• Title/Summary/Keyword: Homogeneous distribution

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The Likelihood for a Two-Dimensional Poisson Exceedance Point Process Model

  • Yun, Seok-Hoon
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.793-798
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    • 2008
  • Extreme value inference deals with fitting the generalized extreme value distribution model and the generalized Pareto distribution model, which are recently combined to give a single model, namely a two-dimensional non-homogeneous Poisson exceedance point process model. In this paper, we extend the two-dimensional non-homogeneous Poisson process model to include non-stationary effect or dependence on covariates and then derive the likelihood for the extended model.

ON THE VALUE DISTRIBUTION OF DIFFERENTIAL POLYNOMIALS

  • Bhoosnurmath, Subhas S.;Kulkarni, Milind Narayanrao;Yu, Kit-Wing
    • Bulletin of the Korean Mathematical Society
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    • v.45 no.3
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    • pp.427-435
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    • 2008
  • In this paper we consider the problem of whether certain homogeneous or non-homogeneous differential polynomials in f(z) necessarily have infinitely many zeros. Particularly, this extends a result of Gopalakrishna and Bhoosnurmath [3, Theorem 2] for a general differential polynomial of degree $\bar{d}$(P) and lower degree $\underline{d}$(P).

Saddlepoint Approximations to the Distribution Function of Non-homogeneous Quadratic Forms (비동차 이차형식의 분포함수에 대한 안장점근사)

  • Na Jong-Hwa;Kim Jeong-Soak
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.183-196
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    • 2005
  • In this paper we studied the saddlepoint approximations to the distribution of non-homogeneous quadratic forms in normal variables. The results are the extension of Kuonen's which provide the same approximations to homogeneous quadratic forms. The CGF of interested statistics and related properties are derived for applications of saddlepoint techniques. Simulation results are also provided to show the accuracy of saddlepoint approximations.

Three Dimensional Finite Element Analysis of Particle Reinforced Metal Matirx Composites Considering the Thermal Residual Stress and the Non-uniform Distribution of Reinforcements (금속복합재료의 열잔류 응력과 강화재의 불규칙 분산 상태를 고려한 3차원 유한 요소 해석)

  • 강충길;오진건
    • Journal of the Korean Society for Precision Engineering
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    • v.17 no.6
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    • pp.199-209
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    • 2000
  • Particles reinforced MMCs have higher specific modulus, higher specific strength, better properties at elevated temperatures and better wear resistance than monolithic metals. But the coefficient of thermal expansion(CTE) of Al6061 is 5 times larger than that of SiCp. The discrepancy of CTE makes some residual stresses inside of MMCs. This work investigates Si$C_p$/Al6061 composites at high temperatures in the microscopic view by three-dimensional elasto-plastic finite element analyses and compares the analytical results with the experimental ones. The theoretical model is not able to consider the nonuniform shape of particle. So the shape of particle is assumed to be perfect global shape. And also particle distribution is not homogeneous in experimental specimen. It is assumed to be homogeneous in simulation model. The type of particle distribution is face-centered cubic array(FCC array). Furthermore, non-homogeneous distribution is modeled by combination of several volume fractions.

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Two model comparisons of software reliability analysis for Burr type XII distribution

  • An, Jeong-Hyang
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.815-823
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    • 2012
  • In this paper reliability growth model in which the operating time between successive failure is a continuous random variable is proposed. This model is for Burr type XII distribution with two parameters which is discussed in two versions: the order statistics and non-homogeneous Poisson process. The two software reliability measures are obtained. The performance for two versions of the suggested model is tested on real data set by U-plot and Y-plot using Kolmogorov distance.

The Study on the Fuel Vapor Distribution of Homogeneous Charge in a DISI Engine with a 6-Hole Fuel Injector (6공 연료분사기를 장착한 DISI 엔진 내 균질급기의 연료증기 분포 특성)

  • Kim, S.S.
    • Journal of Power System Engineering
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    • v.15 no.1
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    • pp.5-10
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    • 2011
  • The spatial fuel vapor distribution of the homogeneous charge by a 6-hole injector was examined in a optically accessed single cylinder direct injection spark ignition(DISI) engine. The effects of in-cylinder charge motion, and fuel injection pressure, and coolant temperature were investigated using a planar LIF (Laser Induced Fluorescence) technique. It was confirmed that the in-cylinder tumble flow played a little more effective role in the spatial fuel vapor distribution than the swirl flow during the compression stroke at 10 mm and 2 mm planes under cylinder head gasket and the increased fuel injection pressure activated spatial distributions of the fuel vapor. In additions, richer mixtures were concentrated around the cylinder wall by the increase of the coolant temperature.

Wind Data Simulation Using Digital Generation of Non-Gaussian Turbulence Multiple Time Series with Specified Sample Cross Correlations (임의의 표본상호상관함수와 비정규확률분포를 갖는 다중 난류시계열의 디지털 합성방법을 이용한 풍속데이터 시뮬레이션)

  • Seong, Seung-Hak;Kim, Wook;Kim, Kyung-Chun;Boo, Jung-Sook
    • Journal of Korean Society for Atmospheric Environment
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    • v.19 no.5
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    • pp.569-581
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    • 2003
  • A method of synthetic time series generation was developed and applied to the simulation of homogeneous turbulence in a periodic 3 - D box and the hourly wind data simulation. The method can simulate almost exact sample auto and cross correlations of multiple time series and control non-Gaussian distribution. Using the turbulence simulation, influence of correlations, non-Gaussian distribution, and one-direction anisotropy on homogeneous structure were studied by investigating the spatial distribution of turbulence kinetic energy and enstrophy. An hourly wind data of Typhoon Robin was used to illustrate a capability of the method to simulate sample cross correlations of multiple time series. The simulated typhoon data shows a similar shape of fluctuations and almost exactly the same sample auto and cross correlations of the Robin.

Distribution of a Sum of Weighted Noncentral Chi-Square Variables

  • Heo, Sun-Yeong;Chang, Duk-Joon
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.429-440
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    • 2006
  • In statistical computing, it is often for researchers to need the distribution of a weighted sum of noncentral chi-square variables. In this case, it is very limited to know its exact distribution. There are many works to contribute to this topic, e.g. Imhof (1961) and Solomon-Stephens (1977). Imhof's method gives good approximation to the true distribution, but it is not easy to apply even though we consider the development of computer technology Solomon-Stephens's three moment chi-square approximation is relatively easy and accurate to apply. However, they skipped many details, and their simulation is limited to a weighed sum of central chi-square random variables. This paper gives details on Solomon-Stephens's method. We also extend their simulation to the weighted sum of non-central chi-square distribution. We evaluated approximated powers for homogeneous test and compared them with the true powers. Solomon-Stephens's method shows very good approximation for the case.

A Study on Optimal Release Time for Software Systems based on Generalized Gamma Distribution (일반화 감마분포에 근거한 소프트웨어 최적방출시기에 관한 비교 연구)

  • Kim, Jae-Wook;Kim, Hee-Cheul
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.6 no.1
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    • pp.55-67
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    • 2010
  • Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used generalized gamma type distribution which has the efficient various property because of various shape and scale parameter. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time.