• Title/Summary/Keyword: 역가우스분포

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Kullback-Leibler Information-Based Tests of Fit for Inverse Gaussian Distribution (역가우스분포에 대한 쿨백-라이블러 정보 기반 적합도 검정)

  • Choi, Byung-Jin
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1271-1284
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    • 2011
  • The entropy-based test of fit for the inverse Gaussian distribution presented by Mudholkar and Tian(2002) can only be applied to the composite hypothesis that a sample is drawn from an inverse Gaussian distribution with both the location and scale parameters unknown. In application, however, a researcher may want a test of fit either for an inverse Gaussian distribution with one parameter known or for an inverse Gaussian distribution with both the two partameters known. In this paper, we introduce tests of fit for the inverse Gaussian distribution based on the Kullback-Leibler information as an extension of the entropy-based test. A window size should be chosen to implement the proposed tests. By means of Monte Carlo simulations, window sizes are determined for a wide range of sample sizes and the corresponding critical values of the test statistics are estimated. The results of power analysis for various alternatives report that the Kullback-Leibler information-based goodness-of-fit tests have good power.

A Modi ed Entropy-Based Goodness-of-Fit Tes for Inverse Gaussian Distribution (역가우스분포에 대한 변형된 엔트로피 기반 적합도 검정)

  • Choi, Byung-Jin
    • The Korean Journal of Applied Statistics
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    • v.24 no.2
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    • pp.383-391
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    • 2011
  • This paper presents a modified entropy-based test of fit for the inverse Gaussian distribution. The test is based on the entropy difference of the unknown data-generating distribution and the inverse Gaussian distribution. The entropy difference estimator used as the test statistic is obtained by employing Vasicek's sample entropy as an entropy estimator for the data-generating distribution and the uniformly minimum variance unbiased estimator as an entropy estimator for the inverse Gaussian distribution. The critical values of the test statistic empirically determined are provided in a tabular form. Monte Carlo simulations are performed to compare the proposed test with the previous entropy-based test in terms of power.

A Graphical Method to Assess Goodness-of-Fit for Inverse Gaussian Distribution (역가우스분포에 대한 적합도 평가를 위한 그래프 방법)

  • Choi, Byungjin
    • The Korean Journal of Applied Statistics
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    • v.26 no.1
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    • pp.37-47
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    • 2013
  • A Q-Q plot is an effective and convenient graphical method to assess a distributional assumption of data. The primary step in the construction of a Q-Q plot is to obtain a closed-form expression to represent the relation between observed quantiles and theoretical quantiles to be plotted in order that the points fall near the line y = a + bx. In this paper, we introduce a Q-Q plot to assess goodness-of-fit for inverse Gaussian distribution. The procedure is based on the distributional result that a transformed random variable $Y={\mid}\sqrt{\lambda}(X-{\mu})/{\mu}\sqrt{X}{\mid}$ follows a half-normal distribution with mean 0 and variance 1 when a random variable X has an inverse Gaussian distribution with location parameter ${\mu}$ and scale parameter ${\lambda}$. Simulations are performed to provide a guideline to interpret the pattern of points on the proposed inverse Gaussian Q-Q plot. An illustrative example is provided to show the usefulness of the inverse Gaussian Q-Q plot.

A Test of Fit for Inverse Gaussian Distribution Based on the Probability Integration Transformation (확률적분변환에 기초한 역가우스분포에 대한 적합도 검정)

  • Choi, Byungjin
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.611-622
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    • 2013
  • Mudholkar and Tian (2002) proposed an entropy-based test of fit for the inverse Gaussian distribution; however, the test can be applied to only the composite hypothesis of the inverse Gaussian distribution with an unknown location parameter. In this paper, we propose an entropy-based goodness-of-fit test for an inverse Gaussian distribution that can be applied to the composite hypothesis of the inverse Gaussian distribution as well as the simple hypothesis of the inverse Gaussian distribution with a specified location parameter. The proposed test is based on the probability integration transformation. The critical values of the test statistic estimated by simulations are presented in a tabular form. A simulation study is performed to compare the proposed test under some selected alternatives with Mudholkar and Tian (2002)'s test in terms of power. The results show that the proposed test has better power than the previous entropy-based test.

Noninformative Priors for the Ratio of Parameters in Inverse Gaussian Distribution (INVERSE GAUSSIAN분포의 모수비에 대한 무정보적 사전분포에 대한 연구)

  • 강상길;김달호;이우동
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.49-60
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    • 2004
  • In this paper, when the observations are distributed as inverse gaussian, we developed the noninformative priors for ratio of the parameters of inverse gaussian distribution. We developed the first order matching prior and proved that the second order matching prior does not exist. It turns out that one-at-a-time reference prior satisfies a first order matching criterion. Some simulation study is performed.

Online Image Reconstruction Using Fast Iterative Gauss-Newton Method in Electrical Impedance Tomography (전기 임피던스 단층촬영법에서 빠른 반복적 가우스-뉴턴 방법을 이용한 온라인 영상 복원)

  • Kim, Chang Il;Kim, Bong Seok;Kim, Kyung Youn
    • Journal of the Institute of Electronics and Information Engineers
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    • v.54 no.4
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    • pp.83-90
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    • 2017
  • Electrical impedance tomography is a relatively new nondestructive imaging modality in which the internal conductivity distribution is reconstructed based on the injected currents and measured voltages through electrodes placed on the surface of a domain. In this paper, a fast iterative Gauss-Newton method is proposed to increase the spatial resolution as well as reduce the inverse computational time in the inverse problem, which could be applied to online binary mixture flow applications. To evaluate the reconstruction performance of the proposed method, numerical experiments have been carried out and the results are analyzed.

Enhancement of Image Reconstruction Using Region of Interest Method Based on Adaptive Threshold Value in Electrical Impedance Tomography (전기 임피던스 단층촬영법에서 적응 문턱치 기반의 관심영역 기법을 사용한 영상 복원의 개선)

  • Kim, Chang Il;Kim, Bong Seok;Kim, Kyung Youn
    • Journal of the Institute of Electronics and Information Engineers
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    • v.54 no.8
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    • pp.99-106
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    • 2017
  • Electrical impedance tomography is a nondestructive imaging modality in which the internal resistivity distribution is reconstructed based on the injected currents and measured voltages inside a domain of interest. In this paper, an adaptive threshold value based region of interest (ROI) method is proposed to improve the spatial resolution of reconstructed images as well as to reduce the computational time of the inverse problem. Adaptive threshold value is calculated by INTERMODES method and ROI is determined from the domain based on this value. Moreover, the computational domain of image reconstruction is restricted within a ROI and iterative Gauss-Newton method is employed to estimate the resistivity distribution. To evaluate the performance of the proposed method, numerical experiments have been performed and the results are analyzed.

A Feasibility study on the Simplified Two Source Model for Relative Electron Output Factor of Irregular Block Shape (단순화 이선원 모델을 이용한 전자선 선량율 계산 알고리듬에 관한 예비적 연구)

  • 고영은;이병용;조병철;안승도;김종훈;이상욱;최은경
    • Progress in Medical Physics
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    • v.13 no.1
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    • pp.21-26
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    • 2002
  • A practical calculation algorithm which calculates the relative output factor(ROF) for irregular shaped electron field has been developed and evaluated the accuracy of the algorithm. The algorithm adapted two-source model, which assumes that the electron dose can be express as sum of the primary source component and the scattered component from the shielding block. Original two-source model has been modified in order to make the algorithm simpler and to reduce the number of parameters needed in the calculation, while the calculation error remains within clinical tolerance range. The primary source is assumed to have Gaussian distribution, while the scattered component follows the inverse square law. Depth and angular dependency of the primary and the scattered are ignored ROF can be calculated with three parameters such as, the effective source distance, the variance of primary source, and the scattering power of the block. The coefficients are obtained from the square shaped-block measurements and the algorithm is confirmed from the rectangular or irregular shaped-fields used in the clinic. The results showed less than 1.0 % difference between the calculation and measurements for most cases. None of cases which have bigger than 2.1 % have been found. By improving the algorithm for the aperture region which shows the largest error, the algorithm could be practically used in the clinic, since one can acquire the 1011 parameter's with minimum measurements(5∼6 measurements per cones) and generates accurate results within the clinically acceptable range.

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