• Title/Summary/Keyword: Generalized Logistic Distribution

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A Study on the Accuracy of the Maximum Likelihood Estimator of the Generalized Logistic Distribution According to Information Matrix (Information Matrix에 따른 Generalized Logistic 분포의 최우도 추정량 정확도에 관한 연구)

  • Shin, Hong-Joon;Jung, Young-Hun;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.42 no.4
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    • pp.331-341
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    • 2009
  • In this study, we compared the observed information matrix with the Fisher information matrix to estimate the uncertainty of maximum likelihood estimators of the generalized logistic (GL) distribution. The previous literatures recommended the use of the observed information matrix because this is convenient since this matrix is determined as the part of the parameter estimation procedure and there is little difference in accuracy between the observed information matrix and the Fisher information matrix for large sample size. The observed information matrix has been applied for the generalized logistic distribution based on the previous study without verification. For this purpose, a simulation experiment was performed to verify which matrix gave the better accuracy for the GL model. The simulation results showed that the variance-covariance of the ML parameters for the GL distribution came up with similar results to those of previous literature, but it is preferable to use of the Fisher information matrix to estimate the uncertainty of quantile of ML estimators.

Uncertainty Assessment of Regional Frequency Analysis for Generalized Logistic Distribution (Generalized Logistic 분포형을 이용한 지역빈도해석의 불확실성 추정)

  • Shin, Hongjoon;Nam, Woosung;Jung, Younghun;Heo, Jun-Haeng
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.6B
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    • pp.723-729
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    • 2008
  • Confidence intervals of growth curves are calculated to assess the uncertainty of index flood method as a regional frequency analysis. The asymptotic variance of quantile estimator for the generalized logistic distribution is introduced to evaluate confidence intervals. In addition, the variances of at-site frequency estimator and regional frequency estimator are used to evaluate an efficiency index. The efficiency indexes for 14 homogeneous regions based on 378 stations show that index flood method estimators are more efficient than at-site frequency estimators. It is shown that the number of sites in a region needs to be limited for regional gain.

Uncertainty Analysis of the Risk of Hydraulic Structures Using Generalized Logistic Distribution (Generalized Logistic 분포형을 이용한 수공구조물의 위험도에 대한 불확실성 해석)

  • Shin, Hong-Joon;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.758-763
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    • 2006
  • Statistical concepts and methods are routinely utilized in a number of design and management problems in engineering hydrology. This is because most of hydrological processes have some degree of randomness and uncertainty. Thus, the concepts of risk and uncertainty are commonly utilized for designing and evaluating hydraulic structures such as spillways and dikes. Therefore, in this study, uncertainty analysis considering the variance of design floods is performed to evaluate the uncertainty of the hydrologic risk of flood related hydraulic structures using frequency analysis.

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Inference Based on Generalized Doubly Type-II Hybrid Censored Sample from a Half Logistic Distribution

  • Lee, Kyeong-Jun;Park, Chan-Keun;Cho, Young-Seuk
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.645-655
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    • 2011
  • Chandrasekar et al. (2004) introduced a generalized Type-II hybrid censoring. In this paper, we propose generalized doubly Type-II hybrid censoring. In addition, this paper presents the statistical inference on the scale parameter for the half logistic distribution when samples are generalized doubly Type-II hybrid censoring. The approximate maximum likelihood(AMLE) method is developed to estimate the unknown parameter. The scale parameter is estimated by the AMLE method using two di erent Taylor series expansion types. We compar the AMLEs in the sense of the mean square error(MSE). The simulation procedure is repeated 10,000 times for the sample size n = 20; 30; 40 and various censored samples. The $AMLE_I$ is better than $AMLE_{II}$ in the sense of the MSE.

Bayesian estimation in the generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Se, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.977-989
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    • 2011
  • The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide Bayesian estimation of the shape parameter and reliability function in the generalized half logistic distribution based on progressively Type-II censored data under various loss functions. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, we examine the validity of our estimation using real data and simulated data.

Prole likelihood estimation of generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Han, Song-Hui;Seo, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.597-603
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    • 2011
  • The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide prole likelihood estimation of the shape parameter and scale parameter in the generalized half logistic distribution based on progressively Type-II censored data. We also introduce approximate maximum prole likelihood estimates for the scale parameter. As an illustration, we examine the validity of our estimation using real data and simulated data.

Generalized half-logistic Poisson distributions

  • Muhammad, Mustapha
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.353-365
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    • 2017
  • In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

SOME GENERALIZATIONS OF LOGISTIC DISTRIBUTION AND THEIR PROPERTIES

  • Mathew, Thomas;Jayakumar, K.
    • Journal of the Korean Statistical Society
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    • v.36 no.1
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    • pp.111-127
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    • 2007
  • The logistic distribution is generalized using the Marshall-Olkin scheme and its generalization. Some properties are studied. First order autoregressive time series model with Marshall-Olkin semi-logistic distribution as marginal is developed and studied.

Applying Conventional and Saturated Generalized Gamma Distributions in Parametric Survival Analysis of Breast Cancer

  • Yavari, Parvin;Abadi, Alireza;Amanpour, Farzaneh;Bajdik, Chris
    • Asian Pacific Journal of Cancer Prevention
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    • v.13 no.5
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    • pp.1829-1831
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    • 2012
  • Background: The generalized gamma distribution statistics constitute an extensive family that contains nearly all of the most commonly used distributions including the exponential, Weibull and log normal. A saturated version of the model allows covariates having effects through all the parameters of survival time distribution. Accelerated failure-time models assume that only one parameter of the distribution depends on the covariates. Methods: We fitted both the conventional GG model and the saturated form for each of its members including the Weibull and lognormal distribution; and compared them using likelihood ratios. To compare the selected parameter distribution with log logistic distribution which is a famous distribution in survival analysis that is not included in generalized gamma family, we used the Akaike information criterion (AIC; r=l(b)-2p). All models were fitted using data for 369 women age 50 years or more, diagnosed with stage IV breast cancer in BC during 1990-1999 and followed to 2010. Results: In both conventional and saturated parametric models, the lognormal was the best candidate among the GG family members; also, the lognormal fitted better than log-logistic distribution. By the conventional GG model, the variables "surgery", "radiotherapy", "hormone therapy", "erposneg" and interaction between "hormone therapy" and "erposneg" are significant. In the AFT model, we estimated the relative time for these variables. By the saturated GG model, similar significant variables are selected. Estimating the relative times in different percentiles of extended model illustrate the pattern in which the relative survival time change during the time. Conclusions: The advantage of using the generalized gamma distribution is that it facilitates estimating a model with improved fit over the standard Weibull or lognormal distributions. Alternatively, the generalized F family of distributions might be considered, of which the generalized gamma distribution is a member and also includes the commonly used log-logistic distribution.

Estimation for generalized half logistic distribution based on records

  • Seo, Jung-In;Lee, Hwa-Jung;Kan, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1249-1257
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    • 2012
  • In this paper, we derive maximum likelihood estimators (MLEs) and approximate MLEs (AMLEs) of the unknown parameters in a generalized half logistic distribution when the data are upper record values. As an illustration, we examine the validity of our estimation using real data and simulated data. Finally, we compare the proposed estimators in the sense of the mean squared error (MSE) through a Monte Carlo simulation for various record values of size.