• Title/Summary/Keyword: Parametric distribution

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Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution (로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교)

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.625-636
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    • 2011
  • This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

Practical statistics in pain research

  • Kim, Tae Kyun
    • The Korean Journal of Pain
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    • v.30 no.4
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    • pp.243-249
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    • 2017
  • Pain is subjective, while statistics related to pain research are objective. This review was written to help researchers involved in pain research make statistical decisions. The main issues are related with the level of scales that are often used in pain research, the choice of statistical methods between parametric or nonparametric statistics, and problems which arise from repeated measurements. In the field of pain research, parametric statistics used to be applied in an erroneous way. This is closely related with the scales of data and repeated measurements. The level of scales includes nominal, ordinal, interval, and ratio scales. The level of scales affects the choice of statistics between parametric or non-parametric methods. In the field of pain research, the most frequently used pain assessment scale is the ordinal scale, which would include the visual analogue scale (VAS). There used to be another view, however, which considered the VAS to be an interval or ratio scale, so that the usage of parametric statistics would be accepted practically in some cases. Repeated measurements of the same subjects always complicates statistics. It means that measurements inevitably have correlations between each other, and would preclude the application of one-way ANOVA in which independence between the measurements is necessary. Repeated measures of ANOVA (RMANOVA), however, would permit the comparison between the correlated measurements as long as the condition of sphericity assumption is satisfied. Conclusively, parametric statistical methods should be used only when the assumptions of parametric statistics, such as normality and sphericity, are established.

Jackknife Parametric Estimations in a Truncated Arcsine Distribution

  • Kim, Jung-Dae;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.91-97
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    • 1997
  • Maximum likelihood and jackknife estimators of the location and scale parameters and right-tail probability in the truncated arcsine distribution are proposed, and we shall compare the performances of the proposed estimators in terms of bias and mean squared error.

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Parametric survival model based on the Lévy distribution

  • Valencia-Orozco, Andrea;Tovar-Cuevas, Jose R.
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.445-461
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    • 2019
  • It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

Evaluation for Probabilistic Distributions of Fatigue Life of Marine Propeller Materials by using a Monte Carlo Simulation (몬테카를로 시뮬레이션에 의한 선박용 프로펠러재의 피로수명 확률분포 평가)

  • Yoon, Han-Yong;Zhang, Jianwei
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.32 no.12
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    • pp.1055-1062
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    • 2008
  • Engineering materials have been studied and developed remarkably for a long time. But, few reports about marine propeller materials are presented. Recently, some researchers have studied the material strength of marine propellers. However, studies on parametric sensitivity and probabilistic distribution of fatigue life of propeller materials have not been made yet. In this study, a method to predict the probabilistic distributions of fatigue life of propeller materials is presented, and the influence of several parameters on the life distribution is discussed.

Parametric modeling and shape optimization design of five extended cylindrical reticulated shells

  • Wu, J.;Lu, X.Y.;Li, S.C.;Xu, Z.H.;Wang, Z.D.;Li, L.P.;Xue, Y.G.
    • Steel and Composite Structures
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    • v.21 no.1
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    • pp.217-247
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    • 2016
  • Five extended cylindrical reticulated shells are proposed by changing distribution rule of diagonal rods based on three fundamental types. Modeling programs for fundamental types and extended types of cylindrical reticulated shell are compiled by using the ANSYS Parametric Design Language (APDL). On this basis, conditional formulas are derived when the grid shape of cylindrical reticulated shells is equilateral triangle. Internal force analysis of cylindrical reticulated shells is carried out. The variation and distribution regularities of maximum displacement and stress are studied. A shape optimization program is proposed by adopting the sequence two-stage algorithm (RDQA) in FORTRAN environment based on the characteristics of cylindrical reticulated shells and the ideas of discrete variable optimization design. Shape optimization is achieved by considering the objective function of the minimum total steel consumption, global and locality constraints. The shape optimization for three fundamental types and five extended types is calculated with the span of 30 m~80 m and rise-span ratio of 1/7~1/3. The variations of the total steel consumption along with the span and rise-span ratio are analyzed with contrast to the results of shape optimization. The optimal combination of main design parameters for five extended cylindrical reticulated shells is investigated. The total steel consumption affected by distribution rule of diagonal rods is discussed. The results show that: (1) Parametric modeling method is simple, efficient and practical, which can quickly generate different types of cylindrical reticulated shells. (2) The mechanical properties of five extended cylindrical reticulated shells are better than their fundamental types. (3) The total steel consumption of cylindrical reticulated shells is optimized to be the least when rise-span ratio is 1/6. (4) The extended type of three-way grid cylindrical reticulated shell should be preferentially adopted in practical engineering. (5) The grid shape of reticulated shells should be designed to equilateral triangle as much as possible because of its reasonable stress and the lowest total steel consumption.

Goodness-of-fit test for normal distribution based on parametric and nonparametric entropy estimators (모수적 엔트로피 추정량과 비모수적 엔트로피 추정량에 기초한 정규분포에 대한 적합도 검정)

  • Choi, Byungjin
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.847-856
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    • 2013
  • In this paper, we deal with testing goodness-of-fit for normal distribution based on parametric and nonparametric entropy estimators. The minimum variance unbiased estimator for the entropy of the normal distribution is derived as a parametric entropy estimator to be used for the construction of a test statistic. For a nonparametric entropy estimator of a data-generating distribution under the alternative hypothesis sample entropy and its modifications are used. The critical values of the proposed tests are estimated by Monte Carlo simulations and presented in a tabular form. The performance of the proposed tests under some selected alternatives are investigated by means of simulations. The results report that the proposed tests have better power than the previous entropy-based test by Vasicek (1976). In applications, the new tests are expected to be used as a competitive tool for testing normality.

THE STUDY OF PARAMETRIC AND NONPARAMETRIC MIXTURE DENSITY ESTIMATOR FOR FLOOD FREQUENCY ANALYSIS

  • Moon, Young-Il
    • Water Engineering Research
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    • v.1 no.1
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    • pp.49-61
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    • 2000
  • Magnitude-frequency relationships are used in the design of dams, highway bridges, culverts, water supply systems, and flood control structures. In this paper, possible techniques for analyzing flood frequency at a site are presented. A currently used approach to flood frequency analysis is based on the concept of parametric statistical inference. In this analysis, the assumption is make that the distribution function describing flood data in known. However, such an assumption is not always justified. Even though many people have shown that the nonparametric method provides a better fit to the data than the parometric method and gives more reliable flood estimates. the noparpmetric method implies a small probability in extrapolation beyond the highest observed data in the sample. Therefore, a remedy is presented in this paper by introducing an estimator which mixes parametric and nonparametric density estimate.

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Behavior of Mechanically Stabilized Earth Retaining Walls with Different Construction Sequence (시공과정에 따른 보강토 옹벽의 거동 특성)

  • 유충식;이광문
    • Proceedings of the Korean Geotechical Society Conference
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    • 1999.10a
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    • pp.473-480
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    • 1999
  • This paper presents the results of a parametric study on the behavior of mechanically stabilized earth retaining wall. It has been recognized that the currently available design guidelines, which is base on the limit equilibrium approach, cannot properly account the interaction effect between the components, construction sequence, and foundation settlement which may impose a significant influence on the wall behavior. A parametric study using finite element analysis was performed to investigate the behavior of MSE wall under different construction conditions and the applicability of the current design approach. In the parametric analysis, the effects of the construction sequence, the surcharge, and the foundation stiffness were studied and a detailed finite element modeling for various components of the system were employed. The results, such as wall displacement and earth pressure distributions, reinforcement forces, vertical stress distribution were then thoroughly analyzed to investigate the effect of construction details on the wall behavior.

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