• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.903-914
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• 2014

The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1531-1541
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• 2013

This paper proposes a new method of VaR forecasting using the conditional autoregressive VaR (CAViaR) models and information criteria. Instead of using a single CAViaR model, we propose to utilize several candidate CAViaR models during a forecasting period. By adopting the Akaike and Bayesian information criteria for quantile regression, we can update not only parameter estimates but also the CAViaR specifications. We also propose extended CAViaR models with a constant location parameter. An empirical study is provided to examine the performance of the proposed method. The results suggest that our method shows more stable performance than those using a single specification.

• Journal of Advanced Marine Engineering and Technology
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• v.11 no.3
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• pp.61-69
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• 1987

The PID controller is one of the most popular devices for control systems and the adjustment of its parameters has been generally accomplished by semi-empirical rules and has been considered only in the view of improvement of the control performance. But in modern control theory, a quadratic form is introduced as a criterion function which considers not only to improve quality of control but also to save energy required for the control. In this paper, authors propose a method of the parameter adjustment of the PID controller by means of maximum principle minimizing the quadratic criterion function and establish a link between the conventional parameter adjustment method and the technique of the modern optimal control theory in the design of a PID controller.

• Bulletin of the Korean Chemical Society
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• v.30 no.4
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• pp.857-862
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• 2009

We model lattice-mismatched group III-V semiconductor $In_{x}Ga_{1-x}$ alloys with the three-parameter anharmonic Kirkwood-Keating potential, which includes realistic distortion effect by introducing anharmonicity. Although the potential parameters were determined based on optical properties of the binary parent alloys InAs and GaAs, simulated dielectric functions, reflectance, and Raman spectra of alloys agree excellently with experimental data for any arbitrary atomic composition. For a wide range of atomic composition, InAs- and GaAs-bond retain their respective properties of binary parent crystals despite lattice and charge mismatch. It implies that use of the anharmonic Kirkwood-Keating potential may provide an optimal model system to investigate diverse and unique optical properties of quantum dot heterostructures by circumventing potential parameter searches for particular local structures.

• Journal of the Korean Statistical Society
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• v.19 no.2
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• pp.128-138
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• 1990

In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.

• Journal of the Korean Society for Nondestructive Testing
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• v.27 no.6
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• pp.550-555
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• 2007

Stress intensity factor is one of the most important parameters in fracture mechanics. Both the stress field distribution and the crack propagation are closely related to these parameters. Due to the complexity of actual engineering problems, it is difficult to calculate the stress intensity factor by theoretical formulation, so photoelasticity method is a good choice. In this paper, modified two parameter method is employed to calculate stress intensity factor for opening mode by using data from more than one photoelastic fringe loop. For getting accurate experiment results, the initial fringes are doubled and sharpened by digital image programs from the fringe patterns obtained by a CCD camera. Photoelastic results are compared with those obtained by the use of empirical equation and FEM. Good agreement shows that the methods utilized in experiments are considerably reliable. The photoelastic experiment can be used for bench mark in theoretical study and other experiments.

• Journal of the Korean Physical Society
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• v.73 no.10
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• pp.1550-1554
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• 2018

The spin cutoff parameters of $^{50-57}Cr$ isotopes have been calculated using a superconducting Hamiltonian with the inclusion of the pairing effect. Their energy and temperature dependences have been studied through comparison with some well-known semi-empirical formulae. This study shows that the microscopic calculation results converge to the Fermi gas model prediction at higher energies. Also, an even-odd effect is evident in the spin cutoff parameters at low temperatures and disappears after the pairing phase transition.

• Communications for Statistical Applications and Methods
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• v.30 no.4
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• pp.411-421
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• 2023

This paper provides a new estimation equation based on the concept of a minimum distance between the empirical and theoretical distribution functions under the most widely used progressive Type-II censoring scheme. For illustrative purposes, simulated and real datasets from a three-parameter Weibull distribution are analyzed. For comparison, the most popular estimation methods, the maximum likelihood and maximum product of spacings estimation methods, are developed together. In the analysis of simulated datasets, the excellence of the provided estimation method is demonstrated through the degree of the estimation failure of the likelihood-based method, and its validity is demonstrated through the mean squared errors and biases of the estimators obtained from the provided estimation equation. In the analysis of the real dataset, two types of goodness-of-fit tests are performed on whether the observed dataset has the three-parameter Weibull distribution under the progressive Type-II censoring scheme, through which the performance of the new estimation equation provided is examined.

• East Asian Economic Review
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• v.28 no.1
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• pp.95-140
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• 2024

This study empirically investigates the international transmission of China's uncertainty shocks. It estimates a time-varying parameter Bayesian global structural vector autoregressive model (TVP-BGVAR) using time series data for 33 countries to evaluate heterogeneous international linkage across countries and time. Uncertainty shocks are identified via sign restrictions. The empirical results reveal that an increase in uncertainty in China negatively affects the global economy, but those effects significantly vary over time. The effects of China's uncertainty shocks on the global economy have been significantly altered by China's WTO accession, the global financial crisis, and the recent US-China trade conflict. Furthermore, the effects of China's uncertainty shocks, typically on inflation, differ significantly across countries. Moreover, Trade openness appears crucial in explaining heterogeneous GDP responses across countries, whereas the international dimension of monetary policy appears to be important in explaining heterogeneous inflation responses across countries.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.519-531
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• 2017

We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.