• Title/Summary/Keyword: scale estimation

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Graphical Estimation of the Parameters of the Stable Laws

  • Paulson, Albert-S.;Won, Hyung-Gyoo
    • Management Science and Financial Engineering
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    • v.2 no.1
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    • pp.103-122
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    • 1996
  • This paper presents an easily used graphical procedure for simultaneous estimation of the index, skewness, scale, and location parameters of the stable laws. First, the index $\alpha$ and skewness $\beta$ are estimated through the joint use of a tail length statistic $\widetilde{K_t}$ and a skewness statistic $\widetilde{K_s}$, both of which are functions of order statistics. Next, the function of order statistics needed for estimation of scale $\sigma$ and location $\mu$ are determined from a nomogram indexed on the estimates of $\alpha$ and $\beta$. Some applications and examples are provided.

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A Study on Design of Safety Condition Evaluation Methods Using Analytic Network Process (계층과정 분석을 통한 기업 안전 실태 평가 기법 설계에 관한 연구 -최근 3년간 산업재해 통계 자료를 중심으로-)

  • Kang, Kyung-Sik
    • Journal of the Korea Safety Management & Science
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    • v.17 no.1
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    • pp.1-11
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    • 2015
  • The efficient safety estimation for a business should analyze an accident data by considering every possible and potential factor. Thus, we consider several factors to build the safety estimation model to meet fairness and rationality. This paper present the yearly statistic data of accident from KOSHA analyze the data by industry, scale, year of service of a employee, age and other factors; build the safety estimation model for the business based on the accident report derived the analysis. The estimation model is established by the weights for accident type, degree, scale, industry, year of service, and age of the employee derived from ANP(Analytic Network Process).

Prole likelihood estimation of generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Han, Song-Hui;Seo, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.597-603
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    • 2011
  • The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide prole likelihood estimation of the shape parameter and scale parameter in the generalized half logistic distribution based on progressively Type-II censored data. We also introduce approximate maximum prole likelihood estimates for the scale parameter. As an illustration, we examine the validity of our estimation using real data and simulated data.

Mass-estimation Algorithm by Vibration Response Measurement of Dynamic Balance (동적 저울의 진동응답 측정에 의한 질량 추정 알고리즘)

  • 김병삼
    • The Journal of the Acoustical Society of Korea
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    • v.19 no.5
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    • pp.71-78
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    • 2000
  • Quickness and precision are the two most important requirements for an industrial scale used in production lines. In this paper, a new approach, "Mass-estimation algorithm by vibration-response measurement of dynamic balance", is presented to improve some of drawbacks in conventional scales. The system, consisted of velocity and displacement sensors, spring scale, analog-digital converter and microcomputer, is based on full utilization of dynamic mass measurement of velocity and displacement via microcomputer-assisted real time monitoring. The resulting system, when combined with appropriate mass estimation algorithm software, has shown its effectiveness in terms of two desirable characteristics required.

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A Comparative Study of Ice Resistance Estimation Equations with Measured Data for Icebreakers and Ice-Strengthened Cargo Vessels (쇄빙선 및 쇄빙상선에 대한 빙저항 추정식과 실측자료의 비교 분석)

  • Choi, Kyung-Sik;Lee, Woo-Ram;Lee, Jin-Kyoung
    • Journal of the Society of Naval Architects of Korea
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    • v.43 no.2 s.146
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    • pp.147-155
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    • 2006
  • Ice resistance estimation equations based on model tests and full-scale sea trial data from many previous research articles are studied. Measured ice resistance data and its empirical/semi-empirical estimation equations are summarized in common format and are compared with each other, considering three ship categories, i.e, icebreakers, tug/supply vessels, ice-strengthened cargo vessels. The most suitable estimation methods or prediction equations are recommended based on this ice resistance data analysis.

A Study on Design of Safety Condition Evaluation Methods Using Analytic Hierarchy Process (계층과정 분석을 통한 기업 안전 실태 평가 기법 설계에 관한 연구 -최근 3년간 산업재해 통계 자료를 중심으로-)

  • Yang, Kwang-Mo
    • Journal of the Korea Safety Management & Science
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    • v.12 no.2
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    • pp.1-7
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    • 2010
  • The efficient safety estimation for a business should analyze an accident data by considering every possible and potential factor. Thus, we consider several factors to build the safety estimation model to meet fairness and rationality. This paper present the yearly statistic data of accident from KOSHA analyze the data by industry, scale, year of service of a employee, age and other factors; build the safety estimation model for the business based on the accident report derived the analysis. The estimation model is established by the weights for accident type, degree, scale, industry, year of service, and age of the employee derived from AHP(Analytic Hierarchy Process).

Reliability estimation and ratio distribution in a general exponential distribution

  • Lee, Chang-Soo;Moon, Yeung-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.623-632
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    • 2014
  • We shall consider the estimation for the parameter and the right tail probability in a general exponential distribution. We also shall consider the estimation of the reliability P(X < Y ) and the skewness trends of the density function of the ratio X=(X+Y) for two independent general exponential variables each having different shape parameters and known scale parameter. We then shall consider the estimation of the failure rate average and the hazard function for a general exponential variable having the density function with the unknown shape and known scale parameters, and for a bivariate density induced by the general exponential density.

Utilizing Order Statistics in Density Estimation

  • Kim, W.C.;Park, B.U.
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.227-230
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    • 1995
  • In this paper, we discuss simple ways of implementing non-basic kernel density estimators which typically ceed extra pilot estimation. The methods utilize order statistics at the pilot estimation stages. We focus mainly on bariable lacation and scale kernel density estimator (Jones, Hu and McKay, 1994), but the same idea can be applied to other methods too.

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Frequency analysis of nonidentically distributed large-scale hydrometeorological extremes for South Korea

  • Lee, Taesam;Jeong, Changsam;Park, Taewoong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.537-537
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    • 2015
  • In recent decades, the independence and identical distribution (iid) assumption for extreme events has been shown to be invalid in many cases because long-term climate variability resulting from phenomena such as the Pacific decadal variability and El Nino-Southern Oscillation may induce varying meteorological systems such as persistent wet years and dry years. Therefore, in the current study we propose a new parameter estimation method for probability distribution models to more accurately predict the magnitude of future extreme events when the iid assumption of probability distributions for large-scale climate variability is not adequate. The proposed parameter estimation is based on a metaheuristic approach and is derived from the objective function of the rth power probability-weighted sum of observations in increasing order. The combination of two distributions, gamma and generalized extreme value (GEV), was fitted to the GEV distribution in a simulation study. In addition, a case study examining the annual hourly maximum precipitation of all stations in South Korea was performed to evaluate the performance of the proposed approach. The results of the simulation study and case study indicate that the proposed metaheuristic parameter estimation method is an effective alternative for accurately selecting the rth power when the iid assumption of extreme hydrometeorological events is not valid for large-scale climate variability. The maximum likelihood estimate is more accurate with a low mixing probability, and the probability-weighted moment method is a moderately effective option.

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An estimation method of full scale performance for pulling type podded propellers

  • Park, Hyoung-Gil;Choi, Jung-Kyu;Kim, Hyoung-Tae
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.6 no.4
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    • pp.965-980
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    • 2014
  • This paper presents a new estimation method of full scale propulsive performance for the pulling type podded propeller. In order to estimate the drag of pod housing, a drag velocity ratio, which includes the effects of podded propeller loading and Reynolds number, is presented and evaluated through the comparison of model test and numerical analysis. By separating the thrust of propeller blade and the drag of pod housing, extrapolation method of pod housing drag to full scale is deduced, and correction method of propeller blade thrust and torque to full scale is presented. This study utilized the drag coefficient ratio of the pod housing as a measure for expanding it to full scale, but in order to increase the accuracy of performance evaluation, additional study is necessary on the method for the full scale expansion via separating the drag of pod body, strut and fin which consist the pod housing.