• Title/Summary/Keyword: Exponential Random Variable

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EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES

  • Choi, Jeong-Yeol;Baek, Jong-Il
    • Journal of applied mathematics & informatics
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    • v.31 no.3_4
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    • pp.417-424
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    • 2013
  • Giuliano Antonini et al.(2008) have introduced the concept of extended acceptability and the results show that the extended acceptability structure has no effect on the exponential inequality except replacing a constant M = 1 with a constant M > 0. We discuss the complete convergence for extended acceptable random variables by using the exponential inequality.

On the Estimation of Parameters in ALT under Generalized Exponential Distribution

  • Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.923-931
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    • 2005
  • The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

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Improved Exponential Estimator for Estimating the Population Mean in the Presence of Non-Response

  • Kumar, Sunil
    • Communications for Statistical Applications and Methods
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    • v.20 no.5
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    • pp.357-366
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    • 2013
  • This paper defines an improvement for estimating the population mean of a study variable using auxiliary information and known values of certain population parameter(s), when there is a non-response in a study as well as on auxiliary variables. Under a simple random sampling without a replacement (SRSWOR) scheme, the mean square error (MSE) of all proposed estimators are obtained and compared with each other. Numerical illustration is also given.

Sub-gaussian Techniques in Obtaining Laws of Large Numbers in $L^1$(R)

  • Lee, Sung-Ho;Lee, Robert -Taylor
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.39-51
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    • 1994
  • Some exponential moment inequalities for sub-gaussian random variables are studied in this paper. These inequalities are used to obtain laws of large numbers for random variable and random elements in $L^1(R)$.

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Accelerated Life Tests under Uniform Stress Distribution (스트레스함수가 균등분포인 가속수명시험)

  • 원영철
    • Journal of the Korea Safety Management & Science
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    • v.2 no.2
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    • pp.71-83
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    • 2000
  • This paper presents accelerated life tests for Type I censoring data under probabilistic stresses. Probabilistic stress, $S_j$, is the random variable for stress influenced by test environments, test equipments, sampling devices and use conditions. The hazard rate, ,$theta_j$, is the random variable of environments and the function of probabilistic stress. Also it is assumed that the general stress distribution is uniform, the life distribution for the given hazard rate, $\theta$, is exponential and inverse power law model holds. In this paper, we obtained maximum likelihood estimators of model parameters and the mean life in use stress condition.

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Power Exponential Distributions

  • Zheng, Shimin;Bae, Sejong;Bartolucci, Alfred A.;Singh, Karan P.
    • International Journal of Reliability and Applications
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    • v.4 no.3
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    • pp.97-111
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    • 2003
  • By applying Theorem 2.6.4 (Fang and Zhang, 1990, p.66) the dispersion matrix of a multivariate power exponential (MPE) distribution is derived. It is shown that the MPE and the gamma distributions are related and thus the MPE and chi-square distributions are related. By extending Fang and Xu's Theorem (1987) from the normal distribution to the Univariate Power Exponential (UPE) distribution an explicit expression is derived for calculating the probability of an UPE random variable over an interval. A representation of the characteristic function (c.f.) for an UPE distribution is given. Based on the MPE distribution the probability density functions of the generalized non-central chi-square, the generalized non-central t, and the generalized non-central F distributions are derived.

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Test of Exponentiality in Step Stress Accelerated Life test Model based on Kullback­Leibler Information Function (쿨백­라이블러 정보함수 이용한 단계 스트레스 가속수명모형의 지수성 검정)

  • 박병구;윤상철
    • Journal of Korean Society for Quality Management
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    • v.31 no.4
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    • pp.194-202
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    • 2003
  • In this paper, we propose goodness of fit test statistics for exponentiality in accelerated life tests data based on Kullback­Leibler information functions. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter using the data from accelerated life tests is or is not specified under null hypothesis. And we compare the power of the proposed test statistics with Kolmogorov­Smirnov, Cramer von Mises and Anderson­Darling statistics in the small sample.

Testing Exponentiality of Kullback-Leibler Information Function based on a Step Stress Accelerated Life Test

  • Park Byung Gu;Yoon Sang Chul
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.235-240
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    • 2000
  • In this paper a test of fit for exponentiality and we propose the estimator of Kullback-Leibler Information functions using the data from accelerated life tests. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter based on the data from accelerated life tests is or is not specified under null hypothesis. Using Simulations, the power of the proposed test based on use condition of accelerated life test under alternatives is compared with that of other standard tests in the small sample.

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