• Title/Summary/Keyword: generalized parameters

Search Result 727, Processing Time 0.024 seconds

Derivation of Optimal Design Flood by Gamma and Generalized Gamma Distribution Models(II) -On the Generalized Gamma Distribution Model- (Gamma 및 Generalized Gamma 분포 모형에 의한 적정 설계홍수량의 유도(II) -Generalized Gamma 분포모형을 중심으로-)

  • 이순혁;박명근;맹승진;정연수;류경선
    • Magazine of the Korean Society of Agricultural Engineers
    • /
    • v.40 no.2
    • /
    • pp.59-68
    • /
    • 1998
  • This study was conducted to derive optimal design floods by generalized gamma distribution model of the annual maximum series at eight watersheds along Geum, Yeongsan and Seomjin river systems. Design floods obtained by different methods for evaluation of parameters and for plotting positions in the generalized gamma distribution model were compared by the relative mean errors and graphical fit along with 95% confidence limits plotted on gamma probability paper. The results were analyzed and summarized as follows. 1. Basic statistics and parameters were calculated by the generalized gamma distribution model using different methods for parameters. 2. Design floods according to the return periods were obtained by different methods for evaluation of parameters and for plotting positions in the generalized gamma distribution model. 3. It was found that design floods derived by sundry averages method for parameters and Cunnane method for plotting position in the generalized gamma distribution are much closer to those of the observed data in comparison with those obtained by the other methods for parameters and for plotting positions from the viewpoint of relative mean errors. 4. Reliability of design floods derived by sundry averages method in the generalized gamma distribution was acknowledged within 95% confidence interval.

  • PDF

Estimations in a Generalized Uniform Distribution

  • Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.11 no.2
    • /
    • pp.319-325
    • /
    • 2000
  • In this paper, we shall derive MLE's, modified MLE, MRE and UMVUE's of the shape and scale parameters in a generalized uniform distribution, and propose several estimators for the right-tail probability in a generalized uniform distribution using the proposed estimators for the shape and scale parameters. And we shall compare exactly MSE of the proposed estimators for the shape and the scale parameters, and compare numerically efficiencies for the several proposed estimators of the right-tail probability in a generalized uniform distribution by Monte Caslo methods.

  • PDF

A Comparison of Size and Power of Tests of Hypotheses on Parameters Based on Two Generalized Lindley Distributions

  • Okwuokenye, Macaulay;Peace, Karl E.
    • Communications for Statistical Applications and Methods
    • /
    • v.22 no.3
    • /
    • pp.233-239
    • /
    • 2015
  • This study compares two generalized Lindley distributions and assesses consistency between theoretical and analytical results. Data (complete and censored) assumed to follow the Lindley distribution are generated and analyzed using two generalized Lindley distributions, and maximum likelihood estimates of parameters from the generalized distributions are obtained. Size and power of tests of hypotheses on the parameters are assessed drawing on asymptotic properties of the maximum likelihood estimates. Results suggest that whereas size of some of the tests of hypotheses based on the considered generalized distributions are essentially ${\alpha}$-level, some are possibly not; power of tests of hypotheses on the Lindley distribution parameter from the two distributions differs.

Unified Estimations for Parameter Changes in a Generalized Uniform Distribution

  • Kim, Jung-Dae;Lee, Jang-Choon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.2
    • /
    • pp.295-305
    • /
    • 2002
  • We shall propose several estimators for the shape and scale parameters in a generalized uniform distribution when both parameters are polynomial of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically efficiencies for the several proposed estimators for the shape and scale parameters in a generalized uniform distribution in the small sample sizes.

  • PDF

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
    • /
    • v.7 no.2
    • /
    • pp.273-281
    • /
    • 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 (${\{\lambda}t,\;{\omega}\}$.

  • PDF

On the Estimation of Parameters in ALT under Generalized Exponential Distribution

  • Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.4
    • /
    • pp.923-931
    • /
    • 2005
  • The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

  • PDF

Parameters Estimators for the Generalized Exponential Distribution

  • Abuammoh, A.;Sarhan, A.M.
    • International Journal of Reliability and Applications
    • /
    • v.8 no.1
    • /
    • pp.17-25
    • /
    • 2007
  • Maximum likelihood method is utilized to estimate the two parameters of generalized exponential distribution based on grouped and censored data. This method does not give closed form for the estimates, thus numerical procedure is used. Reliability measures for the generalized exponential distribution are calculated. Testing the goodness of fit for the exponential distribution against the generalized exponential distribution is discussed. Relevant reliability measures of the generalized exponential distributions are also evaluated. A set of real data is employed to illustrate the results given in this paper.

  • PDF

ON THE GENERALIZED SOR-LIKE METHODS FOR SADDLE POINT PROBLEMS

  • Feng, Xin-Long;Shao, Long
    • Journal of applied mathematics & informatics
    • /
    • v.28 no.3_4
    • /
    • pp.663-677
    • /
    • 2010
  • In this paper, the generalized SOR-like methods are presented for solving the saddle point problems. Based on the SOR-like methods, we introduce the uncertain parameters and the preconditioned matrixes in the splitting form of the coefficient matrix. The necessary and sufficient conditions for guaranteeing its convergence are derived by giving the restrictions imposed on the parameters. Finally, numerical experiments show that this methods are more effective by choosing the proper values of parameters.

Comparative Analysis of Design Flood by Different Methods for the Estimation of Parameters in Generalized Gamma Distribution Model (Generalized Gamma 분포 모형의 매개변수 유도 방법에 의한 설계홍수량의 비교분석)

  • Lee Soon-hyuk;Maeng Sung-jin;Ryoo Kyong-sik
    • KCID journal
    • /
    • v.5 no.1
    • /
    • pp.32-46
    • /
    • 1998
  • This study was conducted to derive optimal design floods by generalized gamma distribution model of the annual maximum series at six watersheds along Han and Nag Dong river systems. Design floods obtained by different methods for estimation of parameters

  • PDF

Estimation for Two-Parameter Generalized Exponential Distribution Based on Records

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
    • /
    • v.20 no.1
    • /
    • pp.29-39
    • /
    • 2013
  • This paper derives maximum likelihood estimators (MLEs) and some approximate MLEs (AMLEs) of unknown parameters of the generalized exponential distribution when data are lower record values. We derive approximate Bayes estimators through importance sampling and obtain corresponding Bayes predictive intervals for unknown parameters for lower record values from the generalized exponential distribution. For illustrative purposes, we examine the validity of the proposed estimation method by using real and simulated data.