• Title/Summary/Keyword: truncated distribution

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Nonparametric confidence intervals for quantiles based on a modified ranked set sampling

  • Morabbi, Hakime;Razmkhah, Mostafa;Ahmadi, Jafar
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.119-129
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    • 2016
  • A new sampling method is introduced based on the idea of a ranked set sampling scheme in which taken samples in each set are dependent on previous ones. Some theoretical results are presented and distribution-free confidence intervals are derived for the quantiles of any continuous population. It is shown numerically that the proposed sampling scheme may lead to 95% confidence intervals (especially for extreme quantiles) that cannot be found based on the ordinary ranked set sampling scheme presented by Chen (2000) and Balakrishnan and Li (2006). Optimality aspects of this scheme are investigated for both coverage probability and minimum expected length criteria. A real data set is also used to illustrate the proposed procedure. Conclusions are eventually stated.

Tightened-Normal-Tightened Group Acceptance Sampling Plan for Assuring Percentile Life

  • Aslam, Muhammad;Azam, Muhammad;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
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    • v.11 no.4
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    • pp.390-396
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    • 2012
  • The present paper extends the idea of tightened-normal-tightened sampling scheme to group acceptance sampling plans under the time truncated life tests. We consider three famous distributions that are widely used in the area of reliability such as the generalized exponential distribution, the Weibull distribution, and the Birnbaum-Saunders distribution in the proposed sampling plan. The plan parameters are determined such that the producer's risk and the consumer's risk are satisfied at the specified median life. Extensive tables showing plan parameters are provided at various values of the experiment time and the consumer's risk for each of three distributions for the practical use. Some examples are given to illustrate the procedure of the proposed plan.

A new extension of Lindley distribution: modified validation test, characterizations and different methods of estimation

  • Ibrahim, Mohamed;Yadav, Abhimanyu Singh;Yousof, Haitham M.;Goual, Hafida;Hamedani, G.G.
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.473-495
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    • 2019
  • In this paper, a new extension of Lindley distribution has been introduced. Certain characterizations based on truncated moments, hazard and reverse hazard function, conditional expectation of the proposed distribution are presented. Besides, these characterizations, other statistical/mathematical properties of the proposed model are also discussed. The estimation of the parameters is performed through different classical methods of estimation. Bayes estimation is computed under gamma informative prior under the squared error loss function. The performances of all estimation methods are studied via Monte Carlo simulations in mean square error sense. The potential of the proposed model is analyzed through two data sets. A modified goodness-of-fit test using the Nikulin-Rao-Robson statistic test is investigated via two examples and is observed that the new extension might be used as an alternative lifetime model.

ON ROBUST MINIMAX APPROACH UNDER FINITE DISTRIBUTIONS

  • Shevlyakov, Georgiy L.;Lee, Jae-Won;Park, Sung-Wook
    • Communications of the Korean Mathematical Society
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    • v.13 no.3
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    • pp.629-634
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    • 1998
  • As most of distributions appearing in applications are finite but with the unknown domain of finiteness, we propose to use the robust minimax approach for the determination of the boundaries of this domain. The obtained least favorable distribution minimizing Fisher information over the class of the approximately Gaussian finite distributions gives the reasonable sizes of the domain of finiteness and the thresholds of truncation.

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THE GENERALIZED RATIO-OF-UNIFORM METHOD

  • Chung, Youn-Shik;Lee, Sang-Jeen
    • Journal of applied mathematics & informatics
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    • v.4 no.2
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    • pp.469-476
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    • 1997
  • In this paper we present a random number generation method which is one of the rejection methods, To accelerate ratio-of-uniform method we use an efficiency variable γ. After finding the optimal value of γwith respect to interesting distribution with pro-portional density random numbers can be generated in acceleration.

Regression Quantiles Under Censoring and Truncation

  • Park, Jin-Ho;Kim, Jin-Mi
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.807-818
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    • 2005
  • In this paper we propose an estimation method for regression quantiles with left-truncated and right-censored data. The estimation procedure is based on the weight determined by the Kaplan-Meier estimate of the distribution of the response. We show how the proposed regression quantile estimators perform through analyses of Stanford heart transplant data and AIDS incubation data. We also investigate the effect of censoring on regression quantiles through simulation study.

EMPIRICAL BAYES ESTIMATION OF THE TRUNCATION PARAMETER WITH ASYMMETRIC LOSS FUNCTION USING NA SAMPLES

  • Shi, Yimin;Shi, Xiaolin;Gao, Shesheng
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.305-317
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    • 2004
  • We construct the empirical Bayes (EB)estimation of the parameter in two-side truncated distribution families with asymmetric Linex loss using negatively associated (NA) samples. The asymptotical optimality and convergence rate of the EB estimation is obtained. We will show that the convergence rate can be arbitrarily close to $O(n^{-q}),\;q\;=\;{\lambda}s(\delta\;-\;2)/\delta(s\;+\;2)$.

A Study on Estimation of Parameters in Bivariate Exponential Distribution

  • Kim, Jae Joo;Park, Byung-Gu
    • Journal of Korean Society for Quality Management
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    • v.15 no.1
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    • pp.20-32
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    • 1987
  • Estimation for the parameters of a bivariate exponential (BVE) model of Marshall and Olkin (1967) is investigated for the cases of complete sampling and time-truncated parallel sampling. Maximum likelihood estimators, method of moment estimators and Bayes estimators for the parameters of a BVE model are obtained and compared with each other. A Monte Cario simulation study for a moderate sized samples indicates that the Bayes estimators of parameters perform better than their maximum likelihood and method of moment estimators.

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Modeling Extreme Values of Ground-Level Ozone Based on Threshold Methods for Markov Chains

  • Seokhoon Yun
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.249-273
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    • 1996
  • This paper reviews and develops several statistical models for extreme values, based on threshold methodology. Extreme values of a time series are modeled in terms of tails which are defined as truncated forms of original variables, and Markov property is imposed on the tails. Tails of the generalized extreme value distribution and a multivariate extreme value distributively, of the tails of the series. These models are then applied to real ozone data series collected in the Chicago area. A major concern is given to detecting any possible trend in the extreme values.

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Buckling analysis of functionally graded truncated conical shells under external displacement-dependent pressure

  • Khayat, Majid;Poorveis, Davood;Moradi, Shapour
    • Steel and Composite Structures
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    • v.23 no.1
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    • pp.1-16
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    • 2017
  • This paper is presented to solve the buckling problem of functionally graded truncated conical shells subjected to displacement-dependent pressure which remains normal to the shell middle surface throughout the deformation process by the semi-analytical finite strip method. Material properties are assumed to be temperature dependent, and varied continuously in the thickness direction according to a simple power law distribution in terms of the volume fraction of a ceramic and metal. The governing equations are derived based on first-order shear deformation theory which accounts for through thickness shear flexibility with Sanders-type of kinematic nonlinearity. The element linear and geometric stiffness matrices are obtained using virtual work expression for functionally graded materials. The load stiffness also called pressure stiffness matrix which accounts for variation of load direction is derived for each strip and after assembling, global load stiffness matrix of the shell which may be un-symmetric is formed. The un-symmetric parts which are due to load non-uniformity and unconstrained boundaries have been separated. A detailed parametric study is carried out to quantify the effects of power-law index of functional graded material and shell geometry variations on the difference between follower and non-follower lateral buckling pressures. The results indicate that considering pressure stiffness which arises from follower action of pressure causes considerable reduction in estimating buckling pressure.