• 제목/요약/키워드: Double exponential distribution

검색결과 27건 처리시간 0.022초

On Two-Piece Double Exponential Distribution

  • Lingappaiah, G.S.
    • Journal of the Korean Statistical Society
    • /
    • 제17권1호
    • /
    • pp.46-55
    • /
    • 1988
  • Two-piece double exponential distribution (TPDE) with one piece $(X \leq 0)$ having the scale parameter $\theta_1$ while the other piece (X>0) having $\theta_2$ is considered here. Distribution of the sum of n-independent variables from such a distribution is obtained. Special cases of this distribution are also treated. Next, distribution of the ratio of two independent (TPDE) variables is derived. As an extension, distribution of $x_1/x_2x_3$ is expressed terms of hypergeometric functions. A small table gives the power of the test regarding double exponential against (TPDE).

  • PDF

Estimation for the Double Exponential Distribution Based on Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Suk;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
    • /
    • 제16권1호
    • /
    • pp.115-126
    • /
    • 2005
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the double exponential distribution based on Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

  • PDF

Some Exponentiated Distributions

  • Ali, M. Masoom;Pal, Manisha;Woo, Jung-Soo
    • Communications for Statistical Applications and Methods
    • /
    • 제14권1호
    • /
    • pp.93-109
    • /
    • 2007
  • In this paper we study a number of new exponentiated distributions. The survival function, failure rate and moments of the distributions have been derived using certain special functions. The behavior of the failure rate has also been studied.

Optimal designing of skip lot sampling plan of type SkSP-2 with double sampling plan as the reference plan under generalized exponential distribution

  • Suresh, K.K.;Kavithamani, M.
    • International Journal of Reliability and Applications
    • /
    • 제15권2호
    • /
    • pp.77-84
    • /
    • 2014
  • In this paper, a optimal designing methodology is proposed to determine the parameters for skip-lot sampling plan of type SkSP-2 plan with double sampling plan as reference plan, when the lifetime of the product follows generalized exponential distribution. The two points on the operating characteristic curve approach are used to find the optimal parameters for the proposed plan. The plan parameters are determined so as to minimize the average sample number subject to satisfying simultaneously both producer and consumer risks at the acceptable and limiting quality levels respectively.

  • PDF

New Dispersion Function in the Rank Regression

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
    • /
    • 제9권1호
    • /
    • pp.101-113
    • /
    • 2002
  • In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

A New Family of Semicircular Models: The Semicircular Laplace Distributions

  • Ahn, Byoung-Jin;Kim, Hyoung-Moon
    • Communications for Statistical Applications and Methods
    • /
    • 제15권5호
    • /
    • pp.775-781
    • /
    • 2008
  • It is developed that a family of the semicircular Laplace distributions for modeling semicircular data by simple projection method. Mathematically it is simple to simulate observations from a semicircular Laplace distribution. We extend it to the l-axial Laplace distribution by a simple transformation for modeling any arc of arbitrary length. Similarly we develop the l-axial log-Laplace distribution based on the log-Laplace distribution. A bivariate version of l-axial Laplace distribution is also developed.

시뮬레이션을 통한 베이즈요인에 의한 모형선택의 비교연구 : 포아송, 음이항모형의 선택과 정규, 이중지수, 코쉬모형의 선택 (Comparative Study of Model Selection Using Bayes Factor through Simulation : Poisson vs. Negative Binomial Model Selection and Normal, Double Exponential vs. Cauchy Model Selection)

  • 오미라;윤소영;심정욱;손영숙
    • 응용통계연구
    • /
    • 제16권2호
    • /
    • pp.335-349
    • /
    • 2003
  • 본 논문에서는 포아송분포 대 음이항분포, 그리고 정규분포, 이중지 수분포 대 코쉬분포에 대한 모형선택을 위하여 베이지안 방법을 사용한다. 각 모수에 대한 사전분포로는 무정보 부적절 사전분포의 가정 하에, 베이지안 모형선택을 위하여 O'Hagan (1995)의 부분적 베 이즈요인을 이용하였다. 실제자료와 모의 실험 자료의 분석을 통하여 부분적 베이즈요인의 유용성을 Berger와 Pericchi (1996, 1998)의 내재적 베이즈요인들과 함께 비교 검토해 본다.

Comparisons of Two-Stage Acceptance Life Test Sampling Plans for Exponential Lifetime Distribution

  • Cho, Ho Sung;Seo, Sun Keun
    • 품질경영학회지
    • /
    • 제20권1호
    • /
    • pp.22-32
    • /
    • 1992
  • This thesis compares life test acceptance sampling plans under lifetime has an exponential distribution. Various practical considerations may lead a user adopt a two-stage, or double sampling, test procedure. Hewett and Spurrier(1983) provided a survey of two-stage methods, as well as examples of experiments for which a two-stage procedure would be appropriate. The plans are compared in terms of the expected number of failures, and the expected time required to reach a dicision. Computational experiments are conducted and the results are tabulated to provide guidelines for selecting an appropriate plan for a given situation.

  • PDF

Sampling Plans Based on Truncated Life Test for a Generalized Inverted Exponential Distribution

  • Singh, Sukhdev;Tripathi, Yogesh Mani;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
    • /
    • 제14권2호
    • /
    • pp.183-195
    • /
    • 2015
  • In this paper, we propose a two-stage group acceptance sampling plan for generalized inverted exponential distribution under truncated life test. Median life is considered as a quality parameter. Design parameters are obtained to ensure that true median life is longer than a given specified life at certain level of consumer's risk and producer's risk. We also explore situations under which design parameters based on median lifetime can be used for other percentile points. Tables and specific examples are reported to explain the proposed plans. Finally a real data set is analyzed to implement the plans in practical situations and some suggestions are given.