• Title/Summary/Keyword: generalized lambda distribution

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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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    • v.7 no.2
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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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A Study on the Posterior Density under the Bayes-empirical Bayes Models

  • Sohn, Joong-K.Sohn;Kim, Heon-Joo-Kim
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.215-223
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    • 1996
  • By using Tukey's generalized lambda distribution, appoximate posterior density is derived under the Bayes-empirical Bayes model. The sensitivity of posterior distribution to the hyperprior distribution is examined by using Tukey's generalized lambda distriburion which approximate many well-knmown distributions. Based upon Monte Varlo simulation studies it can be said that posterior distribution is sensitive to the cariance of the prior distribution and to the symmetry of the hyperprior distribution. Also posterior distribution is approximately obtained by using the following methods : Lindley method, Laplace method and Gibbs sampler method.

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Modified information criterion for testing changes in generalized lambda distribution model based on confidence distribution

  • Ratnasingam, Suthakaran;Buzaianu, Elena;Ning, Wei
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.301-317
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    • 2022
  • In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

A SKEWED GENERALIZED t DISTRIBUTION

  • NADARAJAH SARALEES
    • Journal of the Korean Statistical Society
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    • v.34 no.4
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    • pp.311-329
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    • 2005
  • Skewed t distributions have attracted significant attention in the last few years. In this paper, a generalization - referred to as the skewed generalized t distribution - with the pdf f(x) = 2g(x)G(${\lambda}x$) is introduced, where g(${\cdot}$) and G (${\cdot}$) are taken, respectively, to be the pdf and the cdf of the generalized t distribution due to McDonald and Newey (1984, 1988). Several particular cases of this distribution are identified and various representations for its moments derived. An application is provided to rainfall data from Orlando, Florida.

A two-stage service policy for an M/G/1 queueing system

  • Kim, Jongwoo;Song, Mi Jung;Lee, Jiyeon
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.941-948
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    • 2013
  • We introduce the $P^M_{{\lambda},{\tau}}$ service policy, as a generalized two-stage service policy of the $P^M_{\lambda}$ policy of Bae et al. (2002) for an M/G/1 queueing system. By using the level crossing theory and solving the corresponding integral equations, we obtain the explicit expression for the stationary distribution of the workload in the system.

Nonparametric Selection Procedures and Their Efficiency Comparisons

  • Sohn, Joong-K.;Shanti S.Gupta;Kim, Heon-Joo
    • Communications for Statistical Applications and Methods
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    • v.1 no.1
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    • pp.41-51
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    • 1994
  • We consider nonparametric procedures for the selection and ranking problems. Tukey's generalized lambda distribution is condidered as the distribution for the score function because the distribution can approximate many well-known contionuous distributions. Also we compare these procedures in terms of efficiency, defined by the ratio of a probability of a correct selection divided by the expected selected subset size.

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Comparison Density Representation of Traditional Test Statistics for the Equality of Two Population Proportions

  • Jangsun Baek
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.112-121
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    • 1995
  • Let $p_1$ and $p_2$ be the proportions of two populations. To test the hypothesis $H_0 : p_1 = p_2$, we usually use the $x^2$ statistic, the large sample binomial statistic Z, and the Generalized Likelihood Ratio statistic-2log $\lambda$developed based on different mathematical rationale, respectively. Since testing the above hypothesis is equivalent to testing whether two populations follow the common Bernoulli distribution, one may also test the hypothesis by comparing 1 with the ratio of each density estimate and the hypothesized common density estimate, called comparison density, which was devised by Parzen(1988). We show that the above traditional test statistics ate actually estimating the measure of distance between the true densities and the common density under $H_0$ by representing them with the comparison density.

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Evaluation for Rock Cleavage Using Distribution of Microcrack Lengths and Spacings (3) (미세균열의 길이 및 간격 분포를 이용한 결의 평가(3))

  • Park, Deok-Won;Park, Eui-Seob;Jung, Yong-Bok;Lee, Tae-Jong;Song, Yoon-Ho
    • The Journal of the Petrological Society of Korea
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    • v.28 no.1
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    • pp.1-13
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    • 2019
  • The characteristics of the rock cleavage of Jurassic Geochang granite were analysed using the parameters from the length and spacing-cumulative frequency diagrams. The evaluation for three planes and three rock cleavages was performed using the 25 parameters such as (1~2) slope angle(${\alpha}^{\circ}$and ${\beta}^{\circ}$), (3) intersection angle(${\alpha}-{\beta}^{\circ}$), (4) exponent difference(${\lambda}_S-{\lambda}_L$), (5~12) length of line(oa, ob, ol, os, ss', ll' and sl') and (13~15) length ratio(ol/os, ss'/ll' and ll'/sl'), (16) mean length((ss'+ll')/2), (17~23) area (${\Delta}oaa^{\prime}$, ${\Delta}obb^{\prime}$, ${\Delta}obb^{\prime}$, ${\Delta}oaa_a^{\prime}$, ${\Delta}obb_a^{\prime}$, ${\Delta}ll^{\prime}s^{\prime}$, ${\Delta}ss^{\prime}l^{\prime}$ and ⏢$ll^{\prime}ss^{\prime}$) and (24~25) area difference(${\Delta}obb^{\prime}-{\Delta}oaa^{\prime}$ and ${\Delta}obb_a^{\prime}-{\Delta}oaa_a^{\prime}$). Firstly, the values of the 11 parameters(group I: No. 1, 3~4, 7, 9~10, 13, 15~16, 20 and 25), the 3 parameters(group II: No. 5, 8 and 17) and the 2 parameters(group III: No. 12 and 22) are in orders of H(hardway) < G(grain) < R(rift), R < G < H and G < H < R, respectively. On the contrary, the values of parameters belonging to the above three groups show reverse orders for three planes. Secondly, the generalized chart for three planes and three rock cleavages were made. From the related chart, the distribution types formed by the two diagrams related to lengths and spacings were derived. The diagrams related to spacings show upward curvature in the chart of rift plane(G1 & H1, R') and hardway(H1 & H2, H). On the contrary, the diagrams related to lengths show downward curvature. These two diagrams take the form of a convex lens in the upper section. Besides, the two diagrams cross each other in the lower section. The overall shape formed by the above two diagrams between three planes($H^{\prime}{\rightarrow}G^{\prime}{\rightarrow}R^{\prime}$) and three rock cleavages($R{\rightarrow}G{\rightarrow}H$) display in reverse order. Lastly, these types of correlation analysis is useful for discriminating three quarrying planes.