• 제목/요약/키워드: negative exponential model

검색결과 62건 처리시간 0.026초

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

  • 김경환
    • 대한교통학회지
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    • 제4권2호
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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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    • 제25권4호
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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
    • 생태와환경
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    • 제45권4호
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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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    • 제17권2호
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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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    • 제30권1호
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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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국내 연속류 자전거도로의 차두시간 분포 모형 개발 (Development of a Time Headway Distribution Model for Uninterrupted Traffic Flow Bikeway in Korea)

  • 전우훈;이영인;양인철
    • 한국ITS학회 논문지
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    • 제18권5호
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    • pp.79-90
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    • 2019
  • 본 연구에서는 국내의 연속류 자전거도로에 대한 차두시간 분포 모형을 개발하고자 하였다. 현장조사를 통해 수집된 데이터를 교통량으로 구분하여 분석하였으며, 교통량의 기준은 전체 교통량을 분포를 고려하여 1분당 8대 미만은 낮은 수준의 교통량으로 하고 8대 이상은 높은 수준의 교통량으로 구분하였다. 차두시간의 집계간격은 기존의 자동차교통류에서 일반적으로 적용해오던 0.5초를 적용하였다. 적용된 분포는 기본적인 정규분포와 함께 음지수분포, 전이된 음지수분포, 피어슨 III분포이며, 카이스퀘어 검정 분석결과 음지수분포와 전이된 음지수분포에서 방향과 교통량 구분 모두에서 이론치와 관측치간에 적합한 것으로 나타났다. 제시된 자전거 차두시간 분포모형의 적정성을 판단하기 위한 분석결과, 역시 동일하게 음지수분포와 전이된 음지수분포가 적합한 것으로 나타났다.

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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    • 제12권1호
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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.

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

  • 오미라;윤소영;심정욱;손영숙
    • 응용통계연구
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    • 제16권2호
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    • pp.335-349
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    • 2003
  • 본 논문에서는 포아송분포 대 음이항분포, 그리고 정규분포, 이중지 수분포 대 코쉬분포에 대한 모형선택을 위하여 베이지안 방법을 사용한다. 각 모수에 대한 사전분포로는 무정보 부적절 사전분포의 가정 하에, 베이지안 모형선택을 위하여 O'Hagan (1995)의 부분적 베 이즈요인을 이용하였다. 실제자료와 모의 실험 자료의 분석을 통하여 부분적 베이즈요인의 유용성을 Berger와 Pericchi (1996, 1998)의 내재적 베이즈요인들과 함께 비교 검토해 본다.

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

  • 구장원;임재빈
    • 산업진흥연구
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    • 제9권2호
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    • pp.45-58
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    • 2024
  • 본 연구는 대전 지역에 위치한 연구소기업과 전국에 있는 연구소기업 고객사 간의 사회적 네트워크 구조 특성을 동종 기술 간 지역적 군집화 경향으로 모형화했고, ERGM(Exponential Random Graph Model) 분석 모형 대비 관측값이 95% 신뢰구간 내 포함되었다. 기업 모두 대전 유성구에 위치한 경우, 다른 행정구역에 속한 경우보다 연결 확률이 약 13배 높았을 뿐만 아니라 동종 기술을 가진 기업 간에는 구색성 및 동질성 값이 부의 값(0.1904)으로 활발한 연결 경향을 보였으며, 특히 6대 기술 중 '환경·에너지기술(ET)' 기업 간에 P값이 0.035로 가장 유의하였다. 유성구에 속하지 않은 기업 사이에는 음의 값(-0.0035)을 보이고, 군집 경향도 적었다. 이를 통해 대덕연구개발특구가 입지한 대전광역시 유성구가 혁신클러스터의 중심지 역할을 형성하고 있음을 확인할 수 있었다.

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
    • 품질경영학회지
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    • 제15권1호
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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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