• 제목/요약/키워드: Pareto curve

검색결과 28건 처리시간 0.019초

Estimations of Lorenz Curve and Gini Index in a Pareto Distribution

  • Woo, Jung Soo;Yoon, Gi Ern
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.249-256
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    • 2001
  • We shall derive the MLE and UMVUE of Lorenz Curve and Gini Index in a Pareto distribution with the pdf(1.1) and their variances. And compare mean square errors(MSE) of the MLE and UMVUE of the Lorenz Curve and Gini Index in a Pareto distribution with pdf(1.1).

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Test for the Pareto Distribution Based on the Transformed Sample Lorenz Curve

  • 강석복;조영석
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.133-137
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    • 2002
  • A powerful and easily computed goodness-of-fit test for Pareto distribution which does not depend on the unknown location and scale parameters is proposed based on the transformed sample Lorenz curve. We compare the power of the proposed test statistic with the other goodness-of-fit tests for Pareto distribution against various alternatives through Monte Carlo methods.

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Goodness-of-Fit Test for the Pareto Distribution Based on the Transformed Sample Lorenz curve

  • 강석복;조영석
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.113-119
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    • 2002
  • A powerful and easily computed goodness-of-fit test for Pareto distribution which does not depend on the unknown location and scale parameters is proposed based on the transformed sample Lorenz curve. We compare the power of the proposed test statistic with the other goodness-of-fit tests for Pareto distribution against various alternatives through Monte Carlo methods.

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索道線路의 最適設計에 대한 硏究 (A study on the optimal design of rope way)

  • 최선호;박용수
    • 대한기계학회논문집
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    • 제11권1호
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    • pp.26-35
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    • 1987
  • 본 연구에서는 (1) 삭도설계에 더욱 정확한 값을 얻기 위하여 엄밀해를 가진 현수곡선이론을 바탕으로 하여 설계변수들과의 관계를 유도 및 체계화 시켰다. (2) 다목적 함수를 벡터최소화함에 따라, 얻어지는 Pareto 최적해를 구할 수 있었다. Pareto 최적해를 구하는 방법에는 중첨법, 제한법, 추정법이 있다. 여기서는 삭도의 최적화에 대한 특성과 평가값은 서로 복잡한 trad off관계를 가지고 있으므로 다목적 인 두개의 목적함수에 중첩시켜 단일목적 함수로 변환하는 가운데 Kunn-Tuck최적생의 필요조건을 적용하면 목적함수의 값 범위를 해석적으로 정하고 Pareto최적해 집합을 해석적으로 구한다. (3) 이들의 해석에 관한 수치예를 들어 설계에 기준이 되는 로 우프의 규격과 초기장력을 결정하였다.

Estimation of the Lorenz Curve of the Pareto Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.285-292
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    • 1999
  • In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.

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ORDER RESTRICTED STATISTICAL INFERENCE ON LORENZ CURVES OF PARETO DISTRIBUTIONS

  • Oh, Myongsik
    • Journal of applied mathematics & informatics
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    • 제13권1_2호
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    • pp.457-470
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    • 2003
  • The comparison of two or more Lorenz curves of Pareto distributions of first kind under arbitrary order restriction is studied. The problem is turned out to be a statistical inference problem concerning scale parameters under order restriction. We assume that the location parameters of Palate distributions are completely unknown. In this paper the maximum likelihood estimation and likelihood ratio tests for and against order restriction are proposed.

지면효과를 받는 3 차원 WIG 선의 익형 형상 최적화 (Aerodynamic Optimization of 3 Dimensional Wing-In-Ground Airfoils Using Multi-Objective Genetic Algorithm)

  • 이주희;유근열;박경우
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2007년도 춘계학술대회B
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    • pp.3080-3085
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    • 2007
  • Shape optimization of the 3-dimensional WIG airfoil with 3.0-aspect ratio has been performed by using the multi-objective genetic algorithm. The WIG ship effectively floating above the surface by the ram effect and the virtual additional aspect ratio by a ground is one of next-generation and cost-effective transportations. Unlike the airplane flying out of the ground effect, a WIG ship has possibility to capsize because of unsatisfying the static stability. The WIG ship should satisfy aerodynamic properties as well as a static stability. They tend to strong contradict and it is difficult to satisfy aerodynamic properties and static stability simultaneously. It is inevitable that lift force has to scarify to obtain a static stability. Multi-objective optimization technique that the individual objectives are considered separately instead of weighting can overcome the conflict. Due to handling individual objectives, the optimum cannot be unique but a set of nondominated potential solutions: pareto optimum. There are three objectives; lift coefficient, lift-to-drag ratio and static stability. After a few evolutions, the non-dominated pareto individuals can be obtained. Pareto sets are all the set of possible and excellent solution across the design space. At any selections of the pareto set, these are no better solutions in all design space

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다목적 유전알고리즘을 이용한 익형의 전역최적설계 (Global Shape Optimization of Airfoil Using Multi-objective Genetic Algorithm)

  • 이주희;이상환;박경우
    • 대한기계학회논문집B
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    • 제29권10호
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    • pp.1163-1171
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    • 2005
  • The shape optimization of an airfoil has been performed for an incompressible viscous flow. In this study, Pareto frontier sets, which are global and non-dominated solutions, can be obtained without various weighting factors by using the multi-objective genetic algorithm An NACA0012 airfoil is considered as a baseline model, and the profile of the airfoil is parameterized and rebuilt with four Bezier curves. Two curves, front leading to maximum thickness, are composed of five control points and the rest, from maximum thickness to tailing edge, are composed of four control points. There are eighteen design variables and two objective functions such as the lift and drag coefficients. A generation is made up of forty-five individuals. After fifteenth evolutions, the Pareto individuals of twenty can be achieved. One Pareto, which is the best of the . reduction of the drag furce, improves its drag to $13\%$ and lift-drag ratio to $2\%$. Another Pareto, however, which is focused on increasing the lift force, can improve its lift force to $61\%$, while sustaining its drag force, compared to those of the baseline model.

지면효과를 고려한 WIG 선 익형의 공력특성 및 형상최적화 (Aerodynamic Characteristics and Shape Optimization of Airfoils in WIG Craft Considered Ground Effect)

  • 이주희;김병삼;박경우
    • 대한기계학회논문집B
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    • 제30권11호
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    • pp.1084-1092
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    • 2006
  • Shape optimization of airfoil in WIG craft has been performed by considering the ground effect. The WIG craft should satisfy various aerodynamic characteristics such as lift, lift to drag ratio, and static height stability. However, they show a strong trade-off phenomenon so that it is difficult to satisfy aerodynamic properties simultaneously. Optimization is carried out through the multi-objective genetic algorithm. A multi-objective optimization means that each objective is considered separately instead of weighting. Due to the trade-off, pareto sets and non-dominated solutions can be obtained instead of the unique solution. NACA0015 airfoil is considered as a baseline model, shapes of airfoil are parameterized and rebuilt with four-Bezier curves. There are eighteen design variables and three objective functions. The range of design variables and their resolutions are two primary keys for the successful optimization. By two preliminary optimizations, the variation can be reduced effectively. After thirty evolutions, the non-dominated pareto individuals of twenty seven are obtained. Pareto sets are all the set of possible and excellent solution across the design space. At any selections of the pareto set, these are no better solutions in all design space.

Genetic Algorithm based Methodology for an Single-Hop Metro WDM Networks

  • Yang, Hyo-Sik;Kim, Sung-Il;Shin, Wee-Jae
    • 융합신호처리학회 학술대회논문집
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    • 한국신호처리시스템학회 2005년도 추계학술대회 논문집
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    • pp.306-309
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    • 2005
  • We consider the multi-objective optimization of a multi-service arrayed-waveguide grating-based single-hop metro WDM network with the two conflicting objectives of maximizing throughput while minimizing delay. We develop and evaluate a genetic algorithm based methodology for finding the optimal throughput-delay tradeoff curve, the so-called Pareto-optimal frontier. Our methodology provides the network architecture and the Medium Access Control protocol parameters that achieve the Pareto-optima in a computationally efficient manner. The numerical results obtained with our methodology provide the Pareto-optimal network planning and operation solution for a wide range of traffic scenarios. The presented methodology is applicable to other networks with a similar throughput-delay tradeoff.

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