• The Korean Journal of Applied Statistics
• /
• v.5 no.1
• /
• pp.41-57
• /
• 1992

Distribution-free test for umbrella alternatives in a randomized block design is proposed and asymptotic properties test statistics and the asymptotic relatives efficiency (ARE) of the proposed test statistics with respect to the Puri's parametric method are investigated. For given peak points 2,3,4, with 4 blocks and 5 treatments, and with 3 blocks and 5 treatments : for given peak point 3, with 2 blocks and 4 treatments : from the small sample Monte Carlo Study, the empirical powers between the proposed test and Puri's test are compared. Throughout the simulation results, the proposed test statistic is efficient for the heavy tailed distributions.

• Communications for Statistical Applications and Methods
• /
• v.4 no.2
• /
• pp.533-540
• /
• 1997

일반화 감마분포(generalized gamma distribution)에서 지표모수(index parameter)에 대한 추론은 생존시간(lifetime)과 관련한 모형의 선택문제에서 매우 중요하다. 이에 대한 정확한(exact) 추론법은 알려져 있지 않다. 본 연구에서는 이에 대한 점근적(asymptotic) 검정법으로 소표본에서도 우도비 검정에 비해 효율이 뛰어난 Bartlett 검정을 제안하고, 이의 요율적 수행을 위한 대체 모형으로 부터의 누율계산(cumulant computation) 법을 제시하였다. 또한 실제자료에 대해 본 논문에서 제시한 누율계산과정을 이용하여 Bartlett 검정을 실시한 결과 기존의 우도비 검정과는 상당히 큰 차이가 남을 확인하였다. 따라서 모형의 선택 등의 문제에서 제안된 방법은 소표본의 경우에 더욱 효율적이라 할 수 있다.

• Journal of Convergence for Information Technology
• /
• v.9 no.8
• /
• pp.20-26
• /
• 2019

In this study, the optimal shape parameter condition is presented after analyzing the attributes of the software reliability model according to the change of the shape parameter of Loma life distribution with infinite fault NHPP. In order to analyze the software failure phenomena, the parametric estimation method was applied to the Maximum Likelihood Estimation method, and the nonlinear equation was applied to the bisection method. As a result, it was found that when the attributes according to the change of the shape parameter are compared, the smaller the shape parameter is, the better the prediction ability of the true value, and reliability attributes are efficient. Through this study, it is expected that software developers can increase reliability by preliminarily grasping the type of software failure based on shape parameter, and can be used as basic information to improve the software reliability attributes.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2008.05a
• /
• pp.1369-1372
• /
• 2008

소수력자원은 신재생에너지 중에서도 온실가스 배출량이 가장 적고 에너지밀도가 매우 높기 때문에 개발할 가치가 큰 청정부존자원으로 평가되고 있다. 강우상태의 변화는 Weibull분포의 축척모수와 형상모수를 인위적으로 변화시켜 소수력발전소의 설계인자들의 변화를 모사하였다. 분석 결과, 소수력발전입지의 수문학적 성능특성은 해당유역의 강우상태에 따라 변하는 것으로 밝혀졌다.

• The Korean Journal of Applied Statistics
• /
• v.6 no.2
• /
• pp.341-353
• /
• 1993

As an estimator of the conditional probability of discovering a new species at the next observation after a sample of certain size is taken, the one proposed by Good(1953) has been most widely used. Recently, Clayton and Frees(1987) showed via simulation that their nonparametric maximum likelihood estimator(NPMLE) has smaller MSE than Good's estimator when the population is relatively nonuniform. Lee(1989) proved that their conjecture is asymptotically true for truncated geometric population distributions. One shortcoming of the NPMLE, however, is that it has a considerable amount of negative bias. In this study we proposed a bias-corrected version of the NPMLE for virtually all realistic population distributions. We also showed that it has a smaller asymptotic MSE than Good's extimator except when the population is very uniform. A Monte Carlo simulation was performed for small sample sizes, and the result supports the asymptotic results.

• The Korean Journal of Applied Statistics
• /
• v.11 no.1
• /
• pp.163-175
• /
• 1998

The change of hazard rates at some unknown time point has been the interest of many statisticians. But it was restricted to the constant hazard rates which correspond to the exponential distribution. In this paper we generalize the change-point model in which any specific functional forms of hazard rates are net assumed. The assumed model includes various types of changes before and after the unknown time point. The Nelson estimator of cumulative hazard function is introduced. We estimate the change-point maximizing slope changes of Nelson estimator. Consistency and asymptotic distribution of bootstrap estimator are obtained using the martingale theory. Through a Monte Carlo study we check the performance of the proposed method. We also explain the proposed method using the Stanford Heart Transplant Data set.

• Journal of the Korean Data and Information Science Society
• /
• v.23 no.1
• /
• pp.89-98
• /
• 2012

In this paper, the ratio of parameters in two independent Maxwell distributions is parameter of interest. We proposed test statistics, which converge to standard normal distribution, based on likelihood function. The exact distribution for testing the ratio is hard to obtain. We proposed the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for testing the ratio. Through simulation, we show that the modified signed log-likelihood ratio statistic converges faster than signed log-likelihood ratio statistic to standard normal distribution. We compare two statistics in terms of type I error and power. We give an example using real data.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2017.05a
• /
• pp.455-455
• /
• 2017

최근 기후변화로 인한 도시홍수 피해가 증가하고 있다. 이에 따라 본 연구에서는 기상청에서 제공하는 HadGEM3-RA의 한반도(12.5km) 기후변화 RCP 4.5 및 RCP 8.5시나리오에 대해 편의보정 및 시간상세화를 실시하여 기후변화를 고려한 수문분석을 하였다. 기후변화 시나리오의 편의보정은 Gamma분포를 이용한 모수적 분위사상법과 관측자료의 누가확률분포를 이용하는 비모수적 분위사상법으로 수행하였으며, 관측된 분 단위 강우자료를 기반으로 기후변화 시나리오 미래기간에 대해 시간상세화를 실시하였다. 또한, 도림천유역을 중심으로 기후변화 시나리오 미래기간의 확률강우량과 설계홍수량을 산정하였다. 본 연구에 결과는 수문분석을 위한 기후변화 시나리오 시간상세화 방안에 크게 기여 할 것으로 판단된다.

• The Korean Journal of Applied Statistics
• /
• v.11 no.1
• /
• pp.185-192
• /
• 1998

A bivariate extension of the two-parameter exponential distribution is proposed as a model for certain problems in system level life testing. In particular, it applies to two-component shared parallel systems having a minimum guarantee time. Various statistical properties of the model are investigated, including maximum likelihood estimators (MLEs), modified MLEs, and unbiased estimators of the parameters and their distributions.

• The Korean Journal of Applied Statistics
• /
• v.21 no.6
• /
• pp.947-957
• /
• 2008

Two-arm non-inferiority trials is often applied to parametric procedure suggested by Hauschke et al. (1999). Since this design does not allow a direct comparison of a new treatment group with placebo group, parametric procedure in a three-arm non-inferiority trial with a placebo group was suggested by Pigeot et al. (2003). But, procedures in these designs are necessary for distribution assumptions. Therefore we propose, in this paper, non parametric procedures employing Wilcoxon rank sum test in a two-arm design and linear contrast test suggested by Scheirer et al. (1976) in a three-arm design. The proposed nonparametric procedures and parametric procedures are compared by Monte Carlo simulation study.