• Title/Summary/Keyword: Optimal Distribution Estimation

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The Comparative Software Reliability Cost Model of Considering Shape Parameter (형상모수를 고려한 소프트웨어 신뢰성 비용 모형에 관한 비교 연구)

  • Kim, Kyung-Soo;Kim, Hee-Cheul
    • Journal of Digital Convergence
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    • v.12 no.3
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    • pp.219-226
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    • 2014
  • In this study, reliability software cost model considering shape parameter based on life distribution from the process of software product testing was studied. The shape parameter using the Erlang and Log-logistic model that is widely used in the field of reliability problems presented. The software failure model was used finite failure non-homogeneous Poisson process model, the parameters estimation using maximum likelihood estimation was conducted. In comparison result of software cost model based on the Erlang distribution and the log-logistic distribution software cost model, because Erlang model is to predict the optimal release time can be software, but the log-logistic model to predict to optimal release time can not be, Erlang distribution than the log-logistic distribution appears to be effective. In this research, software developers to identify software development cost some extent be able to help is considered.

On Efficient Estimation of the Extreme Value Index with Good Finite-Sample Performance

  • Yun, Seokhoon
    • Journal of the Korean Statistical Society
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    • v.28 no.1
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    • pp.57-72
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    • 1999
  • Falk(1994) showed that the asymptotic efficiency of the Pickands estimator of the extreme value index $\beta$ can considerably be improved by a simple convex combination. In this paper we propose an alternative estimator of $\beta$ which is as asymptotically efficient as the optimal convex combination of the Pickands estimators but has a better finite-sample performance. We prove consistency and asymptotic normality of the proposed estimator. Monte Carlo simulations are conducted to compare the finite-sample performances of the proposed estimator and the optimal convex combination estimator.

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Optimal Rates of Convergence for Tensor Spline Regression Estimators

  • Koo, Ja-Yong
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.105-112
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    • 1990
  • Let (X, Y) be a pair random variables and let f denote the regression function of the response Y on the measurement variable X. Let K(f) denote a derivative of f. The least squares method is used to obtain a tensor spline estimator $\hat{f}$ of f based on a random sample of size n from the distribution of (X, Y). Under some mild conditions, it is shown that $K(\hat{f})$ achieves the optimal rate of convergence for the estimation of K(f) in $L_2$ and $L_{\infty}$ norms.

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Fuzzy Classification Using EM Algorithm

  • Lee Sang-Hoon
    • Proceedings of the KSRS Conference
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    • 2005.10a
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    • pp.675-677
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    • 2005
  • This study proposes a fuzzy classification using EM algorithm. For cluster validation, this approach iteratively estimates the class-parameters in the fuzzy training for the sample classes and continuously computes the log-likelihood ratio of two consecutive class-numbers. The maximum ratio rule is applied to determine the optimal number of classes.

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A Study of Software Optimal Release Time for Based on Superposition NHPP Model (중첩 NHPP 모형에 근거한 소프트웨어 최적방출시기에 관한 연구)

  • Kim, Hee Cheul
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.6 no.3
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    • pp.9-17
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    • 2010
  • Decision problem called an optimal release policies, after testing a software system in development phase and transfer it to the user, is studied. The applied model of release time exploited infinite non-homogeneous Poisson process. This infinite non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The failure life-cycle distribution used superposition which has various intensity, if the system is complicated. Thus, software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time. Through this study, in terms of superposition model and simply model, the optimal time to using superposition model release the software developer to determine how much could count will help.

Optimal threshold using the correlation coefficient for the confusion matrix (혼동행렬의 상관계수를 이용한 최적분류점)

  • Hong, Chong Sun;Oh, Se Hyeon;Choi, Ye Won
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.77-91
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    • 2022
  • The optimal threshold estimation is considered in order to discriminate the mixture distribution in the fields of Biostatistics and credit evaluation. There exists well-known various accuracy measures that examine the discriminant power. Recently, Matthews correlation coefficient and the F1 statistic were studied to estimate optimal thresholds. In this study, we explore whether these accuracy measures are appropriate for the optimal threshold to discriminate the mixture distribution. It is found that some accuracy measures that depend on the sample size are not appropriate when two sample sizes are much different. Moreover, an alternative method for finding the optimal threshold is proposed using the correlation coefficient that defines the ratio of the confusion matrix, and the usefulness and utility of this method are also discusses.

Estimating Paddy Rice Evapotranspiration of 10-Year Return Period Drought Using Frequency Analysis (빈도 분석법을 이용한 논벼의 한발 기준 10년 빈도 작물 증발산량 산정)

  • Yoo, Seung-Hwan;Choi, Jin-Yong;Jang, Min-Won
    • Journal of The Korean Society of Agricultural Engineers
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    • v.49 no.3
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    • pp.11-20
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    • 2007
  • Estimation of crop consumptive use is a key term of agricultural water resource systems design and operation. The 10-year return period drought has special aspects as a reference period in design process of irrigation systems in terms of agricultural water demand analysis so that crop evapotranspiration (ETc) about the return period also has to be analyzed to assist understanding of crop water requirement of paddy rice. In this study, The ETc of 10-year return period drought was computed using frequency analysis by 54 meteorological stations. To find an optimal probability distribution, 8 types of probability distribution function were tested by three the goodness of fit tests including ${\chi}^2$(Chi-Square), K-S (Kolmogorov-Smirnov) and PPCC (Probability Plot Correlation Coefficient). Optimal probability distribution function was selected the 2-parameter Log-Normal (LN2) distribution function among 8 distribution functions. Using the two selected distribution functions, the ETc of 10-year return period drought was estimated for 54 meteorological stations and compared with prior study results suggested by other researchers.

Estimation of Probability Distribution Functions for Water Temperature Data in Korean Coasts (한반도 연안 수온자료의 확률분포함수 추정)

  • Jeong, Shin Taek;Cho, Hongyeon;Ko, Dong Hui;Oh, Nam Sun;Son, Kyeong-Pyo
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.25 no.1
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    • pp.11-19
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    • 2013
  • As the temperature data show a distribution pattern with a number of peaks, assumption of normal distribution will result in a serious bias in the analysis. In this study, the Gaussian Mixture Distribution (GMD), a type of bimodal distribution, is presumed as a frequency distribution for the water temperature, in order to estimate the optimal parameter and to carry out the relation analysis between the optimal parameter and the basic statistical information such as mean and variance on the data. By the way, an estimation formulae to compute the frequency distribution of the data is developed by computing the parameters of GMD (i.e. ${\alpha}_1$, ${\mu}_1$, ${\sigma}_1$, ${\alpha}_2$, ${\mu}_2$, ${\sigma}_2$) by means of the major characteristic values, such as mean, standard deviation and skewness of the data. The formulae shows an excellent coincidence with the result from the observation data, in the RMS limit accuracy of 5%.

The Comparative Study of Software Optimal Release Time of Finite NHPP Model Considering Log Linear Learning Factor (로그선형 학습요인을 이용한 유한고장 NHPP모형에 근거한 소프트웨어 최적방출시기 비교 연구)

  • Cheul, Kim Hee;Cheul, Shin Hyun
    • Convergence Security Journal
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    • v.12 no.6
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    • pp.3-10
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    • 2012
  • In this paper, make a study decision problem called an optimal release policies after testing a software system in development phase and transfer it to the user. When correcting or modifying the software, finite failure non-homogeneous Poisson process model, considering learning factor, presented and propose release policies of the life distribution, log linear type model which used to an area of reliability because of various shape and scale parameter. In this paper, discuss optimal software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement. In a numerical example, the parameters estimation using maximum likelihood estimation of failure time data, make out estimating software optimal release time.

Gaussian noise addition approaches for ensemble optimal interpolation implementation in a distributed hydrological model

  • Manoj Khaniya;Yasuto Tachikawa;Kodai Yamamoto;Takahiro Sayama;Sunmin Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.25-25
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    • 2023
  • The ensemble optimal interpolation (EnOI) scheme is a sub-optimal alternative to the ensemble Kalman filter (EnKF) with a reduced computational demand making it potentially more suitable for operational applications. Since only one model is integrated forward instead of an ensemble of model realizations, online estimation of the background error covariance matrix is not possible in the EnOI scheme. In this study, we investigate two Gaussian noise based ensemble generation strategies to produce dynamic covariance matrices for assimilation of water level observations into a distributed hydrological model. In the first approach, spatially correlated noise, sampled from a normal distribution with a fixed fractional error parameter (which controls its standard deviation), is added to the model forecast state vector to prepare the ensembles. In the second method, we use an adaptive error estimation technique based on the innovation diagnostics to estimate this error parameter within the assimilation framework. The results from a real and a set of synthetic experiments indicate that the EnOI scheme can provide better results when an optimal EnKF is not identified, but performs worse than the ensemble filter when the true error characteristics are known. Furthermore, while the adaptive approach is able to reduce the sensitivity to the fractional error parameter affecting the first (non-adaptive) approach, results are usually worse at ungauged locations with the former.

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