• 제목/요약/키워드: right tail probability

검색결과 22건 처리시간 0.029초

On Reliability and UMVUE of Right-Tail Probability in a Half-Normal Variable

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제18권1호
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    • pp.259-267
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    • 2007
  • We consider parametric estimation in a half-normal variable and a UMVUE of its right-tail probability. Also we consider estimation of reliability in two independent half-normal variables, and derive k-th moment of ratio of two same variables.

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Inference on Reliability in an Exponentiated Uniform Distribution

  • Lee, Chang-Soo;Won, Ho-Yon
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.507-513
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    • 2006
  • We shall consider an inference of the reliability and an estimation of the right-tail probability in an exponentiated uniform distribution. And we shall compare numerically efficiencies for proposed estimators of the scale parameter and right-tail probability in the small sample sizes.

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Notes on the Ratio and the Right-Tail Probability in a Log-Laplace Distribution

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1171-1177
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    • 2007
  • We consider estimation of the right-tail probability in a log-Laplace random variable, As we derive the density of ratio of two independent log-Laplace random variables, the k-th moment of the ratio is represented by a special mathematical function. and hence variance of the ratio can be represented by a psi-function.

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NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
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    • 제32권4호
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    • pp.373-384
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    • 2003
  • In this paper, we formulate multivariate one-sided alternatives and propose a class of nonparametric tests for possibly right censored data. We obtain the asymptotic tail probability (or p-value) by showing that our proposed test statistics have asymptotically multivariate normal distributions. Also, we illustrate our procedure with an example and compare it with other procedures in terms of empirical powers for the bivariate case. Finally, we discuss some properties of our test.

On Reliability and Ratio in the Beta Case

  • Woo, Jung-Soo
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.541-547
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    • 2009
  • We consider distribution, reliability and moment of ratio in two independent beta random variables X and Y, and reliability and $K^{th}$ moment of ratio are represented by a mathematical generalized hypergeometric function. We introduce an approximate maximum likelihood estimate(AML) of reliability and right-tail probability in the beta distribution.

Estimations in a Generalized Uniform Distribution

  • Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제11권2호
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    • pp.319-325
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    • 2000
  • In this paper, we shall derive MLE's, modified MLE, MRE and UMVUE's of the shape and scale parameters in a generalized uniform distribution, and propose several estimators for the right-tail probability in a generalized uniform distribution using the proposed estimators for the shape and scale parameters. And we shall compare exactly MSE of the proposed estimators for the shape and the scale parameters, and compare numerically efficiencies for the several proposed estimators of the right-tail probability in a generalized uniform distribution by Monte Caslo methods.

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Jackknife Estimation in an Exponential Model

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.193-200
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    • 2004
  • Parametric estimation of truncated point in a truncated exponential distribution will be considered. The MLE, bias reducing estimator and the ordinary jackknife estimator of the truncated parameter will be compared by mean square errors. And the MME and MLE of mean parameter and estimations of the right tail probability in the distribution will be compared by their MSE's.

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Notes on Parametric Estimations in a Power Function Distribution

  • Woo, Jungsoo;Yoon, Gi-Ern
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.919-928
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    • 1999
  • We shall propose the MME MLE and UMVUE for the mean parameter and the right-tail probability in a power function distribution and obtain the mean squared errors for the proposed estimators. And we shall compare numerically efficiencies of the MME MLE and UMVUE of the mean parameter and the right-tail probability in a power function distribution.

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Jackknife Parametric Estimations in a Truncated Arcsine Distribution

  • Kim, Jung-Dae;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.91-97
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    • 1997
  • Maximum likelihood and jackknife estimators of the location and scale parameters and right-tail probability in the truncated arcsine distribution are proposed, and we shall compare the performances of the proposed estimators in terms of bias and mean squared error.

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