• 제목/요약/키워드: maximum and minimum distributions

검색결과 117건 처리시간 0.023초

A Projected Exponential Family for Modeling Semicircular Data

  • Kim, Hyoung-Moon
    • 응용통계연구
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    • 제23권6호
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    • pp.1125-1145
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    • 2010
  • For modeling(skewed) semicircular data, we derive a new exponential family of distributions. We extend it to the l-axial exponential family of distributions by a projection for modeling any arc of arbitrary length. It is straightforward to generate samples from the l-axial exponential family of distributions. Asymptotic result reveals that the linear exponential family of distributions can be used to approximate the l-axial exponential family of distributions. Some trigonometric moments are also derived in closed forms. The maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for a goodness of t test of the l-axial exponential family of distributions. Samples of orientations are used to demonstrate the proposed model.

Estimating reliability in discrete distributions

  • Moon, Yeung-Gil;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제22권4호
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    • pp.811-817
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    • 2011
  • We shall introduce a general probability mass function which includes several discrete probability mass functions. Especially, when the random variable X is Poisson, binomial, and negative binomial random variables as some special cases of the introduced distribution, the maximum likelihood estimator (MLE) and the uniformly minimum variance unbiased estimator (UMVUE) of the probability P(X ${\leq}$ t) are considered. And the efficiencies of the MLE and the UMVUE of the reliability ar compared each other.

OPERATION OF TILTING 5-PADS proceeding BEARING AT DIFFERENT GEOMETRIC PARAMETERS OF PADS

  • Strzelecki, S.
    • 한국윤활학회:학술대회논문집
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    • 한국윤활학회 2002년도 proceedings of the second asia international conference on tribology
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    • pp.99-100
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    • 2002
  • Radial, tilting-pad proceeding bearings are applied in high speed rotating machines operating at stable small and mean loads and the peripheral speeds of proceeding reaching 150 m/s. The operation of bearing can be determined by static characteristics including the oil film pressure, temperature and viscosity distributions, minimum oil film thickness, load capacity, power loss, oil flow. The operation of 5-lobe tilted-pad proceeding bearing has been introduced at the assumption of adiabatic oil film. The oil film pressure, temperature and viscosity distributions habe received by iterative solution of the Reynolds', energy and viscosity equations. The resulting oil film force, minimum oil film thickness, power loss. oil flow, maximum oil film pressure, maximum temperature were computed for different sets of bearing geometric parameters as: bearing length to diameter ratio, pad angular length and width as well as pad relative clearance.

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Failure rate of a bivariate exponential distribution

  • Hong, Yeon-Woong
    • Journal of the Korean Data and Information Science Society
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    • 제21권1호
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    • pp.173-177
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    • 2010
  • It is well known that if the parent distribution has a nonnegative support and has increasing failure rate, then all the order statistics have increasing failure rate (IFR). The result is not necessarily true in the case of bivariate distributions with dependent structures. In this paper we consider a symmetric bivariate exponential distribution and show that, two marginal distributions are IFR and the distributions of the minimum and maximum are constant failure rate and IFR, respectively.

Estimation for a bivariate survival model based on exponential distributions with a location parameter

  • Hong, Yeon Woong
    • Journal of the Korean Data and Information Science Society
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    • 제25권4호
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    • pp.921-929
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    • 2014
  • A bivariate exponential distribution with a location parameter is proposed as a model for a two-component shared load system with a guarantee time. Some statistical properties of the proposed model are investigated. The maximum likelihood estimators and uniformly minimum variance unbiased estimators of the parameters, mean time to failure, and the reliability function of system are obtained with unknown guarantee time. Simulation studies are given to illustrate the results.

시스템 신뢰성(信賴性)의 최적추정(最適推定) (On Optimal Estimates of System Reliability)

  • 김재주
    • 품질경영학회지
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    • 제7권2호
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    • pp.7-10
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    • 1979
  • In this paper the Rao-Blackwell and Lehmann-$Scheff{\acute{e}}$ Theorem are used to drive the minimum variance unbiased estimators of system reliability for a number of distributions when a system consists of n Components whose random life times are assumed to be independent and identically distributed. For the case of a negative exponential life time, we obtain the maximum likelihood estimator of the system reliability and compair it with minimum variance unbiased estimator of the system reliability.

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Numerical Simulation of the Flat Die for Shape Optimization in the Single-screw Extrusion Process

  • Joon Ho Moon;See Jo Kim
    • Elastomers and Composites
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    • 제57권4호
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    • pp.147-156
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    • 2022
  • In this study, we chose a flat die to optimize a general die geometry. The optimization was aimed at obtaining a uniform velocity distribution across the exit of the die. For the optimization, the input and output design parameters were randomly computed, and response surfaces were generated to obtain statistical data for the minimum and maximum sensitivities computed during optimization. Subsequently, object functions with constraints were numerically computed to obtain the minimum errors in the velocity difference (i.e., variable "Outp" in this study). Finally, we obtained the candidate optimized dataset. Note that the current numerical computations were simultaneously conducted for an entire extruder, i.e., screw plus die. The numerical outlet velocity distributions in the modified die geometry tended to be much more uniform than the conventional distributions in the current optimization processes for this specific flat die.

Novel approach to predicting the release probability when applying the MARSSIM statistical test to a survey unit with a specific residual radioactivity distribution based on Monte Carlo simulation

  • Chun, Ga Hyun;Cheong, Jae Hak
    • Nuclear Engineering and Technology
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    • 제54권5호
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    • pp.1606-1615
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    • 2022
  • For investigating whether the MARSSIM nonparametric test has sufficient statistical power when a site has a specific contamination distribution before conducting a final status survey (FSS), a novel approach was proposed to predict the release probability of the site. Five distributions were assumed: lognormal distribution, normal distribution, maximum extreme value distribution, minimum extreme value distribution, and uniform distribution. Hypothetical radioactivity populations were generated for each distribution, and Sign tests were performed to predict the release probabilities after extracting samples using Monte Carlo simulations. The designed Type I error (0.01, 0.05, and 0.1) was always satisfied for all distributions, while the designed Type II error (0.01, 0.05, and 0.1) was not always met for the uniform, maximum extreme value, and lognormal distributions. Through detailed analyses for lognormal and normal distributions which are often found for contaminants in actual environmental or soil samples, it was found that a greater statistical power was obtained from survey units with normal distribution than with lognormal distribution. This study is expected to contribute to achieving the designed decision error when the contamination distribution of a survey unit is identified, by predicting whether the survey unit passes the statistical test before undertaking the FSS according to MARSSIM.

특정한 확률분포를 가정하지 않는 경우에 효용의 분산이 제품선택확률에 미치는 영향에 대한 연구 (An Investigation on the Effect of Utility Variance on Choice Probability without Assumptions on the Specific Forms of Probability Distributions)

  • 원지성
    • 경영과학
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    • 제28권1호
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    • pp.159-167
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    • 2011
  • The theory of random utility maximization (RUM) defines the probability of an alternative being chosen as the probability of its utility being perceived as higher than those of all the other competing alternatives in the choice set (Marschak 1960). According to this theory, consumers perceive the utility of an alternative not as a constant but as a probability distribution. Over the last two decades, there have been an increasing number of studies on the effect of utility variance on choice probability. The common result of the previous studies is that as the utility variance increases, the effect of the mean value of the utility (the deterministic component of the utility) on choice probability is reduced. This study provides a theoretical investigation on the effect of utility variance on choice probability without any assumptions on the specific forms of probability distributions. This study suggests that without assumptions of the probability distribution functions, firms cannot apply the marketing strategy of maximizing choice probability (or market share), but can only adopt the strategy of maximizing the minimum or maximum value of the expected choice probability. This study applies the Chebyshef inequality and shows how the changes in utility variances affect the maximum of minimum of choice probabilities and provides managerial implications.

로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교 (Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution)

  • 최병진
    • Communications for Statistical Applications and Methods
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    • 제18권5호
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    • pp.625-636
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    • 2011
  • 본 논문에서는 로그정규분포의 엔트로피에 대한 모수적 추정량으로 최소분산비편향추정량과 최대가능도추정량을 제시하고 성질을 비교한다. 각 추정량의 분산을 유도해서 일치성을 밝히고 최대가능도 추정량의 편향이 추정에 미치는 영향을 분석한다. 델타근사방법을 이용해서 얻은 추정량의 분포를 제시하고 적합도 평가를 통한 유도한 분포의 확증을 위해서 모의실험을 수행한다. 평균제곱오차에 의한 상대적 효율성에 대한 조사를 통해 두 추정량의 성능을 비교한다. 모의실험의 결과에서 최소분산비편향추정량은 최대가능도 추정량보다 더 좋은 효율을 보이는 것으로 나타나며, 특히 표본크기와 분산이 동시에 작아짐에 따라 효율이 점점 높아지게 되어 월등히 나은 성능을 발휘함을 볼 수 있다.