• Communications of the Korean Mathematical Society
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• v.36 no.4
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• pp.729-741
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• 2021

We mainly study the value distributions of L-functions in the extended selberg class. Concerning weighted sharing, we prove an uniqueness theorem when certain differential monomial of a meromorphic function share a polynomial with certain differential monomial of an L-function which improve and generalize some recent results due to Liu, Li and Yi [11], Hao and Chen [3] and Mandal and Datta [12].

• Communications for Statistical Applications and Methods
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• v.18 no.4
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• pp.477-483
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• 2011

This article is concerned with a class of threshold-asymmetric GARCH models both for stationary case and for non-stationary case. We investigate large sample properties of estimators from QML(quasi-maximum likelihood) and QL(quasilikelihood) methods. Asymptotic distributions are derived and it is interesting to note for non-stationary case that both QML and QL give asymptotic normal distributions.

• Communications for Statistical Applications and Methods
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• v.14 no.3
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• pp.679-686
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• 2007

Moment expressions are derived for the internally truncated normal distributions commonly applied to screening and constrained problems. They are obtained from using a recursive relation between the moments of the normal distribution whose distribution is truncated in its internal part. Closed form formulae for the moments can be presented up to $N^{th}$ order under the internally truncated case. Necessary theories and two applications are provided.

• Journal of the Society of Naval Architects of Korea
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• v.47 no.5
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• pp.709-718
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• 2010

This paper deals with two contents: first, distributions of plate slenderness ratios, stiffened plate slenderness ratios, and stiffener slenderness ratios, which include dimensions and material variables of stiffened plates, of stiffened plates of large-sized in-service vessels, and, second, comparison of compressive strengths. The investigated vessels consist of 59 tankers, 49 bulkers, 28 product carriers, 15 container carriers, and 12 multi-purpose vessels. The tankers are ranged from handymax class to VLCC and larger than Suezmax class. The sizes of the bulkers are 20K to 200K deadweight. The maximum size of containers is less than 5000TEU class. Two parameters for normal distributions of the slenderness ratios (mean and standard deviation) are suggested and probable ranges of the slenderness ratios are also graphically presented. The ultimate strengths of the stiffened plates are presented using the various simplified formulas and nonlinear FEAs. As well, average compressive strength curves, which are necessary for the estimation of the hull girder moment capacities, are proposed. It is proved that formulas for stiffened plates in CSR overestimate slightly in overall average strain range. Mode5 formula (plate buckling mode) in CSR show unreasonably conservative results with respect to the ultimate strengths rather than post-ultimate average compressive strengths.

• The Korean Journal of Applied Statistics
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• v.32 no.6
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• pp.837-849
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• 2019

Latent class models (LCM) are useful tools to draw hidden information from categorical data. This model can also be interpreted as a mixture model with multinomial component distributions. In some cases, however, an available dataset may contain both categorical and count or continuous data. For such cases, we can extend the LCM to a mixture model with both multinomial and other component distributions such as normal and Poisson distributions. In this paper, we consider a LCM for the data containing categorical and count data to analyze the Drug Review dataset which contains categorical responses and text review. From this data analysis, we show that we can obtain more specific hidden inforamtion than those from the LCM only with categorical responses.

• International Journal of Reliability and Applications
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• v.6 no.2
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• pp.101-115
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• 2005

This article provides a new class of multivariate linear failure rate distributions where every component is a mixture of linear failure rate distribution. The new class includes several multivariate and bivariate models including Marslall and Olkin type. The approach in this paper is based on the introducing a linear failure rate distributed latent random variable. The distribution of minimum in a competing risk model is discussed.

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.449-453
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• 2006

In teaching statistics in the secondary school, most math teachers do it and students enjoy it well before 11th grade. But, both of teachers and students feel statistics hard at 11th grade, which has been contained permutations, combinations, random variables, probability distributions, hypotheses and tests for normal distribution. In this study, we explore the efficient teaching methods of statistics for math teachers and also find many students enjoying it.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.229-233
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• 2006

In teaching statistics in the secondary school, most math teachers do it and students enjoy it well before 11th grade. But, both of teachers and students feel statistics hard at 11th grade, which has been contained permutations, combinations, random variables, probability distributions, hypotheses and tests for normal distribution. In this study, we explore the efficient teaching methods of statistics for math teachers and also find many students enjoying it.

• Communications for Statistical Applications and Methods
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• v.28 no.1
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• pp.1-19
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• 2021

Heavy tailed distributions are useful for modeling actuarial and financial risk management problems. Actuaries often search for finding distributions that provide the best fit to heavy tailed data sets. In the present work, we introduce a new class of heavy tailed distributions of a special sub-model of the proposed family, called a new extended alpha power transformed Weibull distribution, useful for modeling heavy tailed data sets. Mathematical properties along with certain characterizations of the proposed distribution are presented. Maximum likelihood estimates of the model parameters are obtained. A simulation study is provided to evaluate the performance of the maximum likelihood estimators. Actuarial measures such as Value at Risk and Tail Value at Risk are also calculated. Further, a simulation study based on the actuarial measures is done. Finally, an application of the proposed model to a heavy tailed data set is presented. The proposed distribution is compared with some well-known (i) two-parameter models, (ii) three-parameter models and (iii) four-parameter models.

• The Korean Journal of Applied Statistics
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• v.26 no.5
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• pp.759-766
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• 2013

The paper examines several classes of probability distributions with heavy tails. An (asymptotic) expression for tail probability needs to be known to understand which class a given probability distribution belongs to. It is usually not easy to get expressions for tail probabilities since most absolutely continuous probability distributions are specified by probability density functions and not by distribution functions. The paper proposes a method to obtain asymptotic expressions for tail probabilities using only probability density functions. Some examples are given to illustrate the proposed method.