• Title/Summary/Keyword: Optimal Distribution Estimation

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Estimation of Design Rainfall derived by At-site and Regional Frequency Analysis (지점 및 지역빈도분석에 의한 설계강우량의 추정)

  • Ryoo, Kyong Sik;Lee, Soon Hyuk;Maeng, Sung Jin
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.318-322
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    • 2004
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation. For the estimation of the regional design rain(all, classification of the climatologically and geographically homogeneous regions should be preceded preferentially The optimal regionalization of the precipitation data were classified by the above mentioned conditions for all over the regions except Jeju and Ulleung islands in Korea. Relative root mean square error(RRMSE), relative bias(RBIAS) and relative reduction(RR) in RRMSE for the design rainfall were computed and compared between the regional and at-site frequency analysis. Consequently, optimal design rainfalls following the classified regions and consecutive durations were derived by the regional frequency analysis using GEV distribution which was identified to be more optimal one than the other applied distributions.

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The Selection of Optimal Probability Distribution and Estimation for Design Hourly Factor in National Highway Roads (일반국도 설계시간계수의 적정 확률분포 선정 및 추정)

  • Jo, Jun-Han;Han, Jong-Hyeon;Kim, Seong-Ho;Lee, Byeong-Saeng
    • Journal of Korean Society of Transportation
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    • v.24 no.6 s.92
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    • pp.33-43
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    • 2006
  • This research is to the selection of optimal probability distribution as well as the estimation for design hourly factor in consideration of traffic characteristic, such as road function, lane number and AADT. To accomplish the objectives, we are applied to various probability distribution using traffic data that observed at permanent traffic count points in 2005. The parameters or the selected 14 probability distribution were estimated based on the method of maximum likelihood and the validity condition of the estimated parameter The goodness-of-fit test, such as chi-square test. was performed as well as the estimation of design hourly factor. As a result, An appropriate distributions of each case were selected : Pearson V for two lane of rural roads, LogLogistic for the four lane of rural roads, LogLogistic for the urban roads, Extreme value for recreation roads. And optimal K factor are as following : $0.1{\sim}0.2 $ for two lane of rural roads, $0.09{\sim}0.14$ for the four lane of rural roads. $0.07{\sim}0.13$ for the urban roads, $0.1{\sim}0.2$ for recreation roads.

Improvement of the Modified James-Stein Estimator with Shrinkage Point and Constraints on the Norm

  • Kim, Jae Hyun;Baek, Hoh Yoo
    • Journal of Integrative Natural Science
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    • v.6 no.4
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    • pp.251-255
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    • 2013
  • For the mean vector of a p-variate normal distribution ($p{\geq}4$), the optimal estimation within the class of modified James-Stein type decision rules under the quadratic loss is given when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}{\theta}-\bar{\theta}1{\parallel}$ it known.

Estimation of Temperature Distribution in the Refrigerator-Room Using Fuzzy Adaptive Model (퍼지적응모델을 이용한 냉장실 온도분포 추정)

  • 김지관
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.21 no.46
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    • pp.159-166
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    • 1998
  • Estimating the temperature distribution of a refrigerator-room is important for preventing the over-refrigeration and improving its operating efficiency. It is also necessary in the realization process of the concentrated refrigeration function which has been provided recently as a generalized function in many refrigerator models. In this paper, we investigate the estimation problem of temperature in refrigerator-room and propose a fuzzy adaptive model. The model is unique in that it employs the concept of the fuzzy dead zone in order to improve the accuracy of estimation. The obtained results are then used for determining the optimal position of a temperature sensor.

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Lindley Type Estimation with Constrains on the Norm

  • Baek, Hoh-Yoo;Han, Kyou-Hwan
    • Honam Mathematical Journal
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    • v.25 no.1
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    • pp.95-115
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    • 2003
  • Consider the problem of estimating a $p{\times}1$ mean vector ${\theta}(p{\geq}4)$ under the quadratic loss, based on a sample $X_1,\;{\cdots}X_n$. We find an optimal decision rule within the class of Lindley type decision rules which shrink the usual one toward the mean of observations when the underlying distribution is that of a variance mixture of normals and when the norm $||{\theta}-{\bar{\theta}}1||$ is known, where ${\bar{\theta}}=(1/p)\sum_{i=1}^p{\theta}_i$ and 1 is the column vector of ones. When the norm is restricted to a known interval, typically no optimal Lindley type rule exists but we characterize a minimal complete class within the class of Lindley type decision rules. We also characterize the subclass of Lindley type decision rules that dominate the sample mean.

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An Estimation of Breakdown Time of the Epoxy Composites according to Filler and Silane Treatment (충진제와 실란처리에 따른 에폭시 복합체의 파괴시간 예측)

  • Shin, Cheol-Gi
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.20 no.9
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    • pp.793-797
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    • 2007
  • In this paper, the long time breakdown characteristic of the epoxy composite, which is widely used in the insulation system for high voltage application, was estimated with Weibull distribution. In the procedure of the estimation, the short time breakdown characteristics for the epoxy composite specimens, which were made with the variation of hardener and/or filler, were tested firstly. Then the long time voltage-to-time test was implemented. Finally, the long time breakdown voltage of each specimen was estimated with the parameters obtained from the statistical treatment with Weibull distribution. Base on the results, it has been found that the optimal weight ratio of epoxy resin/hardener/filler that has the excellent long time breakdown characteristic was 100/100/65. It was due to the silane treatment which relieves the electric field at the interface between filler and epoxy.

Point and interval estimation for a simple step-stress model with Type-I censored data from geometric distribution

  • Arefi, Ahmad;Razmkhah, Mostafa
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.29-41
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    • 2017
  • The estimation problem of expected time to failure of units is studied in a discrete set up. A simple step-stress accelerated life testing is considered with a Type-I censored sample from geometric distribution that is a commonly used distribution to model the lifetime of a device in discrete case. Maximum likelihood estimators as well as the associated distributions are derived. Exact, approximate and bootstrap approaches construct confidence intervals that are compared via a simulation study. Optimal confidence intervals are suggested in view of the expected width and coverage probability criteria. An illustrative example is also presented to explain the results of the paper. Finally, some conclusions are stated.

Application of Bayesian Computational Techniques in Estimation of Posterior Distributional Properties of Lognormal Distribution

  • Begum, Mun-Ni;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.227-237
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    • 2004
  • In this paper we presented a Bayesian inference approach for estimating the location and scale parameters of the lognormal distribution using iterative Gibbs sampling algorithm. We also presented estimation of location parameter by two non iterative methods, importance sampling and weighted bootstrap assuming scale parameter as known. The estimates by non iterative techniques do not depend on the specification of hyper parameters which is optimal from the Bayesian point of view. The estimates obtained by more sophisticated Gibbs sampler vary slightly with the choices of hyper parameters. The objective of this paper is to illustrate these tools in a simpler setup which may be essential in more complicated situations.

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A Study on Real-time State Estimation for Smart Microgrids (스마트 마이크로그리드 실시간 상태 추정에 관한 연구)

  • Bae, Jun-Hyung;Lee, Sang-Woo;Park, Tae-Joon;Lee, Dong-Ha;Kang, Jin-Kyu
    • 한국태양에너지학회:학술대회논문집
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    • 2012.03a
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    • pp.419-424
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    • 2012
  • This paper discusses the state-of-the-art techniques in real-time state estimation for the Smart Microgrids. The most popular method used in traditional power system state estimation is a Weighted Least Square(WLS) algorithm which is based on Maximum Likelihood(ML) estimation under the assumption of static system state being a set of deterministic variables. In this paper, we present a survey of dynamic state estimation techniques for Smart Microgrids based on Belief Propagation (BP) when the system state is a set of stochastic variables. The measurements are often too sparse to fulfill the system observability in the distribution network of microgrids. The BP algorithm calculates posterior distributions of the state variables for real-time sparse measurements. Smart Microgrids are modeled as a factor graph suitable for characterizing the linear correlations among the state variables. The state estimator performs the BP algorithm on the factor graph based the stochastic model. The factor graph model can integrate new models for solar and wind correlation. It provides the Smart Microgrids with a way of integrating the distributed renewable energy generation. Our study on Smart Microgrid state estimation can be extended to the estimation of unbalanced three phase distribution systems as well as the optimal placement of smart meters.

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