• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.301-317
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• 2022

In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

• Communications for Statistical Applications and Methods
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• v.21 no.3
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• pp.261-274
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• 2014

In this paper we develop Bayes and empirical Bayes estimators of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation under the balanced loss function. We compare the performance of the optimal Bayes estimator with ones of the classical sample mean and the usual Bayes estimator under the squared error loss with respect to the posterior expected losses, risks and Bayes risks when the underlying distribution is normal as well as when they are binomial and Poisson.

• Communications for Statistical Applications and Methods
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• v.14 no.3
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• pp.561-576
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• 2007

Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.

• The Korean Journal of Applied Statistics
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• v.6 no.2
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• pp.289-302
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• 1993

A goodness-of-fit test for the two-parameter exponential distribution, for use with the singly Type I and Type II right censored samples, is proposed. The test statistic is based on the $L_1$-norm of discrepancy between the cumulative distribution function and the empirical distribution function. To deal with the unknown parameters problem, the K- transformation is considered and modified to be applied to the censored samples. Rosenblatt's transformation is extended to the cases of Type I and Type II censored samples, in order to transform the censored samples into the complete ones. The critial values of the test statistic are obtained by Monte Carlo simulations for some finite sample sizes. The power studies are conducted to compare the proposed test with the Pettitt(1977) test for exponentiality with censored samples. It appears that the proposed test has relatively good power properties for moderate and large sample sizes.

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.695-703
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• 2005

This paper extends the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. The finite sample distribution of the associated rank test for dally data is also presented.

• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.489-499
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• 2000

We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.79-83
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• 2002

A phase III clinical trial of a new drug for neutropenia induced by chemotherapy is presented and consider adding random effects in crossover design which was used in the clinical study. The diagnostics for its heteroscedasticity based on score statistic is derived for detecting homoscedasticity of errors in crossover design. A small simulation study is peformed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

• Journal of the Korean Data and Information Science Society
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• v.21 no.5
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• pp.973-981
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• 2010

Quantile regression investigates the quantiles of the conditional distribution of a response variable given a set of covariates. M-quantile regression extends this idea by a "quantile-like" generalization of regression based on influence functions. In this paper we propose a new method of estimating M-quantile regression functions, which uses kernel machine technique. Simulation studies are presented that show the finite sample properties of the proposed M-quantile regression.

• Proceedings of the Korean Reliability Society Conference
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• 2004.07a
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• pp.129-137
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• 2004

This paper presents an accelerated life test for burnout of tungsten filament of incandescent lamp. From failure analyses of field samples, it is shown that their root causes are local heating or hot sports in the filament caused by tungsten evaporation and wire sag. Finite element analysis is performed to evaluate the effect of vibration and impact for burnout, but any points of stress concentration or structural weakness are not found in the sample. To estimate the burnout life of lamp, an accelerated life test is planned by using quality function deployment and fractional factorial design, where voltage, vibration, and temperature are selected as accelerating variables. We assumed that Weibull lifetime distribution and a generalized linear model of life-stress relationship hold through goodness of fit test and test for common shape parameter of the distribution. Using accelerated life testing software, we estimated the common shape parameter of Weibull distribution, life-stress relationship, and accelerating factor.

• Geomechanics and Engineering
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• v.30 no.1
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• pp.67-73
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• 2022

In this study, the fiber orientation distribution (FOD) is investigated using both micro-CT (computerized tomography) and image analysis of physically cut specimens prepared from Polyvinyl Alcohol (PVA) fiber reinforced cemented Toyoura sand. The micro-CT images of the fiber reinforced cemented sand specimens were visualized in horizontal and vertical sections. Scans were obtained using a frame rate of two frames and an exposure time of 500 milliseconds. The number of images was set to optimize and typically resulted in approximately 3000 images. Then, the angles of the fibers for horizontal sections and in vertical section were calculated using the VGStudio MAX software. The number of fibers intersecting horizontal and vertical sections are counted using these images. A similar approach was used for physically cut specimens. The variation of results of fiber orientation between micro-CT scans and visual count were approximately 4-8%. The micro-CT scans were able to precisely investigate the fiber orientation distribution of fibers in these samples. The results show that 85-90% of the PVA fibers are oriented between ±30° of horizontal, and approximately 95% of fibers have an orientation that lies within ±45° of the horizontal plane. Finally, a comparison of experimental results with the generalized fiber orientation distribution function 𝜌(θ) is presented for isotropic and anisotropic distribution in fiber reinforced cemented Toyoura sand specimens. Experimentally, it can be seen that the average ratio of the number of fibers intersecting the finite area on a vertical plane to number of fibers intersecting the finite area on a horizontal plane (N^V_tot/N^H_tot) cut through a sample varies from 2.08 to 2.12 (an average ratio of 2.10 is obtained in this study). Based up on the analytical predictions, it can be seen that the average N^V_tot/N^H_tot ratio varies from 2.13 to 2.17 for varying n values (an average ratio of 2.15).