• 제목/요약/키워드: truncated distribution

검색결과 151건 처리시간 0.042초

Truncated Point and Reliability in a Right Truncated Rayleigh Distribution

  • Kim, Joong-Dae
    • Journal of the Korean Data and Information Science Society
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    • 제17권4호
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    • pp.1343-1348
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    • 2006
  • Parametric estimation of a truncated point in a right truncated Rayleigh distribution will be considered. The MLE, a bias reduced estimator and the ordinary jackknife estimator of the truncated point in the right truncated Rayleigh distribution will be compared by mean square errors. And proposed estimators of the reliability in the right truncated Rayleigh distribution will be compared by their mean squared errors.

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A Family of Truncated Skew-Normal Distributions

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제11권2호
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    • pp.265-274
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    • 2004
  • The paper extends earlier work on the skew-normal distribution, a family of distributions including normal, but with extra parameter to regulate skewness. The present work introduces a singly truncated parametric family that strictly includes a truncated normal distribution, and studies its properties, with special emphasis on the relation with bivariate normal distribution.

ON BAYESIAN ESTIMATION AND PROPERTIES OF THE MARGINAL DISTRIBUTION OF A TRUNCATED BIVARIATE t-DISTRIBUTION

  • KIM HEA-JUNG;KIM Ju SUNG
    • Journal of the Korean Statistical Society
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    • 제34권3호
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    • pp.245-261
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    • 2005
  • The marginal distribution of X is considered when (X, Y) has a truncated bivariate t-distribution. This paper mainly focuses on the marginal nontruncated distribution of X where Y is truncated below at its mean and its observations are not available. Several properties and applications of this distribution, including relationship with Azzalini's skew-normal distribution, are obtained. To circumvent inferential problem arises from adopting the frequentist's approach, a Bayesian method utilizing a data augmentation method is suggested. Illustrative examples demonstrate the performance of the method.

QUOTIENT MOMENTS OF THE ERLANG-TRUNCATED EXPONENTIAL DISTRIBUTION BASED ON RECORD VALUES AND A CHARACTERIZATION

  • Kumar, Devendra
    • Journal of applied mathematics & informatics
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    • 제32권1_2호
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    • pp.7-16
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    • 2014
  • Erlang-truncated exponential distribution is widely used in the field of queuing system and stochastic processes. This family of distribution include exponential distribution. In this paper we establish some exact expression and recurrence relations satisfied by the quotient moments and conditional quotient moments of the upper record values from the Erlang-truncated exponential distribution. Further a characterization of this distribution based on recurrence relations of quotient moments of record values is presented.

Moments of a Class of Internally Truncated Normal Distributions

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제14권3호
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    • pp.679-686
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    • 2007
  • Moment expressions are derived for the internally truncated normal distributions commonly applied to screening and constrained problems. They are obtained from using a recursive relation between the moments of the normal distribution whose distribution is truncated in its internal part. Closed form formulae for the moments can be presented up to $N^{th}$ order under the internally truncated case. Necessary theories and two applications are provided.

ON THE BAYES ESTIMATOR OF PARAMETER AND RELIABILITY FUNCTION OF THE ZERO-TRUNCATED POISSON DISTRIBUTION

  • Hassan, Anwar;Ahmad, Peer Bilal;Bhatti, M. Ishaq
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제12권2호
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    • pp.97-108
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    • 2008
  • In this paper Bayes estimator of the parameter and reliability function of the zero-truncated Poisson distribution are obtained. Furthermore, recurrence relations for the estimator of the parameter are also derived. Monte Carlo simulation technique has been made for comparing the Bayes estimator and reliability function with the corresponding maximum likelihood estimator (MLE) of zero-truncated Poisson distribution.

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Jackknife Parametric Estimations in a Truncated Arcsine Distribution

  • Kim, Jung-Dae;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.91-97
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    • 1997
  • Maximum likelihood and jackknife estimators of the location and scale parameters and right-tail probability in the truncated arcsine distribution are proposed, and we shall compare the performances of the proposed estimators in terms of bias and mean squared error.

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STOCHASTIC ACTIVITY NETWORKS WITH TRUNCATED EXPONENTIAL ACTIVITY TIMES

  • ABDELKADER YOUSRY H.
    • Journal of applied mathematics & informatics
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    • 제20권1_2호
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    • pp.119-132
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    • 2006
  • This paper presents an approach for using right-truncated exponentially distributed random variables to model activity times in stochastic activity networks. The advantages of using the right-truncated exponential distribution are discussed. The moments of a project completion time using the proposed distribution are derived and compared with other estimated moments in literature.

Reliability and ratio in a right truncated Rayleigh distribution

  • Lee, Jang-Choon;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제21권1호
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    • pp.195-200
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    • 2010
  • In this paper, we consider estimators and a condence interval for a reliability in two independent right truncated Rayleigh distributions and consider the density of a ratio in two independent right truncated Rayleigh distributions. And we obtain the density of an estimator for a changing point in the density of a ratio in two independent right truncated Rayleigh distributions.

On Perturbed Symmetric Distributions Associated with the Truncated Bivariate Elliptical Models

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제15권4호
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    • pp.483-496
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    • 2008
  • This paper proposes a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric(or simply bivariate elliptical) distributions. The class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions. This family of distributions strictly includes some univariate symmetric distributions, but with extra parameters to regulate the perturbation of the symmetry. The moment generating function of a random variable with the distribution is obtained and some properties of the distribution are also studied. These developments are followed by practical examples.