한 모형선택의 비교연구 : 포아송, 음이항모형의 선택과 정규, 이중지수, 코쉬모형의 선택)

  • 오미라;윤소영;심정욱;손영숙
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.335-349
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    • 2003
  • In this paper, we use Bayesian method for model selection of poisson vs. negative binomial distribution, and normal, double exponential vs. cauchy distribution. The fractional Bayes factor of O'Hagan (1995) was applied to Bayesian model selection under the assumption of noninformative improper priors for all parameters in the models. Through the analyses of real data and simulation data, we examine the usefulness of the fractional Bayes factor in comparison with intrinsic Bayes factors of Berger and Pericchi (1996, 1998).

A Study on the ERGM on Innopolis Start-ups Networks: Focusing on Daedeok Innopolis (연구소기업 네트워크의 ERGM 분석 연구: 대덕연구개발특구를 중심으로)

  • Jang-Won Koo;Jae-Bin Lim
    • Industry Promotion Research
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    • v.9 no.2
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    • pp.45-58
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    • 2024
  • This study modelled the social network structure characteristics between Innopolis Start-ups located in Daejeon and Innopolis Start-ups' customers scattered across the country as a tendency of regional clustering among homogeneous technologies, and the observed values were included within the 95% confidence interval of the ERGM(Exponential Random Graph Model) analysis model. If both the research institute and the customer company are located in Yuseong-gu, Daejeon, the probability of being connected is about 13 times higher than if they are located in other administrative districts, and there is a strong tendency of connection between firms with the same technology with a negative value of assortment and homogeneity (0.1904), especially among the six technology sectors, with a P value of 0.035. There was a negative value (-0.0035) among firms not located in Yuseong-gu, with less clustering tendency. This confirms that Yuseong-gu, Daejeon, where the Daedeok Innopolis is located, is forming the centre of an innovation cluster.

A Continuous Review(S-1, S) Inventory Policy in which Depletion is due to Demand and Loss of Units

  • Choi, Jin-Yeong;Kim, Man-Sik
    • Journal of Korean Society for Quality Management
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    • v.15 no.1
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    • pp.55-62
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    • 1987
  • A stochastic model for an inventory system in which depletion of stock takes place due to random demand as well as random loss of items is studied under the assumption that the intervals between successive unit demands, as well as those between successive unit losses, are independently and identically distributed random variables having negative exponential distribution with respective parameters. We have derived the steady state probability distribution of the net inventory level assuming negative exponential delivery time under the continuous review (S-1, S) inventory policy. Also we have derived the total expected cost expression and necessary conditions to be satisfied for an optimal solution.

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