• The Korean Journal of Applied Statistics
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• v.32 no.2
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• pp.199-211
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• 2019

This paper is concerned with issues in the finite mixture of regression modeling as well as the simultaneous selection of the number of mixing components and relevant predictors. We propose a penalized likelihood method for both mixture components and regression coefficients that enable the simultaneous identification of significant variables and the determination of important mixture components in mixture of regression models. To avoid over-fitting and bias problems, we applied smoothly clipped absolute deviation (SCAD) penalties on the logarithm of component probabilities suggested by Huang et al. (Statistical Sinica, 27, 147-169, 2013) as well as several well-known penalty functions for coefficients in regression models. Simulation studies reveal that our method is satisfactory with well-known penalties such as SCAD, MCP, and adaptive lasso.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.8 no.6
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• pp.483-490
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• 2015

There are many software reliability models that are based on the times of occurrences of errors in the debugging of software. It is shown that it is possible to do likelihood inference for software reliability models based on finite failure model and non-homogeneous Poisson Processes (NHPP). For someone making a decision about when to market software, the conditional failure rate is an important variables. The infinite failure model are used in a wide variety of practical situations. Their use in characterization problems, detection of outlier, linear estimation, study of system reliability, life-testing, survival analysis, data compression and many other fields can be seen from the many study. Statistical process control (SPC) can monitor the forecasting of software failure and thereby contribute significantly to the improvement of software reliability. Control charts are widely used for software process control in the software industry. In this paper, proposed a control mechanism based on NHPP using mean value function of Musa-Okumo and Power law type property.

• Journal of the Korean Data and Information Science Society
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• v.21 no.1
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• pp.51-59
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• 2010

In the case that the regression function has a discontinuity point in generalized linear model, Huh (2009) estimated the location and jump size using the log-likelihood weighted the one-sided kernel function. In this paper, we consider estimation of the unknown number of the discontinuity points in the regression function. The proposed algorithm is based on testing of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size described in Huh (2009). The finite sample performance is illustrated by simulated example.

• Journal of Korea Water Resources Association
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• v.48 no.5
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• pp.331-343
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• 2015

Most nonstationary frequency models are defined as the probability models containing the time-dependent parameters. For frequency analysis of annual maximum rainfall data, the Gumbel distribution is generally recommended in Korea. For the nonstationary Gumbel models, the time-dependent location and scale parameters are defined as linear and exponential relationship, respectively. The exponentially time-varying scale parameter of nonstationary Gumbel model is generally used because the scale parameter should be positive. However, the exponential form of scale parameter occasionally provides overestimated quantiles. In this study, various forms of time-varying scale parameters such as exponential, linear, and logarithmic forms were proposed and compared. The parameters were estimated based on the method of maximum likelihood. To compare the accuracy of each scale parameter, Monte Carlo simulation was performed for various conditions. Additionally, nonstationary frequency analysis was conducted for the sites which have more than 30 years data with a trend in rainfall data. As a result, nonstationary Gumbel model with exponentially time-varying scale parameter generally has the smallest root mean square error comparing with another forms.

• Convergence Security Journal
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• v.12 no.3
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• pp.19-26
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• 2012

In this study, software products developed in the course of testing, software managers in the process of testing software and tools for effective learning effects perspective has been studied using the NHPP software. The log type hazard function applied to distribution was based on finite failure NHPP. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. As a result, the learning factor is greater than autonomous errors-detected factor that is generally efficient model could be confirmed. This paper, a failure data analysis of applying using time between failures and parameter estimation using maximum likelihood estimation method, after the efficiency of the data through trend analysis model selection were efficient using the mean square error and $R^2$(coefficient of determination).

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.455-467
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• 2003

There has been a long debate on the applicability of the chi-square approximation to statistics based on small sample size. Extending comparison results among Pearson chi-square Χ$^2$, generalized likelihood .ratio G$^2$, and the power divergence Ι(2/3) statistics suggested by Rudas(1986), recently developed disparity statistics (BWHD(1/9), BWCS(1/3), NED(4/3)) we compared and analyzed in this paper. By Monte Carlo studies about the independence model of two dimension contingency tables, the conditional model and one variable independence model of three dimensional tables, simulated 90 and 95 percentage points and approximate 95% confidence intervals for the true percentage points are obtained. It is found that the Χ$^2$, Ι(2/3), BWHD(1/9) test statistics have very similar behavior and there seem to be applcable for small sample sizes than others.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.6B
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• pp.390-401
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• 2007

This paper is to estimate and analyze the price elasticities of demand for mobile calls. We used the data for the period from January 2000 to December 2005 on a monthly basis. Data used are call minutes to mobile-originating(ML+MM), tariff for dispatch of fixed and mobile calls($P_L,P_M$), income(Y), and subscriber for mobile(N). In order to provide robust estimates of price elasticities, we have used two different econometric models. One is a Dynamic model which includes a lagged dependent variable and so can differentiate between long-un and short-run price elasticities using the Generalized Method of Moments(GMM). The other is a Box-Cox transformation model which is one of the most useful methods. Box-Cox transformation model shows that elasticity changes with the lapse of time. The results are as follow : Not including the price indices for land-originating, the estimate is overestimated otherwise. In Box-Cox transformation case, price elasticity had been steadily declining. And this result shows that mobile services had been changed necessities increasingly in Korea.

• The Korean Journal of Applied Statistics
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• v.33 no.4
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• pp.409-420
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• 2020

In business survey, modified cut-off sampling is commonly used to greatly increase the accuracy of the estimation while reducing the number of samples. However, non-response rate of take-all stratum has increased significantly and the sample substitution is not possible because the non-response in the take-all stratum affects the accuracy of the estimation. It is important to adjust the bias appropriately if non-response is affected by the variable of interest. In this study, a bias adjusted estimation is proposed as an appropriate method to deal with a non-response in the take-all stratum. In particular, the estimator proposed by Chung and Shin (2020) was applied to the bias adjustment for the take-all stratum; therefore, we suggest a new method to adjust properly for the take-all stratum. The superiority of the proposed estimator was examined through simulation studies and confirmed through actual data analysis.

• Journal of Advanced Marine Engineering and Technology
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• v.37 no.8
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• pp.886-892
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• 2013

Hydraulic hose assemblies are used as piping components for construction machinery, automobile, aircraft, industrial machinery, machine tools, and machinery for ships. Then the reliability of hose assemblies is important because total hydraulic system, which used to deliver the fluid power ($P^*Q$) needed to flexibility in the piping system, is not operated if the hose assembly failed in the system. The data of the accelerated life test estimated through the shape parameter(${\beta}$) resulting of the Weibull distribution analysis. This study has tried to reduce the test time resulting from varying impulse pressure range and the flexing diameter. Accelerated life test model for the test results was adopted the GLL(generalized log linear) and the accelerated indexes are identified as 6.64 for the pressure and 4.46 for flexing radius. Also, it found that shape parameter is 6.19, scale parameter(${\eta}$) is $1.035{\times}108$, which were adopted the pressure 35 MPa and the flexing diameter R100 mm in the used condition.

• The Korean Journal of Applied Statistics
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• v.18 no.2
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• pp.471-485
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• 2005

For categorical data analysis, the collapsibility were explained with the odds ratio (cross-product ratio). When these theories with these odds ratios are applied to real $2{\times}2{\times}K$ contingency tables, it is impossible to decide whether data are collapsible. Among graphical methods to represent odds ratios, Contour plot which is developed by Doi, Nakamura and Yamamoto (2001) could explain the structure of these data, but cannot decide on the collapsibility. In this paper, by using the Raindrop plot proposed by Barrowman and Myers (2003), we suggest an alternative method which can not only explain the structure of data, but also decide on the collapsibility.