• Communications for Statistical Applications and Methods
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• 제22권4호
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• pp.333-348
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• 2015

In this paper, we study a generalization of the modified Weibull distribution. The generalization follows the recent work of Cordeiro et al. (2013) and is based on a class of exponentiated generalized distributions that can be interpreted as a double construction of Lehmann. We introduce a class of exponentiated generalized modified Weibull (EGMW) distribution and provide a list of some well-known distributions embedded within the proposed distribution. We derive some mathematical properties of this class that include ordinary moments, generating function and order statistics. We propose a maximum likelihood method to estimate model parameters and provide simulation results to assess the model performance. Real data is used to illustrate the usefulness of the proposed distribution for modeling reliability data.

• 한국수산과학회지
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• 제22권1호
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• pp.41-47
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• 1989

Using computer simulated irregular waves, variations of ocean wave statistics according to sea state are analyzed, and the reasonable conditions that transform the energy spectrum to individual wave statistics are discussed. Ocean wave statistics varying with sea state are found to respond linearly to the spectral peakedness parameter $Q_p$ and spectrum moments $m_n$ (n = 0, 1, 2${\cdots}{\cdots}\;\infty$ ). It is clarified that the 2nd-order spectrum moment is a reasonable parameter which represents the wave statistics including wave periods, and that the spectrum analysis should be carried out under the conditions of minimum data length of 10 times of peak period $T_p$ with time lag of $7T_p$ to satisfy the stable condition of wave statistics.

• Wind and Structures
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• 제19권4호
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• pp.371-387
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• 2014

Probability plotting positions are popular and used as the basis for distribution fitting and for inspecting the quality of the fit because of its simplicity. The plotting positions that lead to excellent approximation to the mean of the order statistics should be used if the objective of the fitting is to estimate quantiles. Since the mean depends on the sample size and is not amenable for simple to use closed form solution, many plotting positions have been presented in the literature, including a new plotting position that is derived based on the weighted least-squares method. In this study, the accuracy of using the new plotting position to fit the Gumbel distribution for estimating quantiles is assessed. Also, plotting positions derived by fitting the mean of the order statistics for all ranks is proposed, and an approximation to the covariance of the order statistics for the Gumbel (and Weibull) variate is given. Relative bias and root-mean-square-error of the estimated quantiles by using the proposed plotting position are shown. The use of the proposed plotting position to estimate the quantiles of annual maximum wind speed is illustrated.

• 대한수학회보
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• 제33권1호
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• pp.135-170
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• 1996

Recently many people have studied the Sobolev orthogonal polynomials, that is, polynomials which are orthogonal relative to a symmetric bilinear form $\phi(\cdot,\cdot)$ defined by $$ (1.1) $\phi(p,q) := (p,q)_N = \sum_{k=0}^{N} \int_{R}p^(k) (x)q^(k) (x) d\mu_k, $$ where each $d\mu_k$ is a signed Borel measure on the real line $R$ with finite moments of all orders. For the brief history on this subject, we refer to the survey article Ronveaux [13] and Marcellan and et al [10].

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2001년도 추계학술대회논문집 II
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• pp.1044-1049
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• 2001

Classical deconvolution methods for source identification following linear filtering can only be used if the transfer function of the system is known. For many practical situations, however, this information is not accessible and/or is time varying. The problem addressed here is that of reconstruction of the original input from only the measured signal. This is known as 'blind deconvolution'. By using Higher Order Statistics (HOS), the restoration of the input signal is established through the maximisation of higher order moments (cumulants) with respect to the characteristics of the signals concerned. This restoration is achieved by constructing an inverse filter considering the choice of the initial inverse filter type. As a practical application, an experimental verification is carried out for the restoration of our impacting signal arising in the response of a cantilever beam with an end stop when randomly excited.

• International Journal of Reliability and Applications
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• 제17권1호
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• pp.1-19
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• 2016

The Exponentiated Quasi Lindley (EQL) distribution which is an extension of the quasi Lindley Distribution is introduced and its properties are explored. This new distribution represents a more flexible model for the lifetime data. Some statistical properties of the proposed distribution including the shapes of the density and hazard rate functions, the moments and moment generating function, the distribution of the order statistics are given. The maximum likelihood estimation technique is used to estimate the model parameters and finally an application of the model with a real data set is presented for the illustration of the usefulness of the proposed distribution.

• International Journal of Reliability and Applications
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• 제15권1호
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• pp.65-76
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• 2014

In this article, a new model based on Lomax distribution is introduced. This new model is both useful and practical in areas such as economic, reliability and life testing. Some statistical properties of this model are presented including moments, hazard rate, reversed hazard rate, mean residual life and mean inactivity time functions, among others. It is also shown that the distributions of the new model are ordered with respect to the strongest likelihood ratio ordering. The method of moment and maximum likelihood estimation are used to estimates the unknown parameters. Simulation is utilized to calculate the unknown shape parameter and to study its properties. Finally, to illustrate the concepts, the appropriateness of the new model for real data sets are included.

• Structural Engineering and Mechanics
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• 제3권4호
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• pp.313-324
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• 1995

Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.

• 대한지리학회지
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• 제43권2호
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• pp.253-262
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• 2008

이 논문의 주요 목적은 정규성 가정 하에 일변량 공간 연관성 측도의 첫 번째 네 적률을 구해내는 일반화된 추출 절차를 정식화하고, 그것을 바탕으로 각 측도의 가설 검정을 위해 정규근사가 갖는 가능성과 한계를 평가하는 것이다. 중요 연구 결과는 다음과 같다. 첫째, 이전의 연구에 기반함으로써, 정규성 가정 하에 전역적 측도와 국지적 측도에 모두 적용될 수 있는 일반화된 적률 추출절차가 도출되었다. 개별 공간 연관성 측도를 위한 필수적인 메트릭스가 적절히 정의되었을 때, 일반화된 유의성 검정 방법은 각 공간 연관성 측도의 기대값과 분산은 물론 첨도와 왜도를 효과적으로 산출하였다. 둘째, 첫 번째 두 적률에 근거한 정규근사 방법은 전역적 통계량에 대해서는 유효한 것으로 판명되었지만, 국지적 통계량에 대해서는 매우 높은 왜도와 첨도로 말미암아 그 유효성이 현저히 떨어지는 것으로 드러났다.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.259-269
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• 1993

A moving average model, LMA(q) and an autoregressive-moving average model, NLARMA(p, q), with Laplacian marginal distribution are constructed and their properties are discussed; Their autocorrelation structures are completely analogus to those of Gaussian process and they are partially time reversible in the third order moments. Finally, we study the mixing property of NLARMA process.