• 제목/요약/키워드: exponential model

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Intrinsic Bayes Factors for Exponential Model Comparison with Censored Data

  • Kim, Dal-Ho;Kang, Sang-Gil;Kim, Seong W.
    • Journal of the Korean Statistical Society
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    • 제29권1호
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    • pp.123-135
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    • 2000
  • This paper addresses the Bayesian hypotheses testing for the comparison of exponential population under type II censoring. In Bayesian testing problem, conventional Bayes factors can not typically accommodate the use of noninformative priors which are improper and are defined only up to arbitrary constants. To overcome such problem, we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. We derive the arithmetic, expected and median intrinsic Bayes factors for our problem. The Monte Carlo simulation is used for calculating intrinsic Bayes factors which are compared with P-values of the classical test.

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Statistical Modeling on Weather Parameters to Develop Forest Fire Forecasting System

  • Trivedi, Manish;Kumar, Manoj;Shukla, Ripunjai
    • 응용통계연구
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    • 제22권1호
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    • pp.221-235
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    • 2009
  • This manuscript illustrates the comparative study between ARIMA and Exponential Smoothing modeling to develop forest fire forecasting system using different weather parameters. In this paper, authors have developed the most suitable and closest forecasting models like ARIMA and Exponential Smoothing techniques using different weather parameters. Authors have considered the extremes of the Wind speed, Radiation, Maximum Temperature and Deviation Temperature of the Summer Season form March to June month for the Ranchi Region in Jharkhand. The data is taken by own resource with the help of Automatic Weather Station. This paper consists a deep study of the effect of extreme values of the different parameters on the weather fluctuations which creates forest fires in the region. In this paper, the numerical illustration has been incorporated to support the present study. Comparative study of different suitable models also incorporated and best fitted model has been tested for these parameters.

Noninformative Priors for the Stress-Strength Reliability in the Generalized Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
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    • 제18권4호
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    • pp.467-475
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    • 2011
  • This paper develops the noninformative priors for the stress-strength reliability from one parameter generalized exponential distributions. When this reliability is a parameter of interest, we develop the first, second order matching priors, reference priors in its order of importance in parameters and Jeffreys' prior. We reveal that these probability matching priors are not the alternative coverage probability matching prior or a highest posterior density matching prior, a cumulative distribution function matching prior. In addition, we reveal that the one-at-a-time reference prior and Jeffreys' prior are actually a second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study and a provided example.

Applicability of exponential stress-strain models for carbonate rocks

  • Palchik, Vyacheslav
    • Geomechanics and Engineering
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    • 제15권3호
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    • pp.919-925
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    • 2018
  • Stress-strain responses of weak-to-strong carbonate rocks used for tunnel construction were studied. The analysis of applicability of exponential stress-strain models based on Haldane's distribution function is presented. It is revealed that these exponential equations presented in transformed forms allow us to predict stress-strain relationships over the whole pre-failure strain range without mechanical testing of rock samples under compression using a press machine and to avoid measurements of axial failure strains for which relatively large values of compressive stress are required. In this study, only one point measurement (small strain at small stress) using indentation test and uniaxial compressive strength determined by a standard Schmidt hammer are considered as input parameters to predict stress-strain response from zero strain/zero stress up to failure. Observations show good predictive capabilities of transformed stress-stress models for weak-to-strong (${\sigma}_c$ <100 MPa) heterogeneous carbonate rocks exhibiting small (< 0.5 %), intermediate (< 1 %) and large (> 1 %) axial strains.

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

  • 이찬경;노형봉
    • 품질경영학회지
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    • 제46권1호
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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.

Forecasting of Stream Qualities in Gumho River by Exponential Smoothing at Gumho2 Measurement Point using Monthly Time Series Data

  • Song, Phil-Jun;Lee, Bo-Ra;Kim, Jin-Yong;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • 제18권3호
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    • pp.609-617
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    • 2007
  • The goal of this study is to forecast the trend of stream quality and to suggest some policy alternatives in Gumbo river. It used the five different monthly time series data such as BOD, COD, T-N and EC of the nine of Gumbo River measurement points from Jan. 1998 to Dec. 2006. Water pollution is serious at Gumbo2 and Palgeo stream measurement points. BOD, COD, T-N and EC data are analyzed with the exponential smoothing model and the trend is forecasted until Dec. 2009.

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Cost Analysis on Warranty Policies Using Freund's Bivariate Exponential Distribution

  • Park, Minjae;Kim, Jae-Young
    • 품질경영학회지
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    • 제42권1호
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    • pp.1-14
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    • 2014
  • Purpose: In this paper, the minimal repair-replacement warranty policy is used to carry out a warranty cost analysis with warranty servicing times and failure times that are statistically correlated to bivariate distributions. Methods: Based on the developed approach by Park and Pham (2012a), we investigate the property of the Freund's bivariate exponential distribution and obtain the number of warranty services using the field data to conduct the warranty cost analysis. Results: Maximum likelihood estimates are presented to estimate the parameters and the warranty model is investigated using a Freund's bivariate exponential distribution. A numerical example is discussed to deal with the applicability of the developed approach in the paper. Conclusion: A novel approach of analyzing the warranty cost is proposed for a product in which failure times and warranty servicing times are used simultaneously to investigate the eligibility of a warranty claim.

초등학교 교원 수 예측을 위한 시계열 회귀모형 (Time series regression model for forecasting the number of elementary school teachers)

  • 류수락;김종태
    • Journal of the Korean Data and Information Science Society
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    • 제24권2호
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    • pp.321-332
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    • 2013
  • 본 연구는 지속적인 저출산의 여파로 2020년에는 초등학생 수가 올해 대비 17%, 중고교생은 30%가 감소할 것이라는 예측을 가지고 초등학교 교원 수를 예측하기 위한 방법을 제시하는데 있다. 교육통계연보의 1970년부터 2010년까지의 초등교육 관련 주요 통계 자료를 이용하여 시계열 회귀모형과 시계열 그룹별 회귀모형, 지수평활법 모형을 제시하고, 제시된 모형을 이용하여 향후 10년간의 연도별 초등학교 교원 수를 예측하였다. 모형 예측 결과 시계열 그룹별 회귀 모형이 교원 수 시계열을 가장 잘 설명하는 것으로 나타났으며, 적합한 모형으로 판명되었다. 3가지 분석방법 모형에 따른 예측값에 대한 장단점과 한계를 제시한다.

시뮬레이션을 통한 베이즈요인에 의한 모형선택의 비교연구 : 포아송, 음이항모형의 선택과 정규, 이중지수, 코쉬모형의 선택 (Comparative Study of Model Selection Using Bayes Factor through Simulation : Poisson vs. Negative Binomial Model Selection and Normal, Double Exponential vs. Cauchy Model Selection)

  • 오미라;윤소영;심정욱;손영숙
    • 응용통계연구
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    • 제16권2호
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    • pp.335-349
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    • 2003
  • 본 논문에서는 포아송분포 대 음이항분포, 그리고 정규분포, 이중지 수분포 대 코쉬분포에 대한 모형선택을 위하여 베이지안 방법을 사용한다. 각 모수에 대한 사전분포로는 무정보 부적절 사전분포의 가정 하에, 베이지안 모형선택을 위하여 O'Hagan (1995)의 부분적 베 이즈요인을 이용하였다. 실제자료와 모의 실험 자료의 분석을 통하여 부분적 베이즈요인의 유용성을 Berger와 Pericchi (1996, 1998)의 내재적 베이즈요인들과 함께 비교 검토해 본다.

Finite element based free vibration analysis of sandwich FGM plates under hygro-thermal conditions using zigzag theory

  • Aman Garg;Neeraj Kumar Shukla;M.Ramkumar Raja;Hanuman D. Chalak;Mohamed-Ouejdi Belarbi;Abdelouahed Tounsi;Li Li;A.M. Zenkour
    • Steel and Composite Structures
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    • 제49권5호
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    • pp.547-570
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    • 2023
  • In the present work, a comparative study has been carried out between power, exponential, and sigmoidal sandwich FGM plates for free vibration conditions under hygro-thermal conditions. Rules of mixture is used to determine effective material properties across the thickness for power-law and sigmoid sandwich FGM plates. Exponential law is used to plot effective material properties for exponentially graded sandwich FGM plates. Temperature and moisture dependent material properties were used during the analysis. Free vibration analysis is carried out using recently proposed finite element based HOZT. Present formulation satisfies interlayer transverse stress continuity conditions at interfaces and transverse shear stress-free conditions at the plate's top and bottom surfaces. The present model is free from any penalty or post-processing requirements. Several new results are reported in the present work, especially for unsymmetric sandwich FGM plates and exponential and sigmoidal sandwich FGM plates.