• Journal of the Korean Data and Information Science Society
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• 제20권2호
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• pp.459-465
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• 2009

For an inverse double Weibull distribution which is symmetric about zero, we obtain distribution and moment of ratio of independent inverse double Weibull variables, and also obtain the cumulative distribution function and moment of a skew-symmetric inverse double Weibull distribution. And we introduce a skew-symmetric inverse double Weibull generated by a double Weibull distribution.

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

• 대한수학회지
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• 제46권6호
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• pp.1267-1276
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• 2009

This paper presents a method for approximation of the standard normal distribution by using hyperbolic tangent based functions. The presented approximate formula for the cumulative distribution depends on one numerical coefficient only, and its accuracy is admissible. Furthermore, in some particular cases, closed forms of inverse formulas are derived. Numerical results of the present method are compared with those of an existing method.

• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.227-240
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• 2017

In this paper, we introduce the inverted exponentiated Weibull (IEW) distribution which contains exponentiated inverted Weibull distribution, inverse Weibull (IW) distribution, and inverted exponentiated distribution as submodels. The proposed distribution is obtained by the inverse form of the exponentiated Weibull distribution. In particular, we explain that the proposed distribution can be interpreted by Marshall and Olkin's book (Lifetime Distributions: Structure of Non-parametric, Semiparametric, and Parametric Families, 2007, Springer) idea. We derive the cumulative distribution function and hazard function and calculate expression for its moment. The hazard function of the IEW distribution can be decreasing, increasing or bathtub-shaped. The maximum likelihood estimation (MLE) is obtained. Then we show the existence and uniqueness of MLE. We can also obtain the Bayesian estimation by using the Gibbs sampler with the Metropolis-Hastings algorithm. We also give applications with a simulated data set and two real data set to show the flexibility of the IEW distribution. Finally, conclusions are mentioned.

• Journal of applied mathematics & informatics
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• 제42권3호
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• pp.647-661
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• 2024

This study aims to determine the optimal solution to transportation problems. We proposed a novel approach for tackling the initial basic feasible solution. This is a critical step toward achieving an optimal or near-optimal solution. The transportation issue is an issue of distributing goods from several sources to several destinations. The literature demonstrates many ways to improve IBFS. In this work, to solve the IBFS, we suggested a new method based on the statistical formula called cumulative distribution function (CDF) in exponential distribution, and inverse contra-harmonic mean (ICHM). The spreadsheet converts transportation cost values into exponential cost cell values. The stepping-stone method is used to identify an optimum solution. The results are compared with other existing methodologies, the suggested method incorporates balanced, and unbalanced, maximizing the profits, random values, and case studies which produce more effective outcomes.

• Wind and Structures
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• 제31권6호
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• pp.549-560
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• 2020

Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

• 품질경영학회지
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• 제32권4호
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• pp.208-219
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• 2004

This paper considers a nonparametric estimation of lifetime distribution for ramp stress tests with stress bound under intermittent inspection. The test items are inspected only at specified time points an⊂1 so the collected observations are grouped data. Under the cumulative exposure model, two nonparametric estimation methods of estimating the lifetime distribution at use condition stress are proposed for the situation which the time transformation function relating stress to lifetime is a type of the inverse power law. Each of items is initially put on test under ramp stress and then survivors are put on test under constant stress, where all failures in the Inspection interval are assumed to occur at the midi)oint or the endpoint of that interval. Two proposed estimators of quantile from grouped data consisting of the number of items failed in each inspection interval are numerically compared with the maximum likelihood estimator(MLE) based on Weibull distribution.

• Nuclear Engineering and Technology
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• 제39권6호
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• pp.717-724
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• 2007

A measurement-based time-domain noise simulation of radiation detector-preamplifier (front-end) noise in nuclear spectroscopy is described. The time-domain noise simulation was performed by generating "noise random numbers" using Monte Carlo's inverse method. The probability of unpredictable noise was derived from the empirical cumulative distribution function via the sampled noise, which was measured from a preamplifier output. Results of the simulated noise were investigated as functions of time, frequency, and statistical domains. Noise behavior was evaluated using the signal wave-shaping function, and was compared with the actual noise. Similarities between the response characteristics of the simulated and the actual preamplifier output noises were found. The simulated noise and the computed nuclear pulse signal were also combined to generate a simulated preamplifier output signal. Such simulated output signals could be used in nuclear spectroscopy to determine energy resolution degradation from front-end noise effect.

• ETRI Journal
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• 제46권4호
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• pp.595-603
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• 2024

This paper presents methods for reducing the peak-to-average power ratio (PAPR) of the orthogonal time frequency space (OTFS) signal. These methods mainly consist of two operations: symbol interferometry (SI) and either 𝜇-law or A-law companding. SI spreads the data of one OTFS symbol onto all symbols and is implemented using a simple inverse fast Fourier transform operation on each OTFS symbol. During the second operation, the PAPR of the OTFS signal is significantly reduced. For our performance analysis, the complementary cumulative distribution function, probability density function, and bit error rate are illustrated through simulations performed in MATLAB. The performance is also analyzed using a solid-state power amplifier at the transmitter and compared with OTFS, 𝜇-law-based OTFS, and SI OTFS systems. The results indicate that the proposed OTFS system achieves a low PAPR.

• 한국통신학회논문지
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• 제25권6A호
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• pp.794-801
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• 2000

본 논문에서는 디지털 통신시스템의 성능 평가를 위한 효율적인 새로운 성능 평가 기법을 제안하고, 디지털 위성방송 채널에서의 수행시간의 획기적인 개선 효과를 제시하고 있다. 제안 알고리즘에서는 기존의 Importance Sampling 기법이 안고 있는 근본적인 문제점을 해결하기 위하여, 센트랄 모우멘트 기법을 도입 사용하였다. 즉, 채널 부/복호기를 제외한 내부채널의 수신단에서 잡음이 혼합된 수신신호의 센트랄 오우멘트를 측정하여 수신신호의 확률적인 특성, 즉 누적확률분포함수를 구하고 이를 이용하여 채널 부/복호기의 성능을 평가함으로서, 채널 전체의 성능을 단시간에 완료할 수 있다. 또, 디지털 위성방송 채널을 이용한 시뮬레이션 결과를 토대로 시뮬레이션 시간 측면에서 알고리즘의 효율을 보이고 있으며, 부호화기를 포함한 비선형 위성 채널과 M-dimensional memory에서의 Importance Sampling 기법이 갖고 있는 문제점을 제안된 알고리즘을 이용해 해결했음을 보여주고 있다.