• 제목/요약/키워드: ratio distribution

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The Proportional Likelihood Ratio Order for Lindley Distribution

  • Jarrahiferiz, J.;Mohtashami Borzadaran, G.R.;Rezaei Roknabadi, A.H.
    • Communications for Statistical Applications and Methods
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    • 제18권4호
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    • pp.485-493
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    • 2011
  • The proportional likelihood ratio order is an extension of the likelihood ratio order for the non-negative absolutely continuous random variables. In addition, the Lindley distribution has been over looked as a mixture of two exponential distributions due to the popularity of the exponential distribution. In this paper, we first recalled the above concepts and then obtained various properties of the Lindley distribution due to the proportional likelihood ratio order. These results are more general than the likelihood ratio ordering aspects related to this distribution. Finally, we discussed the proportional likelihood ratio ordering in view of the weighted version of the Lindley distribution.

Note on Stochastic Orders through Length Biased Distributions

  • Choi, Jeen-Kap;Lee, Jin-Woo
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.243-250
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    • 1999
  • We consider $Y=X{\lambda}Z,\;{\lambda}>0$, where X and Z are independent random variables, and Y is the length biased distribution or the equilibrium distribution of X. The purpose of this paper is to consider the distribution of X or Y when the distribution of Z is given and the distribution of Z when the distribution of X or Y is given, In particular, we obtain that the necessary and sufficient conditions for X to be $X^{2}({\upsilon})\;is\;Z{\sim}X^{2}(2)\;and\;for\;Z\;to\;be\;X^{2}(1)\;is\;X{\sim}IG({\mu},\;{\mu}^{2}/{\lambda})$, where $IG({\mu},\;{\mu}^{2}/{\lambda})$ is two-parameter inverse Gaussian distribution. Also we show that X is smaller than Y in the reverse Laplace transform ratio order if and only if $X_{e}$ is smaller than $Y_{e}$ in the Laplace transform ratio order. Finally, we can get the results that if X is smaller than Y in the Laplace transform ratio order, then $Y_{L}$ is smaller than $X_{L}$ in the Laplace transform order, and that if X is smaller than Y in the reverse Laplace transform ratio order, then $_{\mu}X_{L}$ is smaller than $_{\nu}Y_{L}$ in the Laplace transform order.

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장단비 분포를 갖는 단섬유 복합재의 영계수 예측에 대한 연구 (A Study on Prediction of Young's Modulus of Composite with Aspect Ratio Distribution of Short Fiber)

  • 이재곤
    • 동력기계공학회지
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    • 제10권4호
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    • pp.99-104
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    • 2006
  • Young's modulus of composite has been predicted by Eshelby's equivalent inclusion method modified with Mori-Tanaka's mean field theory, where short fibers of aspect ratio distribution are assumed to be aligned. Young's modulus of the composite is predicted with the smallest class interval for simulating the actual distribution of fiber aspect ratio, which is compared with that computed using different class intervals. Young's modulus of the composite predicted with mean aspect ratio or the largest class interval is overestimated by the maximum 10%. As the class interval of short fibers for predicting Young's modulus decreases, the predicted results show good agreements with those obtained using the actual distribution of fiber aspect ratio. It can be finally concluded from the study that if and only if the class interval of short fiber normalized by the maximum aspect ratio is smaller than 0.1, the predicted results are consistent with those obtained using the actual distribution of aspect ratio.

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Estimating exponentiated parameter and distribution of quotient and ratio in an exponentiated Pareto

  • Moon, Yeung-Gil;Lee, Chang-Soo;Kang, Jun-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제21권5호
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    • pp.967-972
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    • 2010
  • We shall consider estimations of an exponetiated parameter of the exponentiated Pareto distribution with known scale and threshold parameters. A quotient distribution of two independent exponentiated Pareto random variables is obtained. We also derive the distribution of the ratio of two independent exponentiated Pareto random variables.

POT방법론을 이용한 자동차보험 손해율 추정 (Estimation of Car Insurance Loss Ratio Using the Peaks over Threshold Method)

  • 김수영;송종우
    • 응용통계연구
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    • 제25권1호
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    • pp.101-114
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    • 2012
  • 자동차보험의 손해율이란 지급보험금의 수입보험료에 대한 비율을 의미한다. 손해율이 매우 큰 값을 갖는 대형손실이 일어나는 경우에는 보험회사의 재무적인 부분에 큰 악영향을 미치게 된다. 따라서 보험회사가 이에 대비할 수 있도록 하기 위하여 손해율의 극단 분위수(extreme quantile)를 추정하는 것은 매우 중요한 일이다. 다른 종류의 보험 관련 데이터와 같이 손해율의 분포는 오른쪽으로 긴 꼬리를 갖는 두꺼운 꼬리분포(heavy-tailed distribution)를 갖는다. 이런 자료에서 극단 분위수룰 추정하기 위하여 가장 많이 사용되는 방법론은 POT(Peaks over threshold)와 Hill 추정(Hill estimation)이다. 본 논문에서는 일반화파레토분포(generalized Pareto distribution; GPD)의 다양한 모수추정방법론의 성능을 모의실험과 실제 손해율 데이터를 사용하여 비교, 분석하였다. 또한 Hill 추정치를 사용하여 극단 분위수를 추정하였다. 그 결과 대부분의 경우에 POT 방법론이 Hill 추정치를 이용한 방법보다 정확한 분위수를 추정하였고, 모수추정방법론 중에서는 MLE, Zhang, NLS-2 방법론이 가장 좋은 결과를 보여주었다.

강성 배분비를 괴려한 고강성 경량화 차체 설계 (Design of high stiffness and lightweight body for stiffness distribution ratio)

  • 양희종;김기창;임홍재;김찬묵
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2006년도 추계학술대회논문집
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    • pp.562-566
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    • 2006
  • Lightweight body can cause a low stiffness due to the decrease of panel thickness and reinforcing member. The other way, high stiffness body demands an increase of mass. Front pillar section area is decreased due to driver's visual field. Global vehicle stiffness is affected by stiffness distribution ratio between upper part and lower part at side body structure. This paper will describe a process used to evaluate the stiffness distribution ratio based on research of strain energy analysis of the tip rotation method. In addition, optimum design schemes are presented for high stiffness and lightweight body structure considering the investigated stiffness distribution ratio. In this way the designer will be aided by a defined design guide and a set of supporting tool to help him work towards a good design

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강성 배분비를 고려한 고강성화 경량화 차체 설계 (Design of High Stiffness and Lightweight Body for Stiffness Distribution Ratio)

  • 양희종;김기창;임시형;김찬묵;임홍재
    • 한국소음진동공학회논문집
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    • 제17권10호
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    • pp.901-906
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    • 2007
  • Lightweight body due to the decrease of panel thickness and reinforcing member might cause low stiffness. On the other hand, high stiffness body requires an increase of mass. Front pillar section area has been decreased for increasing the driver's visual field. Global vehicle stiffness is affected by stiffness distribution ratio between upper part and lower part at a side body structure. This paper describes a process used to evaluate the stiffness distribution ratio based on strain energy. In addition, optimum design schemes are presented for high stiffness and lightweight body structure considering the investigated stiffness distribution ratio.

지중 및 보조루프의 2차 유체 유량 분배비를 통한 하이브리드 지열히트펌프의 성능 최적화 연구 (Performance Optimization of a Hybrid Ground Source Heat Pump According to Secondary Flow Distribution Ratio between the Ground and the Supplemental Loop)

  • 이주성;박홍희;김원욱;김용찬
    • 설비공학논문집
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    • 제24권2호
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    • pp.102-110
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    • 2012
  • The objective of this study is to improve the performance of a hybrid ground source heat pump (HGSHP) by optimizing the flow distribution ratio of secondary fluid flow rate between a ground loop and a supplemental loop. Initially, a conventional ground source heat pump (GSHP) was tested to determine an optimum flow rate of the secondary fluid. Based on the selected optimum value, the HGSHP was also tested by varying the flow distribution ratio of the secondary fluid flow rate between the ground loop and the supplemental loop, such as 9:1, 7:3, 5:5, and 3:7. The results showed that the optimum flow distribution ratio of the secondary fluid flow rate was 7:3. The COP of the HGSHP was improved by 19% over the GSHP at a flow distribution ratio of 7:3 and an entering water temperature of $40^{\circ}C$.

Likelihood ratio in estimating Chi-square parameter

  • Rahman, Mezbahur
    • Journal of the Korean Data and Information Science Society
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    • 제20권3호
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    • pp.587-592
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    • 2009
  • The most frequent use of the chi-square distribution is in the area of goodness-of-t of a distribution. The likelihood ratio test is a commonly used test statistic as the maximum likelihood estimate in statistical inferences. The recently revised versions of the likelihood ratio test statistics are used in estimating the parameter in the chi-square distribution. The estimates are compared with the commonly used method of moments and the maximum likelihood estimate.

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Effects of Stressed and Unstressed Reinforcements on Prestressed Concrete Members with Unbonded Tendons

  • Moon, Jeong-Ho;Shin, Kyung-Jae;Lim, Jae-Hyung;Lee, Sun-Hwa
    • KCI Concrete Journal
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    • 제12권1호
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    • pp.131-138
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    • 2000
  • The research purpose of this paper is to investigate the influential Parameters on the unbonded tendon stress. The parameters were the reinforcing ratio, the prestressing ratio, and the loading type. To this end. first, the influence of parameters were examined with twenty eight test results obtained from references. Then, an experimental study was carried out with nine specimens. Test variables were the reinforcing ratio and the prestressing ratio. Specimens were divided equally into three groups and each group had a different level of the reinforcing ratio. Each specimen within a group has a different level of the prestressing ratio. The investigation with previous and current tests revealed the followings; (1) the length of crack distribution zone does not have a close relation with the length of plastic hinge. (2) the prestressing ratio does not affect both the length of crack distribution and the length of plastic hinge, (3) the tendon stress variation is in reverse relation with the ratios of mild steels and tendons, (4) the loading type nay not affect significantly the length of crack distribution zone, (5) AASHTO LRFD Code equation and Moon/Lim's design equation predicted the test results well with some safety margins.

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