• Title/Summary/Keyword: Exponential family

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Analysis of Quasi-Likelihood Models using SAS/IML

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.247-260
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    • 1997
  • The quasi-likelihood models which greatly widened the scope of generalized linear models are widely used in data analysis where a likelihood is not available. Since a quasi-likelihood may not appear to be an ordinary likelihood for any known distribution in the natural exponential family, to fit the quasi-likelihood models the standard statistical packages such as GLIM, GENSTAT, S-PLUS and so on may not directly applied. SAS/IML is very useful for fitting of such models. In this paper, we present simple SAS/IML(version 6.11) program which helps to fit and analyze the quasi-likelihood models applied to the leaf-blotch data introduced by Wedderburn(1974), and the problem with deviance useful generally to model checking is pointed out, and then its solution method is mention through the data analysis based on this quasi-likelihood models checking.

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THE GEOMETRY OF THE DIRICHLET MANIFOLD

  • Zhong, Fengwei;Sun, Huafei;Zhang, Zhenning
    • Journal of the Korean Mathematical Society
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    • v.45 no.3
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    • pp.859-870
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    • 2008
  • In the present paper, we investigate the geometric structures of the Dirichlet manifold composed of the Dirichlet distribution. We show that the Dirichlet distribution is an exponential family distribution. We consider its dual structures and give its geometric metrics, and obtain the geometric structures of the lower dimension cases of the Dirichlet manifold. In particularly, the Beta distribution is a 2-dimensional Dirich-let distribution. Also, we construct an affine immersion of the Dirichlet manifold. At last, we give the e-flat hierarchical structures and the orthogonal foliations of the Dirichlet manifold. All these work will enrich the theoretical work of the Dirichlet distribution and will be great help for its further applications.

A New Family of q-analogue of Genocchi Numbers and Polynomials of Higher Order

  • Araci, Serkan;Acikgoz, Mehmet;Seo, Jong Jin
    • Kyungpook Mathematical Journal
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    • v.54 no.1
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    • pp.131-141
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    • 2014
  • In the present paper, we introduce the new generalization of q-Genocchi polynomials and numbers of higher order. Also, we give some interesting identities. Finally, by applying q-Mellin transformation to the generating function for q-Genocchi polynomials of higher order put we define novel q-Hurwitz-Zeta type function which is an interpolation for this polynomials at negative integers.

A Study on the Quality Properties of the Expansive For Dry-Shrinkage Compensation of the Floor Mortar (온돌바닥 모르터의 건조수축보상을 위한 팽창제의 품질특성 연구)

  • 이웅종;이종열;정연식;이순기;정성철
    • Proceedings of the Korea Concrete Institute Conference
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    • 2000.10a
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    • pp.155-160
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    • 2000
  • In this paper, we investigated quality properties for the expansive of the CaO-$CaSO_4$ family which used to compensate dry-shrinkage in the floor mortar of On-Dol heating System. This experimental study established the mix condition with quantity of the expansive and is to investigate the relativity between the compress strength and the length change and the relativity between the chemical properties and the length change with the analysis of the physical and chemical properties. As a result of the study, the expansive is controlled by more the CaO than the $CaSO_4$. The relativity between the compress strength and the length change is expressed by exponential function, showing that if the expansive performance is increased, the compress strength is decreased. And the relativity between the chemical properties and the length change is only relative the quantity of the F-CaO among the chemical properties, is expressed by the second order function, showing that if the F-CaO is increased, the expansive performance is increased.

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Estimator of Mean Residual Life for Some Parametric Families Using Censored Data

  • Cho, Byung Yup;Choi, Kuey Chung;Choi, Sook Hee;Son, Young Nam
    • Journal of Korean Society for Quality Management
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    • v.23 no.2
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    • pp.80-90
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    • 1995
  • In this paper we consider a new estimator of mean residual life(MRL) under the random censorship model, based on the partial moment of the distribution. The parameters of a partial moment are estimated by its maximum likelihood estimators when the underlying distribution is known. Though the new estimator is not a consistent estimator of the MRL, it is shown to have smaller mean squared error than the well known empirical MRL estimator for a parametric family. We also compare the proposed estimator with some other estimators in terms of MSE for exponential and lognormal distributions using censored data.

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Initial Value Selection in Applying an EM Algorithm for Recursive Models of Categorical Variables

  • Jeong, Mi-Sook;Kim, Sung-Ho;Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.25-55
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    • 1998
  • Maximum likelihood estimates (MLEs) for recursive models of categorical variables are discussed under an EM framework. Since MLEs by EM often depend on the choice of the initial values for MLEs, we explore reasonable rules for selecting the initial values for EM. Simulation results strongly support the proposed rules.

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Empirical Comparisons of Disparity Measures for Partial Association Models in Three Dimensional Contingency Tables

  • Jeong, D.B.;Hong, C.S.;Yoon, S.H.
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.135-144
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    • 2003
  • This work is concerned with comparison of the recently developed disparity measures for the partial association model in three dimensional categorical data. Data are generated by using simulation on each term in the log-linear model equation based on the partial association model, which is a proposed method in this paper. This alternative Monte Carlo methods are explored to study the behavior of disparity measures such as the power divergence statistic I(λ), the Pearson chi-square statistic X$^2$, the likelihood ratio statistic G$^2$, the blended weight chi-square statistic BWCS(λ), the blended weight Hellinger distance statistic BWHD(λ), and the negative exponential disparity statistic NED(λ) for moderate sample sizes. We find that the power divergence statistic I(2/3) and the blended weight Hellinger distance family BWHD(1/9) are the best tests with respect to size and power.

Bayesian Multiple Change-Point Estimation and Segmentation

  • Kim, Jaehee;Cheon, Sooyoung
    • Communications for Statistical Applications and Methods
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    • v.20 no.6
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    • pp.439-454
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    • 2013
  • This study presents a Bayesian multiple change-point detection approach to segment and classify the observations that no longer come from an initial population after a certain time. Inferences are based on the multiple change-points in a sequence of random variables where the probability distribution changes. Bayesian multiple change-point estimation is classifies each observation into a segment. We use a truncated Poisson distribution for the number of change-points and conjugate prior for the exponential family distributions. The Bayesian method can lead the unsupervised classification of discrete, continuous variables and multivariate vectors based on latent class models; therefore, the solution for change-points corresponds to the stochastic partitions of observed data. We demonstrate segmentation with real data.

A New IEEE 802.11 DCF Utilizing Freezing Experiences in Backoff Interval and Its Saturation Throughput

  • Sakakibara, Katsumi;Taketsugu, Jumpei
    • Journal of Communications and Networks
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    • v.12 no.1
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    • pp.43-51
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    • 2010
  • IEEE 802.11 defines distributed coordination function (DCF), which is characterized by CSMA/CA and binary exponential backoff (BEB) algorithm. Most modifications on DCF so far have focused on updating of the contention window (CW) size depending on the outcome of own frame transmission without considering freezing periods experienced in the backoff interval. We propose two simple but novel schemes which effectively utilize the number of freezing periods sensed during the current backoff interval. The proposed schemes can be applied to DCF and its family, such as double increment double decrement (DIDD). Saturation throughput of the proposed schemes is analyzed by means of Bianchi's Markovian model. Computer simulation validates the accuracy of the analysis. Numerical results based on IEEE 802.11b show that up to about 20% improvement of saturation throughput can be achieved by combining the proposed scheme with conventional schemes when applied to the basic access procedure.

Bayesian estimation of ordered parameters (순서화 모수에 대한 베이지안 추정)

  • 정광모;정윤식
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.153-164
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    • 1996
  • We discussed estimation of parameters using Gibbs sampler under order restriction on the parameters. Two well-knwon probability models, ordered exponential family and binomial distribution, are considered. We derived full conditional distributions(FCD) and also used one-for-one sampling algorithm to sample from the FCD's under order restrictions. Finally through two real data sets we compared three kinds of estimators; isotonic regression estimator, isotonic Bayesian estimator and the estimator using Gibbs sampler.

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