• 제목/요약/키워드: Family of distributions

검색결과 172건 처리시간 0.031초

The skew-t censored regression model: parameter estimation via an EM-type algorithm

  • Lachos, Victor H.;Bazan, Jorge L.;Castro, Luis M.;Park, Jiwon
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.333-351
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    • 2022
  • The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

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

  • Cho, Byung Yup;Choi, Kuey Chung;Choi, Sook Hee;Son, Young Nam
    • 품질경영학회지
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    • 제23권2호
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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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다년간 계속되는 갈수의 크기 및 심도에 관한 빈도분석 방안 (An Approach for Frequency Analysis of Multiyear Drought Magnitude and Severity)

  • 이길성
    • 대한토목학회논문집
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    • 제7권1호
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    • pp.111-120
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    • 1987
  • 부족량의 지속기간에 따른 성질을 관측하여, 다년간 계속되는 가뭄의 크기와 심도에 관한 빈도분석 방안을 개발하였다. 평균 부족량의 변화를 식별하기 위하여, 월 부족량의 통계치에 의한 표준화와 자료의 통합과정이 시행되었다. 가뭄의 크기와 심도에 관한 매개변수를 추정하기 위하여, Gamma 분포함수의 재생산성이 부족량에 대하여 적용되었다. 이들 분포와 지속기간 분포와의 복합화 맞 연구 결과가 실시간 예측에 관하여 의미하는 바를 논의하였다.

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Structural Analysis of Conductive Polypyrroles Synthesized in an Ionic Liquid

  • Song, Eun-Ah;Jung, Woo-Gwang;Ihm, Dae-Woo;Kim, Jin-Yeol
    • Bulletin of the Korean Chemical Society
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    • 제30권5호
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    • pp.1009-1011
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    • 2009
  • Nano-structured conducting polypyrroles were synthesized in the ionic liquids (ILs) based on 1-alkyl-3-methylimidazolium family with tetrachloroferrate as an anion ($C_n\;mim\;[FeCl_4]\;with\;n\;=\;4,\;8,\;and\;12$). The polypyrrole nanostructures synthesized in ILs were formed as spherical shapes. For ionic liquids with alkyl side chain length $C_4,\;C_4\;mim\;[FeCl_4]$, the size of particles was ranged around 60-nm with a relatively narrow size distribution. As the length of alkyl chain increases, the particle sizes become larger and their distributions become wider. The self-assembled local structures in the solvent ionic liquids are likely to serve as templates of highly organized nano-structured polymers. The length of the alkyl chain in ionic liquids seems to affect these local structures.

Influence diagnostics for skew-t censored linear regression models

  • Marcos S Oliveira;Daniela CR Oliveira;Victor H Lachos
    • Communications for Statistical Applications and Methods
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    • 제30권6호
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    • pp.605-629
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    • 2023
  • This paper proposes some diagnostics procedures for the skew-t linear regression model with censored response. The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and student's-t distributions as special cases. Inspired by the power and wide applicability of the EM-type algorithm, local and global influence analysis, based on the conditional expectation of the complete-data log-likelihood function are developed, following Zhu and Lee's approach. For the local influence analysis, four specific perturbation schemes are discussed. Two real data sets, from education and economics, which are right and left censoring, respectively, are analyzed in order to illustrate the usefulness of the proposed methodology.

METRIC FOLIATIONS ON HYPERBOLIC SPACES

  • Lee, Kyung-Bai;Yi, Seung-Hun
    • 대한수학회지
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    • 제48권1호
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    • pp.63-82
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    • 2011
  • On the hyperbolic space $D^n$, codimension-one totally geodesic foliations of class $C^k$ are classified. Except for the unique parabolic homogeneous foliation, the set of all such foliations is in one-one correspondence (up to isometry) with the set of all functions z : [0, $\pi$] $\rightarrow$ $S^{n-1}$ of class $C^{k-1}$ with z(0) = $e_1$ = z($\pi$) satisfying |z'(r)| ${\leq}1$ for all r, modulo an isometric action by O(n-1) ${\times}\mathbb{R}{\times}\mathbb{Z}_2$. Since 1-dimensional metric foliations on $D^n$ are always either homogeneous or flat (that is, their orthogonal distributions are integrable), this classifies all 1-dimensional metric foliations as well. Equations of leaves for a non-trivial family of metric foliations on $D^2$ (called "fifth-line") are found.

Testing Whether a Survival Distribution is Better Mean Residual Life at Age $t_0$

  • Alwasel Ibrahim A.;El-Bassiouny Ahmed H.
    • International Journal of Reliability and Applications
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    • 제7권1호
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    • pp.1-11
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    • 2006
  • The better mean residual life at $t_0\;(BMRL-t_0)$ class of life distribution is introduced by Kulasekara and Park (1987). They proved that the $BMRL-t_0$ class contains the DMRL class, but it is a proper subclass of the NBUE class. In this paper we develop a new family of tests for testing exponentiality against the $BMRL-t_0\;(WMRL-t_0)$ alternatives based on the goodness of fit approach. It is shown that the suggested test is better than the one introduced by Kulasekara and Park (1987) in the sense of Pitman asymptotic efficiency values.

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Four new records of family Diphyidae (Hydrozoa: Siphonophorae) in Korean waters

  • Park, Nayeon;Lee, Wonchoel
    • Journal of Species Research
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    • 제9권2호
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    • pp.131-146
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    • 2020
  • Siphonophores are unique, gelatinous zooplankton, which many individuals gather and live like one "Superorganism". The role of individuals in the colony differs greatly depending on their morphological difference, making them more unique. In this study, we report four species belonging to Diphyidae Quoy and Gaimard, 1827 sampled from the South Sea and off Jeju Island, Korea. Two Chelophyes Totton, 1932 (C. appendiculata (Eschscholtz, 1829); C. contorta (Lens and van Riemsdijk, 1908)) and two Eudoxoides Huxley, 1859 (E. mitra (Huxley, 1859); E. spiralis (Bigelow, 1911)) species are described with multi-focus stacked digital images. Our findings update the confirmed order Siphonophorae Eschscholtz, 1829 in Korea to be three suborders, five families, eight genera, and 13 species. In addition, we summarize the synonyms and global distributions of these four newly recorded species in Korean waters.

Skew Normal Boxplot and Outliers

  • Huh, Myung-Hoe;Lee, Yong-Goo
    • Communications for Statistical Applications and Methods
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    • 제19권4호
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    • pp.591-595
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    • 2012
  • We frequently use Tukey's boxplot to identify outliers in the batch of observations of the continuous variable. In doing so, we implicitly assume that the underlying distribution belongs to the family of normal distributions. Such a practice of data handling is often superficial and improper, since in reality too many variables manifest the skewness. In this short paper, we build a modified boxplot and set the outlier identification procedure by assuming that the observations are generated from the skew normal distribution (Azzalini, 1985), which is an extension of the normal distribution. Statistical performance of the proposed procedure is examined with simulated datasets.

On the Model Selection Criteria in Normal Distributions

  • Chung, Han-Yeong;Lee, Kee-Won
    • Journal of the Korean Statistical Society
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    • 제21권2호
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    • pp.93-110
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    • 1992
  • A model selection approach is used to find out whether the mean and the variance of a unique sample are different from the pre-specified values. Normal distribution is selected as an approximating model. Kullback-Leibler discrepancy comes out as a natural measure of discrepancy between the operating model and the approximating model. Several estimates of selection criterion are computed including AIC, TIC, and a coupleof bootstrap estimator of the selection criterion are considered according to the way of resampling. It is shown that a closed form expression is available for the parametric bootstrap estimated cirterion. A Monte Carlo study is provided to give a formal comparison when the operating family itself is normally distributed.

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