• 제목/요약/키워드: Parametric distribution

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측방유동을 받는 교대말뚝기초에 대한 거동분석 (Behavior of Piled Abutment adjacent to Surcharge Loads)

  • 정상섬;서정주;장범수
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2000년도 가을 학술발표회 논문집
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    • pp.25-32
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    • 2000
  • In order to analyze the behavior of piled abutment adjacent to surcharge loads a numerical study was conducted. In 2D plane stalin analysis, the distribution of lateral soil movement was investigated by varying the thickness of clay layer and the magnitude of surcharge loads. In 3D analysis, the magnitude and distribution of lateral pile-soil movement were studied for different cap rigidity. Based on limited parametric studies, a simple method is proposed to identify the lateral pressure of piled abutment adjacent to surcharge loads.

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Bootstrap and Delete-d Jackknife Confidence Intervals for Parameters of an Exponential Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.59-70
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    • 1997
  • We introduce several estimators of the location and the scale parameters of the two-parameter exponential distribution, and then compare these estimators by the mean square error (MSE). Using the parametric bootstrap estimators and the delete-d jackknife, we obtain the bootstrap and the delete-d jackknife confidence intervals for the location and the scale parameters and compare the bootstrap confidence intervals with the delete-d jackknife confidence intervals by length and coverage probability through Monte Carlo method.

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Semiparametric Bayesian Regression Model for Multiple Event Time Data

  • Kim, Yongdai
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.509-518
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    • 2002
  • This paper is concerned with semiparametric Bayesian analysis of the proportional intensity regression model of the Poisson process for multiple event time data. A nonparametric prior distribution is put on the baseline cumulative intensity function and a usual parametric prior distribution is given to the regression parameter. Also we allow heterogeneity among the intensity processes in different subjects by using unobserved random frailty components. Gibbs sampling approach with the Metropolis-Hastings algorithm is used to explore the posterior distributions. Finally, the results are applied to a real data set.

Jackknife Estimation in an Exponential Model

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.193-200
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    • 2004
  • Parametric estimation of truncated point in a truncated exponential distribution will be considered. The MLE, bias reducing estimator and the ordinary jackknife estimator of the truncated parameter will be compared by mean square errors. And the MME and MLE of mean parameter and estimations of the right tail probability in the distribution will be compared by their MSE's.

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Bayesian Estimation for Skew Normal Distributions Using Data Augmentation

  • Kim Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.323-333
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    • 2005
  • In this paper, we develop a MCMC method for estimating the skew normal distributions. The method utilizing the data augmentation technique gives a simple way of inferring the distribution where fully parametric frequentist approaches are not available for small to moderate sample cases. Necessary theories involved in the method and computation are provided. Two numerical examples are given to demonstrate the performance of the method.

A Study on Change-Points in System Reliability

  • Kwang Mo Jeong
    • Communications for Statistical Applications and Methods
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    • 제1권1호
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    • pp.10-19
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    • 1994
  • We study the change-point problem in the context of system reliability models. The maximum likelihood estimators are obtained based on the Jelinski and Moranda model. To find the approximate distribution of the change-point estimator, we suggest of parametric bootstrap method in which the estimators are substituted in the assumed model. Through an example we illustrate the proposed method.

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파고의 확률분포 및 상관에 관한 기초적 연구 - 동해안의 파고를 중심으로 하여 - (A Fundamental Study of Probability Functions and Relationship of Wave Heights. -On the Wave Heights of the East Coast of Korea-)

  • 윤해식;이순탁
    • 물과 미래
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    • 제7권2호
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    • pp.99-106
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    • 1974
  • The records of wave heights which were observed at Muk ho and Po hang of the East Coast of Korea were analized by several probility functions. The exponential 2 parameter distribution was found as the best fit probability function to the historical distribution of wave heights by the test of goodness of fit. But log-normal 2 parameter and log-extremal type A distributions were also fit to the historical distribution, especially in the Smirnov-Kolmogorov test. Therefore, it can't be always regarded that those two distributions are not fit to the wave heiht's distribution. In the test of goodness of fit, the Chi-Square test gave very sensitive results and Smirnov-Kolmogorov test, which is a distribution free and non-parametric test, gave more inclusive results. At the next stage, the inter-relationship between the mean and the one-third wave heights, the mean and the one-=tenth wave heights, the one-third and the one-tenth wave heights, the one-third and the highest wave heights were obtained and discussed.

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Posterior Inference in Single-Index Models

  • Park, Chun-Gun;Yang, Wan-Yeon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • 제11권1호
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    • pp.161-168
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    • 2004
  • A single-index model is useful in fields which employ multidimensional regression models. Many methods have been developed in parametric and nonparametric approaches. In this paper, posterior inference is considered and a wavelet series is thought of as a function approximated to a true function in the single-index model. The posterior inference needs a prior distribution for each parameter estimated. A prior distribution of each coefficient of the wavelet series is proposed as a hierarchical distribution. A direction $\beta$ is assumed with a unit vector and affects estimate of the true function. Because of the constraint of the direction, a transformation, a spherical polar coordinate $\theta$, of the direction is required. Since the posterior distribution of the direction is unknown, we apply a Metropolis-Hastings algorithm to generate random samples of the direction. Through a Monte Carlo simulation we investigate estimates of the true function and the direction.

수정된 등압법을 이용한 매니폴드의 유량분배 (Flow Distribution in Manifold Using Modified Equal Pressure Method)

  • 예휘열;김두환;이관수;차우호
    • 설비공학논문집
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    • 제21권3호
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    • pp.176-185
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    • 2009
  • A general flow distribution model and a simple process of numerical analysis, which can be applied to multi-pass systems with manifolds, are presented. A numerical procedure, namely a modified equal pressure method based on the discrete model, was developed to predict flow rates at branch tubes. The predicted pressure distribution agreed well with the previous research with the average error less than 11%. A parametric study was performed to demonstrate the effect on the flow distribution.

수정된 등압법을 이용한 매니폴드의 유량분배 (Flow distribution in manifold using modified equal pressure method)

  • 예휘열;김두환;이관수;차우호
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2008년도 추계학술대회B
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    • pp.2280-2285
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    • 2008
  • A general flow distribution model and a simple process of numerical analysis, which can be applied to multi-pass systems with manifolds, are presented. Correlations are derived from the discrete model, and numerically calculated using a modified equal pressure method. The predicted pressure distribution agrees well with the available experimental results of other researchers with the average error less than 2% for 10 branch manifolds, and 4% for 20 branch manifolds. A parametric study is performed to demonstrate the effect on the flow distribution.

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