• 제목/요약/키워드: Exponential Model

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Estimating Methods on Exponential Regression Models with Censored Data

  • Ha, Il-Do;Lee, Youngjo;Song, Jae-Kee
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.195-210
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    • 1999
  • We consider a large class of exponential regression models with censored data and propose two modified Fisher scoring methods with corresponding algorithms. These proposed methods improve the Newton-Raphson method in estimating the model parameters. The simulated and real examples are illustrated in aspect of convergence.

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New Dispersion Function in the Rank Regression

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.101-113
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    • 2002
  • In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

Bayesian Inference for the Two-Parameter Exponential Models : Type-II Censored Case

  • Sohn, Joong-Kweon;Kim, Heon-Joo
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.313-335
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    • 1995
  • Suppose that we have $k(k \geq 2)$ populations (or systems), say $\pi_1, \cdots, \pi_k$, to be tested. Under the type-II censored testing without replacement we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population. Also we compare the perfomances of the proposed Bayes estimators with another estiamtors under the Jeffrey-type noninformative prior distribution.

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ENERGY DECAY RATES FOR THE KELVIN-VOIGT TYPE WAVE EQUATION WITH ACOUSTIC BOUNDARY

  • Seo, Young-Il;Kang, Yong-Han
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제16권2호
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    • pp.85-91
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    • 2012
  • In this paper, we study uniform exponential stabilization of the vibrations of the Kelvin-Voigt type wave equation with acoustic boundary in a bounded domain in $R^n$. To stabilize the systems, we incorporate separately, the internal material damping in the model as like Gannesh C. Gorain [1]. Energy decay rates are obtained by the exponential stability of solutions by using multiplier technique.

ENERGY DECAY RATE FOR THE KIRCHHOFF TYPE WAVE EQUATION WITH ACOUSTIC BOUNDARY

  • Kang, Yong-Han
    • East Asian mathematical journal
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    • 제28권3호
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    • pp.339-345
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    • 2012
  • In this paper, we study uniform exponential stabilization of the vibrations of the Kirchho type wave equation with acoustic boundary in a bounded domain in $R^n$. To stabilize the system, we incorporate separately, the passive viscous damping in the model as like Gannesh C. Gorain [1]. Energy decay rate is obtained by the exponential stability of solutions by using multiplier technique.

Jackknife Estimation in an Exponential Model

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.193-200
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    • 2004
  • Parametric estimation of truncated point in a truncated exponential distribution will be considered. The MLE, bias reducing estimator and the ordinary jackknife estimator of the truncated parameter will be compared by mean square errors. And the MME and MLE of mean parameter and estimations of the right tail probability in the distribution will be compared by their MSE's.

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Effects of Cell Residence Time Distributions in Cellular Mobile Communication Systems

  • Yeo, Kun-Min;Jun, Chi-Hyuck
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 1999년도 춘계학술대회 논문집
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    • pp.6-10
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    • 1999
  • We present a simulation result to the analysis of the effects of cell residence time distributions upon the expected channel occupancy time based on an analytic mobility model. Numerical examples show that exponential distribution provides upper and lower bound to the expected channel occupancy times of new calls and handoff calls. This fact reveals that the assumption of exponential distribution as the cell residence time distribution as the cell residence time distribution may over- or under-estimate cellular mobile systems.

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ENERGY DECAY RATES FOR THE KIRCHHOFF TYPE WAVE EQUATION WITH BALAKRISHNAN-TAYLOR DAMPING AND ACOUSTIC BOUNDARY

  • Kang, Yong Han
    • East Asian mathematical journal
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    • 제30권3호
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    • pp.249-258
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    • 2014
  • In this paper, we study uniform exponential stabilization of the vibrations of the Kirchhoff type wave equation with Balakrishnan-Taylor damping and acoustic boundary in a bounded domain in $R^n$. To stabilize the systems, we incorporate separately, the passive viscous damping in the model as like Kang[14]. Energy decay rates are obtained by the uniform exponential stability of solutions by using multiplier technique.

Analysis of Complex Forced Raleigh Scattering Decay Profiles for the Diffusion of Methyl Yellow in Binary Solution

  • 박하선;성정문;이현정;장태현;Daniel R. Spiegal
    • Bulletin of the Korean Chemical Society
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    • 제18권9호
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    • pp.1006-1010
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    • 1997
  • The nature and analysis methods of complicated decay profiles found in forced Rayleigh scattering (FRS) have been investigated for the probe diffusion of methyl yellow in 2-propanol. The complementary shifted and ground state grating effect, which is known to be the origin of non-single exponential decays, was analyzed by non-linear regression fitting to a double exponential model function. We confirmed that the parameters were highly correlated so that it was difficult to extract a unique set of parameters in the presence of experimental noise. Nevertheless, a reasonable range of decay time constants could be estimated from the grating spacing dependence.

Extending the Scope of Automatic Time Series Model Selection: The Package autots for R

  • Jang, Dong-Ik;Oh, Hee-Seok;Kim, Dong-Hoh
    • Communications for Statistical Applications and Methods
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    • 제18권3호
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    • pp.319-331
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    • 2011
  • In this paper, we propose automatic procedures for the model selection of various univariate time series data. Automatic model selection is important, especially in data mining with large number of time series, for example, the number (in thousands) of signals accessing a web server during a specific time period. Several methods have been proposed for automatic model selection of time series. However, most existing methods focus on linear time series models such as exponential smoothing and autoregressive integrated moving average(ARIMA) models. The key feature that distinguishes the proposed procedures from previous approaches is that the former can be used for both linear time series models and nonlinear time series models such as threshold autoregressive(TAR) models and autoregressive moving average-generalized autoregressive conditional heteroscedasticity(ARMA-GARCH) models. The proposed methods select a model from among the various models in the prediction error sense. We also provide an R package autots that implements the proposed automatic model selection procedures. In this paper, we illustrate these algorithms with the artificial and real data, and describe the implementation of the autots package for R.