• 제목/요약/키워드: generalized lambda distribution

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The Counting Processes that the Number of Events in [0,t] has Generalized Poisson Distribution

  • Park, Jeong-Hyun
    • Journal of the Korean Data and Information Science Society
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    • 제7권2호
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    • pp.273-281
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    • 1996
  • It is derived that conditions of counting process ($\{N(t){\mid}t\;{\geq}\;0\}$) in which the number of events in time interval [0, t] has a (n, n+1)-generalized Poisson distribution with parameters (${\theta}t,\;{\lambda}$) and a generalized inflated Poisson distribution with parameters (${\{\lambda}t,\;{\omega}\}$.

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A Study on the Posterior Density under the Bayes-empirical Bayes Models

  • Sohn, Joong-K.Sohn;Kim, Heon-Joo-Kim
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.215-223
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    • 1996
  • By using Tukey's generalized lambda distribution, appoximate posterior density is derived under the Bayes-empirical Bayes model. The sensitivity of posterior distribution to the hyperprior distribution is examined by using Tukey's generalized lambda distriburion which approximate many well-knmown distributions. Based upon Monte Varlo simulation studies it can be said that posterior distribution is sensitive to the cariance of the prior distribution and to the symmetry of the hyperprior distribution. Also posterior distribution is approximately obtained by using the following methods : Lindley method, Laplace method and Gibbs sampler method.

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Modified information criterion for testing changes in generalized lambda distribution model based on confidence distribution

  • Ratnasingam, Suthakaran;Buzaianu, Elena;Ning, Wei
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.301-317
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    • 2022
  • In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

A SKEWED GENERALIZED t DISTRIBUTION

  • NADARAJAH SARALEES
    • Journal of the Korean Statistical Society
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    • 제34권4호
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    • pp.311-329
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    • 2005
  • Skewed t distributions have attracted significant attention in the last few years. In this paper, a generalization - referred to as the skewed generalized t distribution - with the pdf f(x) = 2g(x)G(${\lambda}x$) is introduced, where g(${\cdot}$) and G (${\cdot}$) are taken, respectively, to be the pdf and the cdf of the generalized t distribution due to McDonald and Newey (1984, 1988). Several particular cases of this distribution are identified and various representations for its moments derived. An application is provided to rainfall data from Orlando, Florida.

A two-stage service policy for an M/G/1 queueing system

  • Kim, Jongwoo;Song, Mi Jung;Lee, Jiyeon
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.941-948
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    • 2013
  • We introduce the $P^M_{{\lambda},{\tau}}$ service policy, as a generalized two-stage service policy of the $P^M_{\lambda}$ policy of Bae et al. (2002) for an M/G/1 queueing system. By using the level crossing theory and solving the corresponding integral equations, we obtain the explicit expression for the stationary distribution of the workload in the system.

Nonparametric Selection Procedures and Their Efficiency Comparisons

  • Sohn, Joong-K.;Shanti S.Gupta;Kim, Heon-Joo
    • Communications for Statistical Applications and Methods
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    • 제1권1호
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    • pp.41-51
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    • 1994
  • We consider nonparametric procedures for the selection and ranking problems. Tukey's generalized lambda distribution is condidered as the distribution for the score function because the distribution can approximate many well-known contionuous distributions. Also we compare these procedures in terms of efficiency, defined by the ratio of a probability of a correct selection divided by the expected selected subset size.

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Comparison Density Representation of Traditional Test Statistics for the Equality of Two Population Proportions

  • Jangsun Baek
    • Communications for Statistical Applications and Methods
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    • 제2권1호
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    • pp.112-121
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    • 1995
  • Let $p_1$ and $p_2$ be the proportions of two populations. To test the hypothesis $H_0 : p_1 = p_2$, we usually use the $x^2$ statistic, the large sample binomial statistic Z, and the Generalized Likelihood Ratio statistic-2log $\lambda$developed based on different mathematical rationale, respectively. Since testing the above hypothesis is equivalent to testing whether two populations follow the common Bernoulli distribution, one may also test the hypothesis by comparing 1 with the ratio of each density estimate and the hypothesized common density estimate, called comparison density, which was devised by Parzen(1988). We show that the above traditional test statistics ate actually estimating the measure of distance between the true densities and the common density under $H_0$ by representing them with the comparison density.

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미세균열의 길이 및 간격 분포를 이용한 결의 평가(3) (Evaluation for Rock Cleavage Using Distribution of Microcrack Lengths and Spacings (3))

  • 박덕원;박의섭;정용복;이태종;송윤호
    • 암석학회지
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    • 제28권1호
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    • pp.1-13
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    • 2019
  • 길이 및 간격-누적빈도 도표를 통하여 도출한 파라미터를 이용하여 쥬라기 거창화강암에서 발달하는 결의 특성을 분석하였다. 3개 면 및 3개 결의 평가는 (1~2) 경사각(${\alpha}^{\circ}$${\beta}^{\circ}$), (3) 교차각(${\alpha}-{\beta}^{\circ}$), (4) 지수차(${\lambda}_S-{\lambda}_L$), (5~12) 선의 길이(oa, ob, ol, os, ss', ll', ls' 및 sl'), (13~15) 길이 비(ol/os, ss'/ll' 및 ll'/sl'), (16) 평균길이((ss'+ll')/2), (17~23) 면적(${\Delta}oaa^{\prime}$, ${\Delta}obb^{\prime}$, ${\Delta}oaa_a^{\prime}$, ${\Delta}obb_a^{\prime}$, ${\Delta}ll^{\prime}s^{\prime}$, ${\Delta}ss^{\prime}l^{\prime}$ 및 ⏢$ll^{\prime}ss^{\prime}$) 및 (24~25) 면적차(${\Delta}obb^{\prime}-{\Delta}oaa^{\prime}$${\Delta}obb_a^{\prime}-{\Delta}oaa_a^{\prime}$)와 같은 25개 파라미터를 이용하여 수행하였다. 첫째로, 11개 파라미터(그룹 I: No. 1, 3~4, 7, 9~10, 13, 15~16, 20 및 25), 3개 파라미터(그룹 II: No. 5, 8 및 17) 그리고 2개 파라미터(그룹 III: No. 12 및 22)의 값은 각각 H(3번 결) < G(2번 결) < R(1번 결), R < G < H 및 G < H < R의 순서이다. 반면에, 상기한 3개 그룹에 속하는 파라미터의 값은 3개 면에 대하여 역순을 보여준다. 둘째로, 3개 면 및 3개 결에 대한 종합도를 작성하였다. 관계도로부터, 길이와 간격과 관련된 두 도표가 형성하는 분포형을 도출하였다. 간격과 관련된 도표는 일번 면(G1 & H1, R') 및 3번 결(H1 & H2, H)의 도면에서 상향만곡을 보여준다. 반면에, 길이와 관련된 도표는 하향 만곡을 보여준다. 이들 두 도표는 상부구간에서 볼록렌즈의 형태를 취한다. 더불어, 두 도표는 하부구간에서 서로 교차한다. 3개 면($H^{\prime}{\rightarrow}G^{\prime}{\rightarrow}R^{\prime}$) 그리고 3개 결($R{\rightarrow}G{\rightarrow}H$) 사이의 두 도표가 형성하는 전반적인 형태는 역순을 보여준다. 마지막으로, 이러한 유형의 상관성 분석은 3개 채석면의 판별에 유용하다.