• Title/Summary/Keyword: lognormal 분포

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Estimation on composite lognormal-Pareto distribution based on doubly censored samples (결합 로그노말-파레토 분포에서 추출된 양쪽 중도 절단된 표본을 이용한 모수추정)

  • Lee, Kwang-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.171-177
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    • 2011
  • With the development of the actuarial and insurance industries, the distributions of the insurance payments data are deeply studied by many authors. It is known that theses types of distribution are very highly positively skewed and have a long thick upper tail such as Pareto or lognormal distribution. In 2005, Cooray and Ananda proposed a new model which is composed lognormal distribution and Pareto distribution. They said it as composite lognormal-Preto distribution. They showed that the proposed distribution was better fitted than lognormal or Pareto distribution. On the other hand many agreements about the insurance payment have some options for a trivially small payment or extremely large one because of the limits of total payment. Appling these cases, in this paper we consider the parameter estimation on the composite lognormal-Pareto distribution based on doubly censored samples.

Application of the Fluctuating Microbial Counts Using Probability Approaches in Food Industries (식품산업체에서 확률분포 모델을 이용한 불규칙적인 미생물 수 분포 활용)

  • Park, Gyung-Jin;Kim, Sung-Jo;Sim, Woo-Chang;Chun, Seok-Jo;Choi, Weon-Sang;Hong, Chong-Hae
    • Journal of Food Hygiene and Safety
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    • v.18 no.4
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    • pp.237-242
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    • 2003
  • Sequences of industrial microbial counts of foods shows irregular fluctuating patterns as adeinition of fluctuating microbial counts(FMC). Recently, it beame clear that the FMC was considered as having a lognormal distribution as a first order approximation. Application of lognormal distribution to the industrial microbial counts could produce useful information in practice. This study is intended to verift the application method of lognormal idstribution in FMC. The one year's records for microbial counts of frozen dumplings from two companies were obtained, and the statistical analysis was carried out to estimate the frequencies of future events where counts exceeding selected levels and to compare the sanitation level of the two companies. The results showed that this spplication method enable translation of irregular recourds of microbial counts into an useful information such as te actual probalities of outburst of a given level and the quantitative predictions of potential hazards in the processing.

Time-varying modeling of the composite LN-GPD (시간에 따라 변화하는 로그-정규분포와 파레토 합성 분포의 모형 추정)

  • Park, Sojin;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.31 no.1
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    • pp.109-122
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    • 2018
  • The composite lognormal-generalized Pareto distribution (LN-GPD) is a mixture of right-truncated lognormal and GPD for a given threshold value. Scollnik (Scandinavian Actuarial Journal, 2007, 20-33, 2007) shows that the composite LN-GPD is adequate to describe body distribution and heavy-tailedness. This paper considers time-varying modeling of the LN-GPD based on local polynomial maximum likelihood estimation. Time-varying model provides significant detailed information of time dependent data, hence it can be applied to disciplines such as service engineering for staffing and resources management. Our work also extends to Beirlant and Goegebeur (Journal of Multivariate Analysis, 89, 97-118, 2004) in the sense of losing no data by including truncated lognormal distribution. Our proposed method is shown to perform adequately in simulation. Real data application to the service time of the Israel bank call center shows interesting findings on the staffing policy.

Statistical investigation on size distribution of suspended cohesive sediment (점착성 부유사의 입도분포형 검증)

  • Park, Byeoungeun;Byun, Jisun;Son, Minwoo
    • Journal of Korea Water Resources Association
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    • v.53 no.10
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    • pp.917-928
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    • 2020
  • The purpose of this study is to find the appropriate probability distribution representing the size distribution of suspended cohesive sediment. Based on goodness-of-fit test for a significance level of 5% using the Kolmogorov-Smirnov test, it is found that the floc size distributions measured in laboratory experiment and field study show different results. In the case of sample data collected from field experiments, the Gamma distribution is the best fitting form. In the case of laboratory experiment results, the sample data shows the positively-skewed distribution and the GEV distribution is the best fitted. The lognormal distribution, which is generally assumed to be a floc size distribution, is not suitable for both field and laboratory results. By using 3-parameter lognormal distribution, it is shown that similar size distribution with floc size distribution can be simulated.

Estimation of Water Retention Characteristics Using Lognormal Distribution Model (로그분포모형을 이용한 토양수분특성 추정)

  • Sang Il Hwang
    • Journal of Soil and Groundwater Environment
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    • v.8 no.4
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    • pp.21-26
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    • 2003
  • Hwang and Powers (2003) developed a simple model for estimating water retention characteristic (WRC) directly from particle-size distribution (PSD) data, by applying a lognormal distribution law to both PSD and pore-size distribution. The objective of this work was to determine if the performance of the model developed by Hwang and Powers (2003) would be affected by soil texture. The results of this research proved that the performance of the model was indeed affected by soil texture. In particular, its performance diminished with increases in the fine particle fractions. Also, the nonlinear model, which assumes a nonlinear relation between particle-size and pore-size, performed better than the linear model, regardless of soil texture classes.

Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution (로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교)

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.625-636
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    • 2011
  • This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

New composite distributions for insurance claim sizes (보험 청구액에 대한 새로운 복합분포)

  • Jung, Daehyeon;Lee, Jiyeon
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.363-376
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    • 2017
  • The insurance market is saturated and its growth engine is exhausted; consequently, the insurance industry is now in a low growth period with insurance companies that face a fierce competitive environment. In such a situation, it will be an important issue to find the probability distributions that can explain the flow of insurance claims, which are the basis of the actuarial calculation of the insurance product. Insurance claims are generally known to be well fitted by lognormal distributions or Pareto distributions biased to the left with a thick tail. In recent years, skew normal distributions or skew t distributions have been considered reasonable distributions for describing insurance claims. Cooray and Ananda (2005) proposed a composite lognormal-Pareto distribution that has the advantages of both lognormal and Pareto distributions and they also showed the composite distribution has a higher fitness than single distributions. In this paper, we introduce new composite distributions based on skew normal distributions or skew t distributions and apply them to Danish fire insurance claim data and US indemnity loss data to compare their performance with the other composite distributions and single distributions.

Threshold estimation for the composite lognormal-GPD models (로그-정규분포와 파레토 합성 분포의 임계점 추정)

  • Kim, Bobae;Noh, Jisuk;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.807-822
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    • 2016
  • The composite lognormal-GPD models (LN-GPD) enjoys both merits from log-normality for the body of distribution and GPD for the thick tailedness of the observation. However, in the estimation perspective, LN-GPD model performs poorly due to numerical instability. Therefore, a two-stage procedure, that estimates threshold first then estimates other parameters later, is a natural method to consider. This paper considers five nonparametric threshold estimation methods widely used in extreme value theory and compares their performance in LN-GPD parameter estimation. A simulation study reveals that simultaneous maximum likelihood estimation performs good in threshold estimation, but very poor in tail index estimation. However, the nonparametric method performs good in tail index estimation, but introduced bias in threshold estimation. Our method is illustrated to the service time of an Israel bank call center and shows that the LN-GPD model fits better than LN or GPD model alone.

Estimation and Demonstration Test Plan for Availability with Weibull Lifetime and Lognormal Repair Time (와이블 수명분포와 대수정규 수리시간분포 하에서 가용도의 추정과 실증시험계획)

  • Seo, Sun-Keun
    • Journal of Applied Reliability
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    • v.14 no.1
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    • pp.1-9
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    • 2014
  • One important measure of performance for a repairable system is steady-state availability. In this paper, a method to estimate and establish confidence interval for the steady-state availability under Weibull lifetime and lognormal repair time distributions is proposed. Also, bias and mean squared error of a point estimator for an availability are investigated. In addition, a procedure to derive the sample size and critical value for availability demonstration test is presented and illustrated with a numerical example.

Failure Rate Sampling Plan For Normal and Lognormal Distributions (정규분포와 대수정규분포에서의 고장률 보증시험 샘플링 계획)

  • 임재학;김준홍;윤원영;이종문
    • Journal of Applied Reliability
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    • v.4 no.1
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    • pp.15-26
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    • 2004
  • Life test is performed to set a confidence (lower) limit on the mean or median life of items if the number of failures at the end of the fixed time t does not exceed a given number c. Gupta(1962) propose a sampling plan for truncated life tests when the life distribution of an item is normal or lognormal distribution. In this paper, based on the result of Gupta(1962), we propose a sampling plan for failure rate test when an item has normal or lognormal life distribution. We assume that the shape parameter is known while the location parameter is unknown.

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