• 제목/요약/키워드: Poisson mean

검색결과 202건 처리시간 0.022초

A NEW BIHARMONIC KERNEL FOR THE UPPER HALF PLANE

  • Abkar, Ali
    • 대한수학회지
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    • 제43권6호
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    • pp.1169-1181
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    • 2006
  • We introduce a new biharmonic kernel for the upper half plane, and then study the properties of its relevant potentials, such as the convergence in the mean and the boundary behavior. Among other things, we shall see that Fatou's theorem is valid for these potentials, so that the biharmonic Poisson kernel resembles the usual Poisson kernel for the upper half plane.

포아송 과정을 이용한 과우해의 재현기간 및 지속특성 분석 (Analysis of Dry Year Return Period and Duration Based on the Poisson Process)

  • 유철상
    • 한국수자원학회논문집
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    • 제37권1호
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    • pp.13-19
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    • 2004
  • 본 연구에서는 포아송 과정을 이용하여 과우해의 재현기간 및 지속특성을 정량화 해 보았다. 대상 지점은 서울 지점으로 하였고 1911년 이후의 자료를 이용하였다. 먼저 포아송 과정을 적용하기 위한 최대 절단수준은 대략 평균에서 표준편차의 50%를 뺀 정도로 결정되었고, 이러한 절단수준에 대해 관측치와 포아송 과정을 비교하였다. 특히, 과우해의 평균 재현기간 및 지속기간은 관측치와 아주 유사한 값을 나타냄을 확인할 수 있었으며, 이는 가뭄을 정량화 하는 경우에도 포아송 과정이 효과적으로 이용될 수 있음을 나타낸다.

Hierarchical Bayes Estimators of Exchangeable Poisson Mean using Laplace Approximation

  • Chung, Youn-Shik
    • Communications for Statistical Applications and Methods
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    • 제2권1호
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    • pp.137-144
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    • 1995
  • Hierarchical Bayes estimations of exchangeable mean vector of a multivariate Poisson distribution are obtained. Since sophiscated analytic integration procedures are needed, the Laplace method is employed in order tocompute these estimations approximately. An example is presented.

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The Generation of Poisson Random Variates

  • Park, Chae-Ha
    • 대한산업공학회지
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    • 제1권1호
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    • pp.87-92
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    • 1975
  • Three approximation methods for generating outcomes on Poisson random variables are discussed. A comparison is made to determine which method requires the least computer execution time and to determine which is the most robust approximation. Results of the comparison study suggest the method to choose for the generating procedure depends on the mean value of Poisson random variable which is being generated.

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Optimal designs for small Poisson regression experiments using second-order asymptotic

  • Mansour, S. Mehr;Niaparast, M.
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.527-538
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    • 2019
  • This paper considers the issue of obtaining the optimal design in Poisson regression model when the sample size is small. Poisson regression model is widely used for the analysis of count data. Asymptotic theory provides the basis for making inference on the parameters in this model. However, for small size experiments, asymptotic approximations, such as unbiasedness, may not be valid. Therefore, first, we employ the second order expansion of the bias of the maximum likelihood estimator (MLE) and derive the mean square error (MSE) of MLE to measure the quality of an estimator. We then define DM-optimality criterion, which is based on a function of the MSE. This criterion is applied to obtain locally optimal designs for small size experiments. The effect of sample size on the obtained designs are shown. We also obtain locally DM-optimal designs for some special cases of the model.

On the Autocovariance Function of INAR(1) Process with a Negative Binomial or a Poisson marginal

  • Park, You-Sung;Kim, Heeyoung
    • Journal of the Korean Statistical Society
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    • 제29권3호
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    • pp.269-284
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    • 2000
  • We show asymptotic normality of the sample mean and sample autocovariances function generated from first-order integer valued autoregressive process(INAR(1)) with a negative binomial or a Poisson marginal. It is shown that a Poisson INAR(1) process is a special case of a negative binomial INAR(1) process.

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Kernel Poisson regression for mixed input variables

  • Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • 제23권6호
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    • pp.1231-1239
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    • 2012
  • An estimating procedure is introduced for kernel Poisson regression when the input variables consist of numerical and categorical variables, which is based on the penalized negative log-likelihood and the component-wise product of two different types of kernel functions. The proposed procedure provides the estimates of the mean function of the response variables, where the canonical parameter is linearly and/or nonlinearly related to the input variables. Experimental results are then presented which indicate the performance of the proposed kernel Poisson regression.

Waiting Times in Polling Systems with Markov-Modulated Poisson Process Arrival

  • Kim, D. W.;W. Ryu;K. P. Jun;Park, B. U.;H. D. Bae
    • Journal of the Korean Statistical Society
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    • 제26권3호
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    • pp.355-363
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    • 1997
  • In queueing theory, polling systems have been widely studied as a way of serving several stations in cyclic order. In this paper we consider Markov-modulated Poisson process which is useful for approximating a superposition of heterogeneous arrivals. We derive the mean waiting time of each station in a polling system where the arrival process is modeled by a Markov-modulated Poisson process.

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Improved Estimation of Poisson Menas under Balanced Loss Function

  • Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.767-772
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    • 2000
  • Zellner(1994) introduced the notion of a balanced loss function in the context of a general liner model to reflect both goodness of fit and precision of estimation. We study the perspective of unifying a variety of results both frequentist and Bayesian from Poisson distributions. We show that frequentist and Bayesian results for balanced loss follow from and also imply related results for quadratic loss functions reflecting only precision of estimation. Several examples are given for Poisson distribution.

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수리 가능 시스템의 신뢰성 분석 절차 및 사례 연구 (Reliability Analysis Procedures for Repairable Systems and Related Case Studies)

  • 이성환;염봉진
    • 한국군사과학기술학회지
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    • 제9권2호
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    • pp.51-59
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    • 2006
  • The purpose of this paper is to present reliability analysis procedures for repairable systems and apply the procedures for assessing the reliabilities of two subsystems of a specific group of military equipment based on field failure data. The mean cumulative function, M(t), the average repair rate, ARR(t), and analytic test methods are used to determine whether a failure process follows a renewal or non-renewal process. For subsystem A, the failure process turns out to follow a homogeneous Poisson process, and subsequently, its mean time between failures, availability, and the necessary number of spares are estimated. For subsystem B, the corresponding M(t) plot shows an increasing trend, indicating that its failure process follows a non-renewal process. Therefore, its M(t) is modeled as a power function of t, and a preventive maintenance policy is proposed based on the annual mean repair cost.