• 제목/요약/키워드: Statistical Moments

검색결과 221건 처리시간 0.028초

Moment Inequalities of NBURFR and NBARFR Classes with Hypotheses Testing Applications

  • Mahmoud, M.A.W.;Alim, N.A.Abdul
    • International Journal of Reliability and Applications
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    • 제4권3호
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    • pp.141-156
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    • 2003
  • Nonparametric families of aging distributions have been the subject of investigation from long period of time and still. Both probabilistic and statistical properties of these distributions were studied for such families as new better than used renewal failure rate (NBURFR) and new better average renewal failure rate (NBARFR) classes. They have been studied by Abouammoh and Ahmed (1992). In the present work, moment inequalities are derived for the above mentioned families that demonstrate that if the mean life is finite for any of them then all higher order moments exist. Next, based on these inequalities, new test procedures for exponentiality against these families are studied showing that it is simple and hold high relative efficiency for some commonly used alternatives. Dealing with censored data case also studied.

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Exponentiated Quasi Lindley distribution

  • Elbatal, I.;Diab, L.S.;Elgarhy, M.
    • International Journal of Reliability and Applications
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    • 제17권1호
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    • pp.1-19
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    • 2016
  • The Exponentiated Quasi Lindley (EQL) distribution which is an extension of the quasi Lindley Distribution is introduced and its properties are explored. This new distribution represents a more flexible model for the lifetime data. Some statistical properties of the proposed distribution including the shapes of the density and hazard rate functions, the moments and moment generating function, the distribution of the order statistics are given. The maximum likelihood estimation technique is used to estimate the model parameters and finally an application of the model with a real data set is presented for the illustration of the usefulness of the proposed distribution.

3점 측정방식을 사용한 무게중심의 정밀 측정 (Precise Measurement of Center of Gravity Using 3-Point Weighing Method)

  • 유이준;이선표
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2006년도 춘계학술대회 논문집
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    • pp.283-284
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    • 2006
  • In this paper 3-point weighing method is adopted to measure the unbalance moment of small-sized precision spinning elements using electronic scales with 0.1 mgf resolution. Firstly methods to eliminate the fixture error and to reduce the effects of frictional force that is known as side effect, are proposed. A measuring system is developed and various experiments are performed to verify the proposed approach. The measured and calculated values are analysed in statistical methods, and this provides the errors of the measuring system. The results show that the proposed theory and test procedures gives reliable unbalance moments and gravitational centers.

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A new model based on Lomax distribution

  • Alshingiti, Arwa M.;Kayid, M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • 제15권1호
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    • pp.65-76
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    • 2014
  • In this article, a new model based on Lomax distribution is introduced. This new model is both useful and practical in areas such as economic, reliability and life testing. Some statistical properties of this model are presented including moments, hazard rate, reversed hazard rate, mean residual life and mean inactivity time functions, among others. It is also shown that the distributions of the new model are ordered with respect to the strongest likelihood ratio ordering. The method of moment and maximum likelihood estimation are used to estimates the unknown parameters. Simulation is utilized to calculate the unknown shape parameter and to study its properties. Finally, to illustrate the concepts, the appropriateness of the new model for real data sets are included.

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풍하중을 받는 현수교의 진동 해석에 있어서 모우드 중첩법과 모우드 가속도법의 비교 (Comparison of Mode Superposition Method and Mode Acceleration Method in Dynamic Analysis of Suspension Bridges under Wind Loads)

  • 김태남
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1997년도 가을 학술발표회 논문집
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    • pp.223-230
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    • 1997
  • A method of stochastic dynamic analysis of suspension bridge subjected to random wind loads has been developed in this paper. Example analyses are carried out by mode superposition method(MSM), mode acceleration method(MAM) and advanced mode acceleration method(AMAM) in frequency domain for the Nam-Hae Bridge. In this study the statistical characterics of random wind loads we assumed to be Gaussian stationary zero mean processes. The considered structural response quanties are displacements, shear forces and bending moments. The mean extreme responses are approximately calculated by three times of standard deviations. The followings are the conclusions from this study. 1. Numerical results which obtained by three methods of computer program developed in this paper agree reasonably well when the numbers of modes increase. 2. AMAM is simple, accurate, economic and reliable method compared with the MSM and the MAM.

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Kriging 보간법을 사용한 개선된 차원감소법 (Improving Dimension Reduction Method Using Kriging Interpolation)

  • 최주호;최창현
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2007년도 정기 학술대회 논문집
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    • pp.135-140
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    • 2007
  • In this paper, an Improved Dimension Reduction(IDR) method is proposed for uncertainty quantification that employes Kriging interpolation technic. It has been acknowledged that the DR method is accurate and efficient for assessing statistical moments and reliability due to the sensitivity free feature. However, the DR method has a number of drawbacks such as instability and inaccuracy for problems with increased nonlineality. In this paper, improved DR is implanted by three steps. First, the Kriging interpolation method is used to accurately approximate the responses. Second, 2N+1 and 4N+1 ADOEs are proposed to maintain high accuracy of the method for UQ analysis. Third, numerical integration scheme is used with accurate but free response values at any set of integration points of the surrogated model.

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Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • 제14권1호
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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Hidden truncation circular normal distribution

  • Kim, Sung-Su;Sengupta, Ashis
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.797-805
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    • 2012
  • Many circular distributions are known to be not only asymmetric but also bimodal. Hidden truncation method of generating asymmetric distribution is applied to a bivariate circular distribution to generate an asymmetric circular distribution. While many other existing asymmetric circular distributions can only model an asymmetric data, this new circular model has great flexibility in terms of asymmetry and bi-modality. Some properties of the new model, such as the trigonometric moment generating function, and asymptotic inference about the truncation parameter are presented. Simulation and real data examples are provided at the end to demonstrate the utility of the novel distribution.

A New Approach to Fingerprint Detection Using a Combination of Minutiae Points and Invariant Moments Parameters

  • Basak, Sarnali;Islam, Md. Imdadul;Amin, M.R.
    • Journal of Information Processing Systems
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    • 제8권3호
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    • pp.421-436
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    • 2012
  • Different types of fingerprint detection algorithms that are based on extraction of minutiae points are prevalent in recent literature. In this paper, we propose a new algorithm to locate the virtual core point/centroid of an image. The Euclidean distance between the virtual core point and the minutiae points is taken as a random variable. The mean, variance, skewness, and kurtosis of the random variable are taken as the statistical parameters of the image to observe the similarities or dissimilarities among fingerprints from the same or different persons. Finally, we verified our observations with a moment parameter-based analysis of some previous works.

Stochastic along-wind response of nonlinear structures to quadratic wind pressure

  • Floris, Claudio;de Iseppi, Luca
    • Wind and Structures
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    • 제5권5호
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    • pp.423-440
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    • 2002
  • The effects of the nonlinear (quadratic) term in wind pressure have been analyzed in many papers with reference to linear structural models. The present paper addresses the problem of the response of nonlinear structures to stochastic nonlinear wind pressure. Adopting a single-degree-of-freedom structural model with polynomial nonlinearity, the solution is obtained by means of the moment equation approach in the context of It$\hat{o}$'s stochastic differential calculus. To do so, wind turbulence is idealized as the output of a linear filter excited by a Gaussian white noise. Response statistical moments are computed for both the equivalent linear system and the actual nonlinear one. In the second case, since the moment equations form an infinite hierarchy, a suitable iterative procedure is used to close it. The numerical analyses regard a Duffing oscillator, and the results compare well with Monte Carlo simulation.