• Title/Summary/Keyword: Gaussian Distribution

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Power Investigation of the Entropy-Based Test of Fit for Inverse Gaussian Distribution by the Information Discrimination Index

  • Choi, Byungjin
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.837-847
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    • 2012
  • Inverse Gaussian distribution is widely used in applications to analyze and model right-skewed data. To assess the appropriateness of the distribution prior to data analysis, Mudholkar and Tian (2002) proposed an entropy-based test of fit. The test is based on the entropy power fraction(EPF) index suggested by Gokhale (1983). The simulation results report that the power of the entropy-based test is superior compared to other goodness-of-fit tests; however, this observation is based on the small-scale simulation results on the standard exponential, Weibull W(1; 2) and lognormal LN(0:5; 1) distributions. A large-scale simulation should be performed against various alternative distributions to evaluate the power of the entropy-based test; however, the use of a theoretical method is more effective to investigate the powers. In this paper, utilizing the information discrimination(ID) index defined by Ehsan et al. (1995) as a mathematical tool, we scrutinize the power of the entropy-based test. The selected alternative distributions are the gamma, Weibull and lognormal distributions, which are widely used in data analysis as an alternative to inverse Gaussian distribution. The study results are provided and an illustrative example is analyzed.

Minimum Variance Unbiased Estimation for the Maximum Entropy of the Transformed Inverse Gaussian Random Variable by Y=X-1/2

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.657-667
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    • 2006
  • The concept of entropy, introduced in communication theory by Shannon (1948) as a measure of uncertainty, is of prime interest in information-theoretic statistics. This paper considers the minimum variance unbiased estimation for the maximum entropy of the transformed inverse Gaussian random variable by $Y=X^{-1/2}$. The properties of the derived UMVU estimator is investigated.

DZDC Coefficient Distributions for P-Frames in H.264/AVC

  • Wu, Wei;Song, Bin
    • ETRI Journal
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    • v.33 no.5
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    • pp.814-817
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    • 2011
  • In this letter, the distributions of direct current (DC) coefficients for P-frames in H.264/AVC are analyzed, and the distortion model of the Gaussian source under the quantization of the dead-zone plus-uniform threshold quantization with uniform reconstruction quantizer is derived. Experimental results show that the DC coefficients of P-frames are best approximated by the Laplacian distribution and the Gaussian distribution at small quantization step sizes and at large quantization step sizes, respectively.

Online nonparametric Bayesian analysis of parsimonious Gaussian mixture models and scenes clustering

  • Zhou, Ri-Gui;Wang, Wei
    • ETRI Journal
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    • v.43 no.1
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    • pp.74-81
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    • 2021
  • The mixture model is a very powerful and flexible tool in clustering analysis. Based on the Dirichlet process and parsimonious Gaussian distribution, we propose a new nonparametric mixture framework for solving challenging clustering problems. Meanwhile, the inference of the model depends on the efficient online variational Bayesian approach, which enhances the information exchange between the whole and the part to a certain extent and applies to scalable datasets. The experiments on the scene database indicate that the novel clustering framework, when combined with a convolutional neural network for feature extraction, has meaningful advantages over other models.

THEORETICAL AND EXPERIMENTAL INVESTIGATIONS OF VELOCITY DISTRIBUTIONS FOR ROUND JETS

  • Seo, Il-Won;Mohamed S. Gadalrab;Lyu, Si-wan;Park, Yong-sung
    • Water Engineering Research
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    • v.2 no.2
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    • pp.89-101
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    • 2001
  • The theoretical treatments on jets, in which the flow is issuing into a stagnant medium, have been based on Prandtl's mixing theory. In this study, using Prandtl's mixing length hypothesis, a theoretical relationship for the velocity profile of a single round jet is derived. Furthermore, Gaussian expression is used to approximate the theoretical relationship, in which the Gaussian coefficient is assumed to be decreasing exponentially as the flow goes far from the orifice. Two data sets for a single round jet performed by tow different techniques of measurement are used to verify the suggested relationships. The theoretical and Gaussian distribution give close results in spite of the difference in approach. The observed mean velocity distributions are in good agreements with the suggested theoretical and Gaussian distributions.

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Flexible Nonlinear Learning for Source Separation

  • Park, Seung-Jin
    • Journal of KIEE
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    • v.10 no.1
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    • pp.7-15
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    • 2000
  • Source separation is a statistical method, the goal of which is to separate the linear instantaneous mixtures of statistically independent sources without resorting to any prior knowledge. This paper addresses a source separation algorithm which is able to separate the mixtures of sub- and super-Gaussian sources. The nonlinear function in the proposed algorithm is derived from the generalized Gaussian distribution that is a set of distributions parameterized by a real positive number (Gaussian exponent). Based on the relationship between the kurtosis and the Gaussian exponent, we present a simple and efficient way of selecting proper nonlinear functions for source separation. Useful behavior of the proposed method is demonstrated by computer simulations.

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(Lip Recognition Using Active Shape Model and Gaussian Mixture Model) (Active Shape 모델과 Gaussian Mixture 모델을 이용한 입술 인식)

  • 장경식;이임건
    • Journal of KIISE:Software and Applications
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    • v.30 no.5_6
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    • pp.454-460
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    • 2003
  • In this paper, we propose an efficient method for recognizing human lips. Based on Point Distribution Model, a lip shape is represented as a set of points. We calculate a lip model and the distribution of shape parameters using Principle Component Analysis and Gaussian mixture, respectively. The Expectation Maximization algorithm is used to determine the maximum likelihood parameter of Gaussian mixture. The lip contour model is derived by using the gray value changes at each point and in regions around the point and used to search the lip shape in a image. The experiments have been performed for many images, and show very encouraging result.

Noninformative Priors for the Ratio of Parameters in Inverse Gaussian Distribution (INVERSE GAUSSIAN분포의 모수비에 대한 무정보적 사전분포에 대한 연구)

  • 강상길;김달호;이우동
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.49-60
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    • 2004
  • In this paper, when the observations are distributed as inverse gaussian, we developed the noninformative priors for ratio of the parameters of inverse gaussian distribution. We developed the first order matching prior and proved that the second order matching prior does not exist. It turns out that one-at-a-time reference prior satisfies a first order matching criterion. Some simulation study is performed.

On the Radial Basis Function Networks with the Basis Function of q-Normal Distribution

  • Eccyuya, Kotaro;Tanaka, Masaru
    • Proceedings of the IEEK Conference
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    • 2002.07a
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    • pp.26-29
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    • 2002
  • Radial Basis Function (RBF) networks is known as efficient method in classification problems and function approximation. The basis function of RBF networks is usual adopted normal distribution like the Gaussian function. The output of the Gaussian function has the maximum at the center and decrease as increase the distance from the center. For learning of neural network, the method treating the limited area of input space is sometimes more useful than the method treating the whole of input space. The q-normal distribution is the set of probability density function include the Gaussian function. In this paper, we introduce the RBF networks with the basis function of q-normal distribution and actually approximate a function using the RBF networks.

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Estimation of Non-Gaussian Probability Density by Dynamic Bayesian Networks

  • Cho, Hyun-C.;Fadali, Sami M.;Lee, Kwon-S.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.408-413
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    • 2005
  • A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

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