• 제목/요약/키워드: pareto distribution

검색결과 206건 처리시간 0.022초

검색엔진에서 일간질의 어분포의 정상성에 관한 연구 (On Regularity of Daily Distribution of Queries in Search Engine)

  • 박상규;이찬규;윤경현;김성희;이준호
    • 정보관리학회지
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    • 제24권4호
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    • pp.255-265
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    • 2007
  • 하루에도 수백만 건 이상의 방대한 질의어가 입력되는 검색엔진을 통해 인터넷 검색 패턴을 분석하는데 활용될 수 있는 질의어 분포의 정상성을, Pareto 분포와 Zipf 모형을 이용해 검토하였다. 실제2주일간의 일간 검색어 분포를 Pareto 모형으로 적합 시킨 결과, 그 기울기가 1.33에서 1.34 정도로 일관되게 측정되고 있어 Pareto 분포를 이용해 일간질의어 분포의 정상성을 평가할수 있음을 제시하였다. 이런 연구결과는 사회적 관심사와 그 변동 흐름을 해석하는데 보다 객관적이며, 효율적인 자료를 제공해 줄 수 있을 것이다.

파레토 및 어랑 형상모수에 의존한 수명분포를 따르는 소프트웨어 신뢰성 모형에 대한 신뢰도 특성요인 비교 연구 (A Comparison of Reliability Factors of Software Reliability Model Following Lifetime Distribution Dependent on Pareto and Erlang Shape Parameters)

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
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    • 제24권2호
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    • pp.71-80
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    • 2017
  • Software reliability is one of the most elementary and important problems in software development In order to find the software failure occurrence, the instantaneous failure rate function in the Poisson process can have a constant, incremental or decreasing tendency independently of the failure time. In this study, we compared the reliability performance of the software reliability model using the parameters of Pareto life distribution with the intensity decreasing pattern and the shape parameter of Erlang life distribution with the intensity increasing and decreasing pattern in the software product testing. In order to identify the software failure environment, the parametric estimation was applied to the maximum likelihood estimation method. Therefore, in this paper, we compare and evaluate software reliability by applying software failure time data. The reliability of the Erlang and Pareto life models is shown to be higher than that of the Pareto lifetime distribution model when the shape parameter is higher and the Erlang model is more reliable when the shape parameter is higher. Through this study, the software design department will be able to help the software design by applying various life distribution and shape parameters, and providing basic knowledge using software failure analysis.

Bayesian Estimation of Shape Parameter of Pareto Income Distribution Using LINEX Loss Function

  • Saxena, Sharad;Singh, Housila P.
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.33-55
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    • 2007
  • The economic world is full of patterns, many of which exert a profound influence over society and business. One of the most contentious is the distribution of wealth. Way back in 1897, an Italian engineer-turned-economist named Vilfredo Pareto discovered a pattern in the distribution of wealth that appears to be every bit as universal as the laws of thermodynamics or chemistry. The present paper proposes some Bayes estimators of shape parameter of Pareto income distribution in censored sampling. Asymmetric LINEX loss function has been considered to study the effects of overestimation and underestimation. For the prior distribution of the parameter involved a number of priors including one and two-parameter exponential, truncated Erlang and doubly truncated gamma have been contemplated to express the belief of the experimenter s/he has regarding the parameter. The estimators thus obtained have been compared theoretically and empirically with the corresponding estimators under squared error loss function, some of which were reported by Bhattacharya et al. (1999).

On the Development of Probability Matching Priors for Non-regular Pareto Distribution

  • Lee, Woo Dong;Kang, Sang Gil;Cho, Jang Sik
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.333-339
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    • 2003
  • In this paper, we develop the probability matching priors for the parameters of non-regular Pareto distribution. We prove the propriety of joint posterior distribution induced by probability matching priors. Through the simulation study, we show that the proposed probability matching Prior matches the coverage probabilities in a frequentist sense. A real data example is given.

Reference priors for nonregular Pareto distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제22권4호
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    • pp.819-826
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    • 2011
  • In this paper, we develop the reference priors for the scale and shape parameters in the nonregular Pareto distribution. We derive the reference priors as noninformative priors and prove the propriety of joint posterior distribution under the general priors including reference priors in the order of inferential importance. Through the simulation study, we compare the reference priors with respect to coverage probabilities of parameter of interest in a frequentist sense.

Moment of the ratio and approximate MLEs of parameters in a bivariate Pareto distribution

  • Kim, Jungdae
    • Journal of the Korean Data and Information Science Society
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    • 제23권6호
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    • pp.1213-1222
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    • 2012
  • We shall derive the moment of the ratio Y/(X + Y) and the reliability P(X < Y ), and then observe the skewness of the ratio in a bivariate Pareto density function of (X, Y). And we shall consider an approximate MLE of parameters in the bivariate Pareto density function.

The Relationship Between Income Inequality and Energy Consumption: A Pareto Optimal Approach

  • NAR, Mehmet
    • The Journal of Asian Finance, Economics and Business
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    • 제8권4호
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    • pp.613-624
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    • 2021
  • This paper analyzes the relationship between income distribution and energy consumption from a Pareto optimal approach. For this purpose, the causality relationship between electricity consumption per capita (kWh) with respect to country groups and energy consumption per capita (kg of oil equivalent) along with gross domestic product per capita was analyzed. In addition to this purpose, a Pareto analysis was conducted to determine the countries with the highest per capita national income, how much of the world total energy they consume, and whether the law of power in the energy and electricity markets exists. Finally, the impact of official development assistance provided to low-income countries by high-income countries on the low-income countries' electricity and energy consumption was analyzed. In other words, it was questioned whether pareto redistribution policies serve the purpose or not. The Engle-Granger causality approach was used in the analysis of the causality relationship between variables. Our analysis indicated that, first, the energy data of the country groups may be inadequate in revealing income inequalities. Second, the existence of Pareto law of power and global income inequality can be explained based on energy data. Finally, Pareto optimal redistribution policies to eliminate income inequality remain inadequate in practice.

A Robust Estimation for the Composite Lognormal-Pareto Model

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
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    • 제20권4호
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    • pp.311-319
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    • 2013
  • Cooray and Ananda (2005) proposed a composite lognormal-Pareto model to analyze loss payment data in the actuarial and insurance industries. Their model is based on a lognormal density up to an unknown threshold value and a two-parameter Pareto density. In this paper, we implement the minimum density power divergence estimation for the composite lognormal-Pareto density. We compare the performances of the minimum density power divergence estimator (MDPDE) and the maximum likelihood estimator (MLE) by simulations and an example. The minimum density power divergence estimator performs reasonably well against various violations in the distribution. The minimum density power divergence estimator better fits small observations and better resists against extraordinary large observations than the maximum likelihood estimator.

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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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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