• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.319-326
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• 1999

We shall derive several estimators for the minimum and maximum of two generalized uniform scale parameters with a common known shape parameter when the order of the scales is unknown and sample sizes are equal. Also we shall obtain the biases and mean squared errors for the proposed several estimators and compare numerically performances for the preposed several estimators.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.829-836
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• 2000

We shall derive Bayes estimators for he smaller and larger of two Pareto scale parameters with a common known shape parameter when the order of the scales is unknown and sample sizes are equal under squared error loss function. Also, we shall obtain biases and man squared errors for proposed Bayes estimators, and compare numerically performances for the proposed Bayes estimators.

• Journal of the Korean Statistical Society
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• v.16 no.1
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• pp.37-44
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• 1987

A two-stage selection procedure is considered in the case of exponential populations with common known scale parameter. The proposed procedure is designed following the lines of Tamhane and Bechhofer(1977). The design constants to implement the procedure are provided. Monte Carlo results show that the proposed procedure performs better than the single procedure by Raghvachari and Starr (1970) in terms of the expected total sample size.

• Korean Management Science Review
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• v.32 no.2
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• pp.69-78
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• 2015

This paper considers a Bayesian Poisson model for multivariate count data using multiplicative rates. More specifically we compose the parameter for overall arrival rates by the product of two parameters, a common effect and an individual effect. The common effect is composed of autoregressive evolution of the parameter, which allows for analysis on seasonal effects on all multivariate time series. In addition, analysis on individual effects allows the researcher to differentiate the time series by whatevercharacterization of their choice. This type of model allows the researcher to specifically analyze two different forms of effects separately and produce a more robust result. We illustrate a simple MCMC generation combined with a Gibbs sampler step in estimating the posterior joint distribution of all parameters in the model. On the whole, the model presented in this study is an intuitive model which may handle complicated problems, and we highlight the properties and possible applications of the model with an example, analyzing real time series data involving customer arrivals to a large retail store.

• Journal of the Korean Data and Information Science Society
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• v.21 no.5
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• pp.935-944
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• 2010

In this paper, we develop the noninformative priors for the reliability in a stress-strength model where a strength X and a stress Y have independent exponential distributions with different scale parameters and a common location parameter. We derive the reference priors and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

• Journal of Korean Society for Quality Management
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• v.11 no.2
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• pp.18-24
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• 1983

In this paper, subset selection procedures are proposed for selecting the Weibull population with the smallest scale parameter out of k Weibull populations with a common shape parameter. The proposed procedures are based on the maximum likelihood estimators. The constants to implement the procedures are tabulated using Monte Carlo methods. Also, the results of a comparison study are given.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.488-488
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• 2015

Intermittent streamflow is common phenomenon in arid and semi-arid regions. To manage water resources of intermittent streamflows, stochactic simulation data is essential; however the seasonally stochastic modeling for intermittent streamflow is a difficult task. In this study, using the periodic Markov chain model, we simulate intermittent monthly streamflow for occurrence and the periodic gamma autoregressive and copula models for amount. The copula models were tested in a previous study for the simulation of yearly streamflow, resulting in successful replication of the key and operational statistics of historical data; however, the copula models have never been tested on a monthly time scale. The intermittent models were applied to the Colorado River system in the present study. A few drawbacks of the PGAR model were identified, such as significant underestimation of minimum values on an aggregated yearly time scale and restrictions of the parameter boundaries. Conversely, the copula models do not present such drawbacks but show feasible reproduction of key and operational statistics. We concluded that the periodic Markov chain based the copula models is a practicable method to simulate intermittent monthly streamflow time series.

• Korean Management Science Review
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• v.18 no.1
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• pp.119-133
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• 2001

It is important to find the equilibrium level of real interest rate for it affects real and financial sector of economy. However, it is difficult to find the equilibrium level because like the most macroeconomic model the real interest model has parameter instability problem caused by structural change and it is supported by various theories and definitions. Hence, in order to cover these problems structural change detection model of real interest rate is developed to combine the real interest rate equilibrium model and the procedure to detect structural change points. 3 equations are established to find various effects of other interest-related macroeconomic variables and from each equation, structural changes are found. Those structural change points are consistent with common expectation. Oil Crisis (December, 1987), the starting point of Economic Stabilization Policy (January, 1982), the starting point of capital liberalization (January, 1988), the starting and finishing points of Interest deregulation (January, 1992 and December, 1994), Foreign Exchange Crisis (December, 1977) are detected as important points. From the equation of fisher and real effects, real interest rate level is estimated as 4.09% (October, 1988) and dependent on the underlying model, it is estimated as 0%∼13.56% (October, 1988), so it varies so much. It is expected that this result is connected to the large scale simultaneous equations to detect the parameter instability in real time, so induces the flexible economic policies.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.15 no.1
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• pp.29-39
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• 1997

The need of transformation parameters from local geodetic datums to a geocentric coordinate system is becoming more common, with the increasing application of satellite positioning techniques to LIS/GIS survey with cadastral management. In this paper, the national transformation parameters between the Korean geodetic coordinates which is based on the Bessel 1841 ellipsoid and the WGS84 ellipsoid are determined by the least square methods with weighted parameter constraints. Three-dimensional geocentric coordinates are based on GPS observation at 31 stations in the geodetic network, the datum parameters are computed within a standard deviation of less than 1 meter. In South Korea, the national transformation parameters with Bessel geoid-heights are useful for GPS baseline processing and for middle-scale map/database transformation.

• Structural Engineering and Mechanics
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• v.69 no.2
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• pp.155-162
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• 2019

It is very common to find an empirical formulation in an earthquake design code to calculate fundamental vibration period of a structural system. Fundamental vibration period or frequency is a key parameter to provide adequate information pertinent to dynamic characteristics and performance assessment of a structure. This parameter enables to assess seismic demand of a structure. It is possible to find an empirical formulation related to reinforced concrete structures, masonry towers and slender masonry structures. Calculated natural vibration frequencies suggested by empirical formulation in the literatures has not suits in a high accuracy to the case of rest of the historical masonry bridges due to different construction techniques and wide variety of material properties. For the listed reasons, estimation of fundamental frequency gets harder. This paper aims to present an empirical formulation through Mean Square Error study to find ambient vibration frequency of historical masonry bridges by using a non-linear regression model. For this purpose, a series of data collected from literature especially focused on the finite element models of historical masonry bridges modelled in a full scale to get first global natural frequency, unit weight and elasticity modulus of used dominant material based on homogenization approach, length, height and width of the masonry bridge and main span length were considered to predict natural vibration frequency. An empirical formulation is proposed with 81% accuracy. Also, this study draw attention that this accuracy decreases to 35%, if the modulus of elasticity and unit weight are ignored.