The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Percetiles for the distributions belonging to the natural exponential families having power variance functions

파워(>2)분산함수를 가진 자연지수계열군에 속하는 분포들의 백분위수

  • 서의훈 ((660-701) 경남 진주시 가좌동 900번지 경상대학교 통계학과)
  • Published : 1995.03.01
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Abstract

Since probability density functions for the distributions belonging to the natural exponential families having power(>2) variance functions are expressed as infinite series, it is very difficult to deal with the distributins in spite of their usefulness. Therefore, tables for the percentiles of the distributions are obtained, and approximate percentiles are also obtained in this thesis. It is shown that the approximate percentiles can replace exact percentlies well for some distributions.

파워(>2)분산함수를 가진 자연지수계열군에 속하는 분포들의 확률밀도함수는 무한급수로 표현되기 때문에 분포들의 유용성에도 불구하고 취급하기가 매우 힘들다. 따라서 이 논문에서는 분포들에 대한 백분위수들의 표를 제시하고자 하였다. 확률밀도 함수의 형태때문에 계산하기 곤란했던 몇가지 백분위수들이 위 분포들이 가지는 확률적 성질들에 기인하여 구해지는 근사백분위수에 의해 상당히 잘 대체될 수 있음을 보여주었다.

Keywords

References

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