• Title/Summary/Keyword: exponential distribution

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Tests for the exponential distribution based on Type-II censored samples

  • Kang, Suk-Bok;Cho, Young-Suk;Choi, Sei-Yeon
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.367-376
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    • 2003
  • Two explicit estimators of the scale parameter in an exponential distribution based on Type-II censored samples are proposed by appropriately approximating the likelihood function. Then two type tests, including the modified Cramer-von Mises test and Kolmogorov-Smirnov test are developed for the exponential distribution based on Type-II censored samples by using the proposed estimators. For each test, Monte Carlo techniques are used to generate critical values. The powers of these tests are investigated under several alternative distributions.

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Estimation in the exponential distribution under progressive Type I interval censoring with semi-missing data

  • Shin, Hyejung;Lee, Kwangho
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1271-1277
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    • 2012
  • In this paper, we propose an estimation method of the parameter in an exponential distribution based on a progressive Type I interval censored sample with semi-missing observation. The maximum likelihood estimator (MLE) of the parameter in the exponential distribution cannot be obtained explicitly because the intervals are not equal in length under the progressive Type I interval censored sample with semi-missing data. To obtain the MLE of the parameter for the sampling scheme, we propose a method by which progressive Type I interval censored sample with semi-missing data is converted to the progressive Type II interval censored sample. Consequently, the estimation procedures in the progressive Type II interval censored sample can be applied and we obtain the MLE of the parameter and survival function. It will be shown that the obtained estimators have good performance in terms of the mean square error (MSE) and mean integrated square error (MISE).

Inference of the Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Lee, Sang-Ki
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.04a
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    • pp.279-293
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    • 2006
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponential distribution based on multiply Type-II censored samples. Then three type tests, including the modified Clamor-von Mises test, the modified Watson test and the modified Kolmogorov-Smirnov test are developed for the exponential distribution based on multiply Type-II censored samples by using the proposed estimators. For each test, Monte Carlo techniques are used to generate critical values. The powers of these tests are investigated under several alternative distributions.

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Bayesian estimation for the exponential distribution based on generalized multiply Type-II hybrid censoring

  • Jeon, Young Eun;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.413-430
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    • 2020
  • The multiply Type-II hybrid censoring scheme is disadvantaged by an experiment time that is too long. To overcome this limitation, we propose a generalized multiply Type-II hybrid censoring scheme. Some estimators of the scale parameter of the exponential distribution are derived under a generalized multiply Type-II hybrid censoring scheme. First, the maximum likelihood estimator of the scale parameter of the exponential distribution is obtained under the proposed censoring scheme. Second, we obtain the Bayes estimators under different loss functions with a noninformative prior and an informative prior. We approximate the Bayes estimators by Lindleys approximation and the Tierney-Kadane method since the posterior distributions obtained by the two priors are complicated. In addition, the Bayes estimators are obtained by using the Markov Chain Monte Carlo samples. Finally, all proposed estimators are compared in the sense of the mean squared error through the Monte Carlo simulation and applied to real data.

Derivation and utilization of probability distribution of credit card usage behavior (신용카드 이용행태의 확률분포 도출과 활용)

  • Lee, Chan-Kyung;Roh, Hyung-Bong
    • Journal of Korean Society for Quality Management
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    • v.46 no.1
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    • pp.95-112
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    • 2018
  • Purpose: To find out the appropriate probability distribution of credit card usage behavior by considering the relationship among income, expenditure and credit card usage amount. Such relationship is enabled by Korea's especially high penetration of credit card. Method: Goodness-of-fit test and effect size statistic W were used to identify the distribution of income and credit card usage amount. A simulation model is introduced to generate the credit card transactions on individual user level. Result: The three data sets for testing had either passed the chi-square test or showed low W values, meaning they follow the exponential distribution. And the exponential distribution turned out to fit the data sets well. The r values were very high. Conclusion: The credit card usage behavior, denoted as the counts of users by usage amount band, follows the exponential distribution. This distribution is easy to manipulate, has a variety of applications and generates important business implications.

Some Exponentiated Distributions

  • Ali, M. Masoom;Pal, Manisha;Woo, Jung-Soo
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.93-109
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    • 2007
  • In this paper we study a number of new exponentiated distributions. The survival function, failure rate and moments of the distributions have been derived using certain special functions. The behavior of the failure rate has also been studied.

The Study for NHPP Software Reliability Growth Model Based on Hyper-exponential Distribution (초지수분포(Hyper-exponential)를 이용한 소프트웨어 신뢰성장 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.7 no.1
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    • pp.45-53
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    • 2007
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the hyper-exponential distribution reliability model, which maked out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method. For model determination and selection, explored goodness of fit (the error sum of squares). The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution (shape 0.1 & scale 1) of Minitab (version 14) statistical package.

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