• Title/Summary/Keyword: bivariate distribution

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Power Comparison of Independence Test for the Farlie-Gumbel-Morgenstern Family

  • Amini, M.;Jabbari, H.;Mohtashami Borzadaran, G.R.;Azadbakhsh, M.
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.493-505
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    • 2010
  • Developing a test for independence of random variables X and Y against the alternative has an important role in statistical inference. Kochar and Gupta (1987) proposed a class of tests in view of Block and Basu (1974) model and compared the powers for sample sizes n = 8, 12. In this paper, we evaluate Kochar and Gupta (1987) class of tests for testing independence against quadrant dependence in absolutely continuous bivariate Farlie-Gambel-Morgenstern distribution, via a simulation study for sample sizes n = 6, 8, 10, 12, 16 and 20. Furthermore, we compare the power of the tests with that proposed by G$\ddot{u}$uven and Kotz (2008) based on the asymptotic distribution of the test statistics.

A Study on Indicator Bacteria for Water Quality Management of Urban Artificial Lakes (도심지역 인공호의 수질관리를 위한 지표세균에 관한 연구)

  • Chu, Duk-Sung;Kwon, Hyuk-Ku;Lee, Sang-Eun;Lee, Jang-Hoon
    • Journal of Environmental Health Sciences
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    • v.33 no.4
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    • pp.299-305
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    • 2007
  • Distribution of fecal pollution indicator bacteria and environmental parameter were investigated of urban artificial lakes. An average concentration of temperature, pH, SS, DO, $COD_{Mn}$, T-P, T-N, Turbidity, Chl-a were $21.5^{\circ}C$, 8.07, 116.70 mg/l, 8.66 mg/l, 2.24 mg/1, 0.52 mg/l, 1.71mg/l, 80.54 NTU, and 52.12 mg/l respectively. From the results of bivariate correlation analysis, fecal contamination indicator bacteria were found to be mutually correlated. And turbidity and suspended solid were correlated. From the results of principal component analysis, four factors were extracted. And four factors of variance explained up to 81.5 percentage. Factor 1 was pollution pattern by fecal contamination, factor 2 was physical pollution pattern by pollution source, factor 3 was natural pollution by precipitation, and factor 4 was artificial pollution pattern by organism.

Study on Estimating the Optimal Number-right Score in Two Equivalent Mathematics-test by Linear Score Equating (수학교과의 동형고사 문항에서 양호도 향상에 유효한 최적정답율 산정에 관한 연구)

  • 홍석강
    • The Mathematical Education
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    • v.37 no.1
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    • pp.1-13
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    • 1998
  • In this paper, we have represented the efficient way how to enumerate the optimal number-right scores to adjust the item difficulty and to improve item discrimination. To estimate the optimal number-right scores in two equivalent math-tests by linear score equating a measurement error model was applied to the true scores observed from a pair of equivalent math-tests assumed to measure same trait. The model specification for true scores which is represented by the bivariate model is a simple regression model to inference the optimal number-right scores and we assume again that the two simple regression lines of raw scores and true scores are independent each other in their error models. We enumerated the difference between mean value of $\chi$* and ${\mu}$$\_$$\chi$/ and the difference between the mean value of y*and a+b${\mu}$$\_$$\chi$/ by making an inference the estimates from 2 error variable regression model. Furthermore, so as to distinguish from the original score points, the estimated number-right scores y’$\^$*/ as the estimated regression values of true scores with the same coordinate were moved to center points that were composed of such difference values with result of such parallel score moving procedure as above mentioned. We got the asymptotically normal distribution in Figure 5 that was represented as the optimal distribution of the optimal number-right scores so that we could decide the optimal proportion of number-right score in each item. Also by assumption that equivalence of two tests is closely connected to unidimensionality of a student’s ability. we introduce new definition of trait score to evaluate such ability in each item. In this study there are much limitations in getting the real true scores and in analyzing data of the bivariate error model. However, even with these limitations we believe that this study indicates that the estimation of optimal number right scores by using this enumeration procedure could be easily achieved.

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A Comparison of the Different Question Formats in the Contingent Valuation Method for the Evaluation of Recreational Benefit (휴양자원가치(休養資源價値) 평가(評價)를 위한 CVM 질문형(質問型) 비교(比較))

  • Kim, Joon-Soon
    • Journal of Korean Society of Forest Science
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    • v.88 no.3
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    • pp.400-407
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    • 1999
  • The purpose of thin paper is to test difference of the two question formats, open-ended and dichotomous choice formats, in the contingent valuation method using the estimated recreational benefits. The data were collected from the visitors at the Songnisan National Park. The recreational benefit based on the equivalent variation. The two question formats, but the same content, were asked of the same individuals. In this analysis, it was used travel cost and monthly income as the exogenous variables, which assumed a linear functional form for the WTP equation. The model assumed a bivariate normal distribution on the basis of the probit and tobit model concerning the censored zero WTP. The result showed no differences in the recreational benefits from the different question formats under a same respondent. The mean benefit was estimated 25.556 Won per 5 years per visitors.

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A development of Bayesian Copula model for a bivariate drought frequency analysis (이변량 가뭄빈도해석을 위한 Bayesian Copula 모델 개발)

  • Kim, Jin-Young;Kim, Jin-Guk;Cho, Young-Hyun;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.50 no.11
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    • pp.745-758
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    • 2017
  • The copula-based models have been successfully applied to hydrological modeling including drought frequency analysis and time series modeling. However, uncertainty estimation associated with the parameters of these model is not often properly addressed. In these context, the main purposes of this study are to develop the Bayesian inference scheme for bivariate copula functions. The main applications considered are two-fold: First, this study developed and tested an approach to copula model parameter estimation within a Bayesian framework for drought frequency analysis. The proposed modeling scheme was shown to correctly estimate model parameters and detect the underlying dependence structure of the assumed copula functions in the synthetic dataset. The model was then used to estimate the joint return period of the recent 2013~2015 drought events in the Han River watershed. The joint return period of the drought duration and drought severity was above 100 years for many of stations. The results obtained in the validation process showed that the proposed model could effectively reproduce the underlying distribution of observed extreme rainfalls as well as explicitly account for parameter uncertainty in the bivariate drought frequency analysis.

Probabilistic Analysis of Independent Storm Events: 1. Construction of Annual Maximum Storm Event Series (독립호우사상의 확률론적 해석: 1. 연최대 호우사상 계열의 작성)

  • Park, Min-Kyu;Yoo, Chul-Sang
    • Journal of the Korean Society of Hazard Mitigation
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    • v.11 no.2
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    • pp.127-136
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    • 2011
  • In this study, annual maximum storm events are proposed to determined by the return periods considering total rainfall and rainfall intensity together. The rainfall series at Seoul since 1961 are examined and the results are as follows. First, the bivariate exponential distribution is used to determine annual maximum storm events. The parameter estimated annually provides more suitable results than the parameter estimated by whole periods. The chosen annual maximum storm events show these properties. The events with the biggest total rainfall tend to be selected in the wet years and the events with the biggest rainfall intensity in the wet years. These results satisfy the concept of critical storm events which produces the most severe runoff according to soil wetness. The average characteristics of the annual maximum storm events said average rainfall intensity 32.7 mm/hr in 1 hr storm duration(total rainfall 32.7 mm), average rainfall intensity 9.7 mm/hr in 24 hr storm duration(total rainfall 231.6 mm) and average rainfall intensity 7.4 mm/hr in 48 hr storm duration(total rainfall 355.0 mm).

Projected Circular and l-Axial Skew-Normal Distributions

  • Seo, Han-Son;Shin, Jong-Kyun;Kim, Hyoung-Moon
    • The Korean Journal of Applied Statistics
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    • v.22 no.4
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    • pp.879-891
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    • 2009
  • We developed the projected l-axial skew-normal(LASN) family of distributions for I-axial data. The LASN family of distributions contains the semicircular skew-normal(SCSN) and the circular skew-normal(CSN) families of distributions as special cases. The LASN densities are similar to the wrapped skew-normal densities for the small values of the scale parameter. However CSN densities have more heavy tails than those of the wrapped skew-normal densities on the circle. Furthermore the CSN densities have two modes as the scale parameter increases. The LASN distribution has very convenient mathematical features. We extend the LASN family of distributions to a bivariate case.

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.

Derivation of the Critical Minimum Values of the Multiple Correlation Coefficient for Augmenting Hydrologic Samples (수문자료 확충을 위한 다중상관계수의 한계최소치 유도)

  • 허준행
    • Water for future
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    • v.27 no.1
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    • pp.133-140
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    • 1994
  • The augmenting hydrologic data using a correlation procedue has been used to improve the estimates of the mean and variance at the site of interest with short record when one or more nearby sites with longer records are available. The variance of the unbiased maximum likelihood estimator of ${{\sigma}_v}^2$ derived by Moran based on the multivariate normal distribution is modified into the form of Matalas and jacobs for the bivariate normal distribution to get the critical minimum values of the multiple correlation coefficient which give the improvement for estimation the variance at the site of interest. Those values are tabulated for various lengths of records and the number of sites.

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On the Distribution and Its Properties of the Sum of a Normal and a Doubly Truncated Normal

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.255-266
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    • 2006
  • This paper proposes a class of distributions which is useful in making inferences about the sum of values from a normal and a doubly truncated normal distribution. It is seen that the class is associated with the conditional distributions of truncated bivariate normal. The salient features of the class are mathematical tractability and strict inclusion of the normal and the skew-normal laws. Further it includes a shape parameter, to some extent, controls the index of skewness so that the class of distributions will prove useful in other contexts. Necessary theories involved in deriving the class of distributions are provided and some properties of the class are also studied.