• Title/Summary/Keyword: Exponential distribution

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Reliability estimation and ratio distribution in a general exponential distribution

  • Lee, Chang-Soo;Moon, Yeung-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.623-632
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    • 2014
  • We shall consider the estimation for the parameter and the right tail probability in a general exponential distribution. We also shall consider the estimation of the reliability P(X < Y ) and the skewness trends of the density function of the ratio X=(X+Y) for two independent general exponential variables each having different shape parameters and known scale parameter. We then shall consider the estimation of the failure rate average and the hazard function for a general exponential variable having the density function with the unknown shape and known scale parameters, and for a bivariate density induced by the general exponential density.

STOCHASTIC ACTIVITY NETWORKS WITH TRUNCATED EXPONENTIAL ACTIVITY TIMES

  • ABDELKADER YOUSRY H.
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.119-132
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    • 2006
  • This paper presents an approach for using right-truncated exponentially distributed random variables to model activity times in stochastic activity networks. The advantages of using the right-truncated exponential distribution are discussed. The moments of a project completion time using the proposed distribution are derived and compared with other estimated moments in literature.

SOME PROPERTIES OF SPECIAL POLYNOMIALS WITH EXPONENTIAL DISTRIBUTION

  • Kang, Jung Yoog;Lee, Tai Sup
    • Communications of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.383-390
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    • 2019
  • In this paper, we discuss special polynomials involving exponential distribution, which is related to life testing. We derive some identities of special polynomials such as the symmetric property, recurrence formula and so on. In addition, we investigate explicit properties of special polynomials by using their derivative and integral.

Confidence Intervals and Joint Confidence Regions for the Two-Parameter Exponential Distribution based on Records

  • Asgharzadeh, A.;Abdi, M.
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.103-110
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    • 2011
  • Exponential distribution is widely adopted as a lifetime model. Many authors have considered the interval estimation of the parameters of two-parameter exponential distribution based on complete and censored samples. In this paper, we consider the interval estimation of the location and scale parameters and the joint confidence region of the parameters of two-parameter exponential distribution based on upper records. A simulation study is done for the performance of all proposed confidence intervals and regions. We also propose the predictive intervals of the future records. Finally, a numerical example is given to illustrate the proposed methods.

An approximate maximum likelihood estimator in a weighted exponential distribution

  • Lee, Jang-Choon;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.219-225
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    • 2012
  • We derive approximate maximum likelihood estimators of two parameters in a weighted exponential distribution, and derive the density function for the ratio Y=(X+Y) of two independent weighted exponential random variables X and Y, and then observe the skewness of the ratio density.

Gap-Acceptance Behavior Model of Left-Turn Drivers. (좌회전운전자의 문격수낙행태 모형)

  • 김경환
    • Journal of Korean Society of Transportation
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    • v.4 no.2
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    • pp.3-14
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    • 1986
  • This study was undertaken to develop the gap acceptance model of left-turn drivers on the major road at intersections. Typical unsignalized intersections on the two-lane and four-lane streets in Masan City were selected for the study intersection. For the gap distribution model, the lognormal, negative exponential, shifted negative exponential, and Gamma distributions were tested using the x2 and K-S tests. Based on the results for both streets, it was concluded that among the distributions tested the lognormal distribution represented the gap distribution best, followed by the shifted negative exponential distribution. Stochastic models of the gap-acceptance behavior of left-turn drivers on the major road at unsignalized intersections were programmed using SLAM Ⅱ, a simulation computer language. A stochastic model was selected for the gap-acceptance behavior to compare the results of the simulation with the observed data. The model assumes that a fixed critical acceptance gap is assigned to each left-turn driver based on a normal distribution and the gap distribution of the opposing traffic stream follows the shifted negative exponential distribution.

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

  • Kang Suk-Bok;Park Sun-Mi
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.643-652
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    • 2005
  • It has been known that the exponentiated exponential distribution can be used as a possible alternative to the gamma distribution or the Weibull distribution in many situations. But the maximum likelihood method does not admit explicit solutions when the sample is multiply censored. So we derive the approximate maximum likelihood estimators for the location and scale parameters in the exponentiated exponential distribution that are explicit function of order statistics. We also compare the proposed estimators in the sense of the mean squared error for various censored samples.

Failure rate of a bivariate exponential distribution

  • Hong, Yeon-Woong
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.1
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    • pp.173-177
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    • 2010
  • It is well known that if the parent distribution has a nonnegative support and has increasing failure rate, then all the order statistics have increasing failure rate (IFR). The result is not necessarily true in the case of bivariate distributions with dependent structures. In this paper we consider a symmetric bivariate exponential distribution and show that, two marginal distributions are IFR and the distributions of the minimum and maximum are constant failure rate and IFR, respectively.

Bayesian Estimation for the Left Truncated Exponential Lifetime Distribution with Inclusion and Exclusion of an Outlier

  • PARK, Man-Gon
    • Journal of Korean Society for Quality Management
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    • v.16 no.2
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    • pp.56-67
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    • 1988
  • It is wellknown that the left truncated exponential distribution with positivity constraint on the location parameter is appropriate as a lifetime distribution model, In this paper, some Bayes estimators of the parameters and reliability for the left truncated exponential lifetime distribution when an unidentified-failure outlier is included and it is excluded in the exchangeable outlier model are proposed, and the performances of these proposed Bayes estimators are also discussed.

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