• Title/Summary/Keyword: poisson Model

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Statistical Analysis of K-League Data using Poisson Model

  • Kim, Yang-Jin
    • 응용통계연구
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    • 제25권5호
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    • pp.775-783
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    • 2012
  • Several statistical models for bivariate poisson data are suggested and used to analyze 2011 K-league data. Our interest is composed of two purposes: The first purpose is to exploit potential attacking and defensive abilities of each team. Particular, a bivariate poisson model with diagonal inflation is incorporated for the estimation of draws. A joint model is applied to estimate an association between poisson distribution and probability of draw. The second one is to investigate causes on scoring time of goals and a regression technique of recurrent event data is applied. Some related future works are suggested.

Classification Analysis in Information Retrieval by Using Gauss Patterns

  • Lee, Jung-Jin;Kim, Soo-Kwan
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.1-11
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    • 2002
  • This paper discusses problems of the Poisson Mixture model which Is widely used to decide the effective words in judging relevant document. Gamma Distribution model and Gauss Patterns model as an alternative of the Poisson Mixture model are studied. Classification experiments by using TREC sub-collection, WSJ[1,2] with MGQUERY and AidSearch3.0 system are discussed.

Modelling Count Responses with Overdispersion

  • Jeong, Kwang Mo
    • Communications for Statistical Applications and Methods
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    • 제19권6호
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    • pp.761-770
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    • 2012
  • We frequently encounter outcomes of count that have extra variation. This paper considers several alternative models for overdispersed count responses such as a quasi-Poisson model, zero-inflated Poisson model and a negative binomial model with a special focus on a generalized linear mixed model. We also explain various goodness-of-fit criteria by discussing their appropriateness of applicability and cautions on misuses according to the patterns of response categories. The overdispersion models for counts data have been explained through two examples with different response patterns.

A Compound Poisson Risk Model with a Two-Step Premium Rule

  • Song, Mi Jung;Lee, Jiyeon
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.377-385
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    • 2013
  • We consider a compound Poisson risk model in which the premium rate changes when the surplus exceeds a threshold. The explicit form of the ruin probability for the risk model is obtained by deriving and using the overflow probability of the workload process in the corresponding M/G/1 queueing model.

집중호우사상의 발생횟수 분석을 위한 확률분포의 비교 (Comparison of probability distributions to analyze the number of occurrence of torrential rainfall events)

  • 김상욱;김형배
    • 한국수자원학회논문집
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    • 제49권6호
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    • pp.481-493
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    • 2016
  • 본 연구에서는 최근 기후변화로 인한 집중호우의 발생횟수의 경향을 확률적으로 분석함에 있어 1개월 동안 80 mm/day 이상의 강우사상을 집중호우로 정의하여, 대구 및 부산 강우관측소로부터 수집된 384개월 동안의 집중호우를 분석하였다. 집중호우 월별 발생횟수와 같은 형식의 자료의 확률적 분석은 대개 Poisson 분포 (POI)가 사용되나 자료에 포함된 0자료의 과잉은 확률분포를 왜곡시키는 문제를 발생시킨다. 본 연구에서는 이 문제를 개선하기 위하여 개발된 일반화 Poisson 확률분포 (GPD), 0-과잉 Poisson 확률분포 (ZIP), 0-과잉 일반화 Poisson 확률분포 (ZIGP), Bayesian 0-과잉 일반화 Poisson 확률분포 (Bayesian ZIGP)를 집중호우 자료에 적용하고, 5개 모형의 특성을 비교분석하였으며, Bayesian ZIGP 모형의 구축에 있어서는 정보적 사전분포를 사용함으로써 모형의 정확도를 개선하였다. 분석결과 분석하고자 하는 자료에 0이 과다하게 포함되어 있는 경우 POI 및 GPD 분포는 관측결과와는 다른 결과를 제시하여 적절한 모형으로 고려되지 못함을 알 수 있었다. 5가지 모형 중 정보적 사전분포를 탑재한 Bayesian ZIGP 모형이 가장 관측 자료와 유사한 결과를 도출하였으나 모형의 구축에 수반되는 실용적인 측면을 고려하면 ZIP 모형도 충분히 사용될 수 있는 모형으로 추천되었다.

Compact Model of a pH Sensor with Depletion-Mode Silicon-Nanowire Field-Effect Transistor

  • Yu, Yun Seop
    • JSTS:Journal of Semiconductor Technology and Science
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    • 제14권4호
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    • pp.451-456
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    • 2014
  • A compact model of a depletion-mode silicon-nanowire (Si-NW) pH sensor is proposed. This drain current model is obtained from the Pao-Sah integral and the continuous charge-based model, which is derived by applying the parabolic potential approximation to the Poisson's equation in the cylindrical coordinate system. The threshold-voltage shift in the drain-current model is obtained by solving the nonlinear Poisson-Boltzmann equation for the electrolyte. The simulation results obtained from the proposed drain-current model for the Si-NW field-effect transistor (SiNWFET) agree well with those of the three-dimensional (3D) device simulation, and those from the Si-NW pH sensor model also agree with the experimental data.

시간적 군집특성을 고려한 강우모의모형의 선정 (A Selection of the Point Rainfall Process Model Considered on Temporal Clustering Characteristics)

  • 김기욱;유철상
    • 한국수자원학회논문집
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    • 제41권7호
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    • pp.747-759
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    • 2008
  • 본 연구에서는 관측강우의 통계특성 및 발생특성을 가장 적절하게 재현해 주는 강우모형을 선정하고자 하였다. 강우모형으로 Poisson과정에 근거한 점과정모형인 RPPM, NS-RPPM, modified NS-RPPM을 고려하여 모의자료에 대한 통계분석을 수행하였다. 그 결과, NS-RPPM과 modified NS-RPPM을 이용하여 모의된 자료가 여러 집성시간의 통계치를 적절하게 재현하였다. 또한 modified NS-RPPM을 이용하여 모의된 자료가 관측자료와 가장 유사한 발생특성을 가지는 것을 알 수 있었다. 특히, 홍수, 산사태 등 자연재해의 발생에 큰 영향을 주는 큰 강도를 가지는 강우를 관측치와 가장 유사하게 재현하였다. 모의된 강우사상의 총 강우량, 강우기간, 강우사상 간의 간격을 관측강우와 비교해본 결과 또한 modified NS-RPPM이 가장 좋은 결과를 보였다. 본 연구의 결과를 종합해 볼 때, 강우의 장기 모의를 위해 modified NS-RPPM을 이용하는 것이 가장 적절할 것으로 판단된다.

다가자료에 적합한 다변수 감마-포아송 모델과 파라미터 추정방법 : LCD 화소불량 응용 (Multivariate Gamma-Poisson Model and Parameter Estimation for Polytomous Data : Application to Defective Pixels of LCD)

  • 하정훈
    • 산업경영시스템학회지
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    • 제34권1호
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    • pp.42-51
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    • 2011
  • Poisson model and Gamma-Poisson model are popularly used to analyze statistical behavior from defective data. The methods are based on binary criteria, that is, good or failure. However, manufacturing industries prefer polytomous criteria for classifying manufactured products due to flexibility of marketing. In this paper, I introduce two multivariate Gamma-Poisson(MGP) models and estimation methods of the parameters in the models, which are able to handle polytomous data. The models and estimators are verified on defective pixels of LCD manufacturing. Experimental results show that both the independent MGP model and the multinomial MGP model have excellent performance in terms of mean absolute deviation and the choice of method depends on the purpose of use.

Simulation of the Shifted Poisson Distribution with an Application to the CEV Model

  • Kang, Chulmin
    • Management Science and Financial Engineering
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    • 제20권1호
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    • pp.27-32
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    • 2014
  • This paper introduces three different simulation algorithms of the shifted Poisson distribution. The first algorithm is the inverse transform method, the second is the rejection sampling, and the third is gamma-Poisson hierarchy sampling. Three algorithms have different regions of parameters at which they are efficient. We numerically compare those algorithms with different sets of parameters. As an application, we give a simulation method of the constant elasticity of variance model.

DEPENCENCE CONCEPT OF BIVARIATE POISSON SHOCK MODEL

  • Baek, Jong-Il;Park, Chun-Ho;Choi, Jeong-Yeol
    • Journal of applied mathematics & informatics
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    • 제8권3호
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    • pp.989-999
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    • 2001
  • In this paper we show that certain notions of negative dependence are preserved under a bivariate homogenous poisson shock model in which two devices shocks form two independent poisson processes.