• Title/Summary/Keyword: skew parameter

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Estimating a Skewed Parameter and Reliability in a Skew-Symmetric Double Rayleigh Distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.1205-1214
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    • 2007
  • We define a skew-symmetric double Rayleigh distribution by a symmetric double Rayleigh distribution, and derive an approximate maximum likelihood estimator(AML) and a moment estimator(MME) of a skewed parameter in a skew-symmetric double Rayleigh distribution, and hence compare simulated mean squared errors of those two estimators. We also compare simulated mean squared errors of two proposed estimators of reliability in two independent skew-symmetric double Rayleigh distributions.

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Projected Circular and l-Axial Skew-Normal Distributions

  • Seo, Han-Son;Shin, Jong-Kyun;Kim, Hyoung-Moon
    • The Korean Journal of Applied Statistics
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    • v.22 no.4
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    • pp.879-891
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    • 2009
  • We developed the projected l-axial skew-normal(LASN) family of distributions for I-axial data. The LASN family of distributions contains the semicircular skew-normal(SCSN) and the circular skew-normal(CSN) families of distributions as special cases. The LASN densities are similar to the wrapped skew-normal densities for the small values of the scale parameter. However CSN densities have more heavy tails than those of the wrapped skew-normal densities on the circle. Furthermore the CSN densities have two modes as the scale parameter increases. The LASN distribution has very convenient mathematical features. We extend the LASN family of distributions to a bivariate case.

Estimations in a Skewed Double Weibull Distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.859-870
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    • 2009
  • We obtain a skewed double Weibull distribution by a double Weibull distribution, and evaluate its coefficient of skewness. And we obtain the approximate maximum likelihood estimator(AML) and moment estimator of skew parameter in the skewed double Weibull distribution, and hence compare simulated mean squared errors(MSE) of those estimators. We compare simulated MSE of two proposed reliability estimators in two independent skewed double Weibull distributions each with different skew parameters. Finally we introduce a skewed double Weibull distribution generated by a uniform kernel.

The Approximate MLE in a Skew-Symmetric Laplace Distribution

  • Son, Hee-Ju;Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.573-584
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    • 2007
  • We define a skew-symmetric Laplace distribution by a symmetric Laplace distribution and evaluate its coefficient of skewness. And we derive an approximate maximum likelihood estimator(AME) and a moment estimator(MME) of a skewed parameter in a skew-symmetric Laplace distribution, and hence compare simulated mean squared errors of those estimators. We compare asymptotic mean squared errors of two defined estimators of reliability in two independent skew-symmetric distributions.

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A Family of Truncated Skew-Normal Distributions

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.265-274
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    • 2004
  • The paper extends earlier work on the skew-normal distribution, a family of distributions including normal, but with extra parameter to regulate skewness. The present work introduces a singly truncated parametric family that strictly includes a truncated normal distribution, and studies its properties, with special emphasis on the relation with bivariate normal distribution.

Free Vibrations of Orthotropic Plates with Variable Thickness (가변 두께를 갖는 직교이방성 평행사변형판의 자유진동 해석)

  • Heo, Cheol-Weon;Moon, Duk-Hong
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.22 no.1
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    • pp.49-57
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    • 1986
  • The vibrations problem of thin orthotropic skew plates of linearly varying thickness is analyzed using the small deflection theory of plates. Using dimensionless oblique coordinates, the deflection surface can be expressed as a polyonmial series satisfying the boundary conditions. For orthotropic plates which is clamped on all the four edges, numerical results for the first two natural frequencies are presented for various combinations of aspect ratio, skew angle and taper parameter. The properties of material used are one directional glass fibre reinforced plastic GFRP. The results obtained may be summarised as follows: 1. In case of the first mode vibration of plates with increase in the skew angle, the natural frequencies of plates decrease. 2. As the aspect ratio decrease, the natural frequencies of plates decrease. 3. For the identical skew angle, natural frequencies of plates increase with the taper parameter of thickness.

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On a Skew-t Distribution

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.867-873
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    • 2001
  • In this paper we propose a family of skew- f distributions. The family is derived by a scale mixtures of skew-normal distributions introduced by Azzalini (1985) and Henze (1986). The salient features of the family are mathematical tractability and strict inclusion of the normal law. Further it includes a shape parameter, to some extent, controls the index of skewness. Necessary theory involved in deriving the family of distributions is provided and main properties of the family are also studied.

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Monitoring the asymmetry parameter of a skew-normal distribution

  • Hyun Jun Kim;Jaeheon Lee
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.129-142
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    • 2024
  • In various industries, especially manufacturing and chemical industries, it is often observed that the distribution of a specific process, initially having followed a normal distribution, becomes skewed as a result of unexpected causes. That is, a process deviates from a normal distribution and becomes a skewed distribution. The skew-normal (SN) distribution is one of the most employed models to characterize such processes. The shape of this distribution is determined by the asymmetry parameter. When this parameter is set to zero, the distribution is equal to the normal distribution. Moreover, when there is a shift in the asymmetry parameter, the mean and variance of a SN distribution shift accordingly. In this paper, we propose procedures for monitoring the asymmetry parameter, based on the statistic derived from the noncentral t-distribution. After applying the statistic to Shewhart and the exponentially weighted moving average (EWMA) charts, we evaluate the performance of the proposed procedures and compare it with previously studied procedures based on other skewness statistics.

The skew-t censored regression model: parameter estimation via an EM-type algorithm

  • Lachos, Victor H.;Bazan, Jorge L.;Castro, Luis M.;Park, Jiwon
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.333-351
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    • 2022
  • The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.