• Title/Summary/Keyword: skewness distribution

Search Result 248, Processing Time 0.022 seconds

MOMENTS OF VARIOGRAM ESTIMATOR FOR A GENERALIZED SKEW t DISTRIBUTION

  • KIM HYOUNG-MOON
    • Journal of the Korean Statistical Society
    • /
    • v.34 no.2
    • /
    • pp.109-123
    • /
    • 2005
  • Variogram estimation is an important step of spatial statistics since it determines the kriging weights. Matheron's variogram estimator can be written as a quadratic form of the observed data. In this paper, we extend a skew t distribution to a generalized skew t distribution and moments of the variogram estimator for a generalized skew t distribution are derived in closed forms. After calculating the correlation structure of the variogram estimator, variogram fitting by generalized least squares is discussed.

The Approximate MLE in a Skew-Symmetric Laplace Distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.18 no.2
    • /
    • pp.573-584
    • /
    • 2007
  • We define a skew-symmetric Laplace distribution by a symmetric Laplace distribution and evaluate its coefficient of skewness. And we derive an approximate maximum likelihood estimator(AME) and a moment estimator(MME) of a skewed parameter in a skew-symmetric Laplace distribution, and hence compare simulated mean squared errors of those estimators. We compare asymptotic mean squared errors of two defined estimators of reliability in two independent skew-symmetric distributions.

  • PDF

A Study on the Analysis of Traffic Distribution and Traffic Pattern on Traffic Route using ND-K-S (ND-K-S를 적용한 항로 통항분포와 통항패턴 분석에 관한 연구)

  • Kim, Jong-Kwan
    • Journal of Navigation and Port Research
    • /
    • v.42 no.6
    • /
    • pp.446-452
    • /
    • 2018
  • A traffic route is an area associated with high risk for accidents due to the flow of heavy traffic. Despite this concern, most studies related to traffic focus solely on traffic distribution. Therefore, there is a need for studies investigating the characteristics of ships' routes and traffic patterns. In this study, an investigation was carried out to analyze the traffic distribution and pattern in 3 major traffic routes for 3 days. For the purpose of the study, based on the prevailing traffic conditions, the route was divided into 10 gate lines. The ships passing through the lines were also classified into either small, medium and large. ND-K-S (normal distribution, kurtosis, and skewness) test was carried out for the traffic distribution at each gate line based on the information analyzed on each traffic route. The analysis of the results obtained from the ND test showed that large vessels have normal distribution, medium sized vessels have satisfied normal distribution in one-way route only while small sized vessels do not have normal distribution. According to the result obtained from the K-S test, normal traffic pattern shows a significant difference between two-way route and one-way route. Results obtained from the K test result shows that in the case of one-way route, vessels have a traffic pattern using a wide range on traffic route. Further analysis shows that vessels concentrate on one side of route in case of two-way route. Results obtained from the S test show that, in case of one-way route, vessels have a normal traffic pattern according to center line. However, analysis pf the results shows that vessels are shifted to the right side of route in case of two-way route. Despite these findings, it should be noted that this study was carried out in only 3 ports, therefore there is need for investigation to be carried out in various routes and conditions in future studies.

Convergence analysis about volatility of the stock markets before and after the currency crisis - With a focus on Normal distribution, kurtosis, skewness (외환위기 전후 주식시장의 변동성에 관한 융복합 분석 - 정규분포, 첨도, 왜도를 중심으로)

  • Choi, Jeong-Il
    • Journal of Digital Convergence
    • /
    • v.13 no.8
    • /
    • pp.153-160
    • /
    • 2015
  • The domestic stock market has been subjected to a major change since the September 1997 financial crisis. Foreign capital came repeat themselves in the stock market and bond market, foreign exchange market opening up domestic financial markets after the financial crisis. The domestic stock market has been most affected by domestic capital before the financial crisis. But it has been receiving an absolute influenced by foreign capital after the financial crisis. The purpose of this study is to analyze the trends in the two sections that look at any changes in the volatility of the KOSPI appears after the crisis. To this, obtained a daily weekly monthly normal distribution and kurtosis, skewness degree it should be analyze the tilt phenomenon and variability of the two intervals. This study also predict the future movement of the domestic stock market Based on this, look at the difference between the two sections. Analysis result, after the financial crisis change width has a reduction but direction of the KOSPI has appeared relatively distinct in the medium to long term. Based on this future market seems desirable the mid- to long-term investment looking for direction.

Estimations in a skewed uniform distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.4
    • /
    • pp.733-740
    • /
    • 2009
  • We obtain a skewed uniform distribution by a uniform distribution, and evaluate its coeffcient of skewness. And we obtain the approximate maximum likelihood estimator (AML) and moment estimator of skew parameter in the skewed uniform distribution. And we compare simulated mean squared errors (MSE) of those estimators, and also compare MSE of two proposed reliability estimators in two independent skewed uniform distributions each with different skew parameters.

  • PDF

Some Results of Non-Central Wishart Distribution

  • Chul Kang;Jong Tae Park
    • Communications for Statistical Applications and Methods
    • /
    • v.5 no.2
    • /
    • pp.531-538
    • /
    • 1998
  • This paper first examines the skewness of Wishart distribution, using Tracy and Sultan(1993)'s results. Second, it investigates the variance-covariance matrix of random matrix $S_Y=YY'$ which has a non-central Wishart distribution. Third, it proposes the exact form of the third moment of the random matrix with non-central Wishart distribution.

  • PDF

Relationship Between the Mean and Median in a Skewed Frequency Distribution

  • Shin, Mi-Young;Cho, Tae Kyoung
    • Communications for Statistical Applications and Methods
    • /
    • v.11 no.3
    • /
    • pp.513-518
    • /
    • 2004
  • The well-known mode-mean-median inequality for the unimodal population distribution does not always hold for the frequency distribution. But many elementary statistics text books just mention that the relative location of the mean and median can be used to determine whether a distribution is positively or negatively skewed. In this paper we introduce the method generating data that is positively skewed but mean

Comparison on Probability Plot Correlation Coefficient Test Considering Skewness of Sample for the GEV Distribution (표본자료의 왜곡도 영향을 고려한 GEV 분포의 확률도시 상관계수 검정방법 비교 검토)

  • Ahn, Hyunjun;Shin, Hongjoon;Kim, Sooyoung;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
    • /
    • v.47 no.2
    • /
    • pp.161-170
    • /
    • 2014
  • It is important to estimate an appropriate quantile for design of hydraulic structure. For this purpose, it is necessary to find the appropriate probability distribution which can represent the sample data well. Probability plot correlation coefficient test as one of goodness-of-fit test, is recently developed and has been known as a simple and powerful method. In this study, probability plot correlation coefficient test statistics using the plotting position considering the coefficients of skewness for the GEV distribution is derived, and represented by the regression equation. Monte-Carlo method is also performed to compare the rejection power between each method. As the results, the probability plot correlation coefficient test which is derived in this study is better than the others. In particular, when sample size is small and distribution has the shape parameter, rejection power of probability plot correlation coefficient test considering the coefficients of skewness is bigger than the others.

A Study on Time Variation of ${\phi}-a$ Distribution Patterns due to Treeing Propagation in low Density Polyethylene (저밀도 폴리에틸렌에 있어서 트리잉 진전에 따른 ${\phi}-a$ 분포양상의 시간적 변화에 관한 연구)

  • Kang, Tae-O;Baek, Kwan-Hyun;Kim, Myung-Ho;Kim, Kyung-Hwan;Park, Jae-Jun;Kim, Jae-Hwan
    • Proceedings of the KIEE Conference
    • /
    • 1991.11a
    • /
    • pp.427-430
    • /
    • 1991
  • In this study, in order to observe treeing of prebreakdown phenomena, time variation of acoustic emission properties due to initiation and propagation of tree in LDPE was investigated under AC voltage. The experimental results were as following, pulse number and average amplitude of AE were increased along with near breakdown rather than tree initiation, also, according to increasing of applied voltage, tree propagation was blunted, while pulse number and average amplitude of AE was promoted. In each applied voltage, ${\phi}-a$ distributions during propagation of tree were changed to special patterns, skewness S and kurtosis K reflected well time variation of ${\phi}-a$ distribution patterns. It is thought that initiation and propagation state of tree can be easily monitored, so long as time variation of pulse number and average amplitude of AE, skewness Sand kurtosis K of ${\phi}-a$ distribution are always monitored.

  • PDF

A Review of the Applicability of The Fractal Dimension of Grain Size Distribution for a Analysis of Submarine Sedimentary Environments (프랙탈 차원을 이용한 해저 퇴적환경 분석 적용성 검토)

  • Noh, Soo-Kack;Son, Young-Hwan;Bong, Tae-Ho;Park, Jae-Sung
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.53 no.6
    • /
    • pp.43-50
    • /
    • 2011
  • The fractal method has recently been applied to a model for determining soil grain size distribution. The objective of this study is to review the applicability of the fractal method for a analysis of submarine sedimentary environments by comparing fractal constants with grain size statistical analysis for the soil samples of Pohang (PH) and Namhae (NH). The y-interception of log (grain size)-log (passing) equation was also used because grain size distribution couldn't be expressed with fractal dimension only. The result of comparison between fractal constants (dimension, y-interception) and grain size statistical indices, the fractal dimension was directly proportional to the mean and the sorting. And the y-interception showed high correlation with the mean. The fractal dimension and y-interception didn't show significant correlation with the skewness and the kurtosis. Thus regression equations between fractal constants and two statistical indices (mean, sorting) were derived. All classifications of the mean and the sorting could be determined using the regression equation based on the fractal dimension and y-interception. Therefore, fractal constants could be used as an alternative index representing the sedimentary environments instead of the mean and sorting.