• Title/Summary/Keyword: Scale Parameter

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On the Study for the Simultaneous Test

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.241-246
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    • 2013
  • In this study, we propose a nonparametric simultaneous test procedure for the location translation and scale parameters. We consider the Wilcoxon rank sum test for the location translation parameter and the Mood test for the scale parameter with the quadratic and maximal types of combining functions. Then we derive the limiting null distributions of the combining functions. We illustrate our procedure with an example and compare efficiency by obtaining the empirical powers through a simulation study. Finally, we discuss some interesting features related to the nonparametric simultaneous tests.

The Null Distribution of the Likelihood Ratio Test for a Mixture of Two Gammas

  • Min, Dae-Hee
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.289-298
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    • 1998
  • We investigate the distribution of likelihood ratio test(LRT) of null hypothesis a sample is from single gamma with unknown shape and scale against the alternative hypothesis a sample is from a mixture of two gammas, each with unknown scale and unknown (but equal) scale. To obtain stable maximum likelihood estimates(MLE) of a mixture of two gamma distributions, the EM(Dempster, Laird, and Robin(1977))and Modified Newton(Jensen and Johansen(1991)) algorithms were implemented. Based on EM, we made a simple structure likelihood equation for each parameter and could obtain stable solution by Modified Newton Algorithms. Simulation study was conducted to investigate the distribution of LRT for sample size n = 25, 50, 75, 100, 50, 200, 300, 400, 500 with 2500 replications. To determine the small sample distribution of LRT, I considered the model of a gamma distribution with shape parameter equal to 1 + f(n) and scale parameter equal to 2. The simulation results indicate that the null distribution is essentially invariant to the value of the shape parameter. Modeling of the null distribution indicates that it is well approximated by a gamma distribution with shape parameter equal to the quantity $0.927+1.18/\sqrt{n}$ and scale parameter equal to 2.16.

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AMLEs for Rayleigh Distribution Based on Progressive Type-II Censored Data

  • Seo, Eun-Hyung;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.329-344
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    • 2007
  • In this paper, we shall propose the AMLEs of the scale parameter and the location parameter in the two-parameter Rayleigh distribution based on progressive Type-II censored samples when one parameter is known. We also propose the AMLEs of the two parameters in the Rayleigh distribution based on progressive Type-II censored samples when two parameters are unknown. We simulate the mean squared errors of the proposed estimators through Monte Carlo simulation for various censoring schemes.

The Variations of Design Parameters for Small Scale Hydro Power Plant with Rainfall Condition (강우상태에 의한 소수력발전소 설계변수의 변화)

  • Park, Wan-Soon;Lee, Chul-Hyung
    • 한국신재생에너지학회:학술대회논문집
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    • 2008.05a
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    • pp.138-141
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    • 2008
  • The effects of design parameters for small scale hydro power(SSHP) plants due to rainfall condition have been studied. The model to predict hydrologic performance for SSHP plants is used in this study. The results from analysis for rainfall conditions based on Weibull distribution show that the capacity and load factor of SSHP site had large difference between the variation of shape and scale parameter. Especially, the hydrologic performance of SSHP site due to variation of shape parameter varied more sensitive than the case of variation of scale parameter. And also, the methodology represented in this study can be used to decide the primary design specifications of SSHP sites.

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The Variations of Performance Parameters for Small Scale Hydro Power Plant with Rainfall Condition (강우상태에 의한 소수력발전소 성능변수의 변화)

  • Park, Wan-Soon;Lee, Chul-Hyung
    • New & Renewable Energy
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    • v.4 no.3
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    • pp.15-22
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    • 2008
  • The effects of design parameters for small scale hydro power (SSHP) plants due to rainfall condition have been studied. The model to predict hydrologic performance for SSHP plants is used in this study. The results from analysis for rainfall conditions based on Weibull distribution show that the capacity and load factor of SSHP site had large difference between the variation of shape and scale parameter. Especially, the hydrologic performance of SSHP site due to variation of shape parameter varied more sensitive than the case of variation of scale parameter. And also, the methodology represented in this study can be used to decide the primary design specifications of SSHP sites.

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The Effects of Design Parameters for Small Scale Hydro Power Plant with Rainfall Condation (강우상태에 의한 소수력발전소 설계인자의 영향)

  • Park, Wan-Soon;Lee, Chul-Hyung
    • Journal of the Korean Solar Energy Society
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    • v.28 no.1
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    • pp.43-49
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    • 2008
  • The effects of design parameters for small scale hydro power(SSHP) plants due to rainfall condition have been studied. The model to predict hydrologic performance for SSHP plants is used in this study. The results from analysis for rainfall conditions based on Weibull distribution show that the capacity and load factor of SSHP site had large difference between the variation of shape and scale parameter. Especially, the hydrologic performance of SSHP site due to variation of shape parameter varied more sensitive than the case of variation of scale parameter. And also, the methodology represented in this study can be used to decide the primary design specifications of SSHP sites.

Measuring the matter energy density and Hubble parameter from Large Scale Structure

  • Lee, Seokcheon
    • The Bulletin of The Korean Astronomical Society
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    • v.38 no.2
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    • pp.57.1-57.1
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    • 2013
  • We investigate the method to measure both the present value of the matter energy density contrast and the Hubble parameter directly from the measurement of the linear growth rate which is obtained from the large scale structure of the Universe. From this method, one can obtain the value of the nuisance cosmological parameter $\Omo$ (the present value of the matter energy density contrast) within 3% error if the growth rate measurement can be reached $z >3.5$. One can also investigate the evolution of the Hubble parameter without any prior on the value of $H_0$ (the current value of the Hubble parameter). Especially, estimating the Hubble parameter are insensitive to the errors on the measurement of the normalized growth rate $f \sigma_8$. However, this method requires the high $z$ ($z >3.5$) measurement of the growth rate in order to get the less than 5% errors on the measurements of $H(z)$ at $z \leq 1.2$ with the redshift bin $\Delta z = 0.2$. Thus, this will be suitable for the next generation large scale structure galaxy surveys like WFMOS and LSST.

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Unified Estimations for Parameter Changes in the Uniform Distribution

  • Lee, Changsoo;Chang, Chuseock;Park, Yangwoo
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.145-151
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    • 2003
  • We shall propose several estimators for the scale parameter in the uniform distribution when the parameter is functions of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically relative efficiencies for proposed estimators of the scale parameter in the small sample sizes.

Estimations for a Uniform Scale Parameter in the Presence of a Half-Triangle Outlier

  • Lee, Chang-Soo;Kim, Kee-Hwan;Park, Yang-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.3
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    • pp.959-965
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    • 2008
  • We shall propose several estimators for the scale parameter in a uniform distribution with the presence of a half-triangle outlier, and obtain mean squared errors(MSE's) for their proposed estimators. And we shall compare numerically efficiencies for proposed several estimators of the scale parameter in a uniform distribution with the presence of a half-triangle outlier in the small sample sizes.

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Estimates for parameter changes in a uniform model with a generalized uniform outlier

  • Lee, Chang-Soo;Chang, Chu-Seock;Park, Yang-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.581-587
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    • 2010
  • We shall propose several estimators for the scale parameter in a uniform distri-bution with a generalized uniform outlier when the scale parameter is a function of a known exposure level, and obtain expectations and variances for their proposed estima-tors. And we shall compare numerically efficiencies for proposed estimators of changed parameters of the scale in the small sample sizes.