• Title/Summary/Keyword: four-parameter distributions

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Tree Size Distribution Modelling: Moving from Complexity to Finite Mixture

  • Ogana, Friday Nwabueze;Chukwu, Onyekachi;Ajayi, Samuel
    • Journal of Forest and Environmental Science
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    • v.36 no.1
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    • pp.7-16
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    • 2020
  • Tree size distribution modelling is an integral part of forest management. Most distribution yield systems rely on some flexible probability models. In this study, a simple finite mixture of two components two-parameter Weibull distribution was compared with complex four-parameter distributions in terms of their fitness to predict tree size distribution of teak (Tectona grandis Linn f) plantations. Also, a system of equation was developed using Seemingly Unrelated Regression wherein the size distributions of the stand were predicted. Generalized beta, Johnson's SB, Logit-Logistic and generalized Weibull distributions were the four-parameter distributions considered. The Kolmogorov-Smirnov test and negative log-likelihood value were used to assess the distributions. The results show that the simple finite mixture outperformed the four-parameter distributions especially in stands that are bimodal and heavily skewed. Twelve models were developed in the system of equation-one for predicting mean diameter, seven for predicting percentiles and four for predicting the parameters of the finite mixture distribution. Predictions from the system of equation are reasonable and compare well with observed distributions of the stand. This simplified mixture would allow for wider application in distribution modelling and can also be integrated as component model in stand density management diagram.

Robust second-order rotatable designs invariably applicable for some lifetime distributions

  • Kim, Jinseog;Das, Rabindra Nath;Singh, Poonam;Lee, Youngjo
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.595-610
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    • 2021
  • Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with different correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explanatory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.

Prediction of Stand Structure Dynamics for Unthinned Slash Pine Plantations

  • Lee, Young-Jin;Cho, Hyun-Je;Hong, Sung-Cheon
    • The Korean Journal of Ecology
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    • v.23 no.6
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    • pp.435-438
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    • 2000
  • Diameter distributions describe forest stand structure information. Prediction equations for percentiles of diameter distribution and parameter recovery procedures for the Weibull distribution function based on four percentile equations were applied to develop prediction system of even-aged slash pine stand structure development in terms of the number of stems per diameter class changes. Four percentiles of the cumulative diameter distribution were predicted as a function of stand characteristics. The predicted diameter distributions were tested against the observed diameter distributions using the Kolmogorov-Smirnov two sample test at the ${\alpha}$=0.05 level. Statistically, no significant differences were detected based on the data from 236 evaluation data sets. This stand level diameter distribution prediction system will be useful in slash pine stand structure modeling and in updating forest inventories for the long-term forest management planning.

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A new extended alpha power transformed family of distributions: properties, characterizations and an application to a data set in the insurance sciences

  • Ahmad, Zubair;Mahmoudi, Eisa;Hamedani, G.G.
    • Communications for Statistical Applications and Methods
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    • v.28 no.1
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    • pp.1-19
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    • 2021
  • Heavy tailed distributions are useful for modeling actuarial and financial risk management problems. Actuaries often search for finding distributions that provide the best fit to heavy tailed data sets. In the present work, we introduce a new class of heavy tailed distributions of a special sub-model of the proposed family, called a new extended alpha power transformed Weibull distribution, useful for modeling heavy tailed data sets. Mathematical properties along with certain characterizations of the proposed distribution are presented. Maximum likelihood estimates of the model parameters are obtained. A simulation study is provided to evaluate the performance of the maximum likelihood estimators. Actuarial measures such as Value at Risk and Tail Value at Risk are also calculated. Further, a simulation study based on the actuarial measures is done. Finally, an application of the proposed model to a heavy tailed data set is presented. The proposed distribution is compared with some well-known (i) two-parameter models, (ii) three-parameter models and (iii) four-parameter models.

Cubic normal distribution and its significance in structural reliability

  • Zhao, Yan-Gang;Lu, Zhao-Hui
    • Structural Engineering and Mechanics
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    • v.28 no.3
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    • pp.263-280
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    • 2008
  • Information on the distribution of the basic random variable is essential for the accurate analysis of structural reliability. The usual method for determining the distributions is to fit a candidate distribution to the histogram of available statistical data of the variable and perform approximate goodness-of-fit tests. Generally, such candidate distribution would have parameters that may be evaluated from the statistical moments of the statistical data. In the present paper, a cubic normal distribution, whose parameters are determined using the first four moments of available sample data, is investigated. A parameter table based on the first four moments, which simplifies parameter estimation, is given. The simplicity, generality, flexibility and advantages of this distribution in statistical data analysis and its significance in structural reliability evaluation are discussed. Numerical examples are presented to demonstrate these advantages.

Separation Effect of Rainfall Data Based on Parameter Estimation Methods (매개변수 추정방법에 따른 강우자료의 분리효과)

  • 김경덕;배덕효
    • Water for future
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    • v.29 no.1
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    • pp.129-139
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    • 1996
  • It is very important to select appropriate distributions for hydrological data in planning and designing hydraulic structures. Also, it is necessary to check whether the selected distribution reproduces the statistical characteristics of the real data. In this study, the parameters of the two- and three-parameter gamma, two- and three-parameter lognormal, Gumbel, two- and three-parameter log-Gumbel, GEV, log-Pearsonn type III, two- and three-parameter Weibull, four- and five-parameter Wakeby distributions were estimated for the rainfall data of 22 sites in Korea with 7 different durations based on the methods of moments, probability weighted moments, and maximum likelihood. And the validity conditions were checked for the estimated parameters. The separation effect for each distribution was examined throught 10,000 simulations using the estimated parameters. As results, the separation effect was the smallest: log-Pearson type III for moment method, log-Pearson type III and GEV for probability weighted moment method, and GEV for maximum likelihood method. However, it is large for the two-parameter distributions.

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Effect of Mean Stress on Probability Distribution of Random Grown Crack size in Magnesium Alloy AZ31 (평균응력이 AZ31 마그네슘합금의 렌덤진전균열크기 확률분포에 미치는 영향)

  • Choi, Seon-Soon;Lee, Ouk-Sub
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.18 no.5
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    • pp.536-543
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    • 2009
  • In this paper the mean stress effects on the probability distribution of the random grown crack size at a specified loading cycle are studied through the fatigue crack propagation tests, which are conducted on the specimens of magnesium alloy under four different stress ratios. Through 80 replicates the probability distributions of the grown crack size are obtained. The goodness-of-fit for probability distributions of the random grown crack size are investigated by Anderson-Darling test and the best fit for those probability distributions is found to be a 3-parameter Weibull distribution. The effects of the mean stress on the probability distribution of the random grown crack size are also estimated.

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Mathematical representation to assess the wind resource by three parameter Weibull distribution

  • Sukkiramathi, K.;Rajkumar, R.;Seshaiah, C.V.
    • Wind and Structures
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    • v.31 no.5
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    • pp.419-430
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    • 2020
  • Weibull distribution is a conspicuous distribution known for its accuracy and its usage for wind energy analysis. The two and three parameter Weibull distributions are adopted in this study to fit wind speed data. The daily mean wind speed data of Ennore, Tamil Nadu, India has been used to validate the procedure. The parameters are estimated using maximum likelihood method, least square method and moment method. Four statistical tests namely Root mean square error, R2 test, Kolmogorov-Smirnov test and Anderson-Darling test are employed to inspect the fitness of Weibull probability density functions. The value of shape factor, scale factor, wind speed and wind power are determined at a height of 100m using extrapolation of numerical equations. Also, the value of capacity factor is calculated mathematically. This study provides a way to evaluate feasible locations for wind energy assessment, which can be used at any windy site throughout the world.

Uncertainty and Sensitivity Analysis on A Biosphere Model

  • Park, Wan-Sou;Kim, Tae-Woon;Lee, Kun-Jai
    • Journal of Radiation Protection and Research
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    • v.15 no.2
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    • pp.101-112
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    • 1990
  • For the performance assessment of the radioactive waste disposal system (repository), a biosphere model is suggested. This biosphere model is intended to calculate the annual doses to man caused by the contaminated river water for eight pathways and four radionuclides. This model can also be applied to assess the radiological effects of contaminated well water. To account for the uncertainties on the model parameter values, parameter distributions are assigned to these model parameters. Then, Monte Carlo simulation method with Latin Hypercube sampling technique is used. Also, sensitivity analysis is performed by using the Spearman rank correlation coefficients. It is found that these methods are a very useful tool to treat uncertainties and sensitivities on the model parameter values and to analyze the biosphere model. A conversion factor is proposed to calculate the annual dose rate to humans arising from a unit radionuclide concentration in river water. This conversion factor allows for the substitution of the biosphere model in a probabilistic performance assessment computer code by one single variable.

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Weibull Diameter Distribution Yield Prediction System for Loblolly Pine Plantations (테다소나무 조림지(造林地)에 대한 Weibull 직경분포(直經分布) 수확예측(收穫豫測) 시스템에 관(關)한 연구(硏究))

  • Lee, Young-Jin;Hong, Sung-Cheon
    • Journal of Korean Society of Forest Science
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    • v.90 no.2
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    • pp.176-183
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    • 2001
  • Loblolly pine (Pinus taeda L.) is the most economically important timber producing species in the southern United States. Much attention has been given to predicting diameter distributions for the solution of multiple-product yield estimates. The three-parameter Weibull diameter distribution yield prediction systems were developed for loblolly pine plantations. A parameter recovery procedure for the Weibull distribution function based on four percentile equations was applied to develop diameter distribution yield prediction models. Four percentiles (0th, 25th, 50th, 95th) of the cumulative diameter distribution were predicted as a function of quadratic mean diameter. Individual tree height prediction equations were developed for the calculation of yields by diameter class. By using individual tree content prediction equations, expected yield by diameter class can be computed. To reduce rounding-off errors, the Weibull cumulative upper bound limit difference procedure applied in this study shows slightly better results compared with upper and lower bound procedure applied in the past studies. To evaluate this system, the predicted diameter distributions were tested against the observed diameter distributions using the Kolmogorov-Smirnov two sample test at the ${\alpha}$=0.05 level to check if any significant differences existed. Statistically, no significant differences were detected based on the data from 516 evaluation data sets. This diameter distribution yield prediction system will be useful in loblolly pine stand structure modeling, in updating forest inventories, and in evaluating investment opportunities.

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