• Title/Summary/Keyword: cumulative distribution functions

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The difference between two distribution functions

  • Hong, Chong Sun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1449-1454
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    • 2013
  • There are many methods for measuring the difference between two location parameters. In this paper, statistics are proposed in order to estimate the difference of two location parameters. The statistics are designed not using the means, variances, signs and ranks, but with the cumulative distribution functions. Hence these are measured as the differences in the area between two univariate cumulative distribution functions. It is found that the difference in the area between two empirical cumulative distribution functions is the difference of two sample means, and its integral is also the difference of two population means.

ROC Curve for Multivariate Random Variables

  • Hong, Chong Sun
    • Communications for Statistical Applications and Methods
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    • v.20 no.3
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    • pp.169-174
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    • 2013
  • The ROC curve is drawn with two conditional cumulative distribution functions (or survival functions) of the univariate random variable. In this work, we consider joint cumulative distribution functions of k random variables, and suggest a ROC curve for multivariate random variables. With regard to the values on the line, which passes through two mean vectors of dichotomous states, a joint cumulative distribution function can be regarded as a function of the univariate variable. After this function is modified to satisfy the properties of the cumulative distribution function, a ROC curve might be derived; moreover, some illustrative examples are demonstrated.

On the comparison of cumulative hazard functions

  • Park, Sangun;Ha, Seung Ah
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.623-633
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    • 2019
  • This paper proposes two distance measures between two cumulative hazard functions that can be obtained by comparing their difference and ratio, respectively. Then we estimate the measures and present goodness of t test statistics. Since the proposed test statistics are expressed in terms of the cumulative hazard functions, we can easily give more weights on earlier (or later) departures in cumulative hazards if we like to place an emphasis on earlier (or later) departures. We also show that these test statistics present comparable performances with other well-known test statistics based on the empirical distribution function for an exponential null distribution. The proposed test statistic is an omnibus test which is applicable to other lots of distributions than an exponential distribution.

APPROXIMATION TO THE CUMULATIVE NORMAL DISTRIBUTION USING HYPERBOLIC TANGENT BASED FUNCTIONS

  • Yun, Beong-In
    • Journal of the Korean Mathematical Society
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    • v.46 no.6
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    • pp.1267-1276
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    • 2009
  • This paper presents a method for approximation of the standard normal distribution by using hyperbolic tangent based functions. The presented approximate formula for the cumulative distribution depends on one numerical coefficient only, and its accuracy is admissible. Furthermore, in some particular cases, closed forms of inverse formulas are derived. Numerical results of the present method are compared with those of an existing method.

ON GENERALIZED EXTENDED BETA AND HYPERGEOMETRIC FUNCTIONS

  • Shoukat Ali;Naresh Kumar Regar;Subrat Parida
    • Honam Mathematical Journal
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    • v.46 no.2
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    • pp.313-334
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    • 2024
  • In the current study, our aim is to define new generalized extended beta and hypergeometric types of functions. Next, we methodically determine several integral representations, Mellin transforms, summation formulas, and recurrence relations. Moreover, we provide log-convexity, Turán type inequality for the generalized extended beta function and differentiation formulas, transformation formulas, differential and difference relations for the generalized extended hypergeometric type functions. Also, we additionally suggest a generating function. Further, we provide the generalized extended beta distribution by making use of the generalized extended beta function as an application to statistics and obtaining variance, coefficient of variation, moment generating function, characteristic function, cumulative distribution function, and cumulative distribution function's complement.

Some applications for the difference of two CDFs

  • Hong, Chong Sun;Son, Yun Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.237-244
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    • 2014
  • It is known that the dierence in the length between two location parameters of two random variables is equivalent to the difference in the area between two cumulative distribution functions. In this paper, we suggest two applications by using the difference of distribution functions. The first is that the difference of expectations of a certain function of two continuous random variables such as the differences of two kth moments and two moment generating functions could be defined by using the difference between two univariate distribution functions. The other is that the difference in the volume between two empirical bivariate distribution functions is derived. If their covariance is estimated to be zero, the difference in the volume between two empirical bivariate distribution functions could be defined as the difference in two certain areas.

Bivariate ROC Curve and Optimal Classification Function

  • Hong, C.S.;Jeong, J.A.
    • Communications for Statistical Applications and Methods
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    • v.19 no.4
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    • pp.629-638
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    • 2012
  • We propose some methods to obtain optimal thresholds and classification functions by using various cutoff criterion based on the bivariate ROC curve that represents bivariate cumulative distribution functions. The false positive rate and false negative rate are calculated with these classification functions for bivariate normal distributions.

Analysis on fatigue life distribution of composite materials (복합재료 피로 수명 분포에 관한 고찰)

  • 황운봉;한경섭
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.12 no.4
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    • pp.790-805
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    • 1988
  • Static strength and fatigue life scattering of glass fiber reinforced epoxy composite materials has been studied. Normal, lognormal, two-parameter and three-parameter Weibull distribution functions are used for strength and one-stress fatigue life distribution. The value of mean fatigue life is analysed using mean fatigue life, mean log fatigue life and expected value of 2 and 3-parameter Weibull distribution functions. Modification on non-statistical cumulative damage models is made in order to interpret the result of two-stress level fatigue life scattering. The comparison results show that 3-parameter Weibull distribution has better predictions in static strength and one-stress level fatigue life distributions. However, no advantage of 3-parameter Weibll distribution is found over 2-parameter Weibull distribution in two-stress level fatigue life predictions. It is found that two-stress level fatigue life prediction by the expanded equal rank assumption is close to the experimental data.

Modeling of The Learning-Curve Effects on Count Responses (개수형 자료에 대한 학습곡선효과의 모형화)

  • Choi, Minji;Park, Man Sik
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.445-459
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    • 2014
  • As a certain job is repeatedly done by a worker, the outcome comparative to the effort to complete the job gets more remarkable. The outcome may be the time required and fraction defective. This phenomenon is referred to a learning-curve effect. We focus on the parametric modeling of the learning-curve effects on count data using a logistic cumulative distribution function and some probability mass functions such as a Poisson and negative binomial. We conduct various simulation scenarios to clarify the characteristics of the proposed model. We also consider a real application to compare the two discrete-type distribution functions.