• Title/Summary/Keyword: estimation of distribution

Search Result 3,353, Processing Time 0.033 seconds

Voltage Estimation Method for Distribution Line with Irregularly Dispersed Load (부하가 불규칙하게 분포된 배전선로의 전압추정 방법)

  • Park, Sanghyeon;Lim, Seongil
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.67 no.4
    • /
    • pp.491-497
    • /
    • 2018
  • Most of the applications for distribution system operation highly rely on the voltage and current managements from the field devices. Voltage from the remote controlled switch contains unacceptably large measurement error due to the nonlinear characteristics of the bushing potential transformer. This paper proposes a new voltage magnitude estimation method by calculating voltage drop using current measurement, line impedance and loads deployment data. Contract demand power and pole transformer capacity managed by NDIS are used as a key element to improve accuracy of the proposed method. Various case studies using Matlab simulation have been performed to verify feasibility of the propose voltage estimation method.

Parametric nonparametric methods for estimating extreme value distribution (극단값 분포 추정을 위한 모수적 비모수적 방법)

  • Woo, Seunghyun;Kang, Kee-Hoon
    • The Journal of the Convergence on Culture Technology
    • /
    • v.8 no.1
    • /
    • pp.531-536
    • /
    • 2022
  • This paper compared the performance of the parametric method and the nonparametric method when estimating the distribution for the tail of the distribution with heavy tails. For the parametric method, the generalized extreme value distribution and the generalized Pareto distribution were used, and for the nonparametric method, the kernel density estimation method was applied. For comparison of the two approaches, the results of function estimation by applying the block maximum value model and the threshold excess model using daily fine dust public data for each observatory in Seoul from 2014 to 2018 are shown together. In addition, the area where high concentrations of fine dust will occur was predicted through the return level.

A Comparison of Estimation Methods for Weibull Distribution and Type I Censoring (와이블 분포와 정시중단 하에서의 MLE와 LSE의 정확도 비교)

  • Kim, Seong-Il;Park, Min-Yong;Park, Jung-Won
    • Journal of Korean Society for Quality Management
    • /
    • v.38 no.4
    • /
    • pp.480-490
    • /
    • 2010
  • In this paper, two estimation methods(least square estimation and maximum likelihood estimation) were compared for Weibull distribution and Type I censoring. Data obtained by Monte Carlo simulation were analyzed using two estimation methods and analysis results were compared by MSE(Mean Squared Error). Comparison results show that maximum likelihood estimator is better for censored data and complete data with more than 30 samples and least square estimator is better for small size complete data(less than and equal to 20 samples).

Bayes and Empirical Bayes Estimation of the Scale Parameter of the Gamma Distribution under Balanced Loss Functions

  • Rezaeian, R.;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
    • /
    • v.14 no.1
    • /
    • pp.71-80
    • /
    • 2007
  • The present paper investigates estimation of a scale parameter of a gamma distribution using a loss function that reflects both goodness of fit and precision of estimation. The Bayes and empirical Bayes estimators rotative to balanced loss functions (BLFs) are derived and optimality of some estimators are studied.

Maximum Likelihood Estimation of Lifetime Distribution under Stress Bounded Ramp Tests: The Case Where Stress Loaded from Use Condition (스트레스 한계가 있는 램프시험하에서 신뢰수명분포의 최우추정: 사용조건에서부터 스트레스를 가하는 경우)

  • 전영록
    • Journal of Korean Society for Quality Management
    • /
    • v.25 no.2
    • /
    • pp.1-14
    • /
    • 1997
  • This paper considers maximum likelihood (ML) estimation of lifetime distribution under stress bounded ramp tests in which the stress is increased linearly from used condition stress to the stress u, pp.r bound. The following assumptions are used: exponential lifetime distribution under a constant stress, an inverse power law relationship between stress and mean of exponential lifetime distribution, and a cumulative exposure model for the effect of changing stress. Likelihood equations for the parameters involved in the model and asymptotic distribution of the estimators are obtained, and a numerical example is given.

  • PDF

Notes on the Comparative Study of the Reliability Estimation for Standby System with Exponential Lifetime Distribution

  • Kim, Hee-Jae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.1055-1065
    • /
    • 2003
  • We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with exponential lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.

  • PDF

Notes on the Comparative Study of the Reliability Estimation for Standby System with Rayleigh Lifetime Distribution

  • Kim, Hee-Jae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.1
    • /
    • pp.239-250
    • /
    • 2004
  • We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with Rayleigh lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.

  • PDF

Optimized pricing based on proper estimation of rating factor distribution (요율 요소 분포 추정을 통한 가격 최적화 방안 연구)

  • Kim, Yeong-Hwa;Jeon, Chul-Hee
    • The Korean Journal of Applied Statistics
    • /
    • v.29 no.5
    • /
    • pp.987-998
    • /
    • 2016
  • Auto insurance is an insurance product that requires the proper application of pricing techniques due to intense market competition and the rate regulations of financial authorities. Especially, population change according to aging and rating faction segmentation mainly affect the pricing process. This study suggests a pricing optimization methodology through the proper estimation of age factors. To properly estimate the future distribution of age factor, age change, renewal and conversion of customers are considered as main effects for the optimization of estimation and application. The properness and effectiveness for the suggested method will be proved by a comparison of results applied (one for current distribution and the other for future distribution) at the off-balance process. This study suggests an appropriate risk estimation methodology based on optimization that uses the proper estimation of future distribution to protect from the over or under estimation of risk.

On the Estimation of Parameters in ALT under Generalized Exponential Distribution

  • Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.4
    • /
    • pp.923-931
    • /
    • 2005
  • The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

  • PDF

Population Distribution Estimation Using Regression-Kriging Model (Regression-Kriging 모형을 이용한 인구분포 추정에 관한 연구)

  • Kim, Byeong-Sun;Ku, Cha-Yong;Choi, Jin-Mu
    • Journal of the Korean Geographical Society
    • /
    • v.45 no.6
    • /
    • pp.806-819
    • /
    • 2010
  • Population data has been essential and fundamental in spatial analysis and commonly aggregated into political boundaries. A conventional method for population distribution estimation was a regression model with land use data, but the estimation process has limitation because of spatial autocorrelation of the population data. This study aimed to improve the accuracy of population distribution estimation by adopting a Regression-Kriging method, namely RK Model, which combines a regression model with Kriging for the residuals. RK Model was applied to a part of Seoul metropolitan area to estimate population distribution based on the residential zones. Comparative results of regression model and RK model using RMSE, MAE, and G statistics revealed that RK model could substantially improve the accuracy of population distribution. It is expected that RK model could be adopted actively for further population distribution estimation.