• Title/Summary/Keyword: generalized normal distribution

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Korean Welfare Panel Data: A Computational Bayesian Method for Ordered Probit Random Effects Models

  • Lee, Hyejin;Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.45-60
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    • 2014
  • We introduce a MCMC sampling for a generalized linear normal random effects model with the ordered probit link function based on latent variables from suitable truncated normal distribution. Such models have proven useful in practice and we have observed numerically reasonable results in the estimation of fixed effects when the random effect term is provided. Applications that utilize Korean Welfare Panel Study data can be difficult to model; subsequently, we find that an ordered probit model with the random effects leads to an improved analyses with more accurate and precise inferences.

Effect of thermal laser pulse in transversely isotropic Magneto-thermoelastic solid due to Time-Harmonic sources

  • Lata, Parveen;Kaur, Iqbal;Singh, Kulvinder
    • Coupled systems mechanics
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    • v.9 no.4
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    • pp.343-358
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    • 2020
  • The present research deals with the time-harmonic deformation in transversely isotropic magneto thermoelastic solid with two temperature (2T), rotation due to inclined load and laser pulse. Generalized theory of thermoelasticity has been formulated for this mathematical model. The entire thermo-elastic medium is rotating with uniform angular velocity and subjected to thermally insulated and isothermal boundaries. The inclined load is supposed to be a linear combination of a normal load and a tangential load. The Fourier transform techniques have been used to find the solution to the problem. The displacement components, stress components, and conductive temperature distribution with the horizontal distance are computed in the transformed domain and further calculated in the physical domain using numerical inversion techniques. The effect of angle of inclination of normal and tangential load for Green Lindsay Model and time-harmonic source for Lord Shulman model is depicted graphically on the resulting quantities.

TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL

  • Huang, Zhensheng;Zhang, Riquan
    • Journal of the Korean Mathematical Society
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    • v.47 no.2
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    • pp.385-407
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    • 2010
  • To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the $\chi^2$-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.

Bayesian Methods for Generalized Linear Models

  • Paul E. Green;Kim, Dae-Hak
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.523-532
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    • 1999
  • Generalized linear models have various applications for data arising from many kinds of statistical studies. Although the response variable is generally assumed to be generated from a wide class of probability distributions we focus on count data that are most often analyzed using binomial models for proportions or poisson models for rates. The methods and results presented here also apply to many other categorical data models in general due to the relationship between multinomial and poisson sampling. The novelty of the approach suggested here is that all conditional distribution s can be specified directly so that staraightforward Gibbs sampling is possible. The prior distribution consists of two stages. We rely on a normal nonconjugate prior at the first stage and a vague prior for hyperparameters at the second stage. The methods are demonstrated with an illustrative example using data collected by Rosenkranz and raftery(1994) concerning the number of hospital admissions due to back pain in Washington state.

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Regional flood frequency analysis of extreme rainfall in Thailand, based on L-moments

  • Thanawan Prahadchai;Piyapatr Busababodhin;Jeong-Soo Park
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.37-53
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    • 2024
  • In this study, flood records from 79 sites across Thailand were analyzed to estimate flood indices using the regional frequency analysis based on the L-moments method. Observation sites were grouped into homogeneous regions using k-means and Ward's clustering techniques. Among various distributions evaluated, the generalized extreme value distribution emerged as the most appropriate for certain regions. Regional growth curves were subsequently established for each delineated region. Furthermore, 20- and 100-year return values were derived to illustrate the recurrence intervals of maximum rainfall across Thailand. The predicted return values tend to increase at each site, which is associated with growth curves that could describe an increasing long-term predictive pattern. The findings of this study hold significant implications for water management strategies and the design of flood mitigation structures in the country.

A Model for Machine Fault Diagnosis based on Mutual Exclusion Theory and Out-of-Distribution Detection

  • Cui, Peng;Luo, Xuan;Liu, Jing
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.9
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    • pp.2927-2941
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    • 2022
  • The primary task of machine fault diagnosis is to judge whether the current state is normal or damaged, so it is a typical binary classification problem with mutual exclusion. Mutually exclusive events and out-of-domain detection have one thing in common: there are two types of data and no intersection. We proposed a fusion model method to improve the accuracy of machine fault diagnosis, which is based on the mutual exclusivity of events and the commonality of out-of-distribution detection, and finally generalized to all binary classification problems. It is reported that the performance of a convolutional neural network (CNN) will decrease as the recognition type increases, so the variational auto-encoder (VAE) is used as the primary model. Two VAE models are used to train the machine's normal and fault sound data. Two reconstruction probabilities will be obtained during the test. The smaller value is transformed into a correction value of another value according to the mutually exclusive characteristics. Finally, the classification result is obtained according to the fusion algorithm. Filtering normal data features from fault data features is proposed, which shields the interference and makes the fault features more prominent. We confirm that good performance improvements have been achieved in the machine fault detection data set, and the results are better than most mainstream models.

On testing NBUL aging class of life distribution

  • Hassan, M.Kh.;El-Din, M.M. Mohie;Abu-Youssef, S.E.
    • International Journal of Reliability and Applications
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    • v.15 no.1
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    • pp.1-9
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    • 2014
  • Let X and $X_t$ denote the lifetime and the residual life at age t, respectively. X is said to be a NBUL (new better than used in Laplace transform order) random variable if $X_t$ is smaller than X in Laplace order, i.e., $X_t{\leq}_{LT}X$. We propose a new test statistics for testing exponentiality versus NBUL class of life distribution. The tests by Hollender and Proschan (1975) and the generalized Hollender and Proschan test by Ains and Mitra (2011) are considered as special cases of the our of test statistics. Our proposed test statistics is simple, consistent and asymptotically normal. Efficiency and powers of the test statistics for some commonly used distributions in reliability are discussed. Finally, real examples are presented to illustrate the theoretical results.

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Dietary Risk Factors of Hypertension in the Elderly (노인집단을 대상으로 한 고혈압의 식이위험요인에 관한 연구)

  • 문현경
    • Journal of Nutrition and Health
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    • v.32 no.1
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    • pp.90-100
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    • 1999
  • In order to investigate dietary risk factors for hypertension in th elderly, dietary intakes and dietary habits of 405 elderly subjects, aged 60-94, were assessed by the questionnaire, anthropometric measurement and a 24-hour dietary recall. The prevalence of definite (>95mmHg for diastolic or>160mmHg for systeolic blood pressue) and borderline(90-95mmHg for diastolic or 140-160mmHg for systolic blood pressure) hypertensive subjects 33.3% and 19.3%, respectively. The distribution of the subjects for Body Mass Index(BMI), waist-hip ratio, and alcohol consumption were significantly different among definite, borderline, and normal groups(p<0.05). The distribution of the subjects for smoking, exercise, and preference of salty food were not significantly different among definite, borderline, and normal groups(p>0.05). From the generalized logistic regression analysis of the risk factors for the hypertension, the subjects with over 27 of BMI had significantly higher risk of hypertension. Alcohol consumption and preference of salty food were significant risk factors of hypertension in the elderly. Dietary risk factors for the hypertension that had significant relationship to the hypertension were intakes of potassium, calcium, phosphate, sodium, vitamin B1, niacin, and folate. There was no significant difference of consumption frequencies of food and dish among definite, borderline, and normal groups(p>0.05). The amount of intakes for cereals and grain product, bean and their products, eggs were significantly different among definite, borderline, and normal groups(p<0.05). In summary, the amount of dietary intakes to hypertension in elderly population. Longitudinal studies for dietary risk factors on incidence of hypertension are needed in general population, especially in the elderly.

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Generalized Kriging Model for Interpolation and Regression (보간과 회귀를 위한 일반크리깅 모델)

  • Jung Jae Jun;Lee Tae Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.2 s.233
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    • pp.277-283
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    • 2005
  • Kriging model is widely used as design analysis and computer experiment (DACE) model in the field of engineering design to accomplish computationally feasible design optimization. In general, kriging model has been applied to many engineering applications as an interpolation model because it is usually constructed from deterministic simulation responses. However, when the responses include not only global nonlinearity but also numerical error, it is not suitable to use Kriging model that can distort global behavior. In this research, generalized kriging model that can represent both interpolation and regression is proposed. The performances of generalized kriging model are compared with those of interpolating kriging model for numerical function with error of normal distribution type and trigonometric function type. As an application of the proposed approach, the response of a simple dynamic model with numerical integration error is predicted based on sampling data. It is verified that the generalized kriging model can predict a noisy response without distortion of its global behavior. In addition, the influences of maximum likelihood estimation to prediction performance are discussed for the dynamic model.

Small Sample Characteristics of Generalized Estimating Equations for Categorical Repeated Measurements (범주형 반복측정자료를 위한 일반화 추정방정식의 소표본 특성)

  • 김동욱;김재직
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.297-310
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    • 2002
  • Liang and Zeger proposed generalized estimating equations(GEE) for analyzing repeated data which is discrete or continuous. GEE model can be extended to model for repeated categorical data and its estimator has asymptotic multivariate normal distribution in large sample sizes. But GEE is based on large sample asymptotic theory. In this paper, we study the properties of GEE estimators for repeated ordinal data in small sample sizes. We generate ordinal repeated measurements for two groups using two methods. Through Monte Carlo simulation studies we investigate the empirical type 1 error rates, powers, relative efficiencies of the GEE estimators, the effect of unequal sample size of two groups, and the performance of variance estimators for polytomous ordinal response variables, especially in small sample sizes.