• Title/Summary/Keyword: data distributions

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Preservation of some partial orderings of life distributions under length biased distributions (기간편의분포하(其間偏倚分布下)에서 수명분포(壽命分布)의 편순서(偏順序) 보존(保存))

  • Choi, Jeen-Kap;Kim, Sang-Lyong
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.45-51
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    • 1993
  • For studies in reliability, biometry and survival analysis, the length biased distribution is frequently appropriate for certain natural sampling plans. So, we shall convey the preservation of some partial orderings under life length biasd distributions and closures of ILR and NBU classes under life length biasd distributions.

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On the Equality of Two Distributions Based on Nonparametric Kernel Density Estimator

  • Kim, Dae-Hak;Oh, Kwang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.247-255
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    • 2003
  • Hypothesis testing for the equality of two distributions were considered. Nonparametric kernel density estimates were used for testing equality of distributions. Cross-validatory choice of bandwidth was used in the kernel density estimation. Sampling distribution of considered test statistic were developed by resampling method, called the bootstrap. Small sample Monte Carlo simulation were conducted. Empirical power of considered tests were compared for variety distributions.

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Approximation to GPH Distributions and Its Application

  • Baek, Jang-Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.687-705
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    • 2006
  • In this paper we consider GPH distribution that is defined as a distribution for sum of random number of random variables following exponential distribution. We establish approximation process of general distributions to GPH distributions and offer numerical results for various cases to show the accuracy of the approximation. We also propose analysis method of delay distribution of queueing systems using approximation to GPH distributions and offer numerical results for various queueing systems to show applicability of GPH approximation.

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New composite distributions for insurance claim sizes (보험 청구액에 대한 새로운 복합분포)

  • Jung, Daehyeon;Lee, Jiyeon
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.363-376
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    • 2017
  • The insurance market is saturated and its growth engine is exhausted; consequently, the insurance industry is now in a low growth period with insurance companies that face a fierce competitive environment. In such a situation, it will be an important issue to find the probability distributions that can explain the flow of insurance claims, which are the basis of the actuarial calculation of the insurance product. Insurance claims are generally known to be well fitted by lognormal distributions or Pareto distributions biased to the left with a thick tail. In recent years, skew normal distributions or skew t distributions have been considered reasonable distributions for describing insurance claims. Cooray and Ananda (2005) proposed a composite lognormal-Pareto distribution that has the advantages of both lognormal and Pareto distributions and they also showed the composite distribution has a higher fitness than single distributions. In this paper, we introduce new composite distributions based on skew normal distributions or skew t distributions and apply them to Danish fire insurance claim data and US indemnity loss data to compare their performance with the other composite distributions and single distributions.

Frequency Analysis of Extreme Rainfall by L-Moments (L-모멘트법에 의한 극치강우의 빈도분석)

  • Maeng, Sung-Jin;Lee, Soon-Hyuk;Kim, Byung-Jun
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2002.10a
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    • pp.225-228
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    • 2002
  • This research seeks to derive the design rainfalls through the L-moment with the test of homogeneity, independence and outlier of data on annual maximum daily rainfall in 38 Korean rainfall stations. To select the fit appropriate distribution of annual maximum daily rainfall data according to rainfall stations, applied were Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) probability distributions were applied. and their aptness was judged Dusing an L-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test, the aptitude was judged of applied distributions such as GEV, GLO and GPA. The GEV and GLO distributions were selected as the appropriate distributions. Their parameters were estimated Targetingfrom the observed and simulated annual maximum daily rainfalls and using Monte Carlo techniques, the parameters of GEV and GLO selected as suitable distributions were estimated and. dDesign rainfallss were then derived, using the L-moment. Appropriate design rainfalls were suggested by doing a comparative analysis of design rainfall from the GEV and GLO distributions according to rainfall stations.

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3D Modelling of Geological Distributions for the Rock Tunneling Design and the Study for Geostatistical Approaching of the Distributions of Rock Classifications by 3D Krigging (암반터널설계를 위한 지층분포의 3차원 모델링과 3D Krigging 기법을 이용한 암반등급분포의 지구통계학적 처리방안 연구)

  • 배기훈;윤운상;추석연;이상태
    • Proceedings of the Korean Geotechical Society Conference
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    • 2002.03a
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    • pp.245-252
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    • 2002
  • The Rock mass in which constructed a tunnel consist of the geological formations or the engineering rock type. Each layers are distinguished by the mineral, weathering and distributions of faults and Joints. Therefore, a tunneling design in rock mass starts from understanding and analyzing of the various geological engineering factors and then the engineering characteristics and distributions for each layers are determined to analysis and collection of the efficient informations. For this working, next two problems have to be solved. First, the layers in rock mass have to be classified and their distributions have to be defined. Second, the rock mass classifications and distributions based on the standard engineering classification have to be determined. Efficiently to approaching this two problems, the best solution is all geotechnical data are embodied to 3-D.

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Soccer goal distributions in K-league (K-리그에서 축구 골의 분포)

  • Lee, Jang Taek
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1231-1239
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    • 2014
  • In this paper we analyse the distributions of the number of goals scored by home teams and away teams in K-league soccer outcomes between 1983 and 2012. Real soccer data is explained in K-league using statistical distributions such that Poisson, negative binomial, extreme value and zero inflated Poisson. How close the goals of home and away fits the different distributions are tested by performing chi-square goodness of fit tests. According to these tests, the Poisson distribution gives the best fit to the home goals data. But it is best to model the away goals data on zero inflated Poisson distribution. Also, there is some weak evidence of the dependence for home and away goals.

A Class of Bivariate Linear Failure Rate Distributions and Their Mixtures

  • Sarhan, Ammar M.;El-Gohary, A.;El-Bassiouny, A.H.;Balakrishnan, N.
    • International Journal of Reliability and Applications
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    • v.10 no.2
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    • pp.63-79
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    • 2009
  • A new bivariate linear failure rate distribution is introduced through a shock model. It is proved that the marginal distributions of this new bivariate distribution are linear failure rate distributions. The joint moment generating function of the bivariate distribution is derived. Mixtures of bivariate linear failure rate distributions are also discussed. Application to a real data is given.

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A maximum likelihood estimation method for a mixture of shifted binomial distributions

  • Oh, Changhyuck
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.255-261
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    • 2014
  • Many studies have estimated a mixture of binomial distributions. This paper considers an extension, a mixture of shifted binomial distributions, and the estimation of the distribution. The range of each component binomial distribution is rst evaluated and then for each possible value of shifted parameters, the EM algorithm is employed to estimate those parameters. From a set of possible value of shifted parameters and corresponding estimated parameters of the distribution, the likelihood of given data is determined. The simulation results verify the performance of the proposed method.

Tests for Equality of Two Distributions with Life-Table Model

  • Kang, Shin-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.2
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    • pp.71-82
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    • 2001
  • There are several ways to test the equality of two survival distributions under a variety of situations. Tests for equality of two distributions with life-table model for univariate independent response times are reviewed and introduced. It is developed that the methodology to test it for correlated response times where treatments are applied to different independent sets of cohorts. Data, which can be separated into two independent sets, from an angioplasty study where more than one procedure is performed on some patients are used to illustrate this methodology.

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