• Title/Summary/Keyword: generalized-K distribution

Search Result 519, Processing Time 0.03 seconds

Statistical Estimation for Generalized Logit Model of Nominal Type with Bootstrap Method

  • Cho, Joong-Jae;Han, Jeong-Hye
    • Journal of the Korean Statistical Society
    • /
    • v.24 no.1
    • /
    • pp.1-18
    • /
    • 1995
  • The generalized logit model of nominal type with random regressors is studied for bootstrapping. In particular, asymptotic normality and consistency of bootstrap model estimators are derived. It is shown that the bootstrap approximation to the distribution of the maximum likelihood estimators is valid for alsomt all sample sequences.

  • PDF

REFLECTION PRINCIPLES FOR GENERAL WIENER FUNCTION SPACES

  • Pierce, Ian;Skoug, David
    • Journal of the Korean Mathematical Society
    • /
    • v.50 no.3
    • /
    • pp.607-625
    • /
    • 2013
  • It is well-known that the ordinary single-parameter Wiener space exhibits a reflection principle. In this paper we establish a reflection principle for a generalized one-parameter Wiener space and apply it to the integration of a class of functionals on this space. We also discuss several notions of a reflection principle for the two-parameter Wiener space, and explore whether these actually hold.

Notes on the Comparative Study of the Reliability Estimation for Standby System with Exponential Lifetime Distribution

  • Kim, Hee-Jae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.1055-1065
    • /
    • 2003
  • We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with exponential lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.

  • PDF

Notes on the Comparative Study of the Reliability Estimation for Standby System with Rayleigh Lifetime Distribution

  • Kim, Hee-Jae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.1
    • /
    • pp.239-250
    • /
    • 2004
  • We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with Rayleigh lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.

  • PDF

A Comparison of NLSY and CPS Data

  • Jo, Yoon-Ae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.3
    • /
    • pp.851-859
    • /
    • 2006
  • The family income distributions of NLSY97 and CPS youth data are compared by using the generalized beta distribution of the second kind. The null hypothesis that the two data sets represent the same underlying population is rejected. The ML estimation suggests that NLSY97 data are oversampled in an income group of $11,308 or less, by about 15.7% compared to CPS data.

  • PDF

Asymptotic Relative Efficiency for New Scores in the Generalized F Distribution

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
    • /
    • v.11 no.3
    • /
    • pp.435-446
    • /
    • 2004
  • In this paper we introduced a new score generating function for the rank dispersion function in a multiple linear model. Based on the new score function, we derived the asymptotic relative efficiency, ARE(11, rs), of our score function with respect to the Wilcoxon scores for the generalized F distributions which show very flexible distributions with a variety of shape and tail behaviors. We thoroughly explored the selection of r and s of our new score function that provides improvement over the Wilcoxon scores.

ON THE $H^s_\omega$-WAVE FRONT SETS

  • Kang, Bu-Hyeon
    • Communications of the Korean Mathematical Society
    • /
    • v.11 no.1
    • /
    • pp.273-280
    • /
    • 1996
  • In this paper we extend the concept of the Sobolev wave front set of a distribution to the one of the generalized Sobolev wave front set of a generalized distribution, and we investigate the relations among these concepts. Finally, we prove the local property of these sets.

  • PDF

A NOTE ON LIGHTLIKE HYPERSURFACES OF A GRW SPACE-TIME

  • Kang, Tae Ho
    • Communications of the Korean Mathematical Society
    • /
    • v.33 no.1
    • /
    • pp.305-315
    • /
    • 2018
  • This note provides a study of lightlike hypersurfaces of a generalized Robertson-Walker(GRW) space-time with a certain screen distribution, which are integrable and have good properties. Focus is to investigate geometric features from the relation of the second fundamental forms between lightlike hypersurfaces and leaves of the integrable screen distribution. Also, we shall apply those results on lightlike hypersurfaces of a GRW space-time to lightlike hypersurfaces of a Robertson-Walker(RW) space-time.

Goodness-of-fit test for the gumbel distribution based on the generalized Lorenz curve (일반화된 로렌츠 곡선을 기반으로 한 Gumbel 분포의 적합도 검정)

  • Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.4
    • /
    • pp.733-742
    • /
    • 2017
  • There are many areas of applications where Gumbel distribution are employed such as environmental sciences, system reliability and hydrology. The goodness-of-fit test for Gumbel distribution is very important in environmental sciences, system reliability and hydrology data analysis. Therefore, we propose the two test statistics to test goodness-of-fit for the Gumbel distribution based on the generalized Lorenz curve. We compare the new test statistic with the Anderson - Darling test, Cramer - vonMises test, and modified Anderson - Darling test in terms of the power of the test through by Monte Carlo method. As a result, the new test statistics are more powerful than the other test statistics. Also, we propose new graphic method to goodness-of-fit test for the Gumbel distribution based on the generalized Lorenz curve.

Tree Size Distribution Modelling: Moving from Complexity to Finite Mixture

  • Ogana, Friday Nwabueze;Chukwu, Onyekachi;Ajayi, Samuel
    • Journal of Forest and Environmental Science
    • /
    • v.36 no.1
    • /
    • pp.7-16
    • /
    • 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.