• 제목/요약/키워드: Location and scale parameters

검색결과 133건 처리시간 0.021초

Estimation for Two-Parameter Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • 제17권4호
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    • pp.1319-1328
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    • 2006
  • For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for Exponential Distribution Based on Multiply Type-II Censored Samples

  • 강석복
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2004년도 춘계학술대회
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    • pp.203-210
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    • 2004
  • When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

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Test for the Pareto Distribution Based on the Transformed Sample Lorenz Curve

  • 강석복;조영석
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.133-137
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    • 2002
  • A powerful and easily computed goodness-of-fit test for Pareto distribution which does not depend on the unknown location and scale parameters is proposed based on the transformed sample Lorenz curve. We compare the power of the proposed test statistic with the other goodness-of-fit tests for Pareto distribution against various alternatives through Monte Carlo methods.

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Estimation for Exponential Distribution Under Multiple Type-II Censoring

  • 강석복;류세기
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.13-18
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    • 2003
  • When the available sample is multiply type-II censored, the maximum likelihood estimators of the location and scale parameters of two- parameter exponential distribution do not exist explicitly. In this case, we propose several approximate maximum likelihood estimators by approximating the likelihood equations appropriately. We present an example to illustrate these estimation methods.

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Estimation for the Skewed Exponential Distribution Based on Multiply Type-II Censored Samples

  • 강석복;한준태;박선미
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2004년도 추계학술대회
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    • pp.125-133
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    • 2004
  • In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for the Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • 한준태;강석복
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2006년도 추계 학술발표회 논문집
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    • pp.183-195
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    • 2006
  • In this paper, we derive several approximate maximum likelihood estimators of the scale and location parameters in the Rayleigh distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Substructural parameters and dynamic loading identification with limited observations

  • Xu, Bin;He, Jia
    • Smart Structures and Systems
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    • 제15권1호
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    • pp.169-189
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    • 2015
  • Convergence difficulty and available complete measurement information have been considered as two primary challenges for the identification of large-scale engineering structures. In this paper, a time domain substructural identification approach by combining a weighted adaptive iteration (WAI) algorithm and an extended Kalman filter method with a weighted global iteration (EFK-WGI) algorithm was proposed for simultaneous identification of physical parameters of concerned substructures and unknown external excitations applied on it with limited response measurements. In the proposed approach, according to the location of the unknown dynamic loadings and the partially available structural response measurements, part of structural parameters of the concerned substructure and the unknown loadings were first identified with the WAI approach. The remaining physical parameters of the concerned substructure were then determined by EFK-WGI basing on the previously identified loadings and substructural parameters. The efficiency and accuracy of the proposed approach was demonstrated via a 20-story shear building structure and 23 degrees of freedom (DOFs) planar truss model with unknown external excitation and limited observations. Results show that the proposed approach is capable of satisfactorily identifying both the substructural parameters and unknown loading within limited iterations when both the excitation and dynamic response are partially unknown.

전국 확률강수량 산정을 위한 비정상성 빈도해석 기법의 적용 (Application of a Non-stationary Frequency Analysis Method for Estimating Probable Precipitation in Korea)

  • 김광섭;이기춘
    • 한국농공학회논문집
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    • 제54권5호
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    • pp.141-153
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    • 2012
  • In this study, we estimated probable precipitation amounts at the target year (2020, 2030, 2040) of 55 weather stations in Korea using the 24 hour annual maximum precipitation data from 1973 through 2009 which should be useful for management of agricultural reservoirs. Not only trend tests but also non-stationary tests were performed and non-stationary frequency analysis were conducted to all of 55 sites. Gumbel distribution was chosen and probability weighted moment method was used to estimate model parameters. The behavior of the mean of extreme precipitation data, scale parameter, and location parameter were analyzed. The probable precipitation amount at the target year was estimated by a non-stationary frequency analysis using the linear regression analysis for the mean of extreme precipitation data, scale parameter, and location parameter. Overall results demonstrated that the probable precipitation amounts using the non-stationary frequency analysis were overestimated. There were large increase of the probable precipitation amounts of middle part of Korea and decrease at several sites in Southern part. The non-stationary frequency analysis using a linear model should be applicable to relatively short projection periods.

1:25 축소모형 홀에서 확산체의 설치부위에 따른 실내 음향지표의 변화 (Effect of Diffuser Locations on the Room Acoustical Parameters in 1:25 Scale Model Hall)

  • 김용희;서춘기;이혜미;전진용
    • 한국음향학회지
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    • 제31권3호
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    • pp.115-128
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    • 2012
  • 본 연구는 확산체의 확산계수 측정결과를 바탕으로 확산체의 설치가 홀 내부 음장분포에 미치는 영향에 대하여 알아보았다. 오케스트라쉘이 설치된 600석 규모의 축소모형 홀을 측정대상으로 이용하였다. 잔향실법 흡음률 측정을 통해 1: 25 축소모형의 벽체와 객석부 재료 (관객 및 의자)가 선정되었고, 만석 시 잔향시간을 기준으로 컴퓨터 시뮬레이션과 대응되도록 제작하였다. 다양한 확산체 부착위치에 따른 물리적 음장의 변화를 측정하기 위해 반구 확산체를 측벽, 발코니전면, 천장 등 부위별로 7가지 조합을 만들어, 확산체 유/무에 따른 음향지표의 변화를 측정하였다. 사용된 음향지표는 잔향시간 (RT), 초기감쇠시간 (EDT), 명료도 (C80), 중심시간 (Ts), 음압레벨 (G)과 더불어 임펄스리스펀스의 자기상관함수 (ACF)로부터 도출되는 Temporal diffusion (TD)을 이용하였다. 실험결과, 확산체 설치에 따라 흠음력과 확산면적이 증가하였고, 이에 따라 평균 RT, 평균 EDT, 평균 G는 감소하는 경향을 보였다. 또한 확산체 설치로 인해 초기반사음의 방향전환이 활발하게 발생했고, 평균 TD은 측정 케이스에 따라 6.05에서 6.30의 값을 보였다. 확산체 설치에 가장 민감한 지표는 RT (R = 0.94)로 나타났고, TD와 EDT의 상관관계 (R = 0.73)가 높은 것으로 나타났다. 확산체 설치부위의 영향은 각 음향지표의 변화양상을 통해 논의되었다.

On the Effects of Plotting Positions to the Probability Weighted Moments Method for the Generalized Logistic Distribution

  • Kim, Myung-Suk
    • Communications for Statistical Applications and Methods
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    • 제14권3호
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    • pp.561-576
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    • 2007
  • Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.