• Title/Summary/Keyword: t distribution

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A Study on the Size Distribution and Chemical Composition of total Suspended Particulates at Industrial Region (공단지역에서 대기중 총 부유분진의 입자크기 분포와 화학적 성분에 관한 분석과 연구)

  • Park, Heung-Jae;Lee, Seong-Uk;Park, Won-U
    • Journal of Environmental Science International
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    • v.2 no.3
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    • pp.201-206
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    • 1993
  • The concentration of Total Suspended Particulates(T.S.P), size distribution of suspended particulates, and soluble anions of T.S.P in atmosphere of industrial region in Busan were investigated. T.S.P was measured by High-Volume Air Sampler and particle size distribution was measured by Anderson Air Sampler. We analyzed the chemical component of the T.S.P by ion Chromatography and measure4 the shape and size of T.S.P by Scanning Electron Micrography The small size of T.S.P mainly exist in industrial region, but the large size of T.S.P mainly exist in residentail area.

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Edgeworth and Cornish-Fisher Expansion for the Non-normal t

  • Hwang, Hark
    • Journal of the Korean Statistical Society
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    • v.7 no.1
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    • pp.3-10
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    • 1978
  • Let $X_i,...,X_n$ be a random sample from a distribution with cumulants $K_1, K_2,...$. The statistic $t = \frac{\sqrt{x}(\bar{X}-K_1)}{S}$ has the well-known 'student' distribution with $\nu = n-1$ degrees of freedom if the $X_i$ are normally distributed (i.e., $K_i = 0$ for $i \geq 3$). An Edgeworth series expansion for the distribution of t when the $X_i$ are not normally distributed is obtained. The form of this expansion is Prob $(t

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A Renewal Theorem for Random Walks with Time Stationary Random Distribution Function

  • Hong, Dug-Hun
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.153-159
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    • 1996
  • Sums of independent random variables $S_n = X_1 + X_ + cdots + X_n$ are considered, where the X$_{n}$ are chosen according to a stationary process of distributions. Given the time t .geq. O, let N (t) be the number of indices n for which O < $S_n$ $\geq$ t. In this set up we prove that N (t)/t converges almost surely and in $L^1$ as t longrightarrow $\infty$, which generalizes classical renewal theorem.m.

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An Alternating Approach of Maximum Likelihood Estimation for Mixture of Multivariate Skew t-Distribution (치우친 다변량 t-분포 혼합모형에 대한 최우추정)

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.819-831
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    • 2014
  • The Exact-EM algorithm can conventionally fit a mixture of multivariate skew distribution. However, it suffers from highly expensive computational costs to calculate the moments of multivariate truncated t-distribution in E-step. This paper proposes a new SPU-EM method that adopts the AECM algorithm principle proposed by Meng and van Dyk (1997)'s to circumvent the multi-dimensionality of the moments. This method offers a shorter execution time than a conventional Exact-EM algorithm. Some experments are provided to show its effectiveness.

Monitoring the asymmetry parameter of a skew-normal distribution

  • Hyun Jun Kim;Jaeheon Lee
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.129-142
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    • 2024
  • In various industries, especially manufacturing and chemical industries, it is often observed that the distribution of a specific process, initially having followed a normal distribution, becomes skewed as a result of unexpected causes. That is, a process deviates from a normal distribution and becomes a skewed distribution. The skew-normal (SN) distribution is one of the most employed models to characterize such processes. The shape of this distribution is determined by the asymmetry parameter. When this parameter is set to zero, the distribution is equal to the normal distribution. Moreover, when there is a shift in the asymmetry parameter, the mean and variance of a SN distribution shift accordingly. In this paper, we propose procedures for monitoring the asymmetry parameter, based on the statistic derived from the noncentral t-distribution. After applying the statistic to Shewhart and the exponentially weighted moving average (EWMA) charts, we evaluate the performance of the proposed procedures and compare it with previously studied procedures based on other skewness statistics.

Diagnosis of Observations after Fit of Multivariate Skew t-Distribution: Identification of Outliers and Edge Observations from Asymmetric Data

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.1019-1026
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    • 2012
  • This paper presents a method for the identification of "edge observations" located on a boundary area constructed by a truncation variable as well as for the identification of outliers and the after fit of multivariate skew $t$-distribution(MST) to asymmetric data. The detection of edge observation is important in data analysis because it provides information on a certain critical area in observation space. The proposed method is applied to an Australian Institute of Sport(AIS) dataset that is well known for asymmetry in data space.

A fast approximate fitting for mixture of multivariate skew t-distribution via EM algorithm

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
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    • v.27 no.2
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    • pp.255-268
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    • 2020
  • A mixture of multivariate canonical fundamental skew t-distribution (CFUST) has been of interest in various fields. In particular, interest in the unsupervised learning society is noteworthy. However, fitting the model via EM algorithm suffers from significant processing time. The main cause is due to the calculation of many multivariate t-cdfs (cumulative distribution functions) in E-step. In this article, we provide an approximate, but fast calculation method for the in univariate fashion, which is the product of successively conditional univariate t-cdfs with Taylor's first order approximation. By replacing all multivariate t-cdfs in E-step with the proposed approximate versions, we obtain the admissible results of fitting the model, where it gives 85% reduction time for the 5 dimensional skewness case of the Australian Institution Sport data set. For this approach, discussions about rough properties, advantages and limits are also presented.

The skew-t censored regression model: parameter estimation via an EM-type algorithm

  • Lachos, Victor H.;Bazan, Jorge L.;Castro, Luis M.;Park, Jiwon
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.333-351
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    • 2022
  • The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

The Minimum Dwell Time Algorithm for the Poisson Distribution and the Poisson-power Function Distribution

  • Kim, Joo-Hwan
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.229-241
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    • 1997
  • We consider discrimination curve and minimum dwell time for Poisson distribution and Poisson-power function distribution. Let the random variable X has Poisson distribution with mean .lambda.. For the hypothesis testing H$\_$0/:.lambda. = t vs. H$\_$1/:.lambda. = d (d$\_$0/ if X.leq.c. Since a critical value c can not be determined to satisfy both types of errors .alpha. and .beta., we considered discrimination curve that gives the maximum d such that it can be discriminated from t for a given .alpha. and .beta.. We also considered an algorithm to compute the minimum dwell time which is needed to discriminate at the given .alpha. and .beta. for the Poisson counts and proved its convergence property. For the Poisson-power function distribution, we reject H$\_$0/ if X.leq..'{c}.. Since a critical value .'{c}. can not be determined to satisfy both .alpha. and .beta., similar to the Poisson case we considered discrimination curve and computation algorithm to find the minimum dwell time for the Poisson-power function distribution. We prosent this algorithm and an example of computation. It is found that the minimum dwell time algorithm fails for the Poisson-power function distribution if the aiming error variance .sigma.$\^$2/$\_$2/ is too large relative to the variance .sigma.$\^$2/$\_$1/ of the Gaussian distribution of intensity. In other words, if .ell. is too small, we can not find the minimum dwell time for a given .alpha. and .beta..

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Use of the t-Distribution to Construct Seismic Hazard Curves for Seismic Probabilistic Safety Assessments

  • Yee, Eric
    • Nuclear Engineering and Technology
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    • v.49 no.2
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    • pp.373-379
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    • 2017
  • Seismic probabilistic safety assessments are used to help understand the impact potential seismic events can have on the operation of a nuclear power plant. An important component to seismic probabilistic safety assessment is the seismic hazard curve which shows the frequency of seismic events. However, these hazard curves are estimated assuming a normal distribution of the seismic events. This may not be a strong assumption given the number of recorded events at each source-to-site distance. The use of a normal distribution makes the calculations significantly easier but may underestimate or overestimate the more rare events, which is of concern to nuclear power plants. This paper shows a preliminary exploration into the effect of using a distribution that perhaps more represents the distribution of events, such as the t-distribution to describe data. The integration of a probability distribution with potentially larger tails basically pushes the hazard curves outward, suggesting a different range of frequencies for use in seismic probabilistic safety assessments. Therefore the use of a more realistic distribution results in an increase in the frequency calculations suggesting rare events are less rare than thought in terms of seismic probabilistic safety assessment. However, the opposite was observed with the ground motion prediction equation considered.