• Communications for Statistical Applications and Methods
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• v.31 no.3
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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.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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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.

• The Journal of the Korea institute of electronic communication sciences
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• v.18 no.5
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• pp.935-944
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• 2023

In this study, the Inverse-type (: Inverse-Exponential, Inverse-Rayleigh) life distribution, which is known to be suitable for reliability research, was applied to a software development cost model based on finite failure NHPP(: Nonhomogeneous Poisson Process), and then the attributes that determine the model's performance were analyzed. Additionally, to evaluate the efficiency of the model, it was compared with the Goel-Okumoto basic model. The performance of the model was analyzed using failure time data, and MLE (: Maximum Likelihood Estimation) was applied to calculate the parameters. In conclusion, first, as a result of analyzing m(t), which determines the development cost, the Inverse-Exponential model was efficient due to its small error in the true value. Second, as a result of analyzing the release time along with the development cost, the Inverse-Rayleigh model was confirmed to be the best. Third, as a result of comprehensive evaluation of the attributes (m(t), cost, and release time) of the proposed model, the Inverse-Rayleigh model had the best performance. Therefore, if software developers can effectively utilize this research data in the early process, they will be able to proactively explore and analyze attributes that affect cost.

• Korean Journal of Mathematics
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• v.25 no.2
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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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• v.16 no.2
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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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• 2003.10a
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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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• v.13 no.1
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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.

• Communications of the Korean Mathematical Society
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• v.14 no.1
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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.

• Journal of Korean Society for Quality Management
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• v.25 no.4
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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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• v.18 no.2
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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.