• 제목/요약/키워드: Laplace

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A New Family of Semicircular Models: The Semicircular Laplace Distributions

  • Ahn, Byoung-Jin;Kim, Hyoung-Moon
    • Communications for Statistical Applications and Methods
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    • 제15권5호
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    • pp.775-781
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    • 2008
  • It is developed that a family of the semicircular Laplace distributions for modeling semicircular data by simple projection method. Mathematically it is simple to simulate observations from a semicircular Laplace distribution. We extend it to the l-axial Laplace distribution by a simple transformation for modeling any arc of arbitrary length. Similarly we develop the l-axial log-Laplace distribution based on the log-Laplace distribution. A bivariate version of l-axial Laplace distribution is also developed.

이변량 Laplace 분포와 응용

  • 홍성식;홍종선
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 춘계 학술발표회 논문집
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    • pp.127-130
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    • 2003
  • 주변분포가 Laplace 분포인 세 가지 형태의 이변량 Laplace 분포를 연구한다. 각각의 이변량 Laplace 분포의 확률밀도함수와 누적분포함수를 유도하고, 분포의 그래프를 그려봄으로써 분포의 형태를 알아본다. 조건부 적률을 정리하여 조건부 첨도와 조건부 왜도를 구하고 분포의 성질을 파악한다. 상관계수를 구하여 다른 이변량 분포의 상관계수와 비교해 보았다. 그리고 정의된 분포함수를 응용하여 이변량 Laplace 분포를 따르는 난수벡터를 발생하는 알고리즘을 제안하였으며, 생성된 난수벡터의 표본으로부터 구한 표본평균과 중앙값의 분산-공분산 행렬식을 구하고 이변량 정규분포에 대응하는 행렬식과 비교 토론하였다.

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Note on Stochastic Orders through Length Biased Distributions

  • Choi, Jeen-Kap;Lee, Jin-Woo
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.243-250
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    • 1999
  • We consider $Y=X{\lambda}Z,\;{\lambda}>0$, where X and Z are independent random variables, and Y is the length biased distribution or the equilibrium distribution of X. The purpose of this paper is to consider the distribution of X or Y when the distribution of Z is given and the distribution of Z when the distribution of X or Y is given, In particular, we obtain that the necessary and sufficient conditions for X to be $X^{2}({\upsilon})\;is\;Z{\sim}X^{2}(2)\;and\;for\;Z\;to\;be\;X^{2}(1)\;is\;X{\sim}IG({\mu},\;{\mu}^{2}/{\lambda})$, where $IG({\mu},\;{\mu}^{2}/{\lambda})$ is two-parameter inverse Gaussian distribution. Also we show that X is smaller than Y in the reverse Laplace transform ratio order if and only if $X_{e}$ is smaller than $Y_{e}$ in the Laplace transform ratio order. Finally, we can get the results that if X is smaller than Y in the Laplace transform ratio order, then $Y_{L}$ is smaller than $X_{L}$ in the Laplace transform order, and that if X is smaller than Y in the reverse Laplace transform ratio order, then $_{\mu}X_{L}$ is smaller than $_{\nu}Y_{L}$ in the Laplace transform order.

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The Approximate MLE in a Skew-Symmetric Laplace Distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제18권2호
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    • pp.573-584
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    • 2007
  • We define a skew-symmetric Laplace distribution by a symmetric Laplace distribution and evaluate its coefficient of skewness. And we derive an approximate maximum likelihood estimator(AME) and a moment estimator(MME) of a skewed parameter in a skew-symmetric Laplace distribution, and hence compare simulated mean squared errors of those estimators. We compare asymptotic mean squared errors of two defined estimators of reliability in two independent skew-symmetric distributions.

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Existence Condition for the Stationary Ergodic New Laplace Autoregressive Model of order p-NLAR(p)

  • Kim, Won-Kyung;Lynne Billard
    • Journal of the Korean Statistical Society
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    • 제26권4호
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    • pp.521-530
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    • 1997
  • The new Laplace autoregressive model of order 2-NLAR92) studied by Dewald and Lewis (1985) is extended to the p-th order model-NLAR(p). A necessary and sufficient condition for the existence of an innovation sequence and a stationary ergodic NLAR(p) model is obtained. It is shown that the distribution of the innovation sequence is given by the probabilistic mixture of independent Laplace distributions and a degenrate distribution.

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Laplace transform 방법에 의한 x-ray의 에너지 스펙트럼 추정 (Estimated spectrum of a 6MV X-ray)

  • Yoo, Myung-Jin
    • 한국의학물리학회지:의학물리
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    • 제4권2호
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    • pp.37-47
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    • 1993
  • Jones 모델 및 HKB모델을 이용하여 Laplace transform방법으로 6MV X-ray의 대략적인 에너지 스펙트럼을 분석하였다. Jones모델은 투과계수 0.1이하에서는 Laplace transform방법이 적용될 수 없는 심한 제약을 받는다는 것을 알 수 있었다. HKB모델에 의한 에너지 스펙트럼은 대체로 실제의 에너지 스펙트럼과 일치하는 형태를 나타내지만 6MeV에너지 이상의 영역에서 길게 꼬리를 이루는 단점이 있었다.

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COMBINED LAPLACE TRANSFORM WITH ANALYTICAL METHODS FOR SOLVING VOLTERRA INTEGRAL EQUATIONS WITH A CONVOLUTION KERNEL

  • AL-SAAR, FAWZIAH M.;GHADLE, KIRTIWANT P.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제22권2호
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    • pp.125-136
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    • 2018
  • In this article, a homotopy perturbation transform method (HPTM) and the Laplace transform combined with Taylor expansion method are presented for solving Volterra integral equations with a convolution kernel. The (HPTM) is innovative in Laplace transform algorithm and makes the calculation much simpler while in the Laplace transform and Taylor expansion method we first convert the integral equation to an algebraic equation using Laplace transform then we find its numerical inversion by power series. The numerical solution obtained by the proposed methods indicate that the approaches are easy computationally and its implementation very attractive. The methods are described and numerical examples are given to illustrate its accuracy and stability.

COMPARISON STUDY OF BIVARIATE LAPLACE DISTRIBUTIONS WITH THE SAME MARGINAL DISTRIBUTION

  • Hong, Chong-Sun;Hong, Sung-Sick
    • Journal of the Korean Statistical Society
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    • 제33권1호
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    • pp.107-128
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    • 2004
  • Bivariate Laplace distributions for which both marginal distributions and Laplace are discussed. Three kinds of bivariate Laplace distributions which are extended bivariate exponential distributions of Gumbel (1960) are introduced in this paper. These symmetrical distributions are compared with asymmetrical distributions of Kotz et al. (2000). Their probability density functions, cumulative distribution functions are derived. Conditional skewnesses and kurtoses are also defined. Their correlation coefficients are calculated and compared with others. We proposed bivariate random vector generating methods whose distributions are bivariate Laplace. With sample means and medians obtained from generated random vectors, variance and covariance matrices of means and medians are calculated and discussed with those of bivariate normal distribution.

MONOTONICITY OF THE FIRST EIGENVALUE OF THE LAPLACE AND THE p-LAPLACE OPERATORS UNDER A FORCED MEAN CURVATURE FLOW

  • Mao, Jing
    • 대한수학회지
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    • 제55권6호
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    • pp.1435-1458
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    • 2018
  • In this paper, we would like to give an answer to Problem 1 below issued firstly in [17]. In fact, by imposing some conditions on the mean curvature of the initial hypersurface and the coefficient function of the forcing term of a forced mean curvature flow considered here, we can obtain that the first eigenvalues of the Laplace and the p-Laplace operators are monotonic under this flow. Surprisingly, during this process, we get an interesting byproduct, that is, without any complicate constraint, we can give lower bounds for the first nonzero closed eigenvalue of the Laplacian provided additionally the second fundamental form of the initial hypersurface satisfies a pinching condition.

Notes on the Ratio and the Right-Tail Probability in a Log-Laplace Distribution

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1171-1177
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    • 2007
  • We consider estimation of the right-tail probability in a log-Laplace random variable, As we derive the density of ratio of two independent log-Laplace random variables, the k-th moment of the ratio is represented by a special mathematical function. and hence variance of the ratio can be represented by a psi-function.

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