• 한국데이터정보과학회:학술대회논문집
• /
• 한국데이터정보과학회 2002년도 춘계학술대회
• /
• pp.155-167
• /
• 2002

In this paper we consider optimal designs of partially constant-stress life testing which is deviced for three-component mixed systems with the considerably long time. Mixed systems are jointed serial system with parallel system. Test items are run at both use condition and accelerated condition until a specified censoring time. The optimal criterion for the sample-proportion allocated to accelerated condition is to minimized asymptotic variance of the maximum likelihood estimators of the acceleration factor and hazard rates.

• Journal of the Korean Statistical Society
• /
• 제25권3호
• /
• pp.433-444
• /
• 1996

In contrast to the multiplicative risk model, the additive risk model specifies that the hazard function with covariates is the sum of, rather than product of, the baseline hazard function and the regression function of covariates. We, in this paper, propose a method for checking the adequacy of the additive risk model based on partial-sum of matingale residuals. Under the assumed model, the asymptotic properties of the proposed test statistic and approximation method to find the critical values of the limiting distribution are studied. Several real examples are illustrated.

• 한국통신학회논문지
• /
• 제22권5호
• /
• pp.949-955
• /
• 1997

Detection of the existence of a desired user is considered in this paper. We assume that the signal to noise ratio is high enough for us to ignore the effects of noise compared with those of the interference by other users. The inter-user interference and user signals are modeled by the Nakagami model. An observation model for this situation is proposed, the locally optimum test statistic is derived under the model, and the asymptotic performance of the locally optimum detector is compared with of the envelope detector. We show that the locally optimum detector performs better than the conventional envelope detector.

• Communications for Statistical Applications and Methods
• /
• 제22권4호
• /
• pp.377-387
• /
• 2015

The area under the ROC curve can be represented by both Mann-Whitney and Wilcoxon rank sum statistics. Consider an ROC surface and manifold equal to three dimensions or more. This paper finds that the volume under the ROC surface (VUS) and the hypervolume under the ROC manifold (HUM) could be derived as functions of both conditional Mann-Whitney statistics and conditional Wilcoxon rank sum statistics. The nullhypothesis equal to three distribution functions or more are identical can be tested using VUS and HUM statistics based on the asymptotic large sample theory of Wilcoxon rank sum statistics. Illustrative examples with three and four random samples show that two approaches give the same VUS and $HUM^4$. The equivalence of several distribution functions is also tested with VUS and $HUM^4$ in terms of conditional Wilcoxon rank sum statistics.

• Geomechanics and Engineering
• /
• 제25권4호
• /
• pp.341-345
• /
• 2021

1D sand compression response to ko-loading experiences volume contraction from low to high effective stress regimes. Previous study suggested compressibility model with physically correct asymptotic void ratios at low and high stress levels and examined only for both remolded clays and natural clays. This study extends the validity of Enhanced Terzaghi model for different sand types complied from 1D compression data. The model involved with four parameters can adequately fit 1D sand compression data for a wide stress range. The low stress obtained from fitting parameters helps to identify the initial fabric conditions. In addition, strong correlation between compressibility and the void ratio at low stress facilitates determination of self-consistent fitting parameters. The computed tangent constrained modulus can capture monotonic stiffening effect induced by an increase in effective stress. The magnitude of tangent stiffness during large strain test should not be associated with small strain stiffness values. The use of a single continuous function to capture 1D stress-strain sand response to ko-loading can improve numerical efficiency and systematically quantify the yield stress instead of ad hoc methods.

• Communications for Statistical Applications and Methods
• /
• 제29권6호
• /
• pp.665-677
• /
• 2022

This paper proposes a new estimation method based on the maximum product of spacings for estimating unknown parameters of the three-parameter Weibull distribution under a generalized Type-II progressive hybrid censoring scheme which guarantees a constant number of observations and an appropriate experiment duration. The proposed approach is appropriate for a situation where the maximum likelihood estimation is invalid, especially, when the shape parameter is less than unity. Furthermore, it presents the enhanced performance in terms of the bias through the Monte Carlo simulation. In particular, the superiority of this approach is revealed even under the condition where the maximum likelihood estimation satisfies the classical asymptotic properties. Finally, to illustrate the practical application of the proposed approach, the real data analysis is conducted, and the superiority of the proposed method is demonstrated through a simple goodness-of-fit test.

• Journal of the Korean Data and Information Science Society
• /
• 제7권1호
• /
• pp.47-57
• /
• 1996

일정스트레스 가속수명시험에서 제품의 수명이 대수정규분포를 따르고 위치모수와 척도모수 모두가 스트레스의 영향을 받는다고 하자. 설계 스트레스 조건에서 대수정규분포의 백분위수의 최우추정량의 점근분산이 최소가 되는 낮은 수준의 최적의 스트레스의 양과 최적의 표본할당비율을 모수의 여러 가지 경우에 대해서 연구한다.

• 응용통계연구
• /
• 제8권2호
• /
• pp.109-119
• /
• 1995

두 모집단에서 임의로 관측중단도니 두 표본을 얻었을 때, 두 모집단의 분포가 같다는 가설을 검정하기 위한 카이제곱 검정방법이 제안되었다. 여기서 제안된 통계량은 대립가설이 두 모집단의 분포가 같지 않다는 양측가설일 때 쓰일 수 있다. 귀무가설이 사실일 때 제안된 통계량의 극한분포는 카이제곱 분포가 된다. 두 가지 형태의 카이제곱 검정통계량이 제안되었는데, 하나는 product-limit 추정치로부터 얻은 관측된 칸(cell) 확률의 차이들의 벡터의 이차형식으로 표현된 것이고, 다른 하나는 간단한 합의 모양으로 표현된 것이다. 두 형태의 검정통계량을 사용하여 암치료를 위한 화학요법 실험으로부터 얻은 자료를 분석하여 보았다.

• Communications for Statistical Applications and Methods
• /
• 제19권1호
• /
• pp.107-115
• /
• 2012

본 논문에서는 Yoo와 Cook (2007)에 의하여 제시된 다변량 회귀의 조건부 평균에 대한 최소 불일치 함수 접근법을 통한 최적 차원축소 부분공간의 추정에서 차원의 수가 추정된 선형결합들과 설명력 등에 어떤 영향을 미치는 지를 시뮬레이션 자료를 통하여 알아보았다. 그 결과 추정에 사용된 차원수에 따른 여러 결과들을 차원결정을 위한 검정과 함께 활용하면 모형에 필요한 차원수를 탐색하는데 매우 효과적임을 알 수 있었다.

• 한국신뢰성학회지:신뢰성응용연구
• /
• 제18권3호
• /
• pp.220-228
• /
• 2018

Purpose: The purpose of this study is to investigate the tail behavior of the life distribution which exhibits an increasing failure rate or other positive aging effects after a certain time point. Methods: We characterize the tail behavior of the life distribution with regard to certain reliability measures such as failure rate, mean residual life and reliability function and derive several stochastic properties regarding such life distributions. Also, utilizing an L-statistic and its asymptotic normality, we propose new nonparametric testing procedures which verify if the life distribution has an increasing tail failure rate. Results: We propose the IFR-Tail (Increasing Failure Rate in Tail), DMRL-Tail (Decreasing Mean Residual Life in Tail) and NBU-Tail (New Better than Used in Tail) classes, all of which represent the tail behavior of the life distribution. And we discuss some stochastic properties of these proposed classes. Also, we develop a new nonparametric test procedure for detecting the IFR-Tail class and discuss its relative efficiency to explore the power of the test. Conclusion: The results of our research could be utilized in the study of wide range of applications including the maintenance and warranty policy of the second-hand system.