• Title/Summary/Keyword: distributions

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ON THE MINIMAX ROBUST APPROACH TO THE TRUNCATION OF DISTRIBUTIONS

  • Lee, Jae-Won;Shevlyakov, Georgiy-L.;Park, Sung-Wook
    • The Pure and Applied Mathematics
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    • v.8 no.2
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    • pp.79-85
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    • 2001
  • As most Of distributions in applications have a finite support, we introduce the class of finite distributions with the known shape of their central part and the unknown tails. Furthermore, we use the Huber minimax approach to determine the unknown characteristics of this class. We obtain the least informative distributions minimizing Fisher information for location in the classes of the truncated Gaussian and uniform distributions, and these results give the reasonable values of the thresholds of truncation. The properties of the obtained solutions are discussed.

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Nonparametric analysis of income distributions among different regions based on energy distance with applications to China Health and Nutrition Survey data

  • Ma, Zhihua;Xue, Yishu;Hu, Guanyu
    • Communications for Statistical Applications and Methods
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    • v.26 no.1
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    • pp.57-67
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    • 2019
  • Income distribution is a major concern in economic theory. In regional economics, it is often of interest to compare income distributions in different regions. Traditional methods often compare the income inequality of different regions by assuming parametric forms of the income distributions, or using summary statistics like the Gini coefficient. In this paper, we propose a nonparametric procedure to test for heterogeneity in income distributions among different regions, and a K-means clustering procedure for clustering income distributions based on energy distance. In simulation studies, it is shown that the energy distance based method has competitive results with other common methods in hypothesis testing, and the energy distance based clustering method performs well in the clustering problem. The proposed approaches are applied in analyzing data from China Health and Nutrition Survey 2011. The results indicate that there are significant differences among income distributions of the 12 provinces in the dataset. After applying a 4-means clustering algorithm, we obtained the clustering results of the income distributions in the 12 provinces.

ON ROBUST MINIMAX APPROACH UNDER FINITE DISTRIBUTIONS

  • Shevlyakov, Georgiy L.;Lee, Jae-Won;Park, Sung-Wook
    • Communications of the Korean Mathematical Society
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    • v.13 no.3
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    • pp.629-634
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    • 1998
  • As most of distributions appearing in applications are finite but with the unknown domain of finiteness, we propose to use the robust minimax approach for the determination of the boundaries of this domain. The obtained least favorable distribution minimizing Fisher information over the class of the approximately Gaussian finite distributions gives the reasonable sizes of the domain of finiteness and the thresholds of truncation.

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Compromise possibility portfolio selections

  • Tanaka, Hideo;Guo, Peijun
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.659-662
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    • 1998
  • In this paper, lower and upper possibility distributions are identified to reflect two extreme opinions in portfolio selection problems based on upper and lower possibility distributions are formalized as quadratic programming problems. Portfolios for compromising two extreme opinions from upper and lower possibility distributions and balancing the opinions of a group of experts can be obtained by quadratic optimization problems, respectively.

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Derivations of moments for discrete probability distributions using backward difference operators (후진 미분 연산자를 이용한 이산확률분포의 적률 유도)

  • Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.505-513
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    • 2011
  • In this paper, we obtain the derivations of moments of discrete probability distributions by using the backward difference operators. Also, we presents such derivations for several well-known distributions; they are the binomial, Poisson, geometric, hypergeometric and negative hypergeometric distributions.

LAGUERRE EXPANSIONS AND PRODUCTS OF DISTRIBUTIONS

  • Catuogno, Pedro;Martinez, Federico;Molina, Sandra
    • Communications of the Korean Mathematical Society
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    • v.23 no.2
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    • pp.201-209
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    • 2008
  • In this paper we introduce two products of tempered distributions with positive support. These products are based in the Laguerre representation of distributions. We calculate some products as, $[{\delta}]x^{\lambda}_+={\delta}[x^{\lambda}_+]=0\;and\;[x^{\lambda}_+]x^{\mu}_+=x^{{\lambda}+{\mu}}_+$ for appropriate ${\lambda}$ and ${\mu}$.

ON THE CLASS OF TRANSMUTED-G DISTRIBUTIONS

  • AHMAD, MORAD;AL-AQTASH, RAID;AKINSETE, ALFRED
    • Journal of applied mathematics & informatics
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    • v.40 no.5_6
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    • pp.925-931
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    • 2022
  • In this article, we compare the reliability and the hazard function between a baseline distribution and the corresponding transmuted-G distribution. Some examples based on existing transmuted-G distributions in literature are used. Three tests of parameter significance are utilized to test the importance of a transmuted-G distribution over the baseline distribution, and real data is used in an application of the inference about the importance of transmuted-G distributions.

SOME PROPERTIES OF BIVARIATE GENERALIZED HYPERGEOMETRIC PROBABILITY DISTRIBUTIONS

  • Kumar, C. Satheesh
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.349-355
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    • 2007
  • In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

THE UNIFORM MIXTURE OF GENERALIZED ARC-SINE DISTRIBUTIONS

  • JONES M.C.
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.35-38
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    • 2005
  • A single, tractable, special case of the problem of continuous mixtures of beta distributions over their parameters is considered. This is the uniform mixture of generalized arc-sine distributions which, curiously, turns out to be linked by transformation to the Cauchy distribution.