• Title/Summary/Keyword: skew-t

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Implementation of Automatic 4 Points OPU Skew Adjustment Device with Height Compensation (높이 보정이 가능한 자동4점 Optical PICK-UP Skew 조정장치 구현)

  • Oh, Dong-Kyu
    • Proceedings of the IEEK Conference
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    • 2008.06a
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    • pp.1095-1096
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    • 2008
  • By adding height compensation to the usual 3 points skew adjustment device, an improved functional skew adjustment device is implemented in this paper. The proposed skew adjustment device is for traverse which will be adapted to BD and HD player system requiring more accuracy. and It can adjust not only R/T skew but also height. The system is composed of personal computer, control box, kinematic mechanism device and bar-code reader device. Application programs are implemented by visual basic.

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Diagnosis of Observations after Fit of Multivariate Skew t-Distribution: Identification of Outliers and Edge Observations from Asymmetric Data

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.1019-1026
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    • 2012
  • This paper presents a method for the identification of "edge observations" located on a boundary area constructed by a truncation variable as well as for the identification of outliers and the after fit of multivariate skew $t$-distribution(MST) to asymmetric data. The detection of edge observation is important in data analysis because it provides information on a certain critical area in observation space. The proposed method is applied to an Australian Institute of Sport(AIS) dataset that is well known for asymmetry in data space.

Parametric resonance of composite skew plate under non-uniform in-plane loading

  • Kumar, Rajesh;Kumar, Abhinav;Panda, Sarat Kumar
    • Structural Engineering and Mechanics
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    • v.55 no.2
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    • pp.435-459
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    • 2015
  • Parametric resonance of shear deformable composite skew plates subjected to non-uniform (parabolic) and linearly varying periodic edge loading is studied for different boundary conditions. The skew plate structural model is based on higher order shear deformation theory (HSDT), which accurately predicts the numerical results for thick skew plate. The total energy functional is derived for the skew plates from total potential energy and kinetic energy of the plate. The strain energy which is the part of total potential energy contains membrane energy, bending energy, additional bending energy due to additional change in curvature and shear energy due to shear deformation, respectively. The total energy functional is solved using Rayleigh-Ritz method in conjunction with boundary characteristics orthonormal polynomials (BCOPs) functions. The orthonormal polynomials are generated for unit square domain using Gram-Schmidt orthogonalization process. Bolotin method is followed to obtain the boundaries of parametric resonance region with higher order approximation. These boundaries are traced by the periodic solution of Mathieu-Hill equations with period T and 2T. Effect of various parameters like skew angle, span-to-thickness ratio, aspect ratio, boundary conditions, static load factor on parametric resonance of skew plate have been investigated. The investigation also includes influence of different types of linearly varying loading and parabolically varying bi-axial loading.

Further Results on Characteristic Functions Without Contour Integration

  • Song, Dae-Kun;Kang, Seul-Ki;Kim, Hyoung-Moon
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.461-469
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    • 2014
  • Characteristic functions play an important role in probability and statistics; however, a rigorous derivation of these functions requires contour integration, which is unfamiliar to most statistics students. Without resorting to contour integration, Datta and Ghosh (2007) derived the characteristic functions of normal, Cauchy, and double exponential distributions. Here, we derive the characteristic functions of t, truncated normal, skew-normal, and skew-t distributions. The characteristic functions of normal, cauchy distributions are obtained as a byproduct. The derivations are straightforward and can be presented in statistics masters theory classes.

Power t distribution

  • Zhao, Jun;Kim, Hyoung-Moon
    • Communications for Statistical Applications and Methods
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    • v.23 no.4
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    • pp.321-334
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    • 2016
  • In this paper, we propose power t distribution based on t distribution. We also study the properties of and inferences for power t model in order to solve the problem of real data showing both skewness and heavy tails. The comparison of skew t and power t distributions is based on density plots, skewness and kurtosis. Note that, at the given degree of freedom, the kurtosis's range of the power t model surpasses that of the skew t model at all times. We draw inferences for two parameters of the power t distribution and four parameters of the location-scale extension of power t distribution via maximum likelihood. The Fisher information matrix derived is nonsingular on the whole parametric space; in addition we obtain the profile log-likelihood functions on two parameters. The response plots for different sample sizes provide strong evidence for the estimators' existence and unicity. An application of the power t distribution suggests that the model can be very useful for real data.

A spatial heterogeneity mixed model with skew-elliptical distributions

  • Farzammehr, Mohadeseh Alsadat;McLachlan, Geoffrey J.
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.373-391
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    • 2022
  • The distribution of observations in most econometric studies with spatial heterogeneity is skewed. Usually, a single transformation of the data is used to approximate normality and to model the transformed data with a normal assumption. This assumption is however not always appropriate due to the fact that panel data often exhibit non-normal characteristics. In this work, the normality assumption is relaxed in spatial mixed models, allowing for spatial heterogeneity. An inference procedure based on Bayesian mixed modeling is carried out with a multivariate skew-elliptical distribution, which includes the skew-t, skew-normal, student-t, and normal distributions as special cases. The methodology is illustrated through a simulation study and according to the empirical literature, we fit our models to non-life insurance consumption observed between 1998 and 2002 across a spatial panel of 103 Italian provinces in order to determine its determinants. Analyzing the posterior distribution of some parameters and comparing various model comparison criteria indicate the proposed model to be superior to conventional ones.

NOTES ON SYMMETRIC SKEW n-DERIVATION IN RINGS

  • Koc, Emine;Rehman, Nadeem ur
    • Communications of the Korean Mathematical Society
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    • v.33 no.4
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    • pp.1113-1121
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    • 2018
  • Let R be a prime ring (or semiprime ring) with center Z(R), I a nonzero ideal of R, T an automorphism of $R,S:R^n{\rightarrow}R$ be a symmetric skew n-derivation associated with the automorphism T and ${\Delta}$ is the trace of S. In this paper, we shall prove that S($x_1,{\ldots},x_n$) = 0 for all $x_1,{\ldots},x_n{\in}R$ if any one of the following holds: i) ${\Delta}(x)=0$, ii) [${\Delta}(x),T(x)]=0$ for all $x{\in}I$. Moreover, we prove that if $[{\Delta}(x),T(x)]{\in}Z(R)$ for all $x{\in}I$, then R is a commutative ring.

ON BAYESIAN ESTIMATION AND PROPERTIES OF THE MARGINAL DISTRIBUTION OF A TRUNCATED BIVARIATE t-DISTRIBUTION

  • KIM HEA-JUNG;KIM Ju SUNG
    • Journal of the Korean Statistical Society
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    • v.34 no.3
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    • pp.245-261
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    • 2005
  • The marginal distribution of X is considered when (X, Y) has a truncated bivariate t-distribution. This paper mainly focuses on the marginal nontruncated distribution of X where Y is truncated below at its mean and its observations are not available. Several properties and applications of this distribution, including relationship with Azzalini's skew-normal distribution, are obtained. To circumvent inferential problem arises from adopting the frequentist's approach, a Bayesian method utilizing a data augmentation method is suggested. Illustrative examples demonstrate the performance of the method.

ECM Algorithm for Fitting of Mixtures of Multivariate Skew t-Distribution

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.673-683
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    • 2012
  • Cabral et al. (2012) defined a mixture model of multivariate skew t-distributions(STMM), and proposed the use of an ECME algorithm (a variation of a standard EM algorithm) to fit the model. Their estimation by the ECME algorithm is closely related to the estimation of the degree of freedoms in the STMM. With the ECME, their purpose is to escape from the calculation of a conditional expectation that is not provided by a closed form; however, their estimates are quite unstable during the procedure of the ECME algorithm. In this paper, we provide a conditional expectation as a closed form so that it can be easily calculated; in addition, we propose to use the ECM algorithm in order to stably fit the STMM.

An Alternating Approach of Maximum Likelihood Estimation for Mixture of Multivariate Skew t-Distribution (치우친 다변량 t-분포 혼합모형에 대한 최우추정)

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.819-831
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    • 2014
  • The Exact-EM algorithm can conventionally fit a mixture of multivariate skew distribution. However, it suffers from highly expensive computational costs to calculate the moments of multivariate truncated t-distribution in E-step. This paper proposes a new SPU-EM method that adopts the AECM algorithm principle proposed by Meng and van Dyk (1997)'s to circumvent the multi-dimensionality of the moments. This method offers a shorter execution time than a conventional Exact-EM algorithm. Some experments are provided to show its effectiveness.