• 제목/요약/키워드: exponential

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Bayesian Hypothesis Testing for the Ratio of Exponential Means

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제17권4호
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    • pp.1387-1395
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    • 2006
  • This paper considers testing for the ratio of two exponential means. We propose a solution based on a Bayesian decision rule to this problem in which no subjective input is considered. The criterion for testing is the Bayesian reference criterion (Bernardo, 1999). We derive the Bayesian reference criterion for testing the ratio of two exponential means. Simulation study and a real data example are provided.

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임의의 수준변화에 적절히 반응할 수 있는 지수이동가중평균법 (Exponential Smoothing with an Adaptive Response to Random Level Changes)

  • 전덕빈
    • 대한산업공학회지
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    • 제16권2호
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    • pp.129-134
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    • 1990
  • Exponential smoothing methods have enjoyed a long history of successful applications and have been used in forecasting for many years. However, it has been long known that one of the deficiencies of the method is an inability to respond quickly to interventions to interruptions, or to large changes in level of the underlying process. An exponential smoothing method adaptive to repeated random level changes is proposed using a change-detection statistic derived from a simple dynamic linear model. The results are compared with Trigg and Leach's and the exponential smoothing methods.

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Nonparametric Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.417-426
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    • 2001
  • This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

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A NEW EXPONENTIAL DIRECTED DIVERGENCE INFORMATION MEASURE

  • JAIN, K.C.;CHHABRA, PRAPHULL
    • Journal of applied mathematics & informatics
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    • 제34권3_4호
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    • pp.295-308
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    • 2016
  • Depending upon the nature of the problem, different divergence measures are suitable. So it is always desirable to develop a new divergence measure. In the present work, new information divergence measure, which is exponential in nature, is introduced and characterized. Bounds of this new measure are obtained in terms of various symmetric and non- symmetric measures together with numerical verification by using two discrete distributions: Binomial and Poisson. Fuzzy information measure and Useful information measure corresponding to new exponential divergence measure are also introduced.

SPECIFIC EXAMPLES OF EXPONENTIAL WEIGHTS

  • Jung, Hee-Sun;Sakai, Ryozi
    • 대한수학회논문집
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    • 제24권2호
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    • pp.303-319
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    • 2009
  • Let $Q\;{\in}\;C^2$ : ${\mathbb{R}}\;{\rightarrow}\;[0,{\infty})$ be an even function. Then we will consider the exponential weights w(x) = exp(-Q(x)) in the weight class from [2]. In the paper, we will give some relations among exponential weights in this class and introduce a new weight subclass. In addition, we will investigate some properties of the typical and specific weights in these weight classes.

MEAN SQUARE EXPONENTIAL DISSIPATIVITY OF SINGULARLY PERTURBED STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

  • Xu, Liguang;Ma, Zhixia;Hu, Hongxiao
    • 대한수학회논문집
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    • 제29권1호
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    • pp.205-212
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    • 2014
  • This paper investigates mean square exponential dissipativity of singularly perturbed stochastic delay differential equations. The L-operator delay differential inequality and stochastic analysis technique are used to establish sufficient conditions ensuring the mean square exponential dissipativity of singularly perturbed stochastic delay differential equations for sufficiently small ${\varepsilon}$ > 0. An example is presented to illustrate the efficiency of the obtained results.

ON A STABILITY OF PEXIDERIZED EXPONENTIAL EQUATION

  • Chung, Jae-Young
    • 대한수학회보
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    • 제46권2호
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    • pp.295-301
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    • 2009
  • We prove the Hyers-Ulam stability of a Pexiderized exponential equation of mappings f, g, h : $G{\times}S{\rightarrow}{\mathbb{C}}$, where G is an abelian group and S is a commutative semigroup which is divisible by 2. As an application we obtain a stability theorem for Pexiderized exponential equation in Schwartz distributions.

Imputation Procedures in Exponential Regression Analysis in the presence of missing values

  • 박영술
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 춘계학술대회
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    • pp.135-144
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    • 2003
  • A data set having missing observations is often completed by using imputed values. In this paper, performances and accuracy of five imputation procedures are evaluated when missing values exist only on the response variable in the exponential regression model. Our simulation results show that adjusted exponential regression imputation procedure can be well used to compensate for missing data, in particular, compared to other imputation procedures. An illustrative example using real data is provided.

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Revisiting exponential stress corrosion model

  • Elishakoff, Isaac;Miglis, Yohann
    • Ocean Systems Engineering
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    • 제1권2호
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    • pp.121-130
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    • 2011
  • One of the prevailing models that describe the stress corrosion is represented by an exponential dependence between rate of corrosion and stress, suggested by Gutman, Zainullin and Zuripov. This study revisits the exponential model and derives analytical expressions for the structures' durability which is postulated as the time for stress level to reach its yield value. Comparison is conducted with other possible models, namely with linear, quadratic or cubic cases.

Bayesian Test for the Difference of Exponential Guarantee Time Parameters

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1095-1106
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    • 2005
  • When X and Y have independent two parameter exponential distributions, we develop a Bayesian testing procedures for the equality of two location parameters. The reference prior in non-regular exponential model is derived. Under this reference prior, we propose a Bayesian test procedures for the equality of two location parameters using fractional Bayes factor and intrinsic Bayes factor. Simulation study and some real data examples are provided.

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