• 제목/요약/키워드: Beta distribution model

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Kendall의 Tau에 의한 회귀직선의 평행성에 관한 비모수 검정 (A Nonparametric Test for the Parallelism of Regression Lines Based on Kendall's Tau)

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • 제7권1호
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    • pp.17-26
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    • 1978
  • For testing $\beta_i=\beta, i=1,...,k$, in the regression model $Y_{ij} = \alpha_i + \beta_ix_{ij} + e_{ij}, j=1,...,n_i$, a simple and robust test based on Kendall's tau is proposed. Its asymptotic distribution is proved to be chi-square under the null hypthesis and noncentral chi-square under an appropriate sequence of alternatives. For the optimal designs, the asymptotic relative efficiency of the proposed procedure with respect to the least squares procedure is the same as that of the Wilcoxon test with respect to the t-test.

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Strong Representations for LAD Estimators in AR(1) Models

  • Kang, Hee-Jeong;Shin, Key-Il
    • Journal of the Korean Statistical Society
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    • 제27권3호
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    • pp.349-358
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    • 1998
  • Consider the AR(1) model $X_{t}$=$\beta$ $X_{t-1}$+$\varepsilon$$_{t}$ where $\beta$ < 1 is an unknown parameter to be estimated and {$\varepsilon$$_{t}$} denotes the independent and identically distributed error terms with unknown common distribution function F. In this paper, a strong representation for the least absolute deviation (LAD) estimate of $\beta$ in AR(1) models is obtained under some mild conditions on F. on F.F.

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Posterior Inference in Single-Index Models

  • Park, Chun-Gun;Yang, Wan-Yeon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • 제11권1호
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    • pp.161-168
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    • 2004
  • A single-index model is useful in fields which employ multidimensional regression models. Many methods have been developed in parametric and nonparametric approaches. In this paper, posterior inference is considered and a wavelet series is thought of as a function approximated to a true function in the single-index model. The posterior inference needs a prior distribution for each parameter estimated. A prior distribution of each coefficient of the wavelet series is proposed as a hierarchical distribution. A direction $\beta$ is assumed with a unit vector and affects estimate of the true function. Because of the constraint of the direction, a transformation, a spherical polar coordinate $\theta$, of the direction is required. Since the posterior distribution of the direction is unknown, we apply a Metropolis-Hastings algorithm to generate random samples of the direction. Through a Monte Carlo simulation we investigate estimates of the true function and the direction.

Families of Distributions Arising from Distributions of Ordered Data

  • Ahmadi, Mosayeb;Razmkhah, M.;Mohtashami Borzadaran, G.R.
    • Communications for Statistical Applications and Methods
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    • 제22권2호
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    • pp.105-120
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    • 2015
  • A large family of distributions arising from distributions of ordered data is proposed which contains other models studied in the literature. This extension subsume many cases of weighted random variables such as order statistics, records, k-records and many others in variety. Such a distribution can be used for modeling data which are not identical in distribution. Some properties of the theoretical model such as moment, mean deviation, entropy criteria, symmetry and unimodality are derived. The proposed model also studies the problem of parameter estimation and derives maximum likelihood estimators in a weighted gamma distribution. Finally, it will be shown that the proposed model is the best among the previously introduced distributions for modeling a real data set.

발사체 개발의 연차별 비용 추정을 위한 비용모델 개발 (Cost Model for Annual Cost Spread Estimation of Space Launch Vehicle Development)

  • 김홍래;유동서;최종권;장영근
    • 한국항공우주학회지
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    • 제39권6호
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    • pp.576-584
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    • 2011
  • 성공적인 발사체 개발을 위해서는 개발비용을 정확하게 추정하는 것도 중요하지만 연차별 예산 배분을 적절히 계획하는 것도 중요하다. 본 논문에서는 통계적 기법을 이용하여 개발기간 중 연차별 예산 배분에 대하여 분석하였다. 연차별 비용 모델링을 위해서 통계적 모델의 분석을 통해 적합성을 판단하여 베타분포모델을 선택하였고, 프로젝트의 설계와 기술의 성숙도로 추정이 가능한 모델을 개발하였다. 연차별 비용 모델의 타당성을 검증하기 위하여 우주왕복선 주 엔진(Space Shuttle Main Engine)의 실제 개발비용 분포와 본 모델을 통한 개발비용 분포의 비교 연구를 통해 적합성을 확인하였다. 또한, 본 논문의 개발 비용 모델을 한국형발사체 개발에 적용하여 연차별 소요 비용을 추정하였다. 본 논문에서 제시하는 연차별 분포 모델은 발사체뿐만 아니라 다른 대형복합시스템의 개발에도 활용이 가능할 것으로 예상된다.

세이빙공구 상태 감시를 위한 베타분포모델에 기반한 특징 해석 (Feature Analysis Based on Beta Distribution Model for Shaving Tool Condition Monitoring)

  • 최덕기;김성준;오영탁
    • 대한기계학회논문집A
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    • 제34권1호
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    • pp.11-18
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    • 2010
  • 공구상태 감시기술은 지능형 생산시스템 구축을 위하여 중요한 요소 기술이다. 다양한 생산 공정 분야에 걸쳐 연구가 진행되었지만 기어 세이빙 공정에서 공구파손을 검출하는 연구가 발표된 바가 없다. 본 연구에서는 기어 세이빙 공정 중에 세이빙 공구의 상태를 검출하기 위하여 베타확률분포를 활용하는 통계적 기법을 제안하였다. 신뢰성 있는 공구상태 감시를 위하여 선행되어야 할 특징값 추출을 위하여 공정 중에 발생하는 진동 신호를 베타확률분포로 모델링하였다. 신호의 양봉 분포를 단봉 분포로 변환한 후 모멘트법을 사용하여 베타확률분포의 파라미터들을 추정함으로써 특징값들을 추출하였다. 특징값들의 유효성을 평가 결과, 베타분포 모델의 파라미터 중 모드가 우수한 세이빙 공구상태 감시 성능을 갖고 있음을 확인하였다.

A Study on a One-step Pairwise GM-estimator in Linear Models

  • Song, Moon-Sup;Kim, Jin-Ho
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.1-22
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    • 1997
  • In the linear regression model $y_{i}$ = .alpha. $x_{i}$ $^{T}$ .beta. + .epsilon.$_{i}$ , i = 1,2,...,n, the weighted pairwise absolute deviation (WPAD) estimator was defined by minimizing the dispersion function D (.beta.) = .sum..sum.$_{{i $w_{{ij}}$$\mid$ $r_{j}$ (.beta.) $r_{i}$ (.beta.)$\mid$, where $r_{i}$ (.beta.)'s are residuals and $w_{{ij}}$'s are weights. This estimator can achive bounded total influence with positive breakdown by choice of weights $w_{{ij}}$. In this paper, we consider a more general type of dispersion function than that of D(.beta.) and propose a pairwise GM-estimator based on the dispersion function. Under some regularity conditions, the proposed estimator has a bounded influence function, a high breakdown point, and asymptotically a normal distribution. Results of a small-sample Monte Carlo study are also presented. presented.

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직무순환을 경험한 간호사의 경력만족 예측모형 (A Model for Predicting Career Satisfaction of Nurses Experiencing Rotation)

  • 신숙;유미
    • 대한간호학회지
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    • 제47권4호
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    • pp.551-561
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    • 2017
  • Purpose: This study aimed to present and test a structural model for describing and predicting the factors affecting subjective career satisfaction of nurses experiencing rotation and to develop human resources management strategies for promoting their career satisfaction related to rotation. Methods: In this cross-sectional study, we recruited 233 nurses by convenience sampling who had over 1 year of career experience and who had experienced rotation at least once at G university hospital. Data were collected from August to September in 2016 using self-reported questionnaires. The exogenous variables consisted of rotation perception and rotation stress. Endogenous variables consisted of career growth opportunity, work engagement, and subjective career satisfaction. A hypothetical model was tested by asymptotically distribution-free estimates, and model goodness of fit was examined using absolute fit, incremental fit measures. Results: The final model was approved and had suitable fit. We found that subjective career satisfaction was directly affected by rotation stress (${\beta}=.20$, p=.019) and work engagement (${\beta}=.58$, p<.001), indirectly affected by rotation perception (${\beta}=.43$, p<.001) through career growth opportunity and work engagement. However, there was no total effect of rotation stress on subjective career satisfaction (${\beta}=-.09$, p=.270). Career growth opportunity directly and indirectly affected subjective career satisfaction (${\beta}=.29$, p<.001; ${\beta}=.28$, p<.001). These variables accounted for 65% of subjective career satisfaction. Conclusion: The results of this study suggest that it is necessary to establish systematic and planned criteria for rotation so that nurses can grow and develop through sustained work and become satisfied with their career.

Luminance에 의한 Pupil의 변화에 대한 모델 (A Model of Pupil's Change with Luminance)

  • 김용근
    • 한국안광학회지
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    • 제1권2호
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    • pp.7-11
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    • 1996
  • 동공반사에 의한 동공크기 변화는 luminance 량에 의해 결정되며, 동공크기에 따른 외부 광량의 투과량인 망막조도비 분포함수와 luminance 량에 따른 추체, 간체의 수용체 분포함수에 의존한다. Luminance 에 대한 동공크기 변화는 다음과 같은 수식적 모델로 표현 할 수 있다. $$y(x)={\alpha}+{\beta}\frac{1}{1+{e}{x}{p}(x-x_0)/{\theta}}$$ 여기서 ${\alpha}$는 luminance의 최대값에서 동공직경 크기이고, ${\beta}$는 동공직경 최대, 최소 편차, ${\theta}$는 개인차의 민감도를 나타내는 parameter이다. P.Moon등의 실험값과 비교해 보면 이모델식이 잘 일시함을 알 수 있다.

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Different estimation methods for the unit inverse exponentiated weibull distribution

  • Amal S Hassan;Reem S Alharbi
    • Communications for Statistical Applications and Methods
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    • 제30권2호
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    • pp.191-213
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    • 2023
  • Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.