• 제목/요약/키워드: Statistical Distribution

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Study of statistical distribution for four-port TEM cell

  • Jeon, Sangbong;Kwon, Jong-Hwa
    • Journal of Multimedia Information System
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    • 제1권2호
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    • pp.127-132
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    • 2014
  • The transverse electromagnetic (TEM) cells are widely used for electromagnetic compatibility (EMC) testing and field probe calibrations. We propose the verification of TEM mode with statistical method using a four-port TEM cell. The verification results are compared with Normal, Rayleigh, and Gamma distribution. As a result, the 75 % quantile of the Rayleigh distribution is excellent agreement with the true quantiles for a number of calibration points.

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A Study on the Role of Pivots in Bayesian Statistics

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.221-227
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    • 2002
  • The concept of pivot has been widely used in various classical inferences. In this paper, it is proved by use of pivotal quantities that the Bayesian inferences can be arrived at the same results of classical inferences for the location-scale parameters models under the assumption of non-informative prior distributions. Some theorems are proposed in which the posterior distribution and the sampling distribution of a pivotal quantity coincide. The theorems are applied illustratively to some statistical models.

Properties of the Poisson-power Function Distribution

  • Kim, Joo-Hwan
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.166-175
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    • 1995
  • When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector without any errors, it obeys Poisson law. Under the two assumptions that neutral particle scattering distribution and aiming errors have a circular Gaussian distributions that neutral particle scattering distribution and aiming errors have a circular Gaussian distribution respectively, an exact probability distribution of neutral particles vecomes a Poisson-power function distribution. We study and prove some properties, such as limiting distribution, unimodality, stochastical ordering, computational recursion fornula, of this distribution. We also prove monotone likelihood ratio(MLR) property of this distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem.

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SOME PROPERTIES OF BIVARIATE GENERALIZED HYPERGEOMETRIC PROBABILITY DISTRIBUTIONS

  • Kumar, C. Satheesh
    • Journal of the Korean Statistical Society
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    • 제36권3호
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    • pp.349-355
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    • 2007
  • In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

SOME GENERALIZATIONS OF LOGISTIC DISTRIBUTION AND THEIR PROPERTIES

  • Mathew, Thomas;Jayakumar, K.
    • Journal of the Korean Statistical Society
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    • 제36권1호
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    • pp.111-127
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    • 2007
  • The logistic distribution is generalized using the Marshall-Olkin scheme and its generalization. Some properties are studied. First order autoregressive time series model with Marshall-Olkin semi-logistic distribution as marginal is developed and studied.

Reliability in Two Independent Uniform and Power Function-Half Normal Distribution

  • Woo, Jung-Soo
    • Communications for Statistical Applications and Methods
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    • 제15권3호
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    • pp.325-332
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    • 2008
  • We consider estimation of reliability P(Y < X) and distribution of the ratio when X and Y are independent uniform random variable and power function random variable, respectively and also consider the estimation problem when X and Y are independent uniform random variable and a half-normal random variable, respectively.

A Goodness-of-Fit Test for Multivariate Normal Distribution Using Modified Squared Distance

  • Yim, Mi-Hong;Park, Hyun-Jung;Kim, Joo-Han
    • Communications for Statistical Applications and Methods
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    • 제19권4호
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    • pp.607-617
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    • 2012
  • The goodness-of-fit test for multivariate normal distribution is important because most multivariate statistical methods are based on the assumption of multivariate normality. We propose goodness-of-fit test statistics for multivariate normality based on the modified squared distance. The empirical percentage points of the null distribution of the proposed statistics are presented via numerical simulations. We compare performance of several test statistics through a Monte Carlo simulation.

Different estimation methods for the unit inverse exponentiated weibull distribution

  • Amal S Hassan;Reem S Alharbi
    • Communications for Statistical Applications and Methods
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    • 제30권2호
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    • pp.191-213
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    • 2023
  • Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

A Lattice Distribution

  • Chung, Han-Young
    • Journal of the Korean Statistical Society
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    • 제10권
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    • pp.97-104
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    • 1981
  • It is shown that a lattice distribution defined on a set of n lattice points $L(n,\delta) = {\delta,\delta+1,...,\delta+n-1}$ is a distribution induced from the distribution of convolution of independently and identically distributed (i.i.d.) uniform [0,1] random variables. Also the m-th moment of the lattice distribution is obtained in a quite different approach from Park and Chung (1978). It is verified that the distribution of the sum of n i.i.d. uniform [0,1] random variables is completely determined by the lattice distribution on $L(n,\delta)$ and the uniform distribution on [0,1]. The factorial mement generating function, factorial moments, and moments are also obtained.

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ON BAYESIAN ESTIMATION AND PROPERTIES OF THE MARGINAL DISTRIBUTION OF A TRUNCATED BIVARIATE t-DISTRIBUTION

  • KIM HEA-JUNG;KIM Ju SUNG
    • Journal of the Korean Statistical Society
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    • 제34권3호
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    • pp.245-261
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    • 2005
  • The marginal distribution of X is considered when (X, Y) has a truncated bivariate t-distribution. This paper mainly focuses on the marginal nontruncated distribution of X where Y is truncated below at its mean and its observations are not available. Several properties and applications of this distribution, including relationship with Azzalini's skew-normal distribution, are obtained. To circumvent inferential problem arises from adopting the frequentist's approach, a Bayesian method utilizing a data augmentation method is suggested. Illustrative examples demonstrate the performance of the method.