• 제목/요약/키워드: probability distributions

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Reliability In a Half-Triangle Distribution and a Skew-Symmetric Distribution

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.543-552
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    • 2007
  • We consider estimation of the right-tail probability in a half-triangle distribution, and also consider inference on reliability, and derive the k-th moment of ratio of two independent half-triangle distributions with different supports. As we define a skew-symmetric random variable from a symmetric triangle distribution about origin, we derive its k-th moment.

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Estimating a Skewed Parameter and Reliability in a Skew-Symmetric Double Rayleigh Distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.1205-1214
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    • 2007
  • We define a skew-symmetric double Rayleigh distribution by a symmetric double Rayleigh distribution, and derive an approximate maximum likelihood estimator(AML) and a moment estimator(MME) of a skewed parameter in a skew-symmetric double Rayleigh distribution, and hence compare simulated mean squared errors of those two estimators. We also compare simulated mean squared errors of two proposed estimators of reliability in two independent skew-symmetric double Rayleigh distributions.

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AN ALGORITHMIC APPROACH TO THE MARKOV CHAIN WITH TRANSITION PROBABILITY MATRIX OF UPPER BLOCK-HESSENBERG FORM

  • Shin, Yang-Woo;Pearce, C.E.M.
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.403-426
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    • 1998
  • We present an algorithm to find an approximation for the stationary distribution for the general ergodic spatially-inhomogeneous block-partitioned upper Hessenberg form. Our approximation makes use of an associated upper block-Hessenberg matrix which is spa-tially homogeneous except for a finite number of blocks. We treat the MAP/G/1 retrial queue and the retrial queue with two types of customer as specific instances and give some numerical examples. The numerical results suggest that our method is superior to the ordinary finite-truncation method.

CHARACTERIZATIONS OF GAMMA DISTRIBUTION VIA SUB-INDEPENDENT RANDOM VARIABLES

  • Hamedani, G.G.
    • Journal of the Chungcheong Mathematical Society
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    • v.28 no.2
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    • pp.187-194
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    • 2015
  • The concept of sub-independence is based on the convolution of the distributions of the random variables. It is much weaker than that of independence, but is shown to be sufficient to yield the conclusions of important theorems and results in probability and statistics. It also provides a measure of dissociation between two random variables which is much stronger than uncorrelatedness. Inspired by the excellent work of Jin and Lee (2014), we present certain characterizations of gamma distribution based on the concept of sub-independence.

ESTIMATING THE SIMULTANEOUS CONFIDENCE LEVELS FOR THE DIFFERENCE OF PROPORTIONS FROM MULTIVARIATE BINOMIAL DISTRIBUTIONS

  • Jeong, Hyeong-Chul;Jhun, Myoung-Shic;Lee, Jae-Won
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.397-410
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    • 2007
  • For the two groups data from multivariate binomial distribution, we consider a bootstrap approach to inferring the simultaneous confidence level and its standard error of a collection of the dependent confidence intervals for the difference of proportions with an experimentwise error rate at the a level are presented. The bootstrap method is used to estimate the simultaneous confidence probability for the difference of proportions.

A Practical Study on Teaching Statistics in The Secondary School Class

  • Lee, Dong-Ro;Lee, Sang-Bock
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.04a
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    • pp.229-233
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    • 2006
  • In teaching statistics in the secondary school, most math teachers do it and students enjoy it well before 11th grade. But, both of teachers and students feel statistics hard at 11th grade, which has been contained permutations, combinations, random variables, probability distributions, hypotheses and tests for normal distribution. In this study, we explore the efficient teaching methods of statistics for math teachers and also find many students enjoying it.

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RETRIAL QUEUEING SYSTEM WITH COLLISION AND IMPATIENCE

  • Kim, Jeong-Sim
    • Communications of the Korean Mathematical Society
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    • v.25 no.4
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    • pp.647-653
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    • 2010
  • We consider an M/M/1 retrial queue with collision and impatience. It is shown that the generating functions of the joint distributions of the server state and the number of customers in the orbit at steady state can be expressed in terms of the confluent hypergeometric functions. We find the performance characteristics of the system such as the blocking probability and the mean number of customers in the orbit.

GENERALIZED 'USEFUL' INFORMATION GENERATING FUNCTIONS

  • Hooda, D.S.;Sharma, D.K.
    • Journal of applied mathematics & informatics
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    • v.27 no.3_4
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    • pp.591-601
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    • 2009
  • In the present paper, one new generalized 'useful' information generating function and two new relative 'useful' information generating functions have been defined with their particular and limiting cases. It is interesting to note that differentiations of these information generating functions at t=0 or t=1 give some known and unknown generalized measures of useful information and 'useful' relative information. The information generating functions facilitates to compute various measures and that has been illustrated by applying these information generating functions for Uniform, Geometric and Exponential probability distributions.

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Properties of the Poisson-power Function Distribution

  • Kim, Joo-Hwan
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.166-175
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    • 1995
  • When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector without any errors, it obeys Poisson law. Under the two assumptions that neutral particle scattering distribution and aiming errors have a circular Gaussian distributions that neutral particle scattering distribution and aiming errors have a circular Gaussian distribution respectively, an exact probability distribution of neutral particles vecomes a Poisson-power function distribution. We study and prove some properties, such as limiting distribution, unimodality, stochastical ordering, computational recursion fornula, of this distribution. We also prove monotone likelihood ratio(MLR) property of this distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem.

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B1ind Source Separation by PCA (주성분 분석을 이용한 블라인드 신호 분리)

  • 이혜경;최승진;방승양
    • Proceedings of the Korean Information Science Society Conference
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    • 2001.10b
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    • pp.304-306
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    • 2001
  • Various methods for blind source separation (BSS) are based on independent component analysis (ICA) which can be viewed as a nonlinear extension of principal component analysis (PCA). Most existing ICA methods require certain nonlinear functions, the shapes of which depend on the probability distributions of sources (which is not known in advance), whereas FCA is a linear learning method based on only second-order statistics. In this paper we show how BSS can be achieved by FCA, provided that sources are spatially uncorrelated but temporally correlated.

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