• Title/Summary/Keyword: exponential analysis

Search Result 980, Processing Time 0.024 seconds

Bayes estimation of entropy of exponential distribution based on multiply Type II censored competing risks data

  • Lee, Kyeongjun;Cho, Youngseuk
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.6
    • /
    • pp.1573-1582
    • /
    • 2015
  • In lifetime data analysis, it is generally known that the lifetimes of test items may not be recorded exactly. There are also situations wherein the withdrawal of items prior to failure is prearranged in order to decrease the time or cost associated with experience. Moreover, it is generally known that more than one cause or risk factor may be present at the same time. Therefore, analysis of censored competing risks data are needed. In this article, we derive the Bayes estimators for the entropy function under the exponential distribution with an unknown scale parameter based on multiply Type II censored competing risks data. The Bayes estimators of entropy function for the exponential distribution with multiply Type II censored competing risks data under the squared error loss function (SELF), precautionary loss function (PLF) and DeGroot loss function (DLF) are provided. Lindley's approximate method is used to compute these estimators.We compare the proposed Bayes estimators in the sense of the mean squared error (MSE) for various multiply Type II censored competing risks data. Finally, a real data set has been analyzed for illustrative purposes.

Bayesian reliability estimation of bivariate Marshal-Olkin exponential stress-strength model

  • Chandra, N.;Pandey, M.
    • International Journal of Reliability and Applications
    • /
    • v.13 no.1
    • /
    • pp.37-47
    • /
    • 2012
  • In this article we attempted reliability analysis of a component under the stress-strength pattern with both classical as well as Bayesian techniques. The main focus is made to develop the theory for dealing the reliability problems in various circumstances for bivariate environmental set up in context of Bayesian paradigm. A stress-strength based model describes the life of a component which has strength (Y) and is subjected to stress(X). We develop the Bayes and moment estimators of reliability of a component for each of the three possible conditions, under the assumption that the two stresses (i.e. $X_1$ and $X_2$) on a component are dependent and follow a Bivariate exponential (BVE) of Marshall-Olkin distribution, the strength of a component (Y) following exponential distribution is independent of the stresses. The simulation study is performed with Markov Chain Monte Carlo technique via Gibbs sampler to obtain the estimates of Bayes estimators of reliability, are compared with moment estimators of reliabilities on the basis of absolute biases.

  • PDF

Multivariate analysis of longitudinal surveys for population median

  • Priyanka, Kumari;Mittal, Richa
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.3
    • /
    • pp.255-269
    • /
    • 2017
  • This article explores the analysis of longitudinal surveys in which same units are investigated on several occasions. Multivariate exponential ratio type estimator has been proposed for the estimation of the finite population median at the current occasion in two occasion longitudinal surveys. Information on several additional auxiliary variables, which are stable over time and readily available on both the occasions, has been utilized. Properties of the proposed multivariate estimator, including the optimum replacement strategy, are presented. The proposed multivariate estimator is compared with the sample median estimator when there is no matching from a previous occasion and with the exponential ratio type estimator in successive sampling when information is available on only one additional auxiliary variable. The merits of the proposed estimator are justified by empirical interpretations and validated by a simulation study with the help of some natural populations.

The Comparative Study of NHPP Software Reliability Model Exponential and Log Shaped Type Hazard Function from the Perspective of Learning Effects (지수형과 로그형 위험함수 학습효과에 근거한 NHPP 소프트웨어 신뢰성장모형에 관한 비교연구)

  • Kim, Hee Cheul
    • Journal of Korea Society of Digital Industry and Information Management
    • /
    • v.8 no.2
    • /
    • pp.1-10
    • /
    • 2012
  • In this study, software products developed in the course of testing, software managers in the process of testing software test and test tools for effective learning effects perspective has been studied using the NHPP software. The finite failure nonhomogeneous Poisson process models presented and the life distribution applied exponential and log shaped type hazard function. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than autonomous errors-detected factor that is generally efficient model could be confirmed. This paper, a failure data analysis of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error and coefficient of determination.

Forecasting of Stream Qualities at Gumi industrial complex by Winters' Exponential Smoothing

  • Song, Phil-Jun;Um, Hee-Jung;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.4
    • /
    • pp.1133-1140
    • /
    • 2008
  • The goal of this paper is to analysis of the trend for stream quality in Gumi industrial complex with Winters' exponential smoothing method. It used the five different monthly time series data such as BOD, COD, TN, TP and EC from January 1998 to December 2006. The data of BOD, COD, TN, TP and EC are analyzed by time series method and forecasted the trends until December 2007. The stream qualities change for the better about BOD, COD, TN and TP, but the stream qualities resulted by EC is still serious.

  • PDF

A Study on the Prediction of the World Seaborne Trade Volume through the Exponential Smoothing Method and Seemingly Unrelated Regression Model (지수평활법과 SUR 모형을 통한 세계 해상물동량 예측 연구)

  • Ahn, Young-Gyun
    • Korea Trade Review
    • /
    • v.44 no.2
    • /
    • pp.51-62
    • /
    • 2019
  • This study predicts the future world seaborne trade volume with econometrics methods using 23-year time series data provided by Clarksons. For this purpose, this study uses simple regression analysis, exponential smoothing method and seemingly unrelated regression model (SUR Model). This study is meaningful in that it predicts worldwide total seaborne trade volume and seaborne traffic in four major items (container, bulk, crude oil, and LNG) from 2019 to 2023 as there are few prior studies that predict future seaborne traffic using recent data. It is expected that more useful references can be provided to trade related workers if the analysis period was increased and additional variables could be included in future studies.

Application for Prediction of Crown Settlements Using RMR in Weathering Rock Tunnels (RMR을 이용한 풍화암 터널의 천단침하량 예측 평가)

  • Kim, Young-Su;Kim, Dae-Man
    • Journal of the Korean Geotechnical Society
    • /
    • v.25 no.10
    • /
    • pp.67-76
    • /
    • 2009
  • Statistical analysis was performed using a series of data on RMR, RMR* and crown settlements collected from sites of weathering rock tunnels in Korea. The crown settlements were predicted by recurrence analysis, exponential function, and artificial neural network (ANN) using collected in-situ data. The result of the prediction fitted well compared to the measured settlement in the order of ANN, exponential function, and recurrence analysis. The range of crown settlement predicted by recurrence analysis widely scattered and promised larger settlement than the measured. Also in all method, the predicted value by RMR well matched compared to the measured settlement predicted by RMR*.

ON THE ADMISSIBILITY OF HIERARCHICAL BAYES ESTIMATORS

  • Kim Byung-Hwee;Chang In-Hong
    • Journal of the Korean Statistical Society
    • /
    • v.35 no.3
    • /
    • pp.317-329
    • /
    • 2006
  • In the problem of estimating the error variance in the balanced fixed- effects one-way analysis of variance (ANOVA) model, Ghosh (1994) proposed hierarchical Bayes estimators and raised a conjecture for which all of his hierarchical Bayes estimators are admissible. In this paper we prove this conjecture is true by representing one-way ANOVA model to the distributional form of a multiparameter exponential family.

Analysis of Complex Forced Raleigh Scattering Decay Profiles for the Diffusion of Methyl Yellow in Binary Solution

  • 박하선;성정문;이현정;장태현;Daniel R. Spiegal
    • Bulletin of the Korean Chemical Society
    • /
    • v.18 no.9
    • /
    • pp.1006-1010
    • /
    • 1997
  • The nature and analysis methods of complicated decay profiles found in forced Rayleigh scattering (FRS) have been investigated for the probe diffusion of methyl yellow in 2-propanol. The complementary shifted and ground state grating effect, which is known to be the origin of non-single exponential decays, was analyzed by non-linear regression fitting to a double exponential model function. We confirmed that the parameters were highly correlated so that it was difficult to extract a unique set of parameters in the presence of experimental noise. Nevertheless, a reasonable range of decay time constants could be estimated from the grating spacing dependence.

Probing Gamma-ray Emission of Geminga and Vela with Non-stationary Models

  • Chai, Yating;Cheng, Kwong-Sang;Takata, Jumpei
    • Journal of Astronomy and Space Sciences
    • /
    • v.33 no.2
    • /
    • pp.75-92
    • /
    • 2016
  • It is generally believed that the high energy emissions from isolated pulsars are emitted from relativistic electrons/positrons accelerated in outer magnetospheric accelerators (outergaps) via a curvature radiation mechanism, which has a simple exponential cut-off spectrum. However, many gamma-ray pulsars detected by the Fermi LAT (Large Area Telescope) cannot be fitted by simple exponential cut-off spectrum, and instead a sub-exponential is more appropriate. It is proposed that the realistic outergaps are non-stationary, and that the observed spectrum is a superposition of different stationary states that are controlled by the currents injected from the inner and outer boundaries. The Vela and Geminga pulsars have the largest fluxes among all targets observed, which allows us to carry out very detailed phase-resolved spectral analysis. We have divided the Vela and Geminga pulsars into 19 (the off pulse of Vela was not included) and 33 phase bins, respectively. We find that most phase resolved spectra still cannot be fitted by a simple exponential spectrum: in fact, a sub-exponential spectrum is necessary. We conclude that non-stationary states exist even down to the very fine phase bins.