• 제목/요약/키워드: Poisson Distribution

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정부 품질보증활동 데이터 활용을 위한 Zero-Inflated 포아송 분포 적용 (Application of Zero-Inflated Poisson Distribution to Utilize Government Quality Assurance Activity Data)

  • 김지훈;이창우
    • 품질경영학회지
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    • 제46권3호
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    • pp.509-522
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    • 2018
  • Purpose: The purpose of this study was to propose more accurate mathematical model which can represent result of government quality assurance activity, especially corrective action and flaw. Methods: The collected data during government quality assurance activity was represented through histogram. To find out which distributions (Poisson distribution, Zero-Inflated Poisson distribution) could represent the histogram better, this study applied Pearson's correlation coefficient. Results: The result of this study is as follows; Histogram of corrective action during past 3 years and Zero-Inflated Poisson distribution had strong relationship that their correlation coefficients was over 0.94. Flaw data could not re-parameterize to Zero-Inflated Poisson distribution because its frequency of flaw occurrence was too small. However, histogram of flaw data during past 3 years and Poisson distribution showed strong relationship that their correlation coefficients was 0.99. Conclusion: Zero-Inflated Poisson distribution represented better than Poisson distribution to demonstrate corrective action histogram. However, in the case of flaw data histogram, Poisson distribution was more accurate than Zero-Inflated Poisson distribution.

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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    • 제4권1호
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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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Tests for the Change-Point in the Zero-Inflated Poisson Distribution

  • Kim, Kyung-Moo
    • Journal of the Korean Data and Information Science Society
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    • 제15권2호
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    • pp.387-394
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    • 2004
  • Zero-Inflated Poisson distribution is Poisson distribution with excess zeros. Recently defects of product hardley happen in the manufacturing process. In this case it is desirable to apply to the Zero-Inflated Poisson distribution rather than Poisson. Our target of this paper is to study the tests for changes of rate of defects after the unknown change-point. We are going to compare the powers of the two proposed tests with likelihood tests by the simulations.

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Error Rate for the Limiting Poisson-power Function Distribution

  • Joo-Hwan Kim
    • Communications for Statistical Applications and Methods
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    • 제3권1호
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    • pp.243-255
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    • 1996
  • The number of neutron signals from a neutral particle beam(NPB) at the detector, without any errors, obeys Poisson distribution, Under two assumptions that NPB scattering distribution and aiming errors have a circular Gaussian distribution respectively, an exact probability distribution of signals becomes a Poisson-power function distribution. In this paper, we show that the error rate in simple hypothesis testing for the limiting Poisson-power function distribution is not zero. That is, the limit of ${\alpha}+{\beta}$ is zero when Poisson parameter$\kappa\rightarro\infty$, but this limit is not zero (i.e., $\rho\ell$>0)for the Poisson-power function distribution. We also give optimal decision algorithms for a specified error rate.

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Multivariate Poisson Distribution Generated via Reduction from Independent Poisson Variates

  • Kim, Dae-Hak;Jeong, Heong-Chul
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.953-961
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    • 2006
  • Let's say that we are given a k number of random variables following Poisson distribution that are individually dependent and which forms multivariate Poisson distribution. We particularly dealt with a method of creating random numbers that satisfies the covariance matrix, where the elements of covariance matrix are parameters forming a multivariate Poisson distribution. To create such random numbers, we propose a new algorithm based on the method reducing the number of parameter set and deal with its relationship to the Park et al.(1996) algorithm used in creating multivariate Bernoulli random numbers.

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The Counting Processes that the Number of Events in [0,t] has Generalized Poisson Distribution

  • Park, Jeong-Hyun
    • Journal of the Korean Data and Information Science Society
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    • 제7권2호
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    • pp.273-281
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    • 1996
  • It is derived that conditions of counting process ($\{N(t){\mid}t\;{\geq}\;0\}$) in which the number of events in time interval [0, t] has a (n, n+1)-generalized Poisson distribution with parameters (${\theta}t,\;{\lambda}$) and a generalized inflated Poisson distribution with parameters (${\{\lambda}t,\;{\omega}\}$.

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On the Multivariate Poisson Distribution with Specific Covariance Matrix

  • Kim, Dae-Hak;Jeong, Heong-Chul;Jung, Byoung-Cheol
    • Journal of the Korean Data and Information Science Society
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    • 제17권1호
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    • pp.161-171
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    • 2006
  • In this paper, we consider the random number generation method for multivariate Poisson distribution with specific covariance matrix. Random number generating method for the multivariate Poisson distribution is considered into two part, by first solving the linear equation to determine the univariate Poisson parameter, then convoluting independent univariate Poisson variates with appropriate expectations. We propose a numerical algorithm to solve the linear equation given the specific covariance matrix.

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The Likelihood for a Two-Dimensional Poisson Exceedance Point Process Model

  • Yun, Seok-Hoon
    • Communications for Statistical Applications and Methods
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    • 제15권5호
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    • pp.793-798
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    • 2008
  • Extreme value inference deals with fitting the generalized extreme value distribution model and the generalized Pareto distribution model, which are recently combined to give a single model, namely a two-dimensional non-homogeneous Poisson exceedance point process model. In this paper, we extend the two-dimensional non-homogeneous Poisson process model to include non-stationary effect or dependence on covariates and then derive the likelihood for the extended model.

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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Properties of the Poisson-power Function Distribution

  • Kim, Joo-Hwan
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.166-175
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    • 1995
  • When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector without any errors, it obeys Poisson law. Under the two assumptions that neutral particle scattering distribution and aiming errors have a circular Gaussian distributions that neutral particle scattering distribution and aiming errors have a circular Gaussian distribution respectively, an exact probability distribution of neutral particles vecomes a Poisson-power function distribution. We study and prove some properties, such as limiting distribution, unimodality, stochastical ordering, computational recursion fornula, of this distribution. We also prove monotone likelihood ratio(MLR) property of this distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem.

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