• International Journal of Reliability and Applications
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• 제2권2호
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• pp.117-130
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• 2001

Consider the problem of estimating the system reliability using noninformative priors when both stress and strength follow generalized gamma distributions. We first treat the orthogonal reparametrization and then, using this reparametrization, derive Jeffreys'prior, reference prior, and matching priors. We next provide the suffcient condition for propriety of posterior distributions under those noninformative priors. Finally, we provide and compare estimated values of the system reliability based on the simulated values of the parameter of interest in some special cases.

• 한국화재소방학회논문지
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• 제30권2호
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• pp.62-67
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• 2016

본 연구에서는 워터 커튼용 노즐(Water curtian nozzle)의 액적 크기 분포(droplet size distribution)에 따라서 복사열을 감쇄하기 위한 광학 두께(optical depth)를 분석하였다. 액적 크기 분포를 측정하기 위해서 HELOS/VARIO 물 입자 측정 장치를 사용하였으며, Deirmenjian의 수정된 감마 분포 함수(modified gamma distribution function)를 적용하여 분사 특성을 정량화 하였다. 본 연구에서 사용한 워터 커튼용 노즐은 분포 상수(distribution constant) ${\alpha}=1$, ${\gamma}=5.2$의 값으로 나타났으며, 액적의 밀도 수(number density)를 고려한 분포 하중(droplet loading)과 액적 크기 분포 변화에 따라서 광학 두께에 관한 일반화된 관계식을 제시하였다. 본 연구 결과는 워터 커튼용 노즐의 설계 조건을 분석하기 위한 유용한 연구 자료가 될 것으로 사료된다.

• 응용통계연구
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• 제6권2호
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• pp.435-442
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• 1993

일반화 감마분포 모형에서 지표모수(k)가 알려진 경우에는 백분위 수에 대한 정확한 추론이 가능하다. 이 방법은 정확한 결과를 제공하지만 복잡한식의 수치적 계산이 요구된다. 본 논문에서는 이러한 계산상의 어려움을 극복함과 동시에 거의 대등한 정확도를 유지하는 근사신뢰구간을 구하였다. 또한, 로그정규모형에 대해서도 그 결과를 적용시켜 보았다.

• Ocean Systems Engineering
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• 제4권4호
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• pp.293-308
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• 2014

Unlike the traditional displacement type vessels, the high speed planing crafts are supported by the lift forces which are highly non-linear. This non-linear phenomenon causes their motions in an irregular seaway to be non-Gaussian. In general, it may not be possible to express the probability distribution of such processes by an analytical formula. Also the process might not be stationary or ergodic in which case the statistical behavior of the motion to be constantly changing with time. Therefore the extreme values of such a process can no longer be calculated using the analytical formulae applicable to Gaussian processes. Since closed form analytical solutions do not exist, recourse is taken to fitting a distribution to the data and estimating the statistical properties of the process from this fitted probability distribution. The peaks over threshold analysis and fitting of the Generalized Pareto Distribution are explored in this paper as an alternative to Weibull, Generalized Gamma and Rayleigh distributions in predicting the short term extreme value of a random process.

• Communications for Statistical Applications and Methods
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• 제26권3호
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• pp.239-259
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• 2019

The transmuted generalized extreme value (TGEV) distribution was first introduced by Aryal and Tsokos (Nonlinear Analysis: Theory, Methods & Applications, 71, 401-407, 2009) and applied by Nascimento et al. (Hacettepe Journal of Mathematics and Statistics, 45, 1847-1864, 2016). However, they did not give explicit expressions for all the moments, tail behaviour, quantiles, survival and risk functions and order statistics. The TGEV distribution is a more flexible model than the simple GEV distribution to model extreme or rare events because the right tail of the TGEV is heavier than the GEV. In addition the TGEV distribution can adjusted various forms of asymmetry. In this article, explicit expressions for these measures of the TGEV are obtained. The tail behavior and the survival and risk functions were determined for positive gamma, the moments for nonzero gamma and the moment generating function for zero gamma. The performance of the maximum likelihood estimators (MLEs) of the TGEV parameters were tested through a series of Monte Carlo simulation experiments. In addition, the model was used to fit three real data sets related to financial returns.

• 응용통계연구
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• 제25권6호
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• pp.1037-1047
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• 2012

The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.435-442
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• 2001

Bayes estimators and generalized ML estimators for reliability of a k-unit hot standby system with the perfect switch based upon a complete sample of failure times observed from an exponential distribution using noninformative, generalized uniform, and gamma priors for the failure rate are proposed, and MSE's of proposed several estimators for the standby system reliability are compared numerically each other through the Monte Carlo simulation.

• 충청수학회지
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• 제26권3호
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• pp.441-451
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• 2013

In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

• 한국해안·해양공학회논문집
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• 제27권4호
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• pp.274-279
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• 2015

동해 중부에 위치한 속초항 연안에서 약 11년간 취득한 파랑자료를 스펙트럼법과 파별분석법을 사용하여 분석하고 대표적인 파랑 특성을 검토하였다. 유의파고는 동계에 크고 하계에 작으며, 첨두주기도 동계에 길고 하계에 짧은 특성을 나타내었다. 관측된 최대 유의파고는 8.95 m 였으며 동해선풍에 의하여 발생되었다. 유의파고와 첨두주기 모두 그 분포 형태를 Generalized Gamma 및 Generalized Extreme Value 분포함수보다는 Kernel 분포함수가 보다 잘 재현하였다. 한편, 인근 해역에서의 설계 및 시공에 도움을 줄 수 있도록 파고 자료를 월별 및 파고 구간별로 세분하고 누적출현율을 제시하였다.

• 한국해안·해양공학회논문집
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• 제27권2호
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• pp.142-147
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• 2015

동해 중북부에 위치한 대진항 북측 연안에서 7년간 취득한 파랑자료를 스펙트럼법과 파별분석법을 사용하여 분석하고 대표적인 파랑 특성을 검토하였다. 유의파고는 동계에 크고 하계에 작으며, 첨두주기도 동계에 길고 하계에 짧은 특성을 나타내었다. 관측된 최대 유의파고는 6.59 m였으며 1216호 태풍 산바(SANBA)에 의하여 발생되었다. 유의파고와 첨두주기 모두 그 분포 형태를 Generalized Gamma 및 Generalized Extreme Value 분포함수보다는 Kernel 분포함수가 보다 잘 재현하였다. 한편, 인근 해역에서의 설계 및 시공에 도움을 줄 수 있도록 파고 자료를 월별 및 파고구간별로 세분하고 누적출현율을 제시하였다.