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Sequential statistical modeling method for distribution type identification

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Abstract

To accurately analyze behavior of mechanical system, accurate statistical modeling of input variables is necessary by identifying probabilistic distributions of input variables. These distributions are generally determined by applying goodness-of-fit (GOF) tests or model selection methods to the given data on the input variables. However, GOF tests only accept or reject the hypothesis that a candidate distribution is appropriate to represent the given data. The model selection methods determine the best-fit distribution for the given data among various candidate distributions but do not provide any information about the adequacy of using the identified distribution to represent the given data. Therefore, in this paper, a sequential statistical modeling (SSM) method is proposed. The SSM method uses a GOF test to select appropriate candidate distributions from among all possible distributions and then identifies the best-fit distribution from among the selected candidate distributions using a model selection method. The adequacy of the identified best-fit distribution is verified by using an area metric that measures the intersection area between the probability density function (PDF) of the best-fit distribution and the data distribution. This metric can be used to analyze the similarities between the PDFs of the candidate distributions. In statistical simulation tests, it was observed that the SSM method identified correct distributions more accurately and conservatively than the GOF tests or model selection methods alone.

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Acknowledgments

This work was supported by the National Research Foundation of Korea (NRF-2015R1A1A3A04001351) funded by the government of Korea and by the Technology Innovation Program (10048305, Launching Plug-In Digital Analysis Framework for Modular System Design). This support is greatly appreciated.

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Correspondence to Yoojeong Noh.

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Kang, Y., Lim, O. & Noh, Y. Sequential statistical modeling method for distribution type identification. Struct Multidisc Optim 54, 1587–1607 (2016). https://doi.org/10.1007/s00158-016-1567-2

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Keywords

  • Sequential statistical modeling method
  • Goodness-of-fit test
  • Model selection method
  • Area metric