• The Korean Journal of Applied Statistics
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• v.19 no.2
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• pp.241-256
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• 2006

We generalize the $Cram{\acute{e}}r$-von Mises Statistic to test multivariate normality using Roy's union-intersection principle. We show the limit distribution of the suggested statistic is representable as the integral of a suitable Gaussian process. We also consider the computational aspects of the proposed statistic. Power performance is assessed in a Monte Carlo study.

• Nuclear Engineering and Technology
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• v.51 no.4
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• pp.949-953
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• 2019

The burnup equation of nuclides is one of the most equations in nuclear reactor physics, which is generally coupled with transport calculations. The burnup equation describes the variation of the nuclides with time. Because of its very stiffness and the need for large time step, this equation is solved by special methods, for example transmutation trajectory analysis (TTA) or the matrix exponential methods where the matrix exponential is approximated by CRAM. However, TTA or CRAM functions well when the flux is constant. In this work, a new method is proposed when the flux changes. It's an improved method compared to TTA or CRAM. Furtherly, this new method is based on TTA or CRAM, and it is more accurate than them. The accuracy and efficiency of this method are investigated. Several cases are used and the results show the accuracy and efficiency of this method are great.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.191-197
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• 2003

This paper considers the independence test for two stationary infinite order autoregressive processes. For a test, we follow the empirical process method devised by Hoeffding (1948) and Blum, Kiefer and Rosenblatt (1961), and construct the Cram${\acute{e}}$r-von Mises type test statistics based on the least squares residuals. It is shown that the proposed test statistics behave asymptotically the same as those based on true errors.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.1-10
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• 2014

In this paper, we study approximations of the ruin probability in a continuous time surplus process. First, we introduce the well-known approximation formulas of the ruin probability such as Cram$\acute{e}$r, Tijms' and De Vylder's methods. We, then, suggest new approximation formulas of two types, which improve the existing approximation formulas. One is Cram$\acute{e}$r and Tijms' type which makes use of the moment generating function of distribution of a claim size and the other is De Vylder's type which makes use of the surplus process with exponential claims. Finally, we compare, by illustrating numerical examples, the newly suggested approximation formulas with the existing approximation formulas of the ruin probability.

• The Korean Journal of Applied Statistics
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• v.25 no.2
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• pp.311-319
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• 2012

The simplest and the most important distribution in survival analysis is exponential distribution. Koziol and Green (1976) derived Cram$\acute{e}$r-von Mises statistic's randomly censored version based on the Kaplan-Meier product limit estimate of the distribution function; however, it could not be practical for a real data set since the statistic is for testing a simple goodness of fit hypothesis. We generalized it to the composite hypothesis for exponentiality with an unknown scale parameter. We also considered the classical Kolmogorov-Smirnov statistic and generalized it by the exact same way. The two statistics are compared through a simulation study. As a result, we can see that the generalized Koziol-Green statistic has better power in most of the alternative distributions considered.

• 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.

• Communications for Statistical Applications and Methods
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• v.26 no.5
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• pp.431-443
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• 2019

Goodness-of-fit techniques are an important topic in statistical analysis. Censored data occur frequently in survival experiments; therefore, many studies are conducted when data are censored. In this paper we mainly consider test statistics based on the empirical distribution function (EDF) to test normal distributions with unknown location and scale parameters when data are randomly censored. The most famous EDF test statistic is the Kolmogorov-Smirnov; in addition, the quadratic statistics such as the $Cram{\acute{e}}r-von$ Mises and the Anderson-Darling statistic are well known. The $Cram{\acute{e}}r-von$ Mises statistic is generalized to randomly censored cases by Koziol and Green (Biometrika, 63, 465-474, 1976). In this paper, we generalize the Anderson-Darling statistic to randomly censored data using the Kaplan-Meier estimator as it was done by Koziol and Green. A simulation study is conducted under a particular censorship model proposed by Koziol and Green. Through a simulation study, the generalized Anderson-Darling statistic shows the best power against almost all alternatives considered among the three EDF statistics we take into account.

• ETRI Journal
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• v.43 no.6
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• pp.1081-1092
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• 2021

Electroencephalography (EEG) recordings taken during the perception of music tempo contain information that estimates the tempo of a music piece. If information about this tempo stimulus in EEG recordings can be extracted and classified, it can be effectively used to construct a music-based brain-computer interface. This study proposes a novel convolutional recurrent attention model (CRAM) to extract and classify features corresponding to tempo stimuli from EEG recordings of listeners who listened with concentration to the tempo of musics. The proposed CRAM is composed of six modules, namely, network inputs, two-dimensional convolutional bidirectional gated recurrent unit-based sample encoder, sample-level intuitive attention, segment encoder, segment-level intuitive attention, and softmax layer, to effectively model spatiotemporal features and improve the classification accuracy of tempo stimuli. To evaluate the proposed method's performance, we conducted experiments on two benchmark datasets. The proposed method achieves promising results, outperforming recent methods.

• Journal of Electrical Engineering and Technology
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• v.12 no.5
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• pp.1916-1924
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• 2017

Fossil oil, as the main energy of transportation, is destined to be exhausted. The electrification of transportation is a sustainable solution to the energy crisis, since electric power could be acquired from the inexhaustible sun, wind and water. Among all the problems that hinder the development of Electric Vehicle (EV) industry, charging issue might be the most prominent one. In this paper, the service process of a charging station with Battery Energy Storage System (BESS) is analyzed by means of $Cram{\acute{e}}r$ - Lundberg model which has been intensively utilized in ruin theory. The service quality is proposed in two dimensions: the service efficiency and the service reliability. The arrival rate and State of Charge (SOC) upon arrival are derived from 2009 National Household Travel Survey (NHTS). The simulations are performed to show how the service quality is determined by the system parameters such as the number of servers, the service rate, the initial capacity, the charge rate and the maximum waiting time. At last, the economic analysis of the system is conducted and the best combination of the system parameters are given.

• ETRI Journal
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• v.34 no.4
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• pp.511-517
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• 2012

The best linear unbiased estimator (BLUE) is most suitable for practical application and can be determined with knowledge of only the first and second moments of the probability density function. Although the BLUE is an existing algorithm, it is still largely unexplored and has not yet been applied to channel estimation in amplify and forward (AF)-based wireless relay networks (WRNs). In this paper, a BLUE-based algorithm is proposed to estimate the overall channel impulse response between the source and destination of AF strategy-based WRNs. Theoretical mean square error (MSE) performance for the BLUE is derived to show the accuracy of the proposed channel estimation algorithm. In addition, the Cram$\acute{e}$r-Rao lower bound (CRLB) is derived to validate the MSE performance. The proposed BLUE channel estimation algorithm approaches the CRLB as the length of the training sequence and number of relays increases. Further, the BLUE performs better than the linear minimum MSE estimator due to the minimum variance characteristic exhibited by the BLUE, which happens to be a function of signal-to-noise ratio.