• 제목/요약/키워드: upper record values

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CHRACTERIZATIONS OF THE PARETO DISTRIBUTION BY RECORD VALUES

  • Chang, Se-Kyung
    • Journal of applied mathematics & informatics
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    • 제27권3_4호
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    • pp.955-961
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    • 2009
  • In this paper, we establish some characterizations which is satisfied by the independence of the upper record values from the Pareto distribution. We prove that $X\;{\in}\;PAR(1,\;{\beta})$, $\beta$ > 0, if and only if $\frac{X_{U(n)}}{X_{U(m)}}$ and $X_{U(m)}$, $1\;{\le}\;m\;<\;n$ are independent. We show that $X\;{\in}\;PAR(1,\;{\beta})$, $\beta$ > 0 if and only if $\frac{X_{U(n)}+X_{U{(n+1)}}}{X_{U(n)}}$ and $X_{U(n)}$, $n\;{\ge}\;1$ are independent. And we characterize that $X\;{\in}\;PAR(1,\;{\beta})$, $\beta$ > 0, if and only if $\frac{X_{U(n)}}{X_{U(n)}+X_{U{(n+1)}}}$ and $X_{U(n)}$, $n\;{\ge}\;1$ are independent.

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An Analysis of Record Statistics based on an Exponentiated Gumbel Model

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.405-416
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    • 2013
  • This paper develops a maximum profile likelihood estimator of unknown parameters of the exponentiated Gumbel distribution based on upper record values. We propose an approximate maximum profile likelihood estimator for a scale parameter. In addition, we derive Bayes estimators of unknown parameters of the exponentiated Gumbel distribution using Lindley's approximation under symmetric and asymmetric loss functions. We assess the validity of the proposed method by using real data and compare these estimators based on estimated risk through a Monte Carlo simulation.

RECURRENCE RELATIONS FOR QUOTIENT MOMENTS OF THE WEIBULL DISTRIBUTION BY RECORD VALUES

  • Chang, Se-Kyung
    • Journal of applied mathematics & informatics
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    • 제23권1_2호
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    • pp.471-477
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    • 2007
  • In this paper we establish some recurrence relations satisfied by the quotient moments of the upper record values from the Weibull distribution. Suppose $X{\in}WEI({\lambda})\;then\;E(\frac {X^\tau_U(m)} {X^{s+1}_{U(n)}})=\frac{1}{(s-\lambda+1)}E(\frac {X^\tau_U(m)}{X^{s-\lambda+1}_{U(n-1)}})-\frac{1}{(s-\lambda+1)}+E(\frac{X^\tau_U(m)}{X^{s-\lambda+1}_{U(n)}})\;and\;E(\frac {X^{\tau+1}_{U(m)}}{X^s_{U(n)}})=\frac{1}{(r+\lambda+1)}E(\frac{X^{\tau+\lambda+1}_{U(m)}}{X^s_{U(n-1)}})-\frac{1}{(\tau+\lambda+1)}E(\frac{X^{\tau+\lambda+1}_{U(m-1)}}{X^s_{U(n-1)}})$.

ON SOME CHRACTERIZATIONS OF THE WEIBULL DISTRIBUTION

  • Chang, Se-Kyung
    • 충청수학회지
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    • 제22권1호
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    • pp.25-30
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    • 2009
  • In this paper, we establish some characterizations which is satisfied by the independence of the upper record values from the Weibull distribution. One characterization of several results is that $X{\in}W$ EI(1, $\alpha$), $\alpha>0$, if and only if $\frac{X_{U(m)}}{X_{U(n)}}$ and $X_{U(n)}$, $1{\leq}m are independent.

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ON A CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young
    • 대한수학회논문집
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    • 제16권2호
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    • pp.287-290
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    • 2001
  • Let X$_1$, X$_2$, … be a sequence of independent and identically distributed random variables with continuous cumulative distribution function F(x). X(sub)j is an upper record value of this sequence if X(sub)j > max {X$_1$, X$_2$, …, X(sub)j-1}. We define u(n) = min {j│j > u(n-1), X(sub)j > X(sub)u(n-1), n $\geq$ 2} with u(1) = 1. Then F(x) = 1 - e(sup)-x/c, x > 0 if and only if E[X(sub)n(n+1) - X(sub)u(n)│X(sub)u(m) = y] = c or E[X(sub)u(n+2) - X(sub)u(n)│X(sub)u(m) = y] = 2c, n $\geq$ m+1.

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CHARACTERIZATIONS OF THE PARETO DISTRIBUTION BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young
    • 대한수학회논문집
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    • 제18권1호
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    • pp.127-131
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    • 2003
  • Let X$_1$, X$_2$,... be a sequence of independent and identically distributed random variables with continuous cumulative distribution function F(x). X$_j$ is an upper record value of this sequence if X$_j$ > max {X$_1$,X$_2$,...,X$_{j-1}$}. We define u(n)=min{j$\mid$j> u(n-1), X$_j$ > X$_{u(n-1)}$, n $\geq$ 2} with u(1)=1. Then F(x) = 1-x$^{\theta}$, x > 1, ${\theta}$ < -1 if and only if (${\theta}$+1)E[X$_{u(n+1)}$$\mid$X$_{u(m)}$=y] = ${\theta}E[X_{u(n)}$\mid$X_{u(m)}=y], (\theta+1)^2E[X_{u(n+2)}$\mid$X_{u(m)}=y] = \theta^2E[X_{u(n)}$\mid$X_{u(m)}=y], or (\theta+1)^3E[X_{u(n+3)}$\mid$X_{u(m)}=y] = \theta^3E[X_{u(n)}$\mid$X_{u(m)}=y], n $\geq$ M+1$.

Studies on Mycological Status of Salted Fish "Moloha" in Upper Egypt

  • Youssef, M.S.;Abo-Dahab, N.F.;Farghaly, R.M.
    • Mycobiology
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    • 제31권3호
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    • pp.166-172
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    • 2003
  • Chemical analysis of salted fish was analyzed in 60 samples collected from various moloha markets in Sohag, Qena and Aswan Governorates, Upper Egypt. Moloha contained 52.9% water content, while organic matter content represented 71.79% of dry weight and 33.81%($338.12{\pm}8.64mg\;g^{-1}$) of fresh weight. Total salts and soluble salts represented 13.29% and 10.19%($132.88{\pm}7.65\;and\;101.93{\pm}5.76mg\;g^{-1}$ of fresh weight), respectively. pH values were more or less neutral. Mycological investigation of examined samples revealed that fifty-five fungal species and one variety belonging to 11 genera were identified. The fungal genera of highest occurrence and their respective number of species were Aspergillus(A. flavus, A. niger, A. fumigatus, A. montevidensis, A. ficuum, A. parasiticus and A. mangini) and Penicillium(P. citrinum, P. puberulum, P. aurantiogriseum and P. roquefortii). On the other hand, yeast represented 18.2% and 3.0% of total counts of fungi on Czapeks-dextrose agar and 15%NaCl-Czapeks-dextrose agar media, respectively. Samples were assayed for potential presence of mycotoxins. Ten out of 60 samples(16.7%) were proved to be toxic. It is the first record of mycotoxins contamination of salted fish in Egypt. The ability of 340 isolates of recovered fungi was screened for production of mycotoxins and extracellular enzymes.

Analysis on Characteristics of Radiosonde Bias Using GPS Precipitable Water Vapor

  • Park, Chang-Geun;Baek, Jeong-Ho;Cho, Jung-Ho
    • Journal of Astronomy and Space Sciences
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    • 제27권3호
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    • pp.213-220
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    • 2010
  • As an observation instrument of the longest record of tropospheric water vapor, radiosonde data provide upper-air pressure (geopotential height), temperature, humidity and wind. However, the data have some well-known elements related to inaccuracy. In this article, radiosonde precipitable water vapor (PWV) at Sokcho observatory was compared with global positioning system (GPS) PWV during each summertime of year 2007 and 2008 and the biases were calculated. As a result, the mean bias showed negative values regardless of the rainfall occurrence. In addition, on the basis of GPS PWV, the maximum root mean square error (RMSE) was 5.67 mm over the radiosonde PWV.

Confidence Intervals and Joint Confidence Regions for the Two-Parameter Exponential Distribution based on Records

  • Asgharzadeh, A.;Abdi, M.
    • Communications for Statistical Applications and Methods
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    • 제18권1호
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    • pp.103-110
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    • 2011
  • Exponential distribution is widely adopted as a lifetime model. Many authors have considered the interval estimation of the parameters of two-parameter exponential distribution based on complete and censored samples. In this paper, we consider the interval estimation of the location and scale parameters and the joint confidence region of the parameters of two-parameter exponential distribution based on upper records. A simulation study is done for the performance of all proposed confidence intervals and regions. We also propose the predictive intervals of the future records. Finally, a numerical example is given to illustrate the proposed methods.

Two Overarching Teleconnection Mechanisms Affecting the Prediction of the 2018 Korean Heat Waves

  • Wie, Jieun;Moon, Byung-Kwon
    • 한국지구과학회지
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    • 제43권4호
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    • pp.511-519
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    • 2022
  • Given the significant social and economic impact caused by heat waves, there is a pressing need to predict them with high accuracy and reliability. In this study, we analyzed the real-time forecast data from six models constituting the Subseasonal-to-Seasonal (S2S) prediction project, to elucidate the key mechanisms contributing to the prediction of the recent record-breaking Korean heat wave event in 2018. Weekly anomalies were first obtained by subtracting the 2017-2020 mean values for both S2S model simulations and observations. By comparing four Korean heat-wave-related indices from S2S models to the observed data, we aimed to identify key climate processes affecting prediction accuracy. The results showed that superior performance at predicting the 2018 Korean heat wave was achieved when the model showed better prediction performance for the anomalous anticyclonic activity in the upper troposphere of Eastern Europe and the cyclonic circulation over the Western North Pacific (WNP) region compared to the observed data. Furthermore, the development of upper-tropospheric anticyclones in Eastern Europe was closely related to global warming and the occurrence of La Niña events. The anomalous cyclonic flow in the WNP region coincided with enhancements in Madden-Julian oscillation phases 4-6. Our results indicate that, for the accurate prediction of heat waves, such as the 2018 Korean heat wave, it is imperative for the S2S models to realistically reproduce the variabilities over the Eastern Europe and WNP regions.