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Simple and accurate method to evaluate type a standard and expanded uncertainties of measurement for the Laplace distributed observations

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The article proposes and investigates a simple and accurate evaluation of the standard and expanded uncertainty of the Laplace population median. With the number of observations n, the known probability distribution describing the sample median for n-2 observations was used to approximate the uncertainty of the population median. The proposed approximation was tested by comparison with exact results for n ≤ 10 and with the Monte Carlo method. It has been shown that the standard and expanded (confidence level p = 0.90, 0.95, and 0.99) uncertainties determined by the proposed approximation differ from values determined by MCM by less than about 1%. Using the median instead of the mean value as the measurement result provides a measurement uncertainty lower by about 25% when n ≥ 35, and over 29% when n ≥ 70.
Rocznik
Strony
733--750
Opis fizyczny
Bibliogr. 22 poz., rys., tab., wykr., wzory
Twórcy
  • Rzeszów University of Technology, Faculty of Electrical and Computer Engineering, Department of Metrology and Diagnostic Systems, ul. Wincentego Pola 2A, 35-959 Rzeszów, Poland
  • Lviv Polytechnic National University, Institute of Computer Technologies, Automation and Metrology, Department of Information Measuring Technology, Bandera Str.,12, 79013 Lviv, Ukraine
Bibliografia
  • [1] Joint Committee for Guides in Metrology. (2008). Evaluation of measurement data - Guide to the expression of uncertainty in measurement (JCGM 100:2008). http://www.bipm.org/utils/common/documents/jcgm/JCGM_100_2008_E.pdf
  • [2] Kotz, S., Kozubowski, T.J., & Podgórski, K. (2001). Introduction. In The Laplace Distribution and Generalizations (pp. 229-230). Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-0173-1_5
  • [3] Johnson, N.L., Kotz, S., & Balakrishnan, N. (1995). Continuous univariate distributions, Volume 2. John Wiley & Sons. https://doi.org/10.2307/2340444
  • [4] Geraci, M. & Cortina Borja, M. (2018). The Laplace distribution. Significance, 15(4), 10-11.
  • [5] Johannesson, P., Podgórski, K., & Rychlik, I. (2017). Laplace distribution models for road topography and roughness. International Journal of Vehicle Performance, 3(2), 224. https://doi.org/10.1504/ijvp.2017.085032
  • [6] Duong, N.C., Speyer, J.L., & Idan, M. (2022). Laplace estimation for scalar linear systems. Automatica, 144, 110301. https://doi.org/10.1016/j.automatica.2022.110301
  • [7] Al Hayek, N. (2021). Parameter Estimation for Discrete Laplace Distribution. Lobachevskii Journal of Mathematics, 42(1), 368-373. https://doi.org/10.1134/s1995080221020116
  • [8] Lawrence, J. (2013). Distribution of the Median in Samples from the Laplace Distribution. Open Journal of Statistics, 03(06), 422-426. https://doi.org/10.4236/ojs.2013.36050
  • [9] Fischer, A., Gaunt, R.E., & Sarantsev, A. (2024). Modified method of moments for generalized Laplace distributions. Communications in Statistics - Simulation and Computation, 1-18. https://doi.org/10.1080/03610918.2024.2307463
  • [10] Afful, R.B. (2020). Statistical Inference for the Discrete Laplace Distribution [Master’s theses, The University of Regina]. https://ourspace.uregina.ca/handle/10294/9338
  • [11] Fisz, M. (1967). Probability Theory and Mathematical Statistics (3rd ed.). John Wiley & Sons, Inc.
  • [12] Dorozhovets, M. (2020). Forward and inverse problems of Type A uncertainty evaluation. Measurement, 165, 108072. https://doi.org/10.1016/j.measurement.2020.108072
  • [13] Bain, L.J., & Engelhardt, M. (1973). Interval Estimation for the Two-parameter Double Exponential Distribution. Technometrics, 15(3), 875-887. https://doi.org/10.1080/00401706.1973.10489120
  • [14] Dorozhovets, M. (2021). Exact distributions and interval estimation of the parameters of double exponential (Laplace) population for a small number of observations. Measurement, 182, 108857. https://doi.org/10.1016/j.measurement.2020.108857
  • [15] Kappenman, R.F. (1975). Conditional Confidence Intervals for Double Exponential Distribution Parameters. Technometrics, 17(1), 233-235. https://doi.org/10.2307/1268356
  • [16] Alrasheedi, M.A. (2012). Confidence Intervals for Double Exponential Distribution: A Simulation Approach. World Academy of Science, Engineering and Technology, International Journal of Mathematical, Computational, Physical, Electrical and Computer Engineering, 6(1), 84-88.
  • [17] Iliopoulos, G., & MirMostafaee, S.M.T.K. (2013). Exact prediction intervals for order statistics from the Laplace distribution based on the maximum-likelihood estimators. Statistics, 48(2), 575-592. https://doi.org/10.1080/02331888.2013.766795
  • [18] Kang, S.B., Cho, Y.S., & Han, J.T. (2005). Estimation for the double exponential distribution based on Type-II censored samples. Journal of the Korean Data and Information Science Society, 16(1), 115-126.
  • [19] Childs, A., & Balakrishnan, N. (2000). Conditional inference procedures for the Laplace distribution when the observed samples are progressively censored. Metrika, 52(2), 253-265. https://doi.org/10.1007/s001840000092
  • [20] Iliopoulos, G., & Balakrishnan, N. (2011). Exact likelihood inference for Laplace distribution based on Type-II censored samples. Journal of Statistical Planning and Inference, 141(2), 1224-1239. https://doi.org/10.1016/j.jspi.2010.09.024
  • [21] Tafiadi, M., & Iliopoulos, G. (2017). Exact inference for the difference of Laplace location parameters. Metrika, 80(6-8), 829-861. https://doi.org/10.1007/s00184-017-0630-3
  • [22] Joint Committee for Guides in Metrology. (2008). Evaluation of measurement data - Supplement 1 to the Guide to the Expression of Uncertainty in Measurement’ - propagation of distributions using a Monte Carlo method (JCGM 101:2008).
Uwagi
This publication is supported by the Polish Ministry of Education and Science under the program "Regional Initiative of Excellence" in 2019-2023 (project number 027/RID/2018/19.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-d615896f-321e-4317-ad6c-7e00fca13ab4
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