• Journal of the Korea Society for Simulation
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• v.29 no.2
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• pp.83-93
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• 2020

Bivariate measure of risk and error(BMORE) plot is originally designed to depict bivariate output data and related statistics obtained from a stochastic simulation such as sample mean, median, outliers, and a boundary of a certain percentile of simulation data. When compared to the static numbers, the plot has a big advantage in visualization that enables scholars and practitioners to understand the potential variability and risk in the simulation data. In this study, beyond just the construction of the plot to depict the variability of a certain system, we add a chance constraint to the plot and apply it for decision making such as checking the feasibility of systems, comparing performances of the systems on statistical background, and also analyzing the sensitivity of the problem parameters. In order to demonstrate an application of the plot, we employ an inventory management problem as an example. However, the techniques and algorithms suggested in this paper can be applied to any other problems comparing systems on bivariate performance measures with simulation/experiment results.

• The Korean Journal of Applied Statistics
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• v.5 no.2
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• pp.193-209
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• 1992

We consider a Step Life Testing which is deviced for a two-component serial system with the considerably long life time. In the modelling stage we discuss the bivariate exponential distribution suggested by Block and Basu as the bivariate survival function for the two-component system, and develope the cumulative exposure model introduced by Nelson so that it can be used under the bivariate function. We consider inference on the component life time when the components are at work in the system by combining the information from system life test and that from the component tests carried out separately under the controlled environment. In data analysis, maximum likelihood estimators are discussed with the initial value obtained by an weighted least square method. Finally we discuss the optimal time for changing the stress in the simple step stress life testing.

• Journal of Labour Economics
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• v.25 no.1
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• pp.75-95
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• 2002

Using 3 years of panel data on nearly 3,507 households, the Korea Labor Income Panel Survey(KLIPS) data, the authors measure the determinants of poverty and unemployment, and the extents to which poverty influenced unemployment. The probit analysis of unemployment shows that unemployment probability is lower, when male, lower age and is higher, high-school and over junior college, work duration is over 3 years. The probit analysis of poverty shows that poverty probability is lower, when male, higher education level, longer career. specially unemployment and social insurance is determinants of increasing poverty. Bivariate probit model of unemployment and poverty also provides similar findings to those probit analysis and shows an evidence of the influence of unemployment on poverty along with the positive role of social welfare policy such that social welfare receipt reduces the impact of unemployment on poverty.

• Journal of Korea Water Resources Association
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• v.49 no.3
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• pp.217-225
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• 2016

The drought is generally characterized by duration and severity, thus it is required to conduct the bivariate frequency analysis simultaneously considering the drought duration and severity. However, since a bivariate joint probability distribution function (JPDF) has a 3-dimensional space, it is difficult to interpret the results in practice. In order to suggest the technical solution, this study employed copula functions to estimate an JPDF, then developed conditional JPDFs on various drought durations and estimated the critical severity corresponding to non-exceedance probability. Based on the historical severe drought events, the hydrologic risks were investigated for various extreme droughts with 95% non-exceedance probability. For the drought events with 10-month duration, the most hazardous areas were decided to Gwangju, Inje, and Uljin, which have 1.3-2.0 times higher drought occurrence probabilities compared with the national average. In addition, it was observed that southern regions were much higher drought prone areas than northern and central areas.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.7 no.3
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• pp.137-141
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• 2014

RFID system is applied to various industry such as process control, distribution management, access control, environment sensing, entity identification, etc. Since RFID system uses wireless communication, it has more weak points for security. In this paper, an authentication protocol is suggested between tags and a reader, which is basic property for security. A suggested protocol use a bivariate polynomial over a finite field and is secure against snooping, replay attack, position tracking and traffic analysis.

• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.569-574
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• 2010

We consider two components system which have Freund's bivariate exponential model. In this case, Bayesian multiple comparisons procedure for failure rates is sug-gested in K Freund's bivariate exponential populations. Here we assume that the com-ponents enter the study at random over time and the analysis is carried out at some prespeci ed time. We derive fractional Bayes factor for all comparisons under non- informative priors for the parameters and calculate the posterior probabilities for all hypotheses. And we select a hypotheses which has the highest posterior probability as best model. Finally, we give a numerical examples to illustrate our procedure.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.775-783
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• 2012

Several statistical models for bivariate poisson data are suggested and used to analyze 2011 K-league data. Our interest is composed of two purposes: The first purpose is to exploit potential attacking and defensive abilities of each team. Particular, a bivariate poisson model with diagonal inflation is incorporated for the estimation of draws. A joint model is applied to estimate an association between poisson distribution and probability of draw. The second one is to investigate causes on scoring time of goals and a regression technique of recurrent event data is applied. Some related future works are suggested.

• International Journal of Reliability and Applications
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• v.18 no.2
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• pp.65-82
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• 2017

Abstract. Camilo Dagum proposed several variants of a new model for the size distribution of personal income in a series of papers in the 1970s. He traced the genesis of the Dagum distributions in applied economics and points out parallel developments in several branches of the applied statistics literature. The main aim of this paper is to define a bivariate Dagum distribution so that the marginals have Dagum distributions. It is observed that the joint probability density function and the joint cumulative distribution function can be expressed in closed forms. Several properties of this distribution such as marginals, conditional distributions and product moments have been discussed. The maximum likelihood estimates for the unknown parameters of this distribution and their approximate variance-covariance matrix have been obtained. Some simulations have been performed to see the performances of the MLEs. One data analysis has been performed for illustrative purpose.

• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.145-153
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• 1998

In this paper, a hierarchical Bayesian analysis of a bivariate exponential model is discussed using Gibbs sampler. Parameters and reliability estimators are obtained. A numerical study is provided.

• Environmental and Resource Economics Review
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• v.12 no.4
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• pp.559-577
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• 2003

This paper analyzes household bottled water and water purifier expenditures, taking into account three important characteristics: expenditures may be censored at zero, may be interdependent across expenditure type, and may be endogenously and jointly determined. Censoring, interdependence, and endogeneity of the two expenditures are examined through simultaneous equation bivariate Tobit model. Expenditure function parameters are estimated using a 1997 household survey data collected in Seoul. The study detected interdependence between the two expenditures in the data. Moreover, the coefficient of one expenditure variable is statistically significant in the other expenditure equation. Thus, the overall results show that the simultaneous equation bivariate Tobit model employed here is appropriate for this analysis of the two expenditures. Finally estimated income and household size elasticities of the expenditures are presented.