• Title/Summary/Keyword: Bivariate Distributions

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Estimation of P(X

  • Kil Ho Cho;Jang Sik Cho;Young Joon Cha;Jae Man Lee
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.253-261
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    • 1996
  • In this paper, we derive the maximum likelihood estimator of P=P(X

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Effect of Departures from Independence for a System

  • Park, Byung-Gu;Jeong, Cheol-Hyun
    • Journal of Korean Society for Quality Management
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    • v.19 no.1
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    • pp.28-42
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    • 1991
  • For a series or parallel system, though the component lifetimes have the absolutely continuous bivariate exponential distributions(ACBVE) by Block and Basu(1974), the common assumption that the component lifetimes are independent is used. The purpose of this paper, in this case, is to investigate the magnitude of the error caused by erroneous assumption, using the measure proposed by Klein and Moeschberger(1986). Estimation of the measure is conducted by maximum likelihood estimator(MLE) and those estimators are compared with corresponding jackknifed MLE through the Monte Carlo study.

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NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.373-384
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    • 2003
  • In this paper, we formulate multivariate one-sided alternatives and propose a class of nonparametric tests for possibly right censored data. We obtain the asymptotic tail probability (or p-value) by showing that our proposed test statistics have asymptotically multivariate normal distributions. Also, we illustrate our procedure with an example and compare it with other procedures in terms of empirical powers for the bivariate case. Finally, we discuss some properties of our test.

Statistical Inferences for Bivariare Exponential Distribution in Reliability and Life Testing Problems

  • PARK, BYUNG-GU
    • Journal of Korean Society for Quality Management
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    • v.13 no.1
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    • pp.31-40
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    • 1985
  • In this paper, statistical estimation of the parameters of the bivariate exponential distribution are studied. Bayes estimators of the parameters are obtained and compared with the maximum likelihood estimators which are introduced by Freund. We know that the method of moments estimators coincide with the maximum likelihood estimators and Bayes estimators are more efficient than the maximum likelihood estimators in moderate samples. The asymptotic distributions of the maximum likelihood estimators and the estimator of mean time to system failure are obtained.

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Hidden truncation circular normal distribution

  • Kim, Sung-Su;Sengupta, Ashis
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.797-805
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    • 2012
  • Many circular distributions are known to be not only asymmetric but also bimodal. Hidden truncation method of generating asymmetric distribution is applied to a bivariate circular distribution to generate an asymmetric circular distribution. While many other existing asymmetric circular distributions can only model an asymmetric data, this new circular model has great flexibility in terms of asymmetry and bi-modality. Some properties of the new model, such as the trigonometric moment generating function, and asymptotic inference about the truncation parameter are presented. Simulation and real data examples are provided at the end to demonstrate the utility of the novel distribution.

Development and Application of a Generation Method of Human Models for Ergonomic Product Design in Virtual Environment (가상환경상의 인간공학적 제품설계를 위한 인체모델군 생성기법 개발 및 적용)

  • Ryu, Tae-Beum;Jung, In-Jun;You, Hee-Cheon;Kim, Kwang-Jae
    • IE interfaces
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    • v.16 no.spc
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    • pp.144-148
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    • 2003
  • A group of digital human models with various sizes which properly represents a population under consideration is needed in the design process of an ergonomic product in virtual environment. The present study proposes a two-step method which produces a representative group of human models in terms of stature and weight. The proposed method first generates a designated number of pairs of stature and weight within an accommodation range from the bivariate normal distribution of stature and weight of the target population. Then, from each pair of stature and weight, the method determines the sizes of body segments by using 'hierarchical' regression models and corresponding prediction distributions of individual values. The suggested method was applied to the 1988 US Army anthropometric survey data and implemented to a web-based system which generates a representative group of human models for the following parameters: nationality, gender, accommodation percentage, and number of human models.

Probabilistic Analysis of Drought Characteristics in Pakistan Using a Bivariate Copula Model

  • Jehanzaib, Muhammad;Kim, Ji Eun;Park, Ji Yeon;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.151-151
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    • 2019
  • Because drought is a complex and stochastic phenomenon in nature, statistical approaches for drought assessment receive great attention for water resource planning and management. Generally drought characteristics such as severity, duration and intensity are modelled separately. This study aims to develop a relationship between drought characteristics using a bivariate copula model. To achieve the objective, we calculated the Standardized Precipitation Index (SPI) using rainfall data at 6 rain gauge stations for the period of 1961-1999 in Jehlum River Basin, Pakistan, and investigated the drought characteristics. Since there is a significant correlation between drought severity and duration, they are usually modeled using different marginal distributions and joint distribution function. Using exponential distribution for drought severity and log-logistic distribution for drought duration, the Galambos copula was recognized as best copula to model joint distribution of drought severity and duration based on the KS-statistic. Various return periods of drought were calculated to identify time interval of repeated drought events. The result of this study can provide useful information for effective water resource management and shows superiority against univariate drought analysis.

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On the Confidence Region of Vector-valued Process Capability Indices $C_p$& $C_pk$ (2차원 벡터 공정능력지수 $C_p$$C_pk$의 근사 신뢰영역)

  • 박병선;이충훈;조중재
    • Journal of Korean Society for Quality Management
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    • v.30 no.4
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    • pp.44-57
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    • 2002
  • In this paper we study two vector-valued process capability indices $C_{p}$=($C_{px}$, $C_{py}$ ) and $C_{pk}$=( $C_{pkx}$, $C_{pky}$) considering process capability indices $C_{p}$ and $C_{pk}$. First, we derive two asymptotic distributions of plug-in estimators (equation omitted) and (equation omitted) under. some proper. conditions. Second, we examine the performance of asymptotic confidence regions of our process capability indices $C_{p}$=( $C_{px}$ , $C_{py}$ ) and $C_{pk}$=( $C_{pkx}$, $C_{pky}$) under BN($\mu$$_{x}$, $\mu$$_{y}$, $\sigma$$^2$$_{x}$, $\sigma$$^2$$_{y}$,$\rho$)$\rho$)EX>)EX>)EX>)

Design of Random Number Generator for Simulation of Speech-Waveform Coders (음성엔코더 시뮬레이션에 사용되는 난수발생기 설계)

  • 박중후
    • The Journal of the Acoustical Society of Korea
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    • v.20 no.2
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    • pp.3-9
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    • 2001
  • In this paper, a random number generator for simulation of speech-waveform coders was designed. A random number generator having a desired probability density function and a desired power spectral density is discussed and experimental results are presented. The technique is based on Sondhi algorithm which consists of a linear filter and a memoryless nonlinearity. Several methods of obtaining memoryless nonlinearities for some typical continuous distributions are discussed. Sondhi algorithm is analyzed in the time domain using the diagonal expansion of the bivariate Gaussian probability density function. It is shown that the Sondhi algorithm gives satisfactory results when the memoryless nonlinearity is given in an antisymmetric form as in uniform, Cauchy, binary and gamma distribution. It is shown that the Sondhi algorithm does not perform well when the corresponding memoryless nonlinearity cannot be obtained analytically as in Student-t and F distributions, and when the memoryless nonlinearity can not be expressed in an antisymmetric form as in chi-squared and lognormal distributions.

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Spatial distribution patterns of old-growth forest of dioecious tree Torreya nucifera in rocky Gotjawal terrain of Jeju Island, South Korea

  • Shin, Sookyung;Lee, Sang Gil;Kang, Hyesoon
    • Journal of Ecology and Environment
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    • v.41 no.8
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    • pp.223-234
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    • 2017
  • Background: Spatial structure of plants in a population reflects complex interactions of ecological and evolutionary processes. For dioecious plants, differences in reproduction cost between sexes and sizes might affect their spatial distribution. Abiotic heterogeneity may also affect adaptation activities, and result in a unique spatial structure of the population. Thus, we examined sex- and size-related spatial distributions of old-growth forest of dioecious tree Torreya nucifera in extremely heterogeneous Gotjawal terrain of Jeju Island, South Korea. Methods: We generated a database of location, sex, and size (DBH) of T. nucifera trees for each quadrat ($160{\times}300m$) in each of the three sites previously defined (quadrat A, B, C in Site I, II, and III, respectively). T. nucifera trees were categorized into eight groups based on sex (males vs. females), size (small vs. large trees), and sex by size (small vs. large males, and small vs. large females) for spatial point pattern analysis. Univariate and bivariate spatial analyses were conducted. Results: Univariate spatial analysis showed that spatial patterns of T. nucifera trees differed among the three quadrats. In quadrat A, individual trees showed random distribution at all scales regardless of sex and size groups. When assessing univariate patterns for sex by size groups in quadrat B, small males and small females were distributed randomly at all scales whereas large males and large females were clumped. All groups in quadrat C were clustered at short distances but the pattern changed as distance was increased. Bivariate spatial analyses testing the association between sex and size groups showed that spatial segregation occurred only in quadrat C. Males and females were spatially independent at all scales. However, after controlling for size, males and females were spatially separated. Conclusions: Diverse spatial patterns of T. nucifera trees across the three sites within the Torreya Forest imply that adaptive explanations are not sufficient for understanding spatial structure in this old-growth forest. If so, the role of Gotjawal terrain in terms of creating extremely diverse microhabitats and subsequently stochastic processes of survival and mortality of trees, both of which ultimately determine spatial patterns, needs to be further examined.