• Title/Summary/Keyword: Statistical Discrete Distribution

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Statistical Inference Concerning Peakedness Ordering between Two Symmetric Distributions

  • Oh, Myong-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.201-210
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    • 2004
  • The peakedness ordering is closely related to dispersive ordering. In this paper we consider the statistical inference concerning peakedness ordering between two arbitrary symmetric distributions. Nonparametric maximum likelihood estimates of two distribution functions under symmetry and peakedness ordering are given. The likelihood ratio test for equality of two symmetric discrete distributions in the sense of peakedness ordering is studied.

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An Upper Bound on the Index of the Smoothest Density With Given Moments

  • Changkon Hong
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.283-290
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    • 1996
  • For finite discrete distributions with prescribed moments, there is a well-known upper bound on the index of the support. In this paper, we are interested in the smoothest density with prescribed moments among the class of smooth functions. We define an index of continuous distribution through the support and derive an upper bound on the index of the smoothest density. Some examples are given, some of which achieve the upper bound.

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Design of Plasma Cutting Torch by Tolerance Propagation Analysis (공차누적해석을 이용한 플라즈마 절단토치의 설계에 관한 연구)

  • 방용우;장희석;장희석;양진승
    • Journal of Welding and Joining
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    • v.18 no.3
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    • pp.122-130
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    • 2000
  • Due to the inherent dimensional uncertainty, the tolerances accumulate in the assembly of plasma cutting torch. Tolerance accumulation has serious effect on the performance of the plasma torch. This study proposes a statistical tolerance propagation model, which is based on matrix transform. This model can predict the final tolerance distributions of the completed plasma torch assembly with the prescribed statistical tolerance distribution of each part to be assembled. Verification of the proposed model was performed by making use of Monte Carlo simulation. Monte Carlo simulation generates a large number of discrete plasma torch assembly instances and randomly selects a point within the tolerance region with the prescribed statistical distribution. Monte Carlo simulation results show good agreement with that of the proposed model. This results are promising in that we can predict the final tolerance distributions in advance before assembly process of plasma torch thus provide great benefit at the assembly design stage of plasma torch.

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Reliability Estimation of Generalized Geometric Distribution

  • Abouammoh, A.M.;Alshangiti, A.M.
    • International Journal of Reliability and Applications
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    • v.9 no.1
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    • pp.31-52
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    • 2008
  • In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.

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Improved Exact Inference in Logistic Regression Model

  • Kim, Donguk;Kim, Sooyeon
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.277-289
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    • 2003
  • We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

Uniformly Minimum Variance Unbiased Estimation for Distributions with Support Dependign on Two Parameters

  • Hong, Chong-Sun;Park, Hyun-Jip;Lee, Chong-Cheol
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.45-64
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    • 1995
  • When a random sample is taken from a certain class of discrete and continuous distributions whose support depend on two parameters, we could find that there exists the complete and sufficient statistic for parameters which belong to a certain class, and fomulate the uniformly minimum variance unbiased estimator (UMVUE) of any estimable function. Some UMVUE's of parametric functions are illustrated for the class of the distribution. Especially, we find that the UMVUE of some estimable parametric function from the truncated normal distribution could be expressed by the version of the Mill's ratio.

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Bayesian Multiple Change-Point Estimation and Segmentation

  • Kim, Jaehee;Cheon, Sooyoung
    • Communications for Statistical Applications and Methods
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    • v.20 no.6
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    • pp.439-454
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    • 2013
  • This study presents a Bayesian multiple change-point detection approach to segment and classify the observations that no longer come from an initial population after a certain time. Inferences are based on the multiple change-points in a sequence of random variables where the probability distribution changes. Bayesian multiple change-point estimation is classifies each observation into a segment. We use a truncated Poisson distribution for the number of change-points and conjugate prior for the exponential family distributions. The Bayesian method can lead the unsupervised classification of discrete, continuous variables and multivariate vectors based on latent class models; therefore, the solution for change-points corresponds to the stochastic partitions of observed data. We demonstrate segmentation with real data.

QUANTIZATION FOR A PROBABILITY DISTRIBUTION GENERATED BY AN INFINITE ITERATED FUNCTION SYSTEM

  • Roychowdhury, Lakshmi;Roychowdhury, Mrinal Kanti
    • Communications of the Korean Mathematical Society
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    • v.37 no.3
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    • pp.765-800
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    • 2022
  • Quantization for probability distributions concerns the best approximation of a d-dimensional probability distribution P by a discrete probability with a given number n of supporting points. In this paper, we have considered a probability measure generated by an infinite iterated function system associated with a probability vector on ℝ. For such a probability measure P, an induction formula to determine the optimal sets of n-means and the nth quantization error for every natural number n is given. In addition, using the induction formula we give some results and observations about the optimal sets of n-means for all n ≥ 2.

Statistical Voice Activity Defector Based on Signal Subspace Model (신호 준공간 모델에 기반한 통계적 음성 검출기)

  • Ryu, Kwang-Chun;Kim, Dong-Kook
    • The Journal of the Acoustical Society of Korea
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    • v.27 no.7
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    • pp.372-378
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    • 2008
  • Voice activity detectors (VAD) are important in wireless communication and speech signal processing, In the conventional VAD methods, an expression for the likelihood ratio test (LRT) based on statistical models is derived in discrete Fourier transform (DFT) domain, Then, speech or noise is decided by comparing the value of the expression with a threshold, This paper presents a new statistical VAD method based on a signal subspace approach, The probabilistic principal component analysis (PPCA) is employed to obtain a signal subspace model that incorporates probabilistic model of noisy signal to the signal subspace method, The proposed approach provides a novel decision rule based on LRT in the signal subspace domain, Experimental results show that the proposed signal subspace model based VAD method outperforms those based on the widely used Gaussian distribution in DFT domain.

UNIFORM DISTRIBUTIONS ON CURVES AND QUANTIZATION

  • Joseph Rosenblatt;Mrinal Kanti Roychowdhury
    • Communications of the Korean Mathematical Society
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    • v.38 no.2
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    • pp.431-450
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    • 2023
  • The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus to make an approximation of a continuous probability distribution by a discrete distribution. It has broad application in signal processing and data compression. In this paper, first we define the uniform distributions on different curves such as a line segment, a circle, and the boundary of an equilateral triangle. Then, we give the exact formulas to determine the optimal sets of n-means and the nth quantization errors for different values of n with respect to the uniform distributions defined on the curves. In each case, we further calculate the quantization dimension and show that it is equal to the dimension of the object; and the quantization coefficient exists as a finite positive number. This supports the well-known result of Bucklew and Wise [2], which says that for a Borel probability measure P with non-vanishing absolutely continuous part the quantization coefficient exists as a finite positive number.