• Title/Summary/Keyword: Random distribution

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Estimating exponentiated parameter and distribution of quotient and ratio in an exponentiated Pareto

  • Moon, Yeung-Gil;Lee, Chang-Soo;Kang, Jun-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.967-972
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    • 2010
  • We shall consider estimations of an exponetiated parameter of the exponentiated Pareto distribution with known scale and threshold parameters. A quotient distribution of two independent exponentiated Pareto random variables is obtained. We also derive the distribution of the ratio of two independent exponentiated Pareto random variables.

On the Estimation of Parameters in ALT under Generalized Exponential Distribution

  • Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.923-931
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    • 2005
  • The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

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Reliability P(Y

  • Woo, Jung-Soo
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.37-42
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    • 2006
  • We shall consider an inference of the reliability P(Y

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Approximation to GPH Distributions and Its Application

  • Baek, Jang-Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.687-705
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    • 2006
  • In this paper we consider GPH distribution that is defined as a distribution for sum of random number of random variables following exponential distribution. We establish approximation process of general distributions to GPH distributions and offer numerical results for various cases to show the accuracy of the approximation. We also propose analysis method of delay distribution of queueing systems using approximation to GPH distributions and offer numerical results for various queueing systems to show applicability of GPH approximation.

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Spatial Distribution of Mobiles in Cellular Communication Network (이동통신망에서의 셀 내 가입자 분포 분석)

  • Jang, Hee-Seon;Lee, Kwang-Hee;Yoon, Sang-Hum
    • IE interfaces
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    • v.12 no.3
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    • pp.401-405
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    • 1999
  • We present a simulation model to generate the spatial distribution of mobiles in cellular communication network. Three types of spatial distributions are considered; biased, random, and ratio-based distributions. This study also points out and corrects the critical errors performed by Das and Morgera(1997) in getting random location of mobiles. By applying a simple path loss model, the effects of our correction on the signal-to-interference(SIR) ratio are discussed. The numerical results indicate that the variation of SIR in the Das's biased distribution is larger than that of other distributions. As compared with the random distribution, the average SIR error of the biased distribution is 91.1%.

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Anaysis of System Lifetime Subject to Two Classes of Random Shocks

  • Kunmin Yeo;Jun, Chi-Hyuck
    • International Journal of Reliability and Applications
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    • v.1 no.1
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    • pp.49-64
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    • 2000
  • We consider a system whose inherent life follows an Erlang distribution, which is subject to two heterogeneous random shocks. Minor shocks arrive according to a renewal process and each causes the system to fail independently with a certain probability. A major shock whose interarrival times follow an Erlang distribution causes the system to fail with probability one. The Laplace transform of the distribution of the time to system failure is derived in a functional form of the Laplace transform of the interarrival time distribution of minor shocks. An algorithm is given for the computation of the moments of the time to system failure.

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Research on total resistance of ice-going ship for different floe ice distributions based on virtual mass method

  • Guo, Wei;Zhao, Qiao-sheng;Tian, Yu-kui;Zhang, Wan-chao
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.12 no.1
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    • pp.957-966
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    • 2020
  • This paper presents the virtual mass method to implement the prediction of total resistance for ice-going ship in floe ice region based on the combined method of CFD and DEM. Two ways of floe ice distribution are adopted for the analysis and comparison. The synthetic ice model test has been conducted to determine the optimal virtual mass coefficients for the two different floe ice distributions. Moreover, the further verification and prediction are developed in different ice conditions. The results show that, the fixed and random distributions in numerical method can simulate the interaction of ship and ice vividly, the trend of total resistance varying with the speed and ice concentration obtained by the numerical simulation is consistent with the model test. The random distribution of floe ice has higher similarity and better accuracy than fixed distribution.

The standard deviations for eigenvalues of the closed-loop systems with random parameters

  • Chen, Su Huan;Liu, Chun;Chen, Yu Dong
    • Structural Engineering and Mechanics
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    • v.18 no.3
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    • pp.331-342
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    • 2004
  • The vibration control problem of structures with random parameters is discussed, which is approximated by a deterministic one. A method for calculating the standard deviations of eigenvalues of the closed-loop systems is presented by using the random perturbation. The method presented in this paper will not require the distribution function of the random parameters of the systems other than their means and variances. Similarly, the distribution function of the random eigenvalues will not be computed other than their means and variances. The standard deviations of eigenvalues of the uncertain closed-loop systems can be used to estimate the stability robustness. The present method is applied to a vibration control system to illustrate the application. The numerical results show that the present method is effective.

A New Integral Representation of the Coverage Probability of a Random Convex Hull

  • Son, Won;Ng, Chi Tim;Lim, Johan
    • Communications for Statistical Applications and Methods
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    • v.22 no.1
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    • pp.69-80
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    • 2015
  • In this paper, the probability that a given point is covered by a random convex hull generated by independent and identically-distributed random points in a plane is studied. It is shown that such probability can be expressed in terms of an integral that can be approximated numerically by function-evaluations over the grid-points in a 2-dimensional space. The new integral representation allows such probability be computed efficiently. The computational burdens under the proposed integral representation and those in the existing literature are compared. The proposed method is illustrated through numerical examples where the random points are drawn from (i) uniform distribution over a square and (ii) bivariate normal distribution over the two-dimensional Euclidean space. The applications of the proposed method in statistics are are discussed.

Performance comparison of random number generators based on Adaptive Rejection Sampling (적응 기각 추출을 기반으로 하는 난수 생성기의 성능 비교)

  • Kim, Hyotae;Jo, Seongil;Choi, Taeryon
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.3
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    • pp.593-610
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    • 2015
  • Adaptive Rejection Sampling (ARS) method is a well-known random number generator to acquire a random sample from a probability distribution, and has the advantage of improving the proposal distribution during the sampling procedures, which update it closer to the target distribution. However, the use of ARS is limited since it can be used only for the target distribution in the form of the log-concave function, and thus various methods have been proposed to overcome such a limitation of ARS. In this paper, we attempt to compare five random number generators based on ARS in terms of adequacy and efficiency. Based on empirical analysis using simulations, we discuss their results and make a comparison of five ARS-based methods.