• Title/Summary/Keyword: statistic model

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THE LOGARITHMIC KUMARASWAMY FAMILY OF DISTRIBUTIONS: PROPERTIES AND APPLICATIONS

  • Ahmad, Zubair
    • Communications of the Korean Mathematical Society
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    • v.34 no.4
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    • pp.1335-1352
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    • 2019
  • In this article, a new family of lifetime distributions by adding two additional parameters is introduced. The new family is called, the logarithmic Kumaraswamy family of distributions. For the proposed family, explicit expressions for some mathematical properties are derived. Maximum likelihood estimates of the model parameters are also obtained. This method is applied to develop a new lifetime model, called the logarithmic Kumaraswamy Weibull distribution. The proposed model is very flexible and capable of modeling data with increasing, decreasing, unimodal or modified unimodal shaped hazard rates. To access the behavior of the model parameters, a simulation study has been carried out. Finally, the potentiality of the new method is proved via analyzing two real data sets.

Evaluation of INPUFF Model Using METREX Tracer Diffusion Experiment Data (METREX 확산실험 자료를 이용한 INPUFF모델의 평가)

  • 이종범;송은영;황윤성
    • Journal of Korean Society for Atmospheric Environment
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    • v.18 no.6
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    • pp.437-452
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    • 2002
  • The Metropolitan Tracer Experiment (METREX) was performed over the Washington, D.C. area using two inert, non-deposition perfluorocarbon gases for over 1 year period (November 1983∼December 1984). Two perfluorocarbon gas tracers (PDCH, PMCH) were released simultaneously at intervals of every 36 hours for 6 hours, regardless of the meteorological conditions in metropolitan area. Samples were collected continuously for 8 hours at a central downtown and two adjacent suburban locations. Monthly air samples were collected at 93 sites across the whole region (at urban, suburban, and rural locations). The purpose of this study is to simulate INPUFF and ISCST model using METREX data, and to compare calculated and observed concentrations. In the case of INPUFF simulation, two meteorological input data were used. One is result data from wind field model which was calculated by diagnostic wind model (DWM), the other is meteorological data observed at single station. Here, three kinds of model calculation were performed during April and July 1984; they include (1) INPUFF model using DWM data (2) INPUFF model using single meteorological data (3) ISCST model. The monthly average concentration data were used for statistic analysis and to draw their horizontal distribution patterns. Eight-hour-averaged concentration was used to describe movement of puff during the episode period. The results showed that the concentrations calculated by puff model (INPUFF) were better than plume model (ISCST). In the case of puff model (INPUFF), a model run using wind field data produced better results than that derived by single meteorological data.

Modified Test Statistic for Identity of Two Distribution on Credit Evaluation (신용평가에서 두 분포의 동일성 검정에 대한 수정통계량)

  • Hong, C.S.;Park, H.S.
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.237-248
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    • 2009
  • The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.

A Linear Filtering Method for Statistical Process Control with Autocorrelated Data (자기상관 데이터의 통계적 공정관리를 위한 선형 필터 기법)

  • Jin Chang-Ho;Apley Daniel W.
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.92-100
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    • 2006
  • In many common control charting situations, the statistic to be charted can be viewed as the output of a linear filter applied to the sequence of process measurement data. In recent work that has generalized this concept, the charted statistic is the output of a general linear filter in impulse response form, and the filter is designed by selecting its impulse response coefficients in order to optimize its average run length performance. In this work, we restrict attention to the class of all second-order linear filters applied to the residuals of a time series model of the process data. We present an algorithm for optimizing the design of the second-order filter that is more computationally efficient and robust than the algorithm for optimizing the general linear filter. We demonstrate that the optimal second-order filter performs almost as well as the optimal general linear filter in many situations. Both methods share a number of interesting characteristics and are tuned to detect any distinct features of the process mean shift, as it manifests itself in the residuals.

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Reliability on Banana Oil Qualitative Fit Test for Quarter Mask (1/4 형 마스크에 대한 Banana Oil 밀착도 검사(QLFT)의 신뢰성)

  • Han, Don-Hee;Jeong, Yoon-Sok
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.9 no.2
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    • pp.79-89
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    • 1999
  • A quantitative fit test, condensation nuclei counting (Portacount 8025, TSI), was performed concurrently with a banana oil (isoamyl acetate: IAA) qualitative fit test (MSA) to evaluate reliability on IAA QLFT and correlation between two methods. One brands of quarter mask (3M model 7500 medium) was prepared for QLFT with HEPA filter and gas & vapor removing media, i.e., combination cartridge. 110 subjects (65 male, 45 female) were fit tested QNFT and QLFT each three times. For a wearer combination having a FF<10, as determined by CNC QNFT, the point es timate (${\beta}$-error) of the probability of that combination not being rejected by the banana oil QLFT was found to be 0.0 with 95% confidence that this statistic is not expected to exceed 0.15. For a wearer combination having a FF<100, as determined by CNC QNFT, the point estimate of the probability of that combination not being rejected by the banana oil QLFT was found to be 0.07 with 95% confidence that this statistic is not expected to exceed 0.13. The uncertainty associated with each estimate, however, is large due to the small number of study subjects with inadequately fitting respirators.

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Korean Single-Vowel Recognition Using Cumulants in Color Noisy Environment (유색 잡음 환경하에서 Cumulant를 이용한 한국어 단모음 인식)

  • Lee, Hyung-Gun;Yang, Won-Young;Cho, Yong-Soo
    • The Journal of the Acoustical Society of Korea
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    • v.13 no.2
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    • pp.50-59
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    • 1994
  • This paper presents a speech recognition method utilizing third-order cumulants as a feature vector and a neural network for recognition. The use of higher-order cumulants provides desirable uncoupling between the gaussian noise and speech, which enables us to estimate the coefficients of AR model without bias. Unlike the conventional method using second-order statistics, the proposed one exhibits low bias even in SNR as low as 0 dB at the expense of higher variance. It is confirmed through computer simulation that recognition rate of korean single-vowels with the cumulant-based method is much higher than the results with the conventional method even in low SNR.

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Extreme drought analysis using Natural drought index and Gi∗ statistic

  • Tuong, Vo Quang;So, Jae-Min;Bae, Deg-Hyo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.124-124
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    • 2020
  • This study proposes a framework to evaluate extreme drought using the natural drought index and hot spot analysis. The study area was South Korea. Data were used from 59 automatic synoptic observing system stations. The variable infiltration capacity model was used for the period from 1981 to 2016. The natural drought index was constructed from precipitation, runoff and soil moisture data, which reflect the water cycle. The average interval, duration and severity of extreme drought events were determined following Run theory. The most extreme drought period occurred in 2014-2016, with 46 of 59 weather stations exhibition drought conditions and 78% exhibition extreme drought conditions. The Inje and Seosan station exhibited the longest drought duration of 6 months, and the most severe drought was 5 times higher than the extreme drought severity threshold. The hot spot analysis was used to explore the extreme drought conditions and showed an increasing trend in the middle and northeastern parts of South Korea. Overall, this study provides water resource managers with essential information about locations and significant trends of extreme drought.

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Bootstrap confidence intervals for classification error rate in circular models when a block of observations is missing

  • Chung, Hie-Choon;Han, Chien-Pai
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.4
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    • pp.757-764
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    • 2009
  • In discriminant analysis, we consider a special pattern which contains a block of missing observations. We assume that the two populations are equally likely and the costs of misclassification are equal. In this situation, we consider the bootstrap confidence intervals of the error rate in the circular models when the covariance matrices are equal and not equal.

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Comparison of Change-point Estimators in Hazard Rate Models

  • Kim, Jaehee
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.753-763
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    • 2002
  • When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.

A Profile Analysis about Thermal Life Data of Electrical insulating materials at Accelerated Life Test

  • Bark, Shim-Kyu
    • Journal of Korea Multimedia Society
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    • v.13 no.12
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    • pp.1814-1819
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    • 2010
  • Since 1987, when statistical analyzing guide for thermal life test of Accelerated Life Test(ALT) was proposed as ANSI/IEEE Std 101, this guide has been used widely for many experiment data. Shim(2004) had done Monte Carlo simulation to compare life of two different systems or materials, based on statistic values obtained from ANSI/IEEE Std 101 data. In this study, a profile analysis is proposed for comparing life of two different systems or materials, and some examples using pre-existing data are given.