• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.267-277
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• 2016

This paper considers we consider the estimation of copula parameters based on residuals in stochastic regression models. We prove that a semiparametric estimator using residual empirical distributions is consistent under some conditions and apply the results to the copula-ARMA model. We provide simulation results for illustration.

• Journal of the Korean Data and Information Science Society
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• v.20 no.1
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• pp.39-48
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• 2009

Fisher information matrix plays an important role in statistical inference of unknown parameters. Especially, it is used in objective Bayesian inference which derives to the posterior distribution using a noninformative prior distribution and is an example of metric functions in geometry. The more parameters for estimating in a distribution are, the more complicate derivation of the Fisher information matrix for the distribution is. In this paper, we derive to the Fisher information matrix for 3-parameters Weibull distribution which is used in reliability theory using Mathematica programs.

• Proceedings of the Safety Management and Science Conference
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• 2013.04a
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• pp.517-531
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• 2013

보증 데이터를 통해 제품의 수명 및 형상모수를 추정할 때 최우추정법과 같은 전통적인 통계 분석방법(Classical Statistical Method)을 많이 사용하였다. 그러나 전통적인 통계 분석방법을 통해 수명과 형상모수의 추정 시 표본의 크기가 작거나 불완전한 경우 추정량의 신뢰성이 떨어진다는 단점이 있고 또 누적된 경험과 과거자료를 충분히 이용하지 못하는 단점도 있다. 이러한 문제점을 해결하기 위해 모수의 사전분포를 가정하는 베이지안(Bayesian) 기법의 적용이 필요하다. 하지만 보증 데이터분석에 있어서 베이지안 기법을 이용한 연구는 아직 미흡한 실정이다. 본 연구에서는 수명분포가 와이블 분포를 갖는 보증데이터를 활용하여 모수 추정의 효율성을 비교 분석하고자 한다. 이를 위해 와이블 분포의 모수가 대수정규분포를 따르는 사전분포를 갖는 베이지안 기법과 전통적 통계기법인 생명표법(Actuarial method)을 활용하여 추정량을 도출하고 비교 분석하였다. 이를 통해 충분한 관측 데이터를 확보할 수 없는 경우에 베이지안 기법을 이용한 보증 데이터 분석방법의 성능을 확인하고자 한다.

• The Korean Journal of Applied Statistics
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• v.13 no.1
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• pp.71-80
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• 2000

본 논문에서는 이변량 분포함수의 위치모수에 대한 교대위치이동 대립가설에 대한 비모수적 검정법을 제안하였다. 소표본의 경우 실제 자료에 대해 순열원리에 기초한 근사적 검정법을 제시하였다. 모의실험을 통하여 Bhattacharyya와 Johnson(1970)의 층계순위(layer ranks)에 기초한 검정법과 검정력을 비교하였다.

• Journal of Korea Multimedia Society
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• v.10 no.9
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• pp.1185-1196
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• 2007

To enhance competitiveness of game industry and added value, it needs scientific research and bases that suggest satisfaction standard which quantitatively evaluates satisfaction to develop games which have high satisfaction for demanders. Specially, scoring of satisfaction factors and estimation of population distribution are important task. This allows which a game have high or low satisfaction compared to other games. Also we predict improvable factors and technical aspects to promote satisfaction. For it, in this paper we discuss ways to normalization of score distribution for satisfaction factors and estimate its density function using parametric density estimation by simulation.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.249-265
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• 1995

본 논문에서는 확률분포가 알려져 있지 않은 두 모집단 중 어느 하나로 새로운 관측치를 분류할 때 오분류확률이 분석자에 의해 사전에 정해진 수준에 부합할 수 있도록 커널 판별함수의 임계치를 결정하였다. 정해진 오분류확률을 만족시키기 위한 판별함수의 임계치는 붓스트랩(bootstrap)기법을 판별 함수에 적용시켜 계산된다. 본 논문에서 제시도된 방법은 모집단에 대한 모수적 가정이 없으므로 어느 분포에도 적용가능하며, 모집단이 정규분포, 대수정규분포, 이산형과 연속형 변수가 혼합된 분포의 경우 모의실험을 통하여 그 성능에 대한 검증을 하였다.

• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.143-152
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• 2017

Restriction of completely randomization within a block can be handled by a split plot factorial design splitted by several plots. $3{\times}3$ split plot factorial design with two fixed main factors and one fixed block shows that powers of the rank transformed statistic for testing whole plot factorial effect and split plot factorial effect are superior to those of the parametric statistic when existing effect size is small or the remaining effect size is relatively smaller than the testing factorial effect size. Powers of the rank transformed statistic show relatively high level for exponential and double exponential distributions, whereas powers of the parametric and rank transformed statistic maintain similar level for normal and uniform distributions. Powers of the parametric and rank transformed statistic with two fixed main factors and one random block are respectively lower than those with all fixed factors. Powers of the parametric andrank transformed statistic for testing split plot factorial effect with two fixed main factors and one random block are slightly lower than those for testing whole plot factorial effect, but powers of the rank transformed statistic show comparative advantage over those of the parametric statistic.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.9 no.6
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• pp.566-572
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• 2016

Software Reliability implemented in software development is one of the most important issues. In finite failure NHPP software reliability models for software failure analysis, the hazard function that means a failure rate may have constant independently for failure time, non-increasing or non-decreasing pattern. In this study, software development cost analysis considering the variable shape parameter of Erlang distribution as the failure life distribution in the software product testing process was studied. The software failure model was applied finite failure Non-Homogeneous Poisson Procedure and the parameters approximation using maximum likelihood estimation was accompanied. Thus, this paper was presented comparative analysis by applying a software failure time data to the software, considering the shape parameter of Erlang distribution for development cost model analysis. When compared to the cost curve in accordance with the shape parameter, the model of smaller shape can be seen that the optimal software release time delay and more cost. Through this study, it is thought that it can serve as a preliminary information which can basically help the software developers to search for development cost according to software shape parameters.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.867-889
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• 2014

Nonparametric Bayesian (np Bayes) statistical models are popularly used in a variety of research areas because of their flexibility and computational convenience. This paper reviews the np Bayes models focusing on biomedical research applications. We review key probability models for np Bayes inference while illustrating how each of the models is used to answer different types of research questions using biomedical examples. The examples are chosen to highlight the problems that are challenging for standard parametric inference but can be solved using nonparametric inference. We discuss np Bayes inference in four topics: (1) density estimation, (2) clustering, (3) random effects distribution, and (4) regression.

• Korean Journal of Construction Engineering and Management
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• v.17 no.4
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• pp.57-65
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• 2016

This study found a proper parametric life distribution based on maintenance history data of each bridge member under the jurisdiction of the Korea Expressway Corporation for the past 10 years by introducing the concept of reliability and suggested a measure to calculate the mean life and reliability of each bridge member using the parameter obtained with the maximum-likelihood classification. As a result of analyzing the exponential distribution, weibull distribution and log normal distribution being utilized frequently in order to find the parametric life distribution type which well described the life data of each bridge member, it was found that the log normal distribution and weibull distribution described the characteristics of the relevant life data the best. As a result of calculating the mean life of each bridge member based on the estimated parameter, the average life of the steel bridge coating was 18.51 years which was the longest, followed by the bridge deck as 17.56 years. The mean life of the drainage facility and the bridge bearing were 12.27 years and 12.57 years respectively, showing the shortest life.