• 품질경영학회지
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• 제25권4호
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• pp.79-87
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• 1997

In this paper, we obtain maximum likelihood estimator(MLE) of a parallel system reliability for the Marshall and Olkin's bivariate exponential model with birariate type 1 consored data. The asymptotic normal distribution of the estimator is obtained. Also we construct an a, pp.oximate confidence interval for the reliability based on MLE. We present a numerical study for obtaining MLE and a, pp.oximate confidence interval of the reliability.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.297-312
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• 2000

A three stage sampling procedure designed to estimate the difference betweentwo normal means is proposed and evaluated within a unified decision-theoretic framework. Both point and fixed-width confidence interval estimation are combined in a single decision rule to make full use of the available data. Adjustments to previous solutions focusing on only one of the latter objectives are indicated. The sensitivity of the confidence interval for detecting shifts in true mean difference is also investigated Numerical and simulation studies are presented to supplement the theoretical results.

• 한국멀티미디어학회논문지
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• 제17권2호
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• pp.200-207
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• 2014

Blood pressure (BP) is an important vital signal for determining the health of an individual subject. Although estimation of mean arterial blood pressure is possible using oscillometric blood pressure techniques, there are no established techniques in the literature for obtaining confidence interval (CI) for systolic blood pressure (SBP) and diastolic blood pressure (DBP) estimates obtained from such BP measurements. This paper proposes a nonparametric bootstrap technique to obtain CI with a small number of the BP measurements. The proposed algorithm uses pseudo measurements employing nonparametric bootstrap technique to derive the pseudo maximum amplitudes (PMA) and the pseudo envelopes (PE). The SBP and DBP are then derived using the new relationships between PMA and PE and the CIs for such estimates. Application of the proposed method on an experimental dataset of 85 patients with five sets of measurements for each patient has yielded a smaller Cl than the conventional student t-method.

• 산업공학
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• 제22권3호
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• pp.214-222
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• 2009

In the early design stage, system reliability must be estimated from life testing data at the component level. Previously, a point estimate of system reliability was obtained from the unbiased estimate of the component reliability after assuming that the number of failed components for a given time followed a binomial distribution. For deriving the confidence interval of system reliability, either the lognormal distribution or the normal approximation of the binomial distribution was assumed for the estimator of system reliability. In this paper, a new estimator is used for the component level reliability, which is biased but has a smaller mean square error than the previous one. We propose to use the beta distribution rather than the lognormal or approximated normal distribution for developing the confidence interval of the system reliability. A numerical example based on Monte Carlo simulation illustrates advantages of the proposed approach over the previous approach.

• Communications for Statistical Applications and Methods
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• 제27권6호
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• pp.625-639
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• 2020

The gamma distribution is a flexible right-skewed distribution widely used in many areas, and it is of great interest to estimate the probability of a random variable exceeding a specified value in survival and reliability analysis. Therefore, the study develops a fixed-accuracy confidence interval for P(X > c) when X follows a gamma distribution, Γ(α, β), and c is a preassigned positive constant through: 1) a purely sequential procedure with known shape parameter α and unknown rate parameter β; and 2) a nonparametric purely sequential procedure with both shape and rate parameters unknown. Both procedures enjoy appealing asymptotic first-order efficiency and asymptotic consistency properties. Extensive simulations validate the theoretical findings. Three real-life data examples from health studies and steel manufacturing study are discussed to illustrate the practical applicability of both procedures.

• Journal of the Korean Data and Information Science Society
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• 제21권6호
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• pp.1109-1115
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• 2010

본 연구는 질병자료나 사망자수 등과 관련된 자료의 분석에서 가장 많이 사용되는 초기하분포의 모수, 즉 성공의 확률에 대한 신뢰구간추정에 대하여 설펴보았다. 초기하분포의 성공의 확률에 대한 신뢰구간은 일반적으로 잘 알려져 있지 않으나 그 응용성과 활용성의 측면에서 신뢰구간의 추정은 상당히 중요하다. 본 논문에서는 초기하분포의 성공의 확률에 대한 정확신뢰구간을 소개하고 여러 가지 모집단의 크기와 표본수에 대하여, 그리고 몇가지 실현값에 대한 신뢰구간을 유도하고 소표본의 경우에 모의실험을 통하여 실제 포함확률의 측면에서 살펴보았다.

• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.447-454
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• 2004

In this paper, we consider the bootstrap method to the interval estimation of the difference of quantiles of right censored data. We showed the validity of bootstrap method and compare with others with real data example. In simulation various resampling schemes for right censored data are also considered.

• Journal of the Korean Data and Information Science Society
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• 제22권6호
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• pp.1175-1182
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• 2011

본 연구는 초기하분포의 모수, 즉 성공의 확률에 대한 신뢰구간추정에 대하여 설펴보았다. 초기하분포의 성공의 확률에 대한 신뢰구간은 일반적으로 잘 알려져 있지 않으나 그 응용성과 활용성의 측면에서 신뢰구간의 추정은 상당히 중요하다. 본 논문에서는 초기하분포의 성공의 확률에 대한 정확신뢰구간과 이항분포와 정규분포에 의한 근사신뢰구간을 소개하고 여러 가지 모집단의 크기와 표본 수에 대하여, 그리고 몇 가지 관찰값에 대한 정확신뢰구간과 근사신뢰구간을 계산하고 소 표본의 경우에 모의실험을 통하여 실제포함확률의 측면에서 살펴보았다.

• 응용통계연구
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• 제11권1호
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• pp.151-161
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• 1998

본 논문에서는 Koziol-Green 모형에서 생존함수에 대한 신뢰구간을 붓스트랩 방법을 이용하여 제안하고, 생존함수에 대한 붓스트랩 추정량의 일치성을 밝힌다. 또한 제안된 붓스트랩 신뢰구간들을 기존의 근사적 정규분포를 이용한 신뢰구간과 생존함수에 변수변환을 고려하여 구성한 신뢰구간들과 모의실험을 통하여 비교한 결과 제안된 붓스트랩 신뢰구간이 기존의 방법보다 포함확률 측면에서 더 좋은 결과를 보였고 중도절단율에 덜 민감한다는 것을 보여 주었다.

• Communications for Statistical Applications and Methods
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• 제7권3호
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• pp.913-926
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• 2000

An electronic statistics text on the web is implemented. The introduced text provide interactive instructions on the statistical estimation and inference. As a by-product, we also provide a calculation of quantiles and p-value of t-distribution and standard normal distribution. This program was written in JAVA programming language.