• Journal of applied mathematics & informatics
• /
• v.32 no.1_2
• /
• pp.7-16
• /
• 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.

• Communications for Statistical Applications and Methods
• /
• v.14 no.3
• /
• pp.679-686
• /
• 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.

• Journal of the Korean Statistical Society
• /
• v.31 no.3
• /
• pp.391-403
• /
• 2002

In this paper, some general results for obtaining recurrence relations between product moments of order statistics for doubly truncated distributions are established. These results are then applied to some specific doubly truncated distributions, viz. doubly truncated Weibull, Exponential, Pareto, power function, Cauchy, Lomax and Rayleigh.

• Journal of applied mathematics & informatics
• /
• v.20 no.1_2
• /
• pp.119-132
• /
• 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.

• Journal of the Korean Statistical Society
• /
• v.28 no.3
• /
• pp.279-296
• /
• 1999

In this paper we establish some recurrence relations for both single and product moments of order statistics from a doubly truncated linear- exponential distribution with increasing hazard rate. These recurrence relations would enable one to compute all the higher order moments of order statistics for all sample sizes from those of the lower order in a simple recursive way. In addition, percentage points of order statistics are also discussed. These generalize the corresponding results for the linear- exponential distribution with increasing hazard rate derived by Balakrishnan and Malik(1986)

• International Journal of Naval Architecture and Ocean Engineering
• /
• v.11 no.2
• /
• pp.952-969
• /
• 2019

This study develops new analytical solutions to water wave diffraction by vertical truncated cylinders in the context of linear potential theory. Three typical truncated surface-piercing cylinders, a submerged bottom-standing cylinder and a submerged floating cylinder are examined. The analytical solutions utilize the multi-term Galerkin method, which is able to model the cube-root singularity of fluid velocity near the edges of the truncated cylinders by expanding the fluid velocity into a set of basis function involving the Gegenbauer polynomials. The convergence of the present analytical solution is rapid, and a few truncated numbers in the series of the basis function can yield results of six-figure accuracy for wave forces and moments. The present solutions are in good agreement with those by a higher-order BEM (boundary element method) model. Comparisons between present results and experimental results in literature and results by Froude-Krylov theory are conducted. The variation of wave forces and moments with different parameters are presented. This study not only gives a new analytical approach to wave diffraction by truncated cylinders but also provides a reliable benchmark for numerical investigations of wave diffraction by structures.

• Journal of the Chungcheong Mathematical Society
• /
• v.26 no.3
• /
• pp.441-451
• /
• 2013

In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

• Communications for Statistical Applications and Methods
• /
• v.27 no.3
• /
• pp.377-383
• /
• 2020

The likelihood-based inference in a nonlinear generalized mixed model often requires computing moments of truncated multivariate normal random variables. Many methods have been proposed for the computation using a recurrence relation or the moment generating function; however, these methods rely on high dimensional numerical integrations. The numerical method is known to be inefficient for high dimensional integral in accuracy. Besides the accuracy, the methods demand too much computing time to use them in practical analyses. In this note, a moment calculation method is proposed under an assumption of a certain covariance structure that occurred mostly in generalized mixed models. The method needs only low dimensional numerical integrations.

• Journal of the Chungcheong Mathematical Society
• /
• v.31 no.4
• /
• pp.487-509
• /
• 2018

The Truncated Moment Problem (TMP) entails finding a positive Borel measure to represent all moments in a finite sequence as an integral; once the sequence admits one or more such measures, it is known that at least one of the measures must be finitely atomic with positive densities (equivalently, a linear combination of Dirac point masses with positive coefficients). On the contrary, there are more general moment problems for which we aim to find a "signed" measure to represent a sequence; that is, the measure may have some negative densities. This type of problem is referred to as the General Truncated Moment Problem (GTMP). The Jordan Decomposition Theorem states that any (signed) measure can be written as a difference of two positive measures, and hence, in the view of this theorem, we are able to apply results for TMP to study GTMP. In this note we observe differences between TMP and GTMP; for example, we cannot have an analogous to the Flat Extension Theorem for GTMP. We then present concrete solutions to lower-degree problems.

• Communications for Statistical Applications and Methods
• /
• v.28 no.6
• /
• pp.673-679
• /
• 2021

The moment calculation in a truncated multivariate normal distribution is a long-standing problem in statistical computation. Recently, Kan and Robotti (2017) developed an algorithm able to calculate all orders of moment under different types of truncation. This result was implemented in an R package MomTrunc by Galarza et al. (2021); however, it is difficult to use the package in practical statistical problems because the computational burden increases exponentially as the order of the moment or the dimension of the random vector increases. Meanwhile, Lee (2021) presented an efficient numerical method in both accuracy and computational burden using Gauss-Hermit quadrature. This article introduces trunmnt implementation of Lee's work as an R package. The Package is believed to be useful for moment calculations in most practical statistical problems.