• Title/Summary/Keyword: lognormal 분포

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Bayesian Testing for the Equality of Two Lognormal Populations (로그정규분포의 상등에 관한 베이지안 검정)

  • Moon, Kyoung-Ae;Shin, Im-Hee;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.269-277
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    • 2000
  • We propose the Bayesian testing for the equality of two log-normal population means. Specifically we use the intrinsic Bayes factors suggested by Berger and Perichi (1996, 1998) based on the noninformative priors for the parameters. In order to investigate the usefulness of the proposed Bayesian testing procedures, we compare it with classical tests via both real data analysis and simulation.

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Influence of the Statistical Distribution of Bioassay Measurement Errors on the Intake Estimation (바이오어쎄이 측정오차의 통계적 분포가 섭취량 추정판에 미치는 영향)

  • Lee, T.Y.;Kim, J.K.
    • Journal of Radiation Protection and Research
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    • v.31 no.1
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    • pp.17-23
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    • 2006
  • The purpose of this study is to provide the guidance necessary for making a selection of error distributions by analyzing influence of statistical distribution for a type of bioassay measurement error on the intake estimation. For this purpose, intakes were estimated using maximum likelihood method for cases that error distributions are normal and lognormal, and comparisons between two distributions for the estimated intakes were made. According to the results of this study, in case that measurement results for lung retention are somewhat greater than the limit of detection it appeared that distribution types have negligible influence on the results. Whereas in case of measurement results for the daily excretion rate, the results obtained from assumption of a lognormal distribution were 10 % higher than those obtained from assumption of a normal distribution. In view of these facts, in case where uncertainty component is governed by counting statistics it is considered that distribution type have no influence on intake estimation. Whereas in case where the others are predominant, it is concluded that it is clearly desirable to estimate the intake assuming a lognormal distribution.

The Effect of Scale Parameter in Designing Reliability Demonstration Test for Lognormal Lifetime Distribution (대수정규 수명분포를 갖는 제품에 대한 신뢰성 입증시험에서 척도모수의 영향분석)

  • Kwon, Young Il
    • Journal of Applied Reliability
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    • v.14 no.1
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    • pp.53-57
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    • 2014
  • In the fields of reliability application, the most commonly used test methods for reliability demonstration are zero-failure acceptance tests since they require fewer test samples and less test time compared to other test methods that guarantee the same reliability with a given confidence level. For products with lognormal lifetime distribution, the value of scale parameter is usually assumed to be known in designing reliability demonstration tests. It is important to select correct values of scale parameters to guarantee the specified reliability with given confidence level exactly. The effect of using wrong values of scale parameters in designing reliability demonstration test for products with lognormal lifetime distribution is examined and selecting proper values of scale parameters for conservative reliability demonstration is discussed.

Probability Distribution of Rainfall Events Series with Annual Maximum Continuous Rainfall Depths (매년최대 연속강우량에 따른 강우사상 계열의 확률분포에 관한 연구)

  • 박상덕
    • Water for future
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    • v.28 no.2
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    • pp.145-154
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    • 1995
  • The various analyses of the historical rainfall data need to be utilized in a hydraulic engineering project. The probability distributions of the rainfall events according to annual maximum continuous rainfall depths are studied for the hydrologic frequency analysis. The bivariate normal distribution, the bivariate lognormal distribution, and the bivariate gamma distribution are applied to the rainfall events composed of rainfall depths and its durations at Kangnung, Seoul, Incheon, Chupungnyung, Teagu, Jeonju, Kwangju, and Busan. These rainfall events are fitted to the the bivariate normal distribution and the bivariate lognormal distribution, but not fitted to the bivariate gamma distribution. Frequency curves of probability rainfall events are suggested from the probability distribution selected by the goodness-of-fit test.

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Estimation on Chemical Water Quality Suitability Index for 4 Species of the Mayfly Genus Ephemera (Ephemeroptera: Ephemeridae) Using Probability Distribution Models (확률분포모형을 이용한 하루살이속(Ephemera) 4종에 대한 화학적 수질 적합도지수 평가)

  • Bongjun Jung;Dongsoo Kong
    • Journal of Korean Society on Water Environment
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    • v.39 no.6
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    • pp.475-490
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    • 2023
  • Chemical water quality suitability for species (Ephemera strigata, Ephemera separigata, and Ephemera orientalis-sachalinensis group) of the mayfly genus Ephemera (Order Ephemeroptera) was analyzed with probability distribution models (Exponential, Normal, Lognormal, Logistic, Weibull, Gamma, Beta, Gumbel). Data was collected from 23,957 sampling units of 6,664 sites in Korea from 2010 to 2021. E. orientalis-sachalinensis occurred at the range of BOD5 0.3~11.1 mg/L (the best-fit Lognormal model); T-P 0.007~0.769 mg/L (the Gumbel model); TSS 0.4~142.2 mg/L (the Lognormal model). E. strigata occurred at the range of BOD5 0.4~7.4 mg/L (the Gumbel model); T-P 0.007~0.254 mg/L (the Lognormal model); TSS 0.4~17.1 mg/L (the Lognormal model). E. separigata occurred at the range of BOD5 0.4~2.6 mg/L (the R-Weibull model); T-P 0.007~0.134 mg/L (the Lognormal model); TSS 0.7~10.0 mg/L (the Lognormal model). Habitat suitability range of E. orientalis-sachalinensis was estimated to be 0.4~1.9 mg/L (BOD5), 0.024~0.086 mg/L (T-P), 2.5~22.4 mg/L (TSS); that of E. strigata was 0.4~0.7 mg/L (BOD5), 0.007~0.018 mg/L (T-P), 0.0~1.7 mg/L (TSS); that of E. separigata was 0.0~0.4 mg/L (BOD5), 0.000~0.015 mg/L (T-P), 0.5~3.1 mg/L (TSS). In a relative comparision, E. orientalis-sachalinensis was estimated to be eurysaprobic, and narrowly adapted in high levels of T-P and TSS, E. strigata was estimated to be oligosaprobic and adapted in low levels of T-P and TSS, and E. separigata was estimated to be stenooligosaprobic and widely adapted in low level of T-P and TSS.

로그분포모형을 이용한 토양입도분포로부터의 불포화수리전도도 추정

  • 황상일
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2003.09a
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    • pp.99-101
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    • 2003
  • Unsaturated hydraulic conductivity models have been widely used for the numerical modeling of water flow and contaminant transport in soils. In this study, a simple hydraulic conductivity model is developed by using information of particle-size distribution from the lognormal distribution model and its results are compared with those from the Kosugi-Mualem (KM) model. The accuracy of the proposed model is verified for observed data chosen from the international UNSODA database. Results showed that the proposed model produces adequate predictions of hydraulic conductivities. Performance of this model is generally better than the KM function.

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Optimal Design of Lognormal Accelerated Life Tests with Nonconstant Scale Parameter (스트레스에 의존하는 척도모수를 가진 대수정규 가속수명시험의 최적설계)

  • Park, Byung-Gu;Yoon, Sang-Chul;Seo, Ho-Cheol
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.1
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    • pp.47-57
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    • 1996
  • This paper on planning constant accelerated life test is assumed that parameters for a lognormal life distribution are depended on changes of stresses. The proposed test plans are optimum in that they minimize the asymptotic variance of maximum likelihood estimator of a specified quantile at the design stress. The optimal amount of low stress level ${\xi}_{L}$ and optimal sample proportion ${\pi}$ to be allocated at low stress level are obtained when the ratio of scales at high stress level and design stress level is unknown.

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New composite distributions for insurance claim sizes (보험 청구액에 대한 새로운 복합분포)

  • Jung, Daehyeon;Lee, Jiyeon
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.363-376
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    • 2017
  • The insurance market is saturated and its growth engine is exhausted; consequently, the insurance industry is now in a low growth period with insurance companies that face a fierce competitive environment. In such a situation, it will be an important issue to find the probability distributions that can explain the flow of insurance claims, which are the basis of the actuarial calculation of the insurance product. Insurance claims are generally known to be well fitted by lognormal distributions or Pareto distributions biased to the left with a thick tail. In recent years, skew normal distributions or skew t distributions have been considered reasonable distributions for describing insurance claims. Cooray and Ananda (2005) proposed a composite lognormal-Pareto distribution that has the advantages of both lognormal and Pareto distributions and they also showed the composite distribution has a higher fitness than single distributions. In this paper, we introduce new composite distributions based on skew normal distributions or skew t distributions and apply them to Danish fire insurance claim data and US indemnity loss data to compare their performance with the other composite distributions and single distributions.

Characterizing the Tail Distribution of Android IO Workload (안드로이드 입출력 부하의 꼬리분포 특성분석)

  • Park, Changhyun;Won, Youjip;Park, Yongjun
    • KIPS Transactions on Computer and Communication Systems
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    • v.8 no.10
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    • pp.245-250
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    • 2019
  • The use of NAND flash memory has increased rapidly due to the development of mobile fields. However, NAND flash memory has a limited lifespan, so studies are underway to predict its lifespan. Workload is one of the factors that significantly affect the life of NAND flash memory, and workload analysis studies in mobile environments are insufficient. In this paper, we analyze the distribution of workload in the mobile environment by collecting traces generated by using Android-based smartphones. The collected traces can be divided into three groups of hotness. Also they are distributed in the form of heavy tails. We fit this to the Pareto, Lognormal, and Weibull distributions, and Traces are closest to the Pareto distribution.

An Economic Design of Reliability Demonstration Test for Product with Lognormal lifetime distribution (수명이 대수정규분포를 따르는 제품에 대한 경제적인 신뢰성 입증시험 설계)

  • Kwon, Young-Il
    • Journal of Applied Reliability
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    • v.12 no.1
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    • pp.47-56
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    • 2012
  • Reliability demonstration tests with zero-failure acceptance criterion are most commonly used in the field of reliability application since they require fewer test samples and less test time compared to other test methods that guarantee the same reliability with a given confidence level. For products with lognormal lifetime distribution, an economic zero-failure test plan is developed that minimizes the total cost related to perform a life test to guarantee a specified reliability of a product with a given confidence level. A numerical example is provided to illustrate the use of the proposed test plan.