• Title/Summary/Keyword: Gamma distribution

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Speech Estimators Based on Generalized Gamma Distribution and Spectral Gain Floor Applied to an Automatic Speech Recognition (잡음에 강인한 음성인식을 위한 Generalized Gamma 분포기반과 Spectral Gain Floor를 결합한 음성향상기법)

  • Kim, Hyoung-Gook;Shin, Dong;Lee, Jin-Ho
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.8 no.3
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    • pp.64-70
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    • 2009
  • This paper presents a speech enhancement technique based on generalized Gamma distribution in order to obtain robust speech recognition performance. For robust speech enhancement, the noise estimation based on a spectral noise floor controled recursive averaging spectral values is applied to speech estimation under the generalized Gamma distribution and spectral gain floor. The proposed speech enhancement technique is based on spectral component, spectral amplitude, and log spectral amplitude. The performance of three different methods is measured by recognition accuracy of automatic speech recognition (ASR).

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A Study on the Simulation of Monthly Discharge by Markov Model (Markov모형에 의한 월유출량의 모의발생에 관한 연구)

  • 이순혁;홍성표
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.31 no.4
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    • pp.31-49
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    • 1989
  • It is of the most urgent necessity to get hydrological time series of long duration for the establishment of rational design and operation criterion for the Agricultural hydraulic structures. This study was conducted to select best fitted frequency distribution for the monthly runoff and to simulate long series of generated flows by multi-season first order Markov model with comparison of statistical parameters which are derivated from observed and sy- nthetic flows in the five watersheds along Geum river basin. The results summarized through this study are as follows. 1. Both two parameter gamma and two parameter lognormal distribution were judged to be as good fitted distributions for monthly discharge by Kolmogorov-Smirnov method for goodness of fit test in all watersheds. 2. Statistical parameters were obtained from synthetic flows simulated by two parameter gamma distribution were closer to the results from observed flows than those of two para- meter lognormal distribution in all watersheds. 3. In general, fluctuation for the coefficient of variation based on two parameter gamma distribution was shown as more good agreement with the observed flow than that of two parameter lognormal distribution. Especially, coefficient of variation based on two parameter lognormal distribution was quite closer to that of observed flow during June and August in all years. 4. Monthly synthetic flows based on two parameter gamma distribution are considered to give more reasonably good results than those of two parameter lognormal distribution in the multi-season first order Markov model in all watersheds. 5. Synthetic monthly flows with 100 years for eack watershed were sjmulated by multi- season first order Markov model based on two parameter gamma distribution which is ack- nowledged to fit the actual distribution of monthly discharges of watersheds. Simulated sy- nthetic monthly flows may be considered to be contributed to the long series of discharges as an input data for the development of water resources. 6. It is to be desired that generation technique of synthetic flow in this study would be compared with other simulation techniques for the objective time series.

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The Null Distribution of the Likelihood Ratio Test for a Mixture of Two Gammas

  • Min, Dae-Hee
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.289-298
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    • 1998
  • We investigate the distribution of likelihood ratio test(LRT) of null hypothesis a sample is from single gamma with unknown shape and scale against the alternative hypothesis a sample is from a mixture of two gammas, each with unknown scale and unknown (but equal) scale. To obtain stable maximum likelihood estimates(MLE) of a mixture of two gamma distributions, the EM(Dempster, Laird, and Robin(1977))and Modified Newton(Jensen and Johansen(1991)) algorithms were implemented. Based on EM, we made a simple structure likelihood equation for each parameter and could obtain stable solution by Modified Newton Algorithms. Simulation study was conducted to investigate the distribution of LRT for sample size n = 25, 50, 75, 100, 50, 200, 300, 400, 500 with 2500 replications. To determine the small sample distribution of LRT, I considered the model of a gamma distribution with shape parameter equal to 1 + f(n) and scale parameter equal to 2. The simulation results indicate that the null distribution is essentially invariant to the value of the shape parameter. Modeling of the null distribution indicates that it is well approximated by a gamma distribution with shape parameter equal to the quantity $0.927+1.18/\sqrt{n}$ and scale parameter equal to 2.16.

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Probability Distribution of Rainfall Events Series with Annual Maximum Continuous Rainfall Depths (매년최대 연속강우량에 따른 강우사상 계열의 확률분포에 관한 연구)

  • 박상덕
    • Water for future
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    • v.28 no.2
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    • pp.145-154
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    • 1995
  • The various analyses of the historical rainfall data need to be utilized in a hydraulic engineering project. The probability distributions of the rainfall events according to annual maximum continuous rainfall depths are studied for the hydrologic frequency analysis. The bivariate normal distribution, the bivariate lognormal distribution, and the bivariate gamma distribution are applied to the rainfall events composed of rainfall depths and its durations at Kangnung, Seoul, Incheon, Chupungnyung, Teagu, Jeonju, Kwangju, and Busan. These rainfall events are fitted to the the bivariate normal distribution and the bivariate lognormal distribution, but not fitted to the bivariate gamma distribution. Frequency curves of probability rainfall events are suggested from the probability distribution selected by the goodness-of-fit test.

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Hydrological Studies on the best fitting distribution and probable minimum flow for the extreme values of discharge (極値流量의 最適分布型과 極値確率 流量에 關한 水文學的 硏究 -錦江流域의 渴水量을 中心으로-)

  • Lee, Soon-Hyuk;Han, Chung-Suck
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.21 no.4
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    • pp.108-117
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    • 1979
  • In order to obtain the basic data for design of water structures which can be contributed to the planning of water use. Best fitted distribution function and the equations for the probable minimum flow were derived to the annual minimum flow of five subwatersheds along Geum River basin. The result were analyzed and summarized as follows. 1. Type III extremal distribution was considered as a best fit one among some other distributions such as exponential and two parameter lognormal distribution by $x^2$-goodness of fit test. 2. The minimum flow are analyzed by Type III extremal distribution which contains a shape parameter $\lambda$, a location parameter ${\beta}$ and a minimum drought $\gamma$. If a minimum drought $\gamma=0$, equations for the probable minimum flow, $D_T$, were derived as $D_T={\beta}e^{\lambda}1^{y'}$, with two parameters and as $D_T=\gamma+(\^{\beta}-\gamma)e^{{\lambda}y'}$ with three parameters in case of a minimum drought ${\gamma}>0$ respectively. 3. Probable minimum flow following the return periods for each stations were also obtained by above mentioned equations. Frequency curves for each station are drawn in the text. 4. Mathematical equation with three parameters is more suitable one than that of two parameters if much difference exist between the maximum and the minimum value among observed data.

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AMLE for the Gamma Distribution under the Type-I censored sample

  • Kang, Suk-Bok;Lee, Hwa-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.1
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    • pp.57-64
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    • 2000
  • By assuming a Type-I censored sample, we propose the approximate maximum likelihood estimators(AMLE) of the scale and location parameters of the gamma distribution. We compare the proposed estimators with the maximum likelihood estimators(MLE) in the sense of the mean squared errors(MSE) through Monte Carlo method.

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Bayesian Testing for the Shape Parameter of Gamma Distribution : An Encompassing Approach

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.861-870
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    • 2005
  • The Bayesian model selection procedures for the shape parameter of gamma distribution are proposed in order to test that the failure rate of gamma distribution is constant, increasing or decreasing. The encompassing intrinsic Bayes factor by Beger and Pericchi (1996) based on Jeffreys prior for shape parameter is used to investigate the usefulness of the proposed Bayesian model selection procedures via both real data and pseudo data.

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A Control Chart for Gamma Distribution using Multiple Dependent State Sampling

  • Aslam, Muhammad;Arif, Osama-H.;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
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    • v.16 no.1
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    • pp.109-117
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    • 2017
  • In this article, a control chart based on multiple dependent (or deferred) state sampling for the gamma distributed quality characteristic is proposed using the gamma to normal transformation. The proposed control chart has two pairs of control limits, which can be determined by considering the in-control average run length (ARL). The shift in the scale parameter of a gamma distribution is considered and the out-of-control ARL is evaluated. The performance of the proposed chart has been shown for different levels of the parameters of the proposed control chart. It is also shown that the proposed chart is better than the Shewhart chart in terms of ARLs. A case study with a real data has been included for the practical usage of the proposed scheme.

CHARACTERIZATIONS OF THE GAMMA DISTRIBUTION BY INDEPENDENCE PROPERTY OF RANDOM VARIABLES

  • Jin, Hyun-Woo;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.2
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    • pp.157-163
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    • 2014
  • Let {$X_i$, $1{\leq}i{\leq}n$} be a sequence of i.i.d. sequence of positive random variables with common absolutely continuous cumulative distribution function F(x) and probability density function f(x) and $E(X^2)$ < ${\infty}$. The random variables X + Y and $\frac{(X-Y)^2}{(X+Y)^2}$ are independent if and only if X and Y have gamma distributions. In addition, the random variables $S_n$ and $\frac{\sum_{i=1}^{m}(X_i)^2}{(S_n)^2}$ with $S_n=\sum_{i=1}^{n}X_i$ are independent for $1{\leq}m$ < n if and only if $X_i$ has gamma distribution for $i=1,{\cdots},n$.

A Study on the Storage Life Estimation Method for Decrease of Muzzle Velocity using Gamma Process Model (감마과정 모델을 적용한 포구속도 저하량에 따른 저장수명 예측기법 연구)

  • Park, Sung-Ho;Kim, Jae-Hoon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.16 no.5
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    • pp.639-645
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    • 2013
  • The aim of the study is to investigate the method to estimate a storage life of propelling charge on the decrease of muzzle velocity by stochastic gamma process model. It is required to establish criterion for state failure to estimate the storage life and it is defined in this paper as a muzzle velocity difference between reference value and maximum allowable standard deviation multiplied by 6. The relationship between storage time and muzzle velocity is investigated by nonlinear regression analysis. The stochastic gamma process model is used to estimated the state distribution and the life distribution for storage time for 155mm propelling charge KM4A2 because the regression analysis is a deterministic method and it can't describe the distribution of life for storage time.