• Journal of Korea Water Resources Association
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• v.50 no.3
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• pp.211-221
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• 2017

In statistical hydrology, various extreme distributions such as the generalized extreme value (GEV), generalized logistic (GLO) and Gumbel (GUM) models have been widely used to analyze the extreme events. In the case of rainfall events in South Korea, the GEV and Gumbel distributions are known to be appropriate among various extreme distribution models. However, the proper probability distribution model may be different depending on the type of extreme events, rainfall duration, region, and statistical characteristics of extreme events. In this regard, it is necessary to apply a wide range of statistical properties that can be represented by the distribution model because it has two shape parameters. In this study, the statistical applicability of rainfall data is analyzed using the Burr XII distribution and the dimensionless L-moment ratio for 620 stations in South Korea. For this purpose, L-skewness and L-kurtosis of the Burr XII distribution are derived and L-moment ratio diagram is drawn and then the applicability of 620 stations was analyzed. As a result, it is found that the Burr XII distribution for the stations of the Han River basin in which L-skewness is relatively larger than L-kurtosis is appropriate, It is possibility of replacing the distribution of commonly used Gumbel or GEV distributions. Therefore, the Burr XII model can be replaced as an appropriate probability model in this basin.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.815-823
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• 2012

In this paper reliability growth model in which the operating time between successive failure is a continuous random variable is proposed. This model is for Burr type XII distribution with two parameters which is discussed in two versions: the order statistics and non-homogeneous Poisson process. The two software reliability measures are obtained. The performance for two versions of the suggested model is tested on real data set by U-plot and Y-plot using Kolmogorov distance.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.335-335
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• 2018

최근 이상기후현상으로 지구상의 여러 지역에서 극치 수문 사상의 발생 빈도와 강도가 날로 증가하고 있는 추세이다. 이에 대해 수공구조물의 설계를 위한 극치강우사상의 빈도해석에 있어서 적절한 확률분포모형의 적용은 매우 중요하다. 이에 수문통계분야에서는 generalized extreme value(GEV), generalized logistic(GLO), Gumbel(GUM) 모형과 같은 극치 분포를 이용한 수문통계적 특성에 대한 접근이 주로 이루어지고 있다. 하지만 우리나라 강우 사상의 경우 GEV 분포와 GUM 분포가 비교적 적합한 것으로 알려져 있지만 하나의 형상매개변수를 가지고 있어 분포 모형이 표현할 수 있는 통계적 특성에 한계를 가지고 있다. 기존의 GEV나 GUM분포로는 적절히 재현되지 않는 자료들을 분석하기 위해서 두 개의 형상매개변수를 가지는 분포형에 대한 연구가 진행되고 있다. 이에 본 연구에서는 두 개의 형상매개변수를 가지는 Burr XII 분포형의 우리나라 극한 강우자료에 대한 적용성을 평가하였다. Burr XII 분포형은 gamma나 exponential 분포 모형처럼 양의 확률변수만을 가지고, Cauchy나 Pareto 분포 모형처럼 두꺼운 꼬리(heavy-tailed distribution) 형상을 나타내기 때문에 비교적 큰 확률변수가 빈번히 나타나는 극치사상에도 적합한 것으로 알려져 있다. 이를 위해 Burr XII 분포 모형을 이용하여 우리나라 강우자료에 대해 지점빈도해석 및 지역빈도해석을 수행하고 우리나라 강우자료에 비교적 적합하다고 알려진 분포인 GEV, GLO, GUM 분포형을 통해 산정된 결과와 비교하였다.

• Communications for Statistical Applications and Methods
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• v.13 no.1
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• pp.89-99
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• 2006

This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.162-162
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• 2017

최근 우리나라는 전 지구적인 기후변화로 인하여 집중호우 및 돌발 홍수와 같은 극치 사상들이 증가하고 있는 추세이며, 이에 대한 분석을 위해 극치 분포를 이용한 수문통계적 특성에 대한 접근이 주로 이루어지고 있다. 이를 위해서는 충분한 수의 자료가 필요하나 우리나라 강우자료는 지점별로 자료 보유 년 수가 비교적 많지 않기 때문에, 이러한 문제를 극복하기 위하여 하나의 지역, 즉 주어진 지점을 포함하여 수문학적으로 동일한 조건을 만족하는 주변 지점의 자료를 모두 포함하여 빈도해석을 실시하는 지역빈도해석이 필요하다. 따라서 본 연구에서는 지역빈도해석과 두 개의 형상매개변수를 포함하여 다양한 극치 수문통계특성을 나타낼 수 있다고 알려진 Burr XII 분포를 이용하여 우리나라 강우자료에 대한 그 적용성을 살펴보았다. 이를 위해 군집분석을 통한 강우지점의 지역화 과정을 거치고 분류된 지역을 L-moment ratio diagram에 도시하여, Burr XII 분포 영역 내 포함여부를 통해 Burr XII 분포의 적합도를 도시적으로 살펴보고, Hosking and Wallis (1997)이 제안한 적합성 척도($^{IST}$)를 통한 적합성 여부를 판별하였다. 또한 우리나라 강우자료에 비교적 적합하다고 알려진 분포인 generalized extreme value, generalized logistic, Gumbel 분포와의 비교를 위해, 전체 지역에 대하여 재현기간에 따른 상대편의 (relative bias)와 상대평균제곱근오차 (relative root mean square error)를 산정하여 Burr XII 분포형의 적용 가능성을 살펴보았다.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.155-162
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• 1999

This paper is concerned with the empirical Bayes estimation of one of the two shape parameters(${\theta}$) in the Burr(${\beta},\;{\theta}$) type XII failure model based on type-II censored data. We obtain the bootstrap empirical Bayes confidence intervals of ${\theta}$ by the parametric bootstrap introduced by Laird and Louis(1987). The comparisons among the bootstrap and the naive empirical Bayes confidence intervals through Monte Carlo study are also presented.

• International Journal of Reliability and Applications
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• v.15 no.1
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• pp.23-50
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• 2014

This paper deals with formulation of optimum multi-objective modified step-stress accelerated life test (ALT) plan for Burr type-XII distribution under type-I censoring. Since it is impractical to estimate only one objective parameter after conducting costly ALT tests; also, it is not desirable to assume instantaneous changes in stress levels because of limited capacity of test equipments and the presence of undesirable failure modes, therefore, an optimum multi-objective modified step-stress ALT plan has been designed. The optimal test plan consists in determining the optimum low stress level and optimal time at which stress starts linearly increasing from low stress by minimizing the weighted sum of the asymptotic variances of the maximum likelihood estimator of quantile lifetimes at design constant stress. The method developed has been illustrated using an example. Sensitivity analysis has been carried out. Comparative study has also been done to highlight the merits of the proposed model.

• Journal of the Korean Data and Information Science Society
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• v.19 no.4
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• pp.1361-1369
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• 2008

The analysis of software reliability model provides the means to analysts, software engineers, and systems analysts and developers who want to predict, estimate, and measure failure rate of occurrences in software. In this paper, reliability growth model, in which the operating time between successive failure is a continuous random variable, is proposed. This model is based on order statistics of two parameters Burr type XII distribution. We propose the measure based on U-plot. Also the performance of the suggested model is tested on real data set.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.389-399
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• 2007

In this paper, Bayes estimates for the parameters k, c and reliability function of the Burr type XII model based on a type II censored samples under asymmetric loss functions viz., LINEX and SQUAREX loss functions are obtained. An approximation based on the Laplace approximation method (Tierney and Kadane, 1986) is used for obtaining the Bayes estimators of the parameters and reliability function. In order to compare the Bayes estimators under squared error loss, LINEX and SQUAREX loss functions respectively and the maximum likelihood estimator of the parameters and reliability function, Monte Carlo simulations are used.

• International Journal of Reliability and Applications
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• v.15 no.2
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• pp.125-150
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• 2014

Accelerated life tests (ALTs) are extensively used to determine the reliability of a product in a short period of time. Test units are subject to elevated stresses which yield quick failures. ALT can be carried out using constant-stress, step-stress, progressive-stress, cyclic-stress or random-stress loading and their various combinations. An ALT with linearly increasing stress is ramp-stress test. Much of the previous work on planning ALTs has focused on constant-stress, step-stress, ramp-stress schemes and their various combinations where the stress is generally increased. This paper presents an optimal design of ramp soak-stress ALT model which is based on the principle of Thermal cycling. Thermal cycling involves applying high and low temperatures repeatedly over time. The optimal plan consists in finding out relevant experimental variables, namely, stress rates and stress rate change points, by minimizing variance of reliability function with pre-specified mission time under normal operating conditions. The Burr type XII life distribution and time-censored data have been used for the purpose. Burr type XII life distribution has been found appropriate for accelerated life testing experiments. The method developed has been explained using a numerical example and sensitivity analysis carried out.