• Communications for Statistical Applications and Methods
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• v.29 no.1
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• pp.1-25
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• 2022

A modified Bagdonavičius-Nikulin chi-square goodness-of-fit is defined and studied. The lymphoma data is analyzed using the modified goodness-of-fit test statistic. Different non-Bayesian estimation methods under complete samples schemes are considered, discussed and compared such as the maximum likelihood least square estimation method, the Cramer-von Mises estimation method, the weighted least square estimation method, the left tail-Anderson Darling estimation method and the right tail Anderson Darling estimation method. Numerical simulation studies are performed for comparing these estimation methods. The potentiality of the new model is illustrated using three real data sets and compared with many other well-known generalizations.

• Journal of Korea Water Resources Association
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• v.43 no.9
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• pp.813-822
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• 2010

An important problem in frequency analysis is the estimation of the quantile for a certain return period. In frequency analysis an assumed probability distribution is fitted to the observed sample data to estimate the quantile at the upper tail corresponding to return periods which are usually much larger than the record length. In most cases, the selection of an appropriate probability distribution is based on goodness of fit tests. The goodness of fit test method can be described as a method for examining how well sample data agrees with an assumed probability distribution as its population. However it gives generally equal weight to differences between empirical and theoretical distribution functions corresponding to all the observations. In this study, the modified Anderson-Darling (AD) test statistics are provided using simulation and the power study are performed to compare the efficiency of other goodness of fit tests. The power test results indicate that the modified AD test has better rejection performances than the traditional tests. In addition, the applications to real world data are discussed and shows that the modified AD test may be a powerful test for selecting an appropriate distribution for frequency analysis when extreme cases are considered.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.399-400
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• 2017

홍수나 가뭄 등 극치 현상의 통계분석 및 빈도해석에 있어 극치분포형이 널리 사용되고 있으며, 이러한 극치분포형의 특성을 이해하기 위해서는 분포형의 오른쪽 꼬리(right tail) 부분 특성을 자세히 분석할 필요가 있다. 이에 따라 본 연구에서는 Monte Carlo 모의를 통하여 다양한 극치분포형의 오른쪽 꼬리 부분의 통계적 특성 및 그 예측 능력을 연구하였다. 극치분포형으로는 우리나라 확률수문량 산정에 널리 활용되고 있는 generalized extreme value (GEV), Gumbel, generalized logistic 분포를 사용하였으며, 매개변수 산정 방법으로는 확률가중모멘트법을 사용하였다. 모의실험의 모분포로는 수문빈도해석에서 많이 사용되는 GEV 분포를 사용하였고, 30년 이상 자료를 보유한 기상청 지점 자료의 왜곡도를 조사하여 모의실험에 사용되는 모집단의 왜곡도로 가정하여 표본 자료를 발생시켰다. 예측 능력의 평가는 재현기간 10~1000년의 확률수문량을 왜곡도계수를 고려한 GEV 도시위치공식을 이용하여 GEV 확률지에 도시하고, 평균제곱근오차(root mean square error), 편의(bias), 평균상대오차(mean relative difference), 평균절대상대오차(mean absolute relative difference)를 이용하여 최적 분포형을 선정함으로써 이루어진다. 또한 예측 능력 평가결과의 타당성 확인을 위해 극치분포형의 적합정도를 잘 나타낸다고 알려진 modified Anderson-Darling 방법의 검정결과와 비교하여 적절성을 확인하였다.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.191-213
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• 2023

Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

• International Journal of Highway Engineering
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• v.12 no.1
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• pp.61-69
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• 2010

In this paper, we present the methodology about an optimal probability distribution selection as well as survival rate estimation with the national highway database from 1999 to 2008. Probability paper methods are adopted to estimate the parameters of each hazard model. The goodness-of-fit test, such as the Anderson-Darling statistics, was performed. As a result, we found that Lognormal distributionan is an appropriate distribution of newly constructed sections as well as overlayed sections. We also ascertained that the results of survival rate for pavement life between the proposed method and observed data are similar. Such a selection methodology and measures based on reliability theory can provide useful information for maintenance plans in pavement management systems as long as additional life data on pavement sections are accumulated.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.519-531
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• 2017

We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.

• Wind and Structures
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• v.31 no.5
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• pp.419-430
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• 2020

Weibull distribution is a conspicuous distribution known for its accuracy and its usage for wind energy analysis. The two and three parameter Weibull distributions are adopted in this study to fit wind speed data. The daily mean wind speed data of Ennore, Tamil Nadu, India has been used to validate the procedure. The parameters are estimated using maximum likelihood method, least square method and moment method. Four statistical tests namely Root mean square error, R2 test, Kolmogorov-Smirnov test and Anderson-Darling test are employed to inspect the fitness of Weibull probability density functions. The value of shape factor, scale factor, wind speed and wind power are determined at a height of 100m using extrapolation of numerical equations. Also, the value of capacity factor is calculated mathematically. This study provides a way to evaluate feasible locations for wind energy assessment, which can be used at any windy site throughout the world.

• Journal of the Korean Data and Information Science Society
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• v.21 no.2
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• pp.345-354
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• 2010

The Gamma Distribution is widely used in Engineering and Industrial applications. Estimation of parameters is revisited in the two-parameter Gamma distribution. The parameters are estimated by minimizing the likelihood ratios. A comparative study between the method of moments, the maximum likelihood method, the method of product spacings, and minimization of three different likelihood ratios is performed using simulation. For the scale parameter, the maximum likelihood estimate performs better and for the shape parameter, the product spacings estimate performs better. Among the three likelihood ratio statistics considered, the Anderson-Darling statistic has inferior performance compared to the Cramer-von-Misses statistic and the Kolmogorov-Smirnov statistic.

• Journal of Digital Contents Society
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• v.16 no.1
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• pp.63-70
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• 2015

In this paper, we estimate the life cycle from acceleration life test about the hard disk of disk array of image storage of PACS. Webuil distribution was selected by the Anderson-Darling goodness-of-fit test with data of down time at $50^{\circ}C$ and $60^{\circ}C$. The equality test of shape parameter and scale parameter was conducted, so that the probability distribution estimated from data of down time at $50^{\circ}C$ and $60^{\circ}C$ was not statistically significant. The shape parameter was 1.0409, The characteristic life was 24603.5 hours at normal user condition($30^{\circ}C$) by the analysis of weibull-arrhenius modeling which included the acceleration factor of temperature, and The activation energy was 0.5011 eV through arrhenius modeling. The failure analysis of the failure samples of acceleration test and the samples of market return was conducted, so that the share percentage of failure mode was detail difference but the rank of share percentage was almost same. This study suggest the test procedure of acceleration test of hard disk drive in PACS using environment, and help the life estimation at manufacture and use.

• Journal of Digital Contents Society
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• v.15 no.1
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• pp.19-27
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• 2014

In order to estimate the life of 2,5 inch HDD which is adopted by PC environment, make the test plan which reflect the failure mode of market, make the test model of accelerated life test which reflect the stress of temperature. after an analysis of the environment of PC using, test procedure was decided that operation was write 50 % and read 50 %, and then access method was sequential 50 % and random 50%. The acceleration life test was executed on condition that temperature was $50^{\circ}C$ and $60^{\circ}C$, performance was 95 % in max performance, test time was 1000 hours. by the test of goodness of fit of anderson-darling of the failure data during test, it was confirmed that the distribution of failure fellow weibull. test for shape and scale was equal, and shape parameter was 0.7177, characteristic life was 429434 hours at normal user condition($30^{\circ}C$) by the analysis of weibull-arrhenius modeling. It made no difference about the statistics when equality test was executed. The activation energy was 0.2775eV. In analyzing between the failure samples of acceleration test and the samples of market return even though there is detail difference about the share of failure mode, the rank of share was almost same. This study suggest the test procedure of acceleration test of 2.5 inch HDD in PC using environment, and help the life estimation at manufacture and user.