The Doubly Truncated Generalized Log-Lindley Distribution

The aim of this paper is to present generalized log-Lindely (GLL) distribution, as a new model, and find doubly truncated generalized log-Lindely (DTGLL) distribution, truncation in probability distributions may occur in many studies such as life testing, and reliability. We illustrate the applicability of GLL and DTGLL distributions by Real data application. The GLL distribution can handle the risk rate functions in the form of panich and increase. This property makes GLL useful in survival analysis. Various statistical and reliability measures are obtained for the model, including hazard rate function, moments, moment generating function, mean and variance, quantiles function, Skewness and kurtosis, mean deviations, mean inactivity time and strong mean inactivity time. The estimation of model parameters is justified by the maximum Likelihood method. An application to real data shows that DTGLL distribution can provide better suitability than GLL and some other known distributions.

Pricing European Options Based on a Logarithmic Truncated t-Distribution

The t-distribution has a “fat tail” feature, which is more suitable than the normal probability density function to describe the distribution characteristics of return on assets. The difficulty of using t-distribution to price European options is that a fat tail can lead to a deviation in one integral required for option pricing. We use a distribution called logarithmic truncated t-distribution to price European options. A risk neutral valuation method was used to obtain a European option pricing model with logarithmic truncated t-distribution.

Modified DS np Chart Using Generalized Multiple Dependent State Sampling under Time Truncated Life Test

This study presents the design of a modified attributed control chart based on a double sampling(DS)np chart applied in combination with generalized multiple dependent state(GMDS)sampling to monitor the mean life of the product based on the time truncated life test employing theWeibull distribution.The control chart developed supports the examination of the mean lifespan variation for a particular product in the process of manufacturing.Three control limit levels are used:the warning control limit,inner control limit,and outer control limit.Together,they enhance the capability for variation detection.A genetic algorithm can be used for optimization during the in-control process,whereby the optimal parameters can be established for the proposed control chart.The control chart performance is assessed using the average run length,while the influence of the model parameters upon the control chart solution is assessed via sensitivity analysis based on an orthogonal experimental design withmultiple linear regression.A comparative study was conducted based on the out-of-control average run length,in which the developed control chart offered greater sensitivity in the detection of process shifts while making use of smaller samples on average than is the case for existing control charts.Finally,to exhibit the utility of the developed control chart,this paper presents its application using simulated data with parameters drawn from the real set of data.

A new car-following model yielding log-normal type headways distributions

Modeling time headways between vehicles has attracted increasing interest in the traffic flow research field recently, because the corresponding statistics help to reveal the intrinsic interactions governing the vehicle dynamics. However, most previous micro-simulation models cannot yield the observed log-normal distributed headways. This paper designs a new car-following model inspired by the Galton board to reproduce the observed time-headway distributions as well as the complex traffic phenomena. The consistency between the empirical data and the simulation results indicates that this new car-following model provides a reasonable description of the car-following behaviours.

Acceptance Sampling Plans with Truncated Life Tests for the Length-Biased Weighted Lomax Distribution

In this paper,we considered the Length-biased weighted Lomax distribution and constructed new acceptance sampling plans(ASPs)where the life test is assumed to be truncated at a pre-assigned time.For the new suggested ASPs,the tables of the minimum samples sizes needed to assert a specific mean life of the test units are obtained.In addition,the values of the corresponding operating characteristic function and the associated producer’s risks are calculated.Analyses of two real data sets are presented to investigate the applicability of the proposed acceptance sampling plans;one data set contains the first failure of 20 small electric carts,and the other data set contains the failure times of the air conditioning system of an airplane.Comparisons are made between the proposed acceptance sampling plans and some existing acceptance sampling plans considered in this study based on the minimum sample sizes.It is observed that the samples sizes based on the proposed acceptance sampling plans are less than their competitors considered in this study.The suggested acceptance sampling plans are recommended for practitioners in the field.

Inference for a truncated positive normal distribution

The main object of this paper is to study an extension of the half normal distribution defined by adding a positive truncation to it. The new model is more flexible than the half-normal distribution and contains the half normal distribution as a special case. Properties of this distribution, such as moments, hazard function and entropy are studied and parameters estimation is dealt with by using inoinents and inaxiinuin likelihood. A real data application indicates good fit performance of the new model when compared to other competitors in litera- tures.

Generalized Truncated Fréchet Generated Family Distributions and Their Applications

Understanding a phenomenon from observed data requires contextual and efficient statistical models.Such models are based on probability distributions having sufficiently flexible statistical properties to adapt to a maximum of situations.Modern examples include the distributions of the truncated Fréchet generated family.In this paper,we go even further by introducing a more general family,based on a truncated version of the generalized Fréchet distribution.This generalization involves a new shape parameter modulating to the extreme some central and dispersion parameters,as well as the skewness and weight of the tails.We also investigate the main functions of the new family,stress-strength parameter,diverse functional series expansions,incomplete moments,various entropy measures,theoretical and practical parameters estimation,bivariate extensions through the use of copulas,and the estimation of the model parameters.By considering a special member of the family having the Weibull distribution as the parent,we fit two data sets of interest,one about waiting times and the other about precipitation.Solid statistical criteria attest that the proposed model is superior over other extended Weibull models,including the one derived to the former truncated Fréchet generated family.

Mean Difference of Truncated Normal Distribution

The purpose of this paper is to broaden the knowledge of mean difference and, in particular, of an important distribution model known as truncated normal distribution, which is widely used in applied sciences and economics. In this work, we obtained the general formula of mean difference, which is not yet reported in literature, for the aforementioned distribution model and also for particular truncated cases.

An Algorithm to Determine the Truncated Weibull Parameters for Distribution of Throats and Pores in Random Network Models

In random network models, sizes for pores and throats are distributed according to a truncated Weibull distribution. As a result, parameters defining the shape of the distribution are critical for the characteristic of the network. In this paper, an algorithm to distribute pores and throats in random network was established to more representatively describe the topology of porous media. First, relations between Weibull parameters and the distribution of dimensionless throat sizes were studied and a series of standard curves were obtained. Then, by analyzing the capillary pressure curve of the core sample, frequency distribution histogram of throat sizes was obtained. All the sizes were transformed to dimensionless numbers ranged from 0 to 1. Curves of the core were compared to the standard curves, and truncated Weibull parameters could be determined according an inverse algorithm. Finally, aspect ratio and average length of throats were adjusted to simultaneously fit the porosity and the capillary pressure curves and the whole network was established. The predicted relative permeability curves were in good agreement with the experimental data of cores, indicating the validity of the algorithm.

Statistical Inference of Truncated Weibull-Rayleigh Distribution: Its Properties and Applications

In this paper, we derived a new distribution named as truncated Weibull Rayleigh (TW-R) distribution. Its characterization and statistical properties are obtained, such as reliability function, hazard function, reversed hazard rate function, cumulative hazard rate function, quantile function, rth moment, incomplete moments, Rényi and q entropies and order statistic. Parameter estimation is implemented using method of maximum-likelihood estimation and Fisher information matrix is derived. Finally, application of the presented new distribution to a real data representing the failure times of 63 airbcraft Windshield is given and its goodness-of-fit is demonstrated. In addition to, comparisons to other models are implemented to show the flexibility of the presented model.

On Moment Generating Function of Generalized Order Statistics from Erlang-Truncated Exponential Distribution

In this paper explicit expressions and some recurrence relations are derived for marginal and joint moment generating functions of generalized order statistics from Erlang-truncated exponential distribution. The results for k-th record values and order statistics are deduced from the relations derived. Further, a characterizing result of this distribution on using the conditional expectation of function of generalized order statistics is discussed.

Empirical Bayes Absolute Error Loss Estimation for Parameter of One-Side Truncation Distribution Families

In this paper we propose an absolute error loss EB estimator for parameter of one-side truncation distribution families. Under some conditions we have proved that the convergence rates of its Bayes risk is o, where 0<λ,r≤1,Mn≤lnln n (for large n),Mn→∞ as n→∞.

Discussion on the influence of truncation of ground motion residual distribution on probabilistic seismic hazard assessment

Recent studies on assessment of a very low annual probability of exceeding （APE） ground motions, 10-4 or less, have highlighted the importance of the upper bound of ground motions when very low probability results are acquired. The truncation level adopted in probabilistic seismic hazard analysis （PSHA） should be determined by an aleatory uncertainty model （i.e., distribution model） of ground motions and the possible maximum and minimum ground motion values of a specific earthquake. However, at the present time, it is impossible to establish the upper bound model for ground motions based on the source characteristics and/or ground motion propagation. McGuire suggested a truncation level be fixed at a number of = 6, or the distribution of residuals be truncated in such a manner that site intensity cannot be greater than the epicenter intensity. This study aims to find a reasonable and feasible truncation level to be used in PSHA when the physical mechanism is not available to find the extreme ground motion. A mathematical analysis of the influence of the truncation level on PSHA, case studies of sites in different seismotectonic settings, and a distribution analysis of ground motion residuals are conducted in this study. It is concluded that = 4 is the minimum acceptable value for engineering applications for APEs within 0.002 to 10-4, and for low APEs, such as 10-5 and 10-6, the value of should be no less than 5 in most regions of China.

Linear Maximum Likelihood Regression Analysis for Untransformed Log-Normally Distributed Data

Medical research data are often skewed and heteroscedastic. It has therefore become practice to log-transform data in regression analysis, in order to stabilize the variance. Regression analysis on log-transformed data estimates the relative effect, whereas it is often the absolute effect of a predictor that is of interest. We propose a maximum likelihood (ML)-based approach to estimate a linear regression model on log-normal, heteroscedastic data. The new method was evaluated with a large simulation study. Log-normal observations were generated according to the simulation models and parameters were estimated using the new ML method, ordinary least-squares regression (LS) and weighed least-squares regression (WLS). All three methods produced unbiased estimates of parameters and expected response, and ML and WLS yielded smaller standard errors than LS. The approximate normality of the Wald statistic, used for tests of the ML estimates, in most situations produced correct type I error risk. Only ML and WLS produced correct confidence intervals for the estimated expected value. ML had the highest power for tests regarding β1.

Suppression of Log-Normal Distributed Weather Clutter Observed by an S-Band Radar

We have observed weather clutter containing targets (ships) using an S-band radar with a frequency 3.05 GHz, a beam width 1.8°, and a pulsewidth 0.5 μs. To investigate the weather clutter amplitude statistics, we introduce the Akaike Information Criterion (AIC). We have found that the weather clutter amplitudes obey the log-normal, Weibull, and log-Weibull distributions with the shape parameters of 0.308 to 0.470, 4.42 to 4.51, and 15.91 to 16.44, respectively, for small data within the beam width of an antenna. We have proposed the log-normal/CFAR circuit modified a Cell-Averaging (CA) LOG/CFAR circuit. It is found that weather clutter is suppressed with improvement of 51.58 dB by log-normal/CFAR. As a result, we have showed that weather clutter observed by S-band radar does not obey the Rayleigh distribution and our log-normal/CFAR circuit has an effect on suppression of clutter and detection of target, while conventional LOG/CFAR circuit does not. In addition, if our circuit can be realized, we will have an advantage economically.

Effective Truncation of a Student’s <i>t</i>-Distribution by Truncation of the Chi Distribution in a Chi-Normal Mixture

A Student’s t-distribution is obtained from a weighted average over the standard deviation of a normal distribution, σ, when 1/σ is distributed as chi. Left truncation at q of the chi distribution in the mixing integral leads to an effectively truncated Student’s t-distribution with tails that decay as exp (-q2t2). The effect of truncation of the chi distribution in a chi-normal mixture is investigated and expressions for the pdf, the variance, and the kurtosis of the t-like distribution that arises from the mixture of a left-truncated chi and a normal distribution are given for selected degrees of freedom 5. This work has value in pricing financial assets, in understanding the Student’s t--distribution, in statistical inference, and in analysis of data.

UNIQUENESS PROBLEM FOR MEROMORPHIC MAPPINGS IN SEVERAL COMPLEX VARIABLES INTO P^N(C) WITH TRUNCATED MULTIPLICITIES

This paper proves some uniqueness theorems for meromorphic mappings in several complex variables into the complex projective space p^N（C） with truncated multiplicities, and our results improve some earlier work.

Resolution Increase and Noise Removal in Particle Size Distribution Measurement with Shifrin Transform

Based on the laser diffraction and Shifrin transform,the measurement method of particle size distribution has been improved extensively.While in real measurements,some noise peaks exist in the inversion data and are easily to be misread as particle distribution peaks.The improved method used a truncation function as a filter is hard to distinguish adjacent peaks.Here,by introducing the bimodal resolution criterion,the filter function is optimized,and to a quasi truncation function with the optimized filter function is studied to achieve optimal bimodal resolution and to remove noise peaks.This new quasi truncation function fits multimode distribution very well.By combining the quasi truncation function with Shifrin transform,noise peaks are removed well and the adjacent peaks are distinguished clearly.Finally,laser diffraction experiments are conducted and the particle size distribution is analyzed by adoping the method.The results show that the quasi truncation function has better bimodal resolution than the truncation function.Generally,by combining the quasi truncation function with the Shifrin transform,in particle size distribution measurements with laser diffraction,the bimodal resolution is greatly increased and the noise is removed well.And the results can restore the original distribution perfectly.Therefore,the new method with combination of the quasi truncation function and the Shifrin transform provides a feasible and effective way to measure the multimode particle size distribution by laser diffraction.