• 제목/요약/키워드: data skew

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겹친왜정규혼합분포를 이용한 비대칭 원형자료의 모형화 (Modeling on asymmetric circular data using wrapped skew-normal mixture)

  • 나종화;장영미
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.241-250
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    • 2010
  • 원형자료에 대한 모형화 분석은 주로 von Mises 분포를 비롯한 대칭형의 경우를 중심으로 많은 연구가 이루어져 왔다. 최근 선형자료의 분석에서 다양한 비대칭의 자료에 적합한 왜정규분포의 활용에 대한 연구가 활발히 수행되고 있다. 본 논문에서는 Pewsey (2000a)에 의해 처음 소개된 겹친왜정규분포를 이용한 비대칭의 원형자료에 대한 적합을 다루었다. 특히 비대칭 다봉형 원형자료의 적합을 위해 겹친왜정규혼합분포를 제안하고, EM 알고리즘을 통한 모수추정 과정을 제시하였다. 모의실험을 통해 EM 알고리즘을 통한 모수추정의 정확성을 확인하고, 실제 지방국도의 일일교통량 자료의 모형화 분석에 적용하였다.

The Approximate MLE in a Skew-Symmetric Laplace Distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제18권2호
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    • pp.573-584
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    • 2007
  • We define a skew-symmetric Laplace distribution by a symmetric Laplace distribution and evaluate its coefficient of skewness. And we derive an approximate maximum likelihood estimator(AME) and a moment estimator(MME) of a skewed parameter in a skew-symmetric Laplace distribution, and hence compare simulated mean squared errors of those estimators. We compare asymptotic mean squared errors of two defined estimators of reliability in two independent skew-symmetric distributions.

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Estimating a Skewed Parameter and Reliability in a Skew-Symmetric Double Rayleigh Distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1205-1214
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    • 2007
  • We define a skew-symmetric double Rayleigh distribution by a symmetric double Rayleigh distribution, and derive an approximate maximum likelihood estimator(AML) and a moment estimator(MME) of a skewed parameter in a skew-symmetric double Rayleigh distribution, and hence compare simulated mean squared errors of those two estimators. We also compare simulated mean squared errors of two proposed estimators of reliability in two independent skew-symmetric double Rayleigh distributions.

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A spatial heterogeneity mixed model with skew-elliptical distributions

  • Farzammehr, Mohadeseh Alsadat;McLachlan, Geoffrey J.
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.373-391
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    • 2022
  • The distribution of observations in most econometric studies with spatial heterogeneity is skewed. Usually, a single transformation of the data is used to approximate normality and to model the transformed data with a normal assumption. This assumption is however not always appropriate due to the fact that panel data often exhibit non-normal characteristics. In this work, the normality assumption is relaxed in spatial mixed models, allowing for spatial heterogeneity. An inference procedure based on Bayesian mixed modeling is carried out with a multivariate skew-elliptical distribution, which includes the skew-t, skew-normal, student-t, and normal distributions as special cases. The methodology is illustrated through a simulation study and according to the empirical literature, we fit our models to non-life insurance consumption observed between 1998 and 2002 across a spatial panel of 103 Italian provinces in order to determine its determinants. Analyzing the posterior distribution of some parameters and comparing various model comparison criteria indicate the proposed model to be superior to conventional ones.

Skew Detection for Thai Printed Document Images

  • Premchaiswad, Wichian;Duangphasuk, Surakarn
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 ITC-CSCC -1
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    • pp.326-328
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    • 2000
  • The paper proposes the scheme of skew detection for Thai printed document images by using linear regression algorithm. It intends to use with the Thai character recognition systems to reduce the skew detection time. This scheme begins by finding the center of gravity of a document image. This point is used as the starting point for gathering data in the scheme. The data is obtained by scanning incrementally one pixel in vertically with the width of 20-pixels. After the scanning process, if data Is different from it's neighbor more than ${\pm}$ 15 pixels, it will be considered as noise or data in other lines and will be deleted. The last step is the operation by using linear regression algorithm on these selected data and the skew angle will be obtained. The proposed method has been tested with 45 document images with different fonts, sizes and skew angles. The experiment results show that the proposed method can detect the skew angle with the error of less then one degree. The average processing time is about 19 times faster than that of the Hough Transform method.

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Notes on a skew-symmetric inverse double Weibull distribution

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제20권2호
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    • pp.459-465
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    • 2009
  • For an inverse double Weibull distribution which is symmetric about zero, we obtain distribution and moment of ratio of independent inverse double Weibull variables, and also obtain the cumulative distribution function and moment of a skew-symmetric inverse double Weibull distribution. And we introduce a skew-symmetric inverse double Weibull generated by a double Weibull distribution.

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Projected Circular and l-Axial Skew-Normal Distributions

  • Seo, Han-Son;Shin, Jong-Kyun;Kim, Hyoung-Moon
    • 응용통계연구
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    • 제22권4호
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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.

Diagnosis of Observations after Fit of Multivariate Skew t-Distribution: Identification of Outliers and Edge Observations from Asymmetric Data

  • Kim, Seung-Gu
    • 응용통계연구
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    • 제25권6호
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    • pp.1019-1026
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    • 2012
  • This paper presents a method for the identification of "edge observations" located on a boundary area constructed by a truncation variable as well as for the identification of outliers and the after fit of multivariate skew $t$-distribution(MST) to asymmetric data. The detection of edge observation is important in data analysis because it provides information on a certain critical area in observation space. The proposed method is applied to an Australian Institute of Sport(AIS) dataset that is well known for asymmetry in data space.

MOMENTS OF VARIOGRAM ESTIMATOR FOR A GENERALIZED SKEW t DISTRIBUTION

  • KIM HYOUNG-MOON
    • Journal of the Korean Statistical Society
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    • 제34권2호
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    • pp.109-123
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    • 2005
  • Variogram estimation is an important step of spatial statistics since it determines the kriging weights. Matheron's variogram estimator can be written as a quadratic form of the observed data. In this paper, we extend a skew t distribution to a generalized skew t distribution and moments of the variogram estimator for a generalized skew t distribution are derived in closed forms. After calculating the correlation structure of the variogram estimator, variogram fitting by generalized least squares is discussed.

Multivariate measures of skewness for the scale mixtures of skew-normal distributions

  • Kim, Hyoung-Moon;Zhao, Jun
    • Communications for Statistical Applications and Methods
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    • 제25권2호
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    • pp.109-130
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    • 2018
  • Several measures of multivariate skewness for scale mixtures of skew-normal distributions are derived. As a special case, those of multivariate skew-t distribution are considered in detail. Furthermore, the similarities, differences, and behavior of these measures are explored for cases of some specific members of the multivariate skew-normal and skew-t distributions using a simulation study. Since some measures are vectors, it is better to take all measures in the same scale when comparing them. In order to attain such a set of comparable indices, the sample version is considered for each of the skewness measures that are taken as test statistics for the hypothesis of t distribution against skew-t distribution. An application is reported for the data set consisting of 71 total glycerol and magnesium contents in Grignolino wine.