• Title/Summary/Keyword: Error distribution

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Bayesian inference for an ordered multiple linear regression with skew normal errors

  • Jeong, Jeongmun;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • v.27 no.2
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    • pp.189-199
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    • 2020
  • This paper studies a Bayesian ordered multiple linear regression model with skew normal error. It is reasonable that the kind of inherent information available in an applied regression requires some constraints on the coefficients to be estimated. In addition, the assumption of normality of the errors is sometimes not appropriate in the real data. Therefore, to explain such situations more flexibly, we use the skew-normal distribution given by Sahu et al. (The Canadian Journal of Statistics, 31, 129-150, 2003) for error-terms including normal distribution. For Bayesian methodology, the Markov chain Monte Carlo method is employed to resolve complicated integration problems. Also, under the improper priors, the propriety of the associated posterior density is shown. Our Bayesian proposed model is applied to NZAPB's apple data. For model comparison between the skew normal error model and the normal error model, we use the Bayes factor and deviance information criterion given by Spiegelhalter et al. (Journal of the Royal Statistical Society Series B (Statistical Methodology), 64, 583-639, 2002). We also consider the problem of detecting an influential point concerning skewness using Bayes factors. Finally, concluding remarks are discussed.

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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Design & Analysis of an Error-reduced Precision Optical Triangulation Probes (오차 최소화된 정밀 광삼각법 프로브의 해석 및 설계)

  • Kim, Kyung-Chan;Oh, Se-Baek;Kim, Jong-Ahn;Kim, Soo-Hyun;Kwak, Yoon-Keun
    • Proceedings of the KSME Conference
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    • 2000.04a
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    • pp.411-414
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    • 2000
  • Optical Triangulation Probes (OTPs) are widely used for their simple structure. high resolution, and long operating range. However, errors originating from speckle, inclination of the object, source power fluctuation, ambient light, and noise of the detector limit their usability. In this paper, we propose new design criteria for an error-reduced OTP. The light source module for the system consists of an incoherent light source and a multimode optical fiber for eliminating speckle and shaping a Gaussian beam Intensity profile. A diffuse-reflective white copy paper, which is attached to the object, makes the light intensity distribution on the change-coupled device(CCD). Since the peak positions of the intensity distribution are not related to the various error sources, a sub-pixel resolution signal processing algorithm that can detect the peak position makes it possible to construct an error-reduced OTP system

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Analysis of Quantization Error in Stereo Vision (스테레오 비젼의 양자화 오차분석)

  • 김동현;박래홍
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.30B no.9
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    • pp.54-63
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    • 1993
  • Quantization error, generated by the quantization process of an image, is inherent in computer vision. Because, especially in stereo vision, the quantization error in a 2-D image results in position errors in the reconstructed 3-D scene, it is necessary to analyze it mathematically. In this paper, the analysis of the probability density function (pdf) of quantization error for a line-based stereo matching scheme is presented. We show that the theoretical pdf of quantization error in the reconstructed 3-D position information has more general form than the conventional analysis for pixel-based stereo matching schemes. Computer simulation is observed to surpport the theoretical distribution.

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A Study on the Reliability Attributes of the Software Reliability Model Following the Shape Parameter of Minimax Life Distribution (미니맥스 수명분포의 형상모수를 따르는 소프트웨어 신뢰모형에 관한 신뢰속성에 관한 연구)

  • Kim, Hee-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.4
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    • pp.325-330
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    • 2018
  • This paper, following the shape parameters of the minimax distribution, describes the special form of the beta distribution, the Minimax distribution, as a function of the shape parameters for the software reliability model based on the non-homogeneous Poisson process. Characteristics and usefulness were discussed. As a result, the case of the shape parameter 1 of Minimax distribution than less than and greate in mean squared error is the smallest, in determination coefficient, appears to be high, the shape parameter 1 of Minimax distribution regard as an efficient model. The estimated determination coefficient of the proposed model is estimated to be more than 95%, which is a useful model in the field of software reliability. Through this study, software design and users can identify the software failure characteristics using mean square error, decision coefficient, and confidence interval can be used as a basic guideline.

A Study on the Fatigue Strength and Life Distribution of Carbon Steel Using the Database System (데이터베이스 시스템을 이용한 탄소강의 피로강도 및 수명분포)

  • Kim, Jung Kyu;Moon, Joon Ho;Kim, Do Sik
    • Journal of Korean Society of Steel Construction
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    • v.10 no.1 s.34
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    • pp.37-45
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    • 1998
  • The relational database system on fatigue strength was constructed, and the properties of fatigue life distribution were examined to analyze reliability and safety of metallic materials. Data manipulations were efficiently performed in relational fatigue strength database system using dependency diagram. Regardless of the distribution of fatigue strength, the proposed method, the Robust method and the complementary error function method using probability distribution, successfully estimated parameters of the 3-parameter Weibull distribution. The proposed criterion for estimating non-failure probability showed good results regardless of censoring time. The fatigue life distribution function described as a function of parameters of the Weibull distribution and applied stress ratio produced P-S-N characteristics reasonably.

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A comparative study on learning effects based on the reliability model depending on Makeham distribution (Makeham분포에 의존한 신뢰성모형에 근거한 학습효과 특성에 관한 비교 연구)

  • Kim, Hee-Cheul;Cheul, Shin-Hyun
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.5
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    • pp.496-502
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    • 2016
  • In this study, we investigated the comparative NHPP software model based on learning techniques that operators in the process of software testing and development of software products that can be applied to software test tool. The life distribution was applied Makeham distribution based on finite fault NHPP. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is larger than automatic error that is usually well-organized model could be established. This paper, a trust characterization of applying using time among failures and parameter approximation using maximum likelihood estimation, after the effectiveness of the data through trend examination model selection were well-organized using the mean square error and $R^2$. From this paper, the software operators must be considered life distribution by the basic knowledge of the software to confirm failure modes which may be helped.

The Comparative Study for Property of Learning Effect based on Software Reliability Model using Doubly Bounded Power Law Distribution (이중 결합 파우어 분포 특성을 이용한 유한고장 NHPP모형에 근거한 소프트웨어 학습효과 비교 연구)

  • Kim, Hee Cheul;Kim, Kyung-Soo
    • Convergence Security Journal
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    • v.13 no.1
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    • pp.71-78
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    • 2013
  • In this study, software products developed in the course of testing, software managers in the process of testing software test and test tools for effective learning effects perspective has been studied using the NHPP software. The doubly bounded power law distribution model makeup Weibull distribution applied to distribution was based on finite failure NHPP. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than automatic error that is generally efficient model could be confirmed. This paper, a numerical example of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error and $R^2$.

A Comprehensive Model for Wind Power Forecast Error and its Application in Economic Analysis of Energy Storage Systems

  • Huang, Yu;Xu, Qingshan;Jiang, Xianqiang;Zhang, Tong;Liu, Jiankun
    • Journal of Electrical Engineering and Technology
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    • v.13 no.6
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    • pp.2168-2177
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    • 2018
  • The unavoidable forecast error of wind power is one of the biggest obstacles for wind farms to participate in day-ahead electricity market. To mitigate the deviation from forecast, installation of energy storage system (ESS) is considered. An accurate model of wind power forecast error is fundamental for ESS sizing. However, previous study shows that the error distribution has variable kurtosis and fat tails, and insufficient measurement data of wind farms would add to the difficulty of modeling. This paper presents a comprehensive way that makes the use of mixed skewness model (MSM) and copula theory to give a better approximation for the distribution of forecast error, and it remains valid even if the dataset is not so well documented. The model is then used to optimize the ESS power and capacity aiming to pay the minimal extra cost. Results show the effectiveness of the new model for finding the optimal size of ESS and increasing the economic benefit.