• Communications for Statistical Applications and Methods
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• v.24 no.4
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• pp.397-419
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• 2017

A four-parameter extended fatigue lifetime model called the odd Birnbaum-Saunders geometric distribution is proposed. This model extends the odd Birnbaum-Saunders and Birnbaum-Saunders distributions. We derive some properties of the new distribution that include expressions for the ordinary moments and generating and quantile functions. The method of maximum likelihood and a Bayesian approach are adopted to estimate the model parameters; in addition, various simulations are performed for different parameter settings and sample sizes. We propose two new models with a cure rate called the odd Birnbaum-Saunders mixture and odd Birnbaum-Saunders geometric models by assuming that the number of competing causes for the event of interest has a geometric distribution. The applicability of the new models are illustrated by means of ethylene data and melanoma data with cure fraction.

• Journal of the Korean Institute of Telematics and Electronics
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• v.17 no.2
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• pp.15-22
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• 1980

For efficient coding of graphic image data, the statistical characteristics for both Korean lettered images and English lettered images are measurpd and co mpared. Also, the measured run length distribution is compared with the run length distribution hased on Markov model. It is shown that the measured white run length distribution is more Bike a negative - power distribution than an exponential distribution . This fact is stronger in the Korean lettered images than is the English lettered images, The performances of four typical run length codes are compared for the same set of graphic data files,, and it is shown that the codes perform better in the Korean ]entered images :hart In Eng]isle lettered images.

• Communications for Statistical Applications and Methods
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• v.24 no.2
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• pp.129-142
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• 2017

In this paper we consider the problem of the model selection/discrimination among three different positively skewed lifetime distributions. Lindley, Weibull, and gamma distributions have been used to effectively analyze positively skewed lifetime data. This paper assesses how much closer the Lindley distribution gets to Weibull and gamma distributions. We consider three techniques that involve the likelihood ratio test, asymptotic likelihood ratio test, and minimum Kolmogorov distance as optimality criteria to diagnose the appropriate fitting model among the three distributions for a given data set. Monte Carlo simulation study is performed for computing the probability of correct selection based on the considered optimality criteria among these families of distributions for various choices of sample sizes and shape parameters. It is observed that overall, the Lindley distribution is closer to Weibull distribution in the sense of likelihood ratio and Kolmogorov criteria. A real data set is presented and analyzed for illustrative purposes.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.58 no.9
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• pp.1681-1688
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• 2009

This paper proposes a new fault restoration method which adopts the recloser as top agent to release the problems of the data concentration and fault processing delay of the existing DAS(distribution Automation System) under the ubiquitous distribution system. In proposed method, top agent collects the data based on the multi-casting communication with the tie switches of the interconnection point, and then selects a closed switch(tie switch) to transfer the sound outage load to other feeders based on the heuristic search strategy step by step until the load transfer work is finished. Here, a new heuristic rule is developed which can guarantee the relational load balancing and line loss from the collected voltage data. Finally, the several faults are simulated for typical multi-section and multi-interconnection distribution system to prove the effectiveness of the proposed strategy, in particular, for each simulation cases, the load balancing index and line loss index of the obtained solution from the proposed method is compared with those of all of feasible solutions.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1263-1274
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• 2013

VaR (value at risk), which represents the expectation of the worst loss that may occur over a period of time within a given level of confidence, is currently used by various financial institutions for the purpose of risk management. In the majority of previous studies, the probability of return has been modeled with normal distribution. Recently Chen et al. (2010) measured VaR with asymmetric Laplacian distribution. However, it is difficult to estimate the mode, the skewness, and the degree of variance that determine the shape of an asymmetric Laplacian distribution with limited data in the real-world market. In this paper, we show that the VaR estimated with (symmetric) Laplacian distribution model provides more accuracy than those with normal distribution model or asymmetric Laplacian distribution model with real world stock market data and with various statistical measures.

• Journal of the Korean Data and Information Science Society
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• v.20 no.4
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• pp.719-731
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• 2009

This paper deals with properties of the exponentiated extreme value distribution. We derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponentiated extreme value distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

• Journal of the Korean Data and Information Science Society
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• v.20 no.4
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• pp.733-740
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• 2009

We obtain a skewed uniform distribution by a uniform distribution, and evaluate its coeffcient of skewness. And we obtain the approximate maximum likelihood estimator (AML) and moment estimator of skew parameter in the skewed uniform distribution. And we compare simulated mean squared errors (MSE) of those estimators, and also compare MSE of two proposed reliability estimators in two independent skewed uniform distributions each with different skew parameters.

• Journal of the Korean Data and Information Science Society
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• v.7 no.1
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• pp.69-78
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• 1996

Consider a natural model for stochastic flow systems is Brownian motion, which is Brownian motion on the positive real line with constant drift and constant diffusion coefficient, modified by an impenetrable reflecting barrier at $x_{0}$. In this paper, we investigate the joint distribution functions and study on the distribution of the first-passage time. Also we find out the distribution of ${\mu}-RBMPx_{0}$.

• Journal of the Korean Data and Information Science Society
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• v.21 no.1
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• pp.173-177
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• 2010

It is well known that if the parent distribution has a nonnegative support and has increasing failure rate, then all the order statistics have increasing failure rate (IFR). The result is not necessarily true in the case of bivariate distributions with dependent structures. In this paper we consider a symmetric bivariate exponential distribution and show that, two marginal distributions are IFR and the distributions of the minimum and maximum are constant failure rate and IFR, respectively.

• Journal of the Korean Data and Information Science Society
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• v.20 no.6
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• pp.1199-1206
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• 2009

This paper deals with the estimation based on progressive Type-II censored samples from the double Rayleigh distribution. We derive some estimators of the location and scale parameters of the double Rayleigh distribution based on progressive Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.