• Title/Summary/Keyword: Normal Distribution Transformation

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The Validation Study of Normality Distribution of Aquatic Toxicity Data for Statistical Analysis (수생태 독성자료의 정규성 분포 특성 확인을 통해 통계분석 시 분포 특성 적용에 대한 타당성 확인 연구)

  • OK, Seung-yeop;Moon, Hyo-Bang;Ra, Jin-Sung
    • Journal of Environmental Health Sciences
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    • v.45 no.2
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    • pp.192-202
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    • 2019
  • Objectives: According to the central limit theorem, the samples in population might be considered to follow normal distribution if a large number of samples are available. Once we assume that toxicity dataset follow normal distribution, we can treat and process data statistically to calculate genus or species mean value with standard deviation. However, little is known and only limited studies are conducted to investigate whether toxicity dataset follows normal distribution or not. Therefore, the purpose of study is to evaluate the generally accepted normality hypothesis of aquatic toxicity dataset Methods: We selected the 8 chemicals, which consist of 4 organic and 4 inorganic chemical compounds considering data availability for the development of species sensitivity distribution. Toxicity data were collected at the US EPA ECOTOX Knowledgebase by simple search with target chemicals. Toxicity data were re-arranged to a proper format based on the endpoint and test duration, where we conducted normality test according to the Shapiro-Wilk test. Also we investigated the degree of normality by simple log transformation of toxicity data Results: Despite of the central limit theorem, only one large dataset (n>25) follow normal distribution out of 25 large dataset. By log transforming, more 7 large dataset show normality. As a result of normality test on small dataset (n<25), log transformation of toxicity value generally increases normality. Both organic and inorganic chemicals show normality growth for 26 species and 30 species, respectively. Those 56 species shows normality growth by log transformation in the taxonomic groups such as amphibian (1), crustacean (21), fish (22), insect (5), rotifer (2), and worm (5). In contrast, mollusca shows normality decrease at 1 species out of 23 that originally show normality. Conclusions: The normality of large toxicity dataset was not always satisfactory to the central limit theorem. Normality of those data could be improved through log transformation. Therefore, care should be taken when using toxicity data to induce, for example, mean value for risk assessment.

A View on the Validity of Central Limit Theorem: An Empirical Study Using Random Samples from Uniform Distribution

  • Lee, Chanmi;Kim, Seungah;Jeong, Jaesik
    • Communications for Statistical Applications and Methods
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    • v.21 no.6
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    • pp.539-559
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    • 2014
  • We derive the exact distribution of summation for random samples from uniform distribution and then compare the exact distribution with the approximated normal distribution obtained by the central limit theorem. To check the similarity between two distributions, we consider five existing normality tests based on the difference between the target normal distribution and empirical distribution: Anderson-Darling test, Kolmogorov-Smirnov test, Cramer-von Mises test, Shapiro-Wilk test and Shaprio-Francia test. For the purpose of comparison, those normality tests are applied to the simulated data. It can sometimes be difficult to derive an exact distribution. Thus, we try two different transformations to find out which transform is easier to get the exact distribution in terms of calculation complexity. We compare two transformations and comment on the advantages and disadvantages for each transformation.

Reliability Analysis of the Non-normal Probability Problem for Limited Area using Convolution Technique (컨볼루션 기법을 이용한 영역이 제한된 비정규 확률문제의 신뢰성 해석)

  • Lee, Hyunman;Kim, Taegon;Choi, Won;Suh, Kyo;Lee, JeongJae
    • Journal of The Korean Society of Agricultural Engineers
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    • v.55 no.5
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    • pp.49-58
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    • 2013
  • Appropriate random variables and probability density functions based on statistical analysis should be defined to execute reliability analysis. Most studies have focused on only normal distributions or assumed that the variables showing non-normal characteristics follow the normal distributions. In this study, the reliability problem with non-normal probability distribution was dealt with using the convolution method in the case that the integration domains of variables are limited to a finite range. The results were compared with the traditional method (linear transformation of normal distribution) and Monte Carlo simulation method to verify that the application was in good agreement with the characteristics of probability density functions with peak shapes. However it was observed that the reproducibility was slightly reduced down in the tail parts of density function.

An Empirical Characteristic Function Approach to Selecting a Transformation to Normality

  • Yeo, In-Kwon;Johnson, Richard A.;Deng, XinWei
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.213-224
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    • 2014
  • In this paper, we study the problem of transforming to normality. We propose to estimate the transformation parameter by minimizing a weighted squared distance between the empirical characteristic function of transformed data and the characteristic function of the normal distribution. Our approach also allows for other symmetric target characteristic functions. Asymptotics are established for a random sample selected from an unknown distribution. The proofs show that the weight function $t^{-2}$ needs to be modified to have thinner tails. We also propose the method to compute the influence function for M-equation taking the form of U-statistics. The influence function calculations and a small Monte Carlo simulation show that our estimates are less sensitive to a few outliers than the maximum likelihood estimates.

Selecting a Transformation to Reduce Skewness

  • Yeo, In-Kwon
    • Journal of the Korean Statistical Society
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    • v.30 no.4
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    • pp.563-571
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    • 2001
  • In this paper, we study selecting a transformation so that the transformed variable is nearly symmetrically distributed. The large sample properties of an M-estimator of transformation parameter that is obtained by minimizing the integrated square of the imaginary part of the empirical characteristic function are investigated when a random sample is selected from some unspecified distribution. According to influence function calculations and Monte Carlo simulations, these estimates are less sensitive, than the normal model maximum likelihood estimates, to a few outliers.

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A New Process Capability Measure for Non-normal Process

  • Jun, Mi-Jung;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.869-878
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    • 2007
  • In this paper a new process capability index $C_{psks}$ is introduced for non-normal process. $C_{psks}$ that is proposed by transformation of the $C_{psks}$ incorporates an additional skewness correction factor in the denominator of $C_{psks}$. The use of each technique is illustrated by reference to a distribution system which includes the Pearson and Johnson functions. Accordingly, $C_{psks}$ is proposed as the process capability measure for non-normal process.

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A New Process Incapability Measure for Non-normal Process

  • Jun, Mi-Jung;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.937-943
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    • 2007
  • In this paper a new process incapability index $C^*_{psks}$ is introduced for non-normal process. $C^*_{psks}$ is proposed by transformation of the $C^*_{psks}$. The use of each technique is illustrated by reference to a distribution system which includes the Pearson and Johnson functions. Accordingly, $C^*_{psks}$ is proposed as the process capability measures for non-normal process.

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A spatial heterogeneity mixed model with skew-elliptical distributions

  • Farzammehr, Mohadeseh Alsadat;McLachlan, Geoffrey J.
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.373-391
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    • 2022
  • The distribution of observations in most econometric studies with spatial heterogeneity is skewed. Usually, a single transformation of the data is used to approximate normality and to model the transformed data with a normal assumption. This assumption is however not always appropriate due to the fact that panel data often exhibit non-normal characteristics. In this work, the normality assumption is relaxed in spatial mixed models, allowing for spatial heterogeneity. An inference procedure based on Bayesian mixed modeling is carried out with a multivariate skew-elliptical distribution, which includes the skew-t, skew-normal, student-t, and normal distributions as special cases. The methodology is illustrated through a simulation study and according to the empirical literature, we fit our models to non-life insurance consumption observed between 1998 and 2002 across a spatial panel of 103 Italian provinces in order to determine its determinants. Analyzing the posterior distribution of some parameters and comparing various model comparison criteria indicate the proposed model to be superior to conventional ones.

Spatial Prediction Based on the Bayesian Kriging with Box-Cox Transformation

  • Choi, Jung-Soon;Park, Man-Sik
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.851-858
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    • 2009
  • In the last decades, there has been much interest in climate variability because its change has dramatic effects on humanity. Especially, the precipitation data are measured over space and their spatial association is so complicated. So we should take into account such a spatial dependency structure while analyzing the data. However, in linear models for analyzing the data, data sets show severely skewed distribution. In the paper, we consider the Box-Cox transformation to satisfy the normal distribution prior to the analysis, and employ a Bayesian hierarchical framework to investigate the spatial patterns. The data set we considered is monthly average precipitation of the third quarter of 2007 obtained from 347 automated monitoring stations in Contiguous South Korea.

Effect of Boundary Conditions of Failure Pressure Models on Reliability Estimation of Buried Pipelines

  • Lee, Ouk-Sub;Pyun, Jang-Sik;Kim, Dong-Hyeok
    • International Journal of Precision Engineering and Manufacturing
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    • v.4 no.6
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    • pp.12-19
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    • 2003
  • This paper presents the effect of boundary conditions in various failure pressure models published for the estimation of failure pressure. Furthermore, this approach is extended to the failure prediction with the aid of a failure probability model. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with each corrosion defect in buried pipelines for long exposure period with unit of years. A failure probability model based on the von-Mises failure criterion is adapted. The log-normal and standard normal probability functions for varying random variables are adapted. The effects of random variables such as defect depth, pipe diameter, defect length, fluid pressure, corrosion rate, material yield stress, material ultimate tensile strength and pipe thickness on the failure probability of the buried pipelines are systematically investigated for the corrosion pipeline by using an adapted failure probability model and varying failure pressure model.