• Journal of the Korean Statistical Society
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• 제28권3호
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• pp.279-296
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• 1999

In this paper we establish some recurrence relations for both single and product moments of order statistics from a doubly truncated linear- exponential distribution with increasing hazard rate. These recurrence relations would enable one to compute all the higher order moments of order statistics for all sample sizes from those of the lower order in a simple recursive way. In addition, percentage points of order statistics are also discussed. These generalize the corresponding results for the linear- exponential distribution with increasing hazard rate derived by Balakrishnan and Malik(1986)

• International Journal of Reliability and Applications
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• 제8권1호
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• pp.1-16
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• 2007

In this paper, we derive exact explicit expressions for the triple and quadruple moments of the lower record values from inverse the Weibull (IW) distribution. Next, we present and calculate the coefficients of the best linear unbiased estimates of the location and scale parameters of IW distribution (BLUEs) for different choices of the shape parameter and records size. We then use the higher order moments and the calculated BLUEs to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of lower record values. By using the coefficients of the skewness and kurtosis, we develop approximate confidence intervals for the location and scale parameters of the IW distribution using Edgeworth approximate values and then compare them with the corresponding intervals constructed through Monte Carlo simulations. Finally, we apply the findings of the paper to some simulated data.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.201-212
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• 2014

We provide a simple basic method to find bounds for higher order moments of unimodal distributions in terms of lower order moments when the random variable takes value in a given finite real interval. The bounds for moments in terms of the geometric mean of the distribution are also derived. Both continuous and discrete cases are considered. The bounds for the ratio and difference of moments are obtained. The special cases provide refinements of several well-known inequalities, such as Kantorovich inequality and Krasnosel'skii and Krein inequality.

• 한국멀티미디어학회논문지
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• 제21권7호
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• pp.737-744
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• 2018

This paper presents a study on the performance of the higher-order moments for speech/music classification. For a successful speech/music classifier, extracting features that allow direct access to the relevant speech or music specific information is crucial. In addition to the conventional variance-based features, we utilize the higher-order moments of features, such as skewness and kurtosis. Moreover, we investigate the subband decomposition parameters in extracting features, which improves classification accuracy. Experiments on two speech/music datasets, which are publicly available, were performed and show that the higher-order moment features can improve classification accuracy when combined with the conventional variance-based features.

• Journal of the Korean Statistical Society
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• 제32권2호
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• pp.193-202
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• 2003

We consider a double threshold AR-ARCH type process and give sufficient conditions under which the higher-order moments exist. Geometric ergodicity and strict stationarity are also studied.

• Ocean Systems Engineering
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• 제9권1호
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• pp.97-109
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• 2019

Accurate calculation of the mean drift forces and moments is necessary when studying the higher order excitations on the floater in waves. When taking the time average of the second order forces and moments, the second order potential and motion diminish with only the first order terms remained. However, in the results of the first order forces or motions, the irregular frequency effects are often observed in higher frequencies, which will affect the accuracy of the calculation of the second order forces and moments. Therefore, we need to pay close attention to the irregular frequency effects in the mean drift forces. This paper will discuss about the irregular frequency effects in the calculations of the mean drift forces and validate our in-house program MDL Multi DYN using some examples which are known to have irregular frequency effects. Finally, we prove that it is necessary to remove the effects and demonstrate that the effectiveness of the formula and methods adopted in the development of our program.

• 한국멀티미디어학회논문지
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• 제17권3호
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• pp.294-299
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• 2014

본 논문에서는 일반화된 정규-라플라스(generalized normal-Laplace) 분포 기반의 음성 검출기(voice activity detection) 알고리즘을 제안한다. 제안된 알고리즘은, 잡음 섞인 음성 신호의 확률밀도함수를 일반화된 정규-라플라스 분포로 표현한 다음, 일반화된 정규-라플라스 분포의 음성과 잡음의 분산을 고차 모멘트(higher order moments)를 이용하여 추정한다. 제안된 알고리즘은 다양한 조건의 잡음 환경에서 기존의 음성 검출기들과 비교하였으며 향상된 성능을 보였다.

• 한국농공학회:학술대회논문집
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• 한국농공학회 2003년도 학술발표논문집
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• pp.511-514
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• 2003

This study was conducted to estimate the design rainfall by the determination of best fitting order for Higher Probability Weighted Moments of the annual maximum series according to consecutive duration at sixty-five rainfall stations in Korea. Design rainfalls were obtained by generalized extreme value distribution which was selected to be suitable distribution in 4 applied distributions and by L, L1, L2, L3 and L4-moment. The best fitting order for Higher Probability Weighted Moments was determined with the confidence analysis of estimated design rainfall.

• East Asian mathematical journal
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• 제34권1호
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• pp.59-67
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• 2018

We present new recurrence formulas for the raw and central moments of a compound binomial random variable. Our approach involves relating two compound binomial random variables that have parameters with a difference of 1 for the number of trials, but which have the same parameters for the success probability for each trial. As a consequence of our recursions, the raw and central moments of a binomial random variable are obtained in a recursive manner without the use of Stirling numbers.

• Communications for Statistical Applications and Methods
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• 제16권4호
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• pp.647-658
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• 2009

It is already known from the previous study that flood seems to have heavier tail. Therefore, to make prediction of future extreme label, some agreement of tail behavior of extreme data is highly required. The LH-moments estimation method, the generalized form of L-moments is an useful method of characterizing the upper part of the distribution. LH-moments are based on linear combination of higher order statistics. In this study, we have formulated LH-moments of five distributions useful in hydrology such as, two types of three parameter kappa distributions, beta-${\kappa}$ distribution, beta-p distribution and a generalized Gumbel distribution. Using LH-moments reduces the undue influences that small sample may have on the estimation of large return period events.