• Title/Summary/Keyword: 중도절단된 데이터

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Goodness of Fit Tests for the Exponential Distribution based on Multiply Progressive Censored Data (다중 점진적 중도절단에서 지수분포의 적합도 검정)

  • Yun, Hyejeong;Lee, Kyeongjun
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2813-2827
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    • 2018
  • Progressive censoring schemes have become quite popular in reliability study. Under progressive censored data, however, some units can be failed between two points of observation with exact times of failure of these units unobserved. For example, loss may arise in life-testing experiments when the failure times of some units were not observed due to mechanical or experimental difficulties. Therefore, multiply progressive censoring scheme was introduced. So, we derives a maximum likelihood estimator of the parameter of exponential distribution. And we introduced the goodness-of-fit test statistics using order statistic and Lorenz curve. We carried out Monte Carlo simulation to compare the proposed test statistics. In addition, real data set have been analysed. In Weibull and chi-squared distributions, the test statistics using Lorenz curve are more powerful than test statistics using order statistics.

A Regression based Unconstraining Demand Method in Revenue Management (수입관리에서 회귀모형 기반 수요 복원 방법)

  • Lee, JaeJune;Lee, Woojoo;Kim, Junghwan
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.467-475
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    • 2015
  • Accurate demand forecasting is a crucial component in revenue management(RM). The booking data of departed flights is used to forecast the demand for future departing flights; however, some booking requests that were denied were omitted in the departed flights data. Denied booking requests can be interpreted as censored in statistics. Thus, unconstraining demand is an important issue to forecast the true demands of future flights. Several unconstraining methods have been introduced and a method based on expectation maximization is considered superior. In this study, we propose a new unconstraining method based on a regression model that can entertain such censored data. Through a simulation study, the performance of the proposed method was evaluated with two representative unconstraining methods widely used in RM.

플롯을 이용한 중도절단표본에서의 정규성 검정

  • Jo, Yeong-Seok;Gang, Seok-Bok
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.37-42
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    • 2005
  • 통계학의 주요 관심인 표본의 정규성 검정을 위해 통계패키지에서 사용하고 있는 Q-Q(quantile-quantile) 플롯을 중도절단표본에서 사용함으로 발생하는 문제점을 알아보고 이를 보완하여 수정된 Q-Q플롯과 수정된 Normalized Sample Lorenz Curve(NSLC)을 제시한다. 예제로 Hodgkin's disease 데이터를 중도절단하여 새로 제시한 Normalized Sample Lorenz Curve을 그려보았다.

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Parameter estimation for exponential distribution under progressive type I interval censoring (지수 분포를 따르는 점진 제1종 구간 중도절단표본에서 모수 추정)

  • Shin, Hye-Jung;Lee, Kwang-Ho;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.927-934
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    • 2010
  • In this paper, we introduce a method of parameter estimation of progressive Type I interval censored sample and progressive type II censored sample. We propose a new parameter estimation method, that is converting the data which obtained by progressive type I interval censored, those data be used to estimate of the parameter in progressive type II censored sample. We used exponential distribution with unknown scale parameter, the maximum likelihood estimator of the parameter calculates from the two methods. A simulation is conducted to compare two kinds of methods, it is found that the proposed method obtains a better estimate than progressive Type I interval censoring method in terms of mean square error.

Reliability estimation for shared load model with guarantee time under censoring scheme (중도절단계획 하에서 보증시간을 가지는 부하분배모형의 신뢰도추정)

  • Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.467-474
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    • 2009
  • There are many situations arising in reliability engineering and biomedical science where failure of a subsystem increases the failure rate of other subsystem under shared load models. In this paper, the maximum likelihood estimates and the modified maximum likelihood estimates of mean time to failure and reliability function for shared load model with guarantee time are obtained by using censored system life data. Some illustrative examples are included.

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The influence of the random censorship model on the estimation of the scale parameter of the exponential distribution (중도절단모형이 지수분포의 척도모수추정에 미치는 영향)

  • Kim, Namhyun
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.393-402
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    • 2014
  • The simplest and the most important distribution in survival analysis is the exponential distribution. In this paper, we investigate the influence of the random censorship model on the estimation of the scale parameter of the exponential distribution. The considered random censorship models are Koziol-Green model and the generalized exponential distribution model. Two models have different meanings. Through the simulation study, the averages of the estimated values of the parameter do not show big differences, however the MSE of the estimator tends to be bigger when the supposed model is significantly different from the true model.

Nonparametric estimation of conditional quantile with censored data (조건부 분위수의 중도절단을 고려한 비모수적 추정)

  • Kim, Eun-Young;Choi, Hyemi
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.2
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    • pp.211-222
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    • 2013
  • We consider the problem of nonparametrically estimating the conditional quantile function from censored data and propose new estimators here. They are based on local logistic regression technique of Lee et al. (2006) and "double-kernel" technique of Yu and Jones (1998) respectively, which are modified versions under random censoring. We compare those with two existing estimators based on a local linear fits using the check function approach. The comparison is done by a simulation study.

A generalized likelihood ratio chart for monitoring type I right-censored Weibull lifetimes (제1형 우측중도절단된 와이블 수명자료를 모니터링하는 GLR 관리도)

  • Han, Sung Won;Lee, Jaeheon
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.647-663
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    • 2017
  • Weibull distribution is a popular distribution for modeling lifetimes because it reflects the characteristics of failure adequately and it models either increasing or decreasing failure rates simply. It is a standard method of the lifetimes test to wait until all samples failed; however, censoring can occur due to some realistic limitations. In this paper, we propose a generalized likelihood ratio (GLR) chart to monitor changes in the scale parameter for type I right-censored Weibull lifetime data. We also compare the performance of the proposed GLR chart with two CUSUM charts proposed earlier using average run length (ARL). Simulation results show that the Weibull GLR chart is effective to detect a wide range of shift sizes when the shape parameter and sample size are large and the censoring rate is not too high.

Comparison of parametric and nonparametric hazard change-point estimators (모수적과 비모수적 위험률 변화점 통계량 비교)

  • Kim, Jaehee;Lee, Sieun
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1253-1262
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    • 2016
  • When there exists a change-point in hazard function, it should be estimated for exact parameter or hazard estimation. In this research, we compare the hazard change-point estimators. Matthews and Farewell (1982) parametric change-point estimator is based on the likelihood and Zhang et al. (2014) nonparametric estimator is based on the Nelson-Aalen cumulative hazard estimator. Simulation study is done for the data from exponential distribution with one hazard change-point. The simulated data generated without censoring and the data with right censoring are considered. As real data applications, the change-point estimates are computed for leukemia data and primary biliary cirrhosis data.

Simple Estimation in Proportional Odds Model under Censoring

  • Kim, Ju-Sung;Seo, Min-Ja;Won, Dong-Yu
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.889-898
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    • 2005
  • In this paper we propose a new estimator of relative odds ratio in the two-sample case of proportional odds model under censorship. Also, we show that the estimator consistent and asymptotically normal by using martingale-representation. The efficiency of the proposed is assessed through a simulation study.

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