• Communications for Statistical Applications and Methods
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• 제31권3호
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• pp.291-308
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• 2024

The current article discusses ratio type exponential estimators for estimating the mean of a finite population in sample surveys. The estimators uses robust regression's Huber M-estimation function, and their bias as well as mean squared error expressions are derived. It was campared with Kadilar, Candan, and Cingi (Hacet J Math Stat, 36, 181-188, 2007) estimators. The circumstances under which the suggested estimators perform better than competing estimators are discussed. Five different population datasets with a well recognized outlier have been widely used in numerical and simulation-based research. These thorough studies seek to provide strong proof to back up our claims by carefully assessing and validating the theoretical results reported in our study. The estimators that have been proposed are intended to significantly improve both the efficiency and accuracy of estimating the mean of a finite population. As a result, the results that are obtained from statistical analyses will be more reliable and precise.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2009년도 학술발표회 초록집
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• pp.1306-1310
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• 2009

The roughness coefficients were estimated by the Manning's equation for the measured stage and flow velocity of Bocheong stream basin in Kum river. The relationships between the estimated roughness coefficients and the geomorphologic factors were formulated by the linear, logarithmic, exponential and power type function, thereafter correlation equations were presented. The correlation analysis was performed between the measured stream length and the basin area of Bocheong stream basin by the linear, logarithmic, exponential and power type function, and correlation equation for the stream length was given. The roughness coefficient has strong correlationship with stream slope, but low correlation coefficients with stream length and basin area. For the correlationship with the roughness coefficients and the stream slope, the logarithmic type function has the smallest correlation coefficient, on the other hand, the exponential type function has the largest correlation coefficient. For the relationship between the stream length and the basin area, the correlation coefficient of the logarithmic type function shows the smallest value, linear type function shows the largest value.

• 한국전자통신학회논문지
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• 제18권5호
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• pp.935-944
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• 2023

본 연구에서는 신뢰성 연구에 적합하다고 알려진 Inverse-type(: Inverse-Exponential, Inverse-Rayleigh) 수명분포를 유한고장 NHPP(: Nonhomogeneous Poisson Process) 기반의 소프트웨어 개발비용 모형에 적용한 후, 성능을 결정하는 속성을 분석하였다. 또한, 모형의 효율성을 평가하기 위해 Goel-Okumoto 기본 모형과 함께 비교하였다. 고장 시간 데이터를 이용하여 모형의 성능을 분석하였고, 모수의 계산은 MLE(: Maximum Likelihood Estimation)를 적용하였다. 결론적으로, 첫째, 개발비용을 결정하는 m(t)를 분석한 결과, Inverse-Exponential 모형이 참값에 대한 오차가 적어 효율적이었다. 둘째, 개발비용과 함께 방출시간을 분석한 결과 Inverse-Rayleigh 모형이 가장 좋은 것으로 확인되었다. 셋째, 제안된 모형의 속성(m(t), 비용, 방출시간)을 종합적으로 평가한 결과, Inverse-Rayleigh 모형의 성능이 가장 우수하였다. 따라서 소프트웨어 개발자가 초기 프로세스에서 본 연구 데이터를 효율적으로 활용할 수 있다면, 비용에 영향을 미치는 속성들을 사전에 탐색하고 분석할 수 있을 것이다.

• Korean Journal of Mathematics
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• 제25권2호
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• pp.229-246
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• 2017

This paper concerns barrier option of American type where the underlying price is monitored during only part of the option's life. Analytic valuation formulas of the American partial barrier options are obtained by approximation method. This approximation method is based on barrier options along with exponential early exercise policies. This result is an extension of Jun and Ku [10] where the exercise policies are constant.

• Journal of the Korean Data and Information Science Society
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• 제16권2호
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• pp.457-465
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• 2005

We consider the estimation of parameter in the exponential model in the case that the number of replacements of failed items is limited. And the desirable number of replacements to give the similar effect as unlimited case in terms of the mean square errors is proposed.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2003년도 추계학술대회
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• pp.13-18
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• 2003

When the available sample is multiply type-II censored, the maximum likelihood estimators of the location and scale parameters of two- parameter exponential distribution do not exist explicitly. In this case, we propose several approximate maximum likelihood estimators by approximating the likelihood equations appropriately. We present an example to illustrate these estimation methods.

• Journal of the Korean Data and Information Science Society
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• 제13권1호
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• pp.67-77
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• 2002

We propose the Bayesian testing for the equality of K-exponential populations means with Type-II censored data. Specially we use the fractional Bayesian factors suggested by O'Hagan (1995) based on the noninformative priors for the parameters. And, we investigate the usefulness of the proposed Bayesian testing procedures via both real data analysis and simulations and compare the classical likelihood ratio(LR) test with the proposed Bayesian test.

• 대한수학회논문집
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• 제14권1호
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• pp.121-134
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• 1999

Generalized nonnegative polynomials are defined as the products of nonnegative polynomials raised to positive real powers. The generalized degree can be defined in a natural way. We extend some results on Infinite-Finite range inequalities, Christoffel functions, and Nikolski type inequalities corresponding to weights W\ulcorner(x)=exp(-｜x｜\ulcorner), $\alpha$>0, to those for generalized nonnegative polynomials.

• 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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• 제18권2호
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• pp.229-236
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• 2011

A continuous time stochastic volatility model for financial assets suggested by Barndorff-Nielsen and Shephard (2001) is considered, where the volatility process is modelled as an Ornstein-Uhlenbeck type process driven by a general L$\'{e}$vy process and the price process is then obtained by using an independent Brownian motion as the driving noise. The uniform ergodicity of the volatility process and exponential ${\alpha}$-mixing properties of the log price processes of given continuous time stochastic volatility models are obtained.