• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.11a
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• pp.263-266
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• 2003

This paper is intended to compare between the Bayesian estimates of hazard rate and the hazard rates of mixed distributions. In estimating hazard rates, especially when the MLE method is used, such difficulties as a lack of data and the existence of censored data make it difficult to estimate the rates. For this reason, the estimates of hazard rate based on the Bayesian approach are introduced. For the simplicity, the exponential and gamma distributions are adopted as a sampling distribution and its natural conjugate prior distribution, respectively.

• Communications for Statistical Applications and Methods
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• v.11 no.2
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• pp.227-233
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• 2004

This paper presents our work on constructing a model that is intended to predict the probability of attrition at specified points in time among customers of an insurance company. There are some difficulties in building a data-based model because a data set may contain possibly censored observations. In an effort to avoid such kind of problem, we performed logistic regression over specified time intervals while using explanatory variables to construct the proposed model. Then, we developed a Cox-type regression model for estimating the probability of attrition over a specified period of time using time-dependent explanatory variables subject to changes in value over the course of the observations.

• Proceedings of the Safety Management and Science Conference
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• 2009.04a
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• pp.531-539
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• 2009

The environment of automobile industry in the world is rapidly changing. It is changing of high oil price, technology, environment and construction of competition by newly rising an economic district. Automobile company is focusing on three issue because they want to reinforce competition of automobile industry in the world. That is innovation of production profit management through quality management and Lean. Chance of success is separated in R&D, providing distribution, manufacture, distribution, selling in automobile industry. Emphasis on development process, distribution process, manufacture process, circulation and selling process for strengthening the competitiveness and guarantee. In this thesis, we try to analysis the data set period of automobile production by using survival analysis. While using mean comparison of general statistics commit mistakes, survival analysis can used for including censored data in order to heighten analysis efficiency.

• International Journal of Reliability and Applications
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• v.4 no.3
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• pp.113-129
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• 2003

Based on moments inequalities new testing procedures are derived for testing exponentiality against new renewal better than used (NRBU) and renewal new better than used (RNBU). These classes play an important role in formulating repair or replacement policies. The asymptotic Pitman efficiency of (NRBU) and (RNBU) testes are studied. Selected critical values are tabulated for sample sizes n=5(1) 50. The power estimates for some commonly used life distributions in reliability are also calculated. Some set of real data is used as an example to elucidate the use of the proposed test statistic for practical reliability analysis. The problem in case of right-censored data is also handled.

• International Journal of Reliability and Applications
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• v.16 no.2
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• pp.55-79
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• 2015

It is well known that using any additional information in the estimation of unknown parameters with new sample of observations diminishes the sampling units needed and minimizes the risk of new estimators. There are many rational reasons to assure that the existence of additional information in practice and there exists many practical cases in which additional information is available in the form of target value (initial value) about the unknown parameters. This article is described the problem of how the prior initial value about the unknown parameters can be utilized and combined with classical Bayes estimator to get a new combination of Bayes estimator and prior value to improve the properties of the new combination. In this article, two classes of Bayes-shrinkage and preliminary test Bayes-shrinkage estimators are proposed for the scale parameter of exponential distribution. The bias, risk and risk ratio expressions are derived and studied. The performance of the proposed classes of estimators is studied for different choices of constants engaged in the estimators. The comparisons, conclusions and recommendations are demonstrated.

• Journal of the Korean Data and Information Science Society
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• v.21 no.4
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• pp.765-775
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• 2010

For the accelerated failure time (AFT) model a lot of effort has been devoted to develop effective estimation methods. AFT model assumes a linear relationship between the logarithm of event time and covariates. In this paper we propose a semiparametric support vector machine to consider situations where the functional form of the effect of one or more covariates is unknown. The proposed estimating equation can be computed by a quadratic programming and a linear equation. We study the effect of several covariates on a censored response variable with an unknown probability distribution. We also provide a generalized approximate cross-validation method for choosing the hyper-parameters which affect the performance of the proposed approach. The proposed method is evaluated through simulations using the artificial example.

• Journal of the Korean Data and Information Science Society
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• v.25 no.2
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• pp.431-438
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• 2014

Type I hybrid censoring scheme is the combination of the Type I and Type II censoring scheme introduced by Epstein (1954). Epstein considered a hybrid censoring sampling scheme in which the life testing experiment is terminated at a random time $T^*$ which is the time that happens rst among the following two; time of the kth unit is observed or time of the experiment length set in advance. The likelihood function of this scheme from the Rayleigh distribution cannot be solved in a explicit solution and thus we approximate the function by the Taylor series expansion. In this process, we propose four dierent methods of expansion skill.

• Communications for Statistical Applications and Methods
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• v.13 no.1
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• pp.11-17
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• 2006

The spacing of inspection times in intermittent inspection is of great interest, and several ways for the determination of inspection times have been proposed. In most inspection schemes including equally spaced inspection and optimally spaced inspection, the best inspection times in each inspection scheme depend on the unknown parameter, and we need an initial guess of the unknown parameter for practical use. Thus it is evident that the efficiency of the resulting inspection scheme highly depends on the choice of the initial value. However, since we can obtain some information about the unknown parameter at each inspection, we may use the accumulated information and adjust the next inspection time. In this paper, we study this sequential determination of the inspection times in optimally spaced inspection.

• Journal of the Korean Data and Information Science Society
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• v.11 no.2
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• pp.225-233
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• 2000

In life-testing experiments, in which the longest time an experimental unit is on test is not a failure time, but rather a censored observation. For the situation the Kaplan-Meier estimator is known to be a baised estimator of the survival function. Several modifications of the Kaplan-Meier estimator are examined and compared with bias and mean squared error.

• International Journal of Reliability and Applications
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• v.13 no.2
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• pp.57-69
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• 2012

Our goal in this paper is to establish inequalities for the moments of new better than used in the moment generating function class ($NBU_{mgf}$). Using these inequalities we propose a new test for exponentiality versus $NBU_{mgf}$ class. Pitman's asymptotic relative efficiency, power and critical values of this test are calculated to assess the performance of the test. We proposed also a new test for exponentiality versus $NBU_{mgf}$ in the right censored data. Sets of real data are used as an example to elucidate the use of the proposed test for practical problems.