• Title/Summary/Keyword: Distribution of sample mean

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Estimation for the Skewed Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae;Park, Sun-Mi
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.125-133
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    • 2004
  • In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for the Half-Logistic Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Park, Young-Kou
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.1
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    • pp.145-156
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    • 2005
  • In this paper, we derive the approximate maximum likelihood estimators (AMLEs) of the scale parameter of the half-logistic distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error (MSE) for various censored samples.

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A Study on Error of Frequence Rainfall Estimates Using Random Variate (무작위변량을 이용한 강우빈도분석시 내외삽오차에 관한 연구)

  • Chai, Han Kyu;Eam, Ki Ok
    • Journal of Industrial Technology
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    • v.20 no.A
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    • pp.159-167
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    • 2000
  • In the study rainfall frequency analysis attemped the many specific property data record duration it is differance from occur to error-term and probability ditribution of concern manifest. error-term analysis of method are fact sample data using method in other hand it is not appear to be fault that sample data of number to be small random variates. Therefore, day-rainfall data: to randomicity consider of this study sample data to the Monte Carlo method by randomize after data recode duration of form was choice method which compared an assumed maternal distribution from splitting frequency analysis consequence. In the conclusion, frequency analysis of chuncheon region rainfall appeared samll RMSE to the Gamma II distribution. In the rainfall frequency analysis estimate RMSE using random variates great transform, RMSE is appear that return period increasing little by little RMSE incresed and data number incresing to RMSE decreseing.

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Estimation in an Exponentiated Half Logistic Distribution under Progressively Type-II Censoring

  • Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.657-666
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    • 2011
  • In this paper, we derive the maximum likelihood estimator(MLE) and some approximate maximum likelihood estimators(AMLEs) of the scale parameter in an exponentiated half logistic distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error(MSE) through a Monte Carlo simulation for various censoring schemes. We also obtain the AMLEs of the reliability function.

Estimation for the Generalized Extreme Value Distribution Based on Multiply Type-II Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.817-826
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    • 2007
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the location parameter in a generalized extreme value distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for the extreme value distribution under progressive Type-I interval censoring

  • Nam, Sol-Ji;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.643-653
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    • 2014
  • In this paper, we propose some estimators for the extreme value distribution based on the interval method and mid-point approximation method from the progressive Type-I interval censored sample. Because log-likelihood function is a non-linear function, we use a Taylor series expansion to derive approximate likelihood equations. We compare the proposed estimators in terms of the mean squared error by using the Monte Carlo simulation.

Weibull Statistical Analysis of Micro-Vickers Hardness using Monte-Carlo Simulation (몬테카를로 시뮬레이션에 의한 미소 비커스 경도의 Weibull 통계 해석)

  • Kim, Seon-Jin;Kong, Yu-Sik;Lee, Sang-Yeal
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.4
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    • pp.346-352
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    • 2009
  • In the present study, the Weibull statistical analysis using the Monte-Carlo simulation has been performed to investigate the micro-Vickers hardness measurement reliability considering the variability. Experimental indentation test were performed with a micro-Vickers hardness tester for as-received and quenching and tempering specimens in SCM440 steels. The distribution of micro-Vickers hardness is found to be 2-parameter Weibull distribution function. The mean values and coefficients of variation (COV) for both data set are compared with results based on Weibull statistical analysis. Finally, Monte-Carlo simulation was performed in order to evaluate the effect of sample size on the micro-Vickers hardness measurement reliability. For the parent distribution with shape parameter 30.0 and scale parameter 200.0 (COV=0.040), the number of sample data required to obtain the true Weibull parameters was founded by 20. For the parent distribution with shape parameter 10.0 and scale parameter 200.0 (COV=0.1240), the number of sample data required to obtain the true Weibull parameters was founded by 30.

Estimation for the Double Rayleigh Distribution Based on Multiply Type-II Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.367-378
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    • 2008
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the location parameter in a double Rayleigh distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

Studies on the Application of Weibull Distribution to Forestry (II) - Estimation of Parameter by Gamma Function - (Weibull 분포(分布)를 응용(應用)한 임학연구(林學硏究)(II) - Gamma함수(函數)에 의한 parameter의 추정(推定) -)

  • Yun, Jong Wha
    • Journal of Korean Society of Forest Science
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    • v.61 no.1
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    • pp.1-7
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    • 1983
  • In the estimation of diameter distribution in a stand using Weibull distribution function, the calculation method of experimental distribution was presented in previous paper. This study was to estimate the diameter distribution of Korean pine stands by Weibull distribution which represents Gamma function, with mean diameter and mean basal-area diameter of the random sample trees. The results obtained fitted the diameter distribution in experimental stands. Thus, this method appears to be used for the estimation of diameter distribution in a stand as well as for the analysis and prediction of stand construction for the future.

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Comparison of Parameter Estimation Methods in A Kappa Distribution

  • Jeong, Bo-Yoon;Park, Jeong-Soo
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.04a
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    • pp.163-169
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    • 2006
  • This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. The method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, ike dimensional nonlinear equations are simplied to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, the L-ME is recommended to use for small sample size $(n\leq100)$ while MLE is good for large sample size.

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