• 제목/요약/키워드: Exponential distribution

검색결과 824건 처리시간 0.022초

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

  • Kang Suk-Bok;Lee Sang-Ki
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.603-613
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    • 2005
  • We propose some estimators of the location parameter and derive the approximate maximum likelihood estimators (AMLEs) of the scale parameter in the exponential distribution based on multiply Type-II censored samples. We calculate the moments for the proposed estimators of the location parameter, and the AMLEs which are the linear functions of the order statistics. We compare the proposed estimators in the sense of the mean squared error (MSE) for various censored samples.

Inference on P(Y

  • Kim, Joong-Dae;Moon, Yeung-Gil;Kang, Jun-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.989-995
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    • 2003
  • Inference for probability P(Y

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CHARACTERIZATIONS OF THE LOMAX, EXPONENTIAL AND PARETO DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young;Lim, Eun-Hyuk
    • 충청수학회지
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    • 제22권2호
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    • pp.149-153
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    • 2009
  • Let {$X_{n},\;n\;\geq\;1$} be a sequence of independent and identically distributed random variables with absolutely continuous cumulative distribution function (cdf) F(x) and probability density function (pdf) f(x). Suppose $X_{U(m)},\;m = 1,\;2,\;{\cdots}$ be the upper record values of {$X_{n},\;n\;\geq\;1$}. It is shown that the linearity of the conditional expectation of $X_{U(n+2)}$ given $X_{U(n)}$ characterizes the lomax, exponential and pareto distributions.

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

  • 강석복;한준태;박선미
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2004년도 추계학술대회
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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 Exponential Distribution Based on Multiply Type-II Censored Samples

  • 강석복
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2004년도 춘계학술대회
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    • pp.203-210
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    • 2004
  • When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

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DISTRIBUTIONS AND MOMENTS FOR ESTIMATORS OF GINI INDEX IN AN EXPONENTIAL DISTRIBUTION

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of applied mathematics & informatics
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    • 제5권1호
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    • pp.213-222
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    • 1998
  • In this paper we propose several estimators of Gini index of the two-parameter exponential distribution and obtain dis-tributions and moments of the proposed estimators. The proposed estimators are shown to cosistency and will be compares in terms of the proposed estimators. The proposed estimators are shown to cosistency and will be compared in terms of the mean squared error (MSE) through Monte Carlo method.

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

  • Kang, Suk-Bok;Cho, Young-Suk;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • 제16권1호
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    • pp.115-126
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    • 2005
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the double exponential distribution based on 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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MRE for Exponential Distribution under General Progressive Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제9권1호
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    • pp.71-76
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    • 1998
  • By assuming a general progressive Type-II censored sample, we propose the minimum risk estimator (MRE) of the location parameter and the scale parameter of the two-parameter exponential distribution. An example is given to illustrate the methods of estimation discussed in this paper.

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Exponential family of circular distributions

  • Kim, Sung-Su
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1217-1222
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    • 2011
  • In this paper, we show that any circular density can be closely approximated by an exponential family of distributions. Therefore we propose an exponential family of distributions as a new family of circular distributions, which is absolutely suitable to model any shape of circular distributions. In this family of circular distributions, the trigonometric moments are found to be the uniformly minimum variance unbiased estimators (UMVUEs) of the parameters of distribution. Simulation result and goodness of fit test using an asymmetric real data set show usefulness of the novel circular distribution.

국내 연속류 자전거도로의 차두시간 분포 모형 개발 (Development of a Time Headway Distribution Model for Uninterrupted Traffic Flow Bikeway in Korea)

  • 전우훈;이영인;양인철
    • 한국ITS학회 논문지
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    • 제18권5호
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    • pp.79-90
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    • 2019
  • 본 연구에서는 국내의 연속류 자전거도로에 대한 차두시간 분포 모형을 개발하고자 하였다. 현장조사를 통해 수집된 데이터를 교통량으로 구분하여 분석하였으며, 교통량의 기준은 전체 교통량을 분포를 고려하여 1분당 8대 미만은 낮은 수준의 교통량으로 하고 8대 이상은 높은 수준의 교통량으로 구분하였다. 차두시간의 집계간격은 기존의 자동차교통류에서 일반적으로 적용해오던 0.5초를 적용하였다. 적용된 분포는 기본적인 정규분포와 함께 음지수분포, 전이된 음지수분포, 피어슨 III분포이며, 카이스퀘어 검정 분석결과 음지수분포와 전이된 음지수분포에서 방향과 교통량 구분 모두에서 이론치와 관측치간에 적합한 것으로 나타났다. 제시된 자전거 차두시간 분포모형의 적정성을 판단하기 위한 분석결과, 역시 동일하게 음지수분포와 전이된 음지수분포가 적합한 것으로 나타났다.