• International Journal of Reliability and Applications
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• 제4권3호
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• pp.97-111
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• 2003

By applying Theorem 2.6.4 (Fang and Zhang, 1990, p.66) the dispersion matrix of a multivariate power exponential (MPE) distribution is derived. It is shown that the MPE and the gamma distributions are related and thus the MPE and chi-square distributions are related. By extending Fang and Xu's Theorem (1987) from the normal distribution to the Univariate Power Exponential (UPE) distribution an explicit expression is derived for calculating the probability of an UPE random variable over an interval. A representation of the characteristic function (c.f.) for an UPE distribution is given. Based on the MPE distribution the probability density functions of the generalized non-central chi-square, the generalized non-central t, and the generalized non-central F distributions are derived.

• Journal of the Korean Statistical Society
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• 제34권4호
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• pp.311-329
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• 2005

Skewed t distributions have attracted significant attention in the last few years. In this paper, a generalization - referred to as the skewed generalized t distribution - with the pdf f(x) = 2g(x)G(${\lambda}x$) is introduced, where g(${\cdot}$) and G (${\cdot}$) are taken, respectively, to be the pdf and the cdf of the generalized t distribution due to McDonald and Newey (1984, 1988). Several particular cases of this distribution are identified and various representations for its moments derived. An application is provided to rainfall data from Orlando, Florida.

• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.435-446
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• 2004

In this paper we introduced a new score generating function for the rank dispersion function in a multiple linear model. Based on the new score function, we derived the asymptotic relative efficiency, ARE(11, rs), of our score function with respect to the Wilcoxon scores for the generalized F distributions which show very flexible distributions with a variety of shape and tail behaviors. We thoroughly explored the selection of r and s of our new score function that provides improvement over the Wilcoxon scores.

• 전자공학회논문지C
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• 제35C권5호
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• pp.11-16
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• 1998

We analyze the software reliability growth models for the specified period from the viewpoint of theory of differential equations. we defien a genralized form of reliability growth models as follws: dN(t)/dt = b(t)f(N(t)), Where N(t) is the number of remaining faults and b(t) is the failure rate per software fault at time t. We show that the well-known three software reliability growth models - Goel - Okumoto, s-shaped, and Musa-Okumoto model- are special cases of the generalized form. We, also, extend the generalized form into an extended form being dN(t)/dt = b(t, .gamma.)f(N(t)), The genneralized form can be obtained if the distribution of failures is given. The extended form can be used to describe a software reliabilit growth model having weibull density function as a fault exposure rate. As an application of the generalized form, we classify three mentioned models according to the forms of b(t) and f(N(t)). Also, we present a case study applying the generalized form.

• Asian Pacific Journal of Cancer Prevention
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• 제13권5호
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• pp.1829-1831
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• 2012

Background: The generalized gamma distribution statistics constitute an extensive family that contains nearly all of the most commonly used distributions including the exponential, Weibull and log normal. A saturated version of the model allows covariates having effects through all the parameters of survival time distribution. Accelerated failure-time models assume that only one parameter of the distribution depends on the covariates. Methods: We fitted both the conventional GG model and the saturated form for each of its members including the Weibull and lognormal distribution; and compared them using likelihood ratios. To compare the selected parameter distribution with log logistic distribution which is a famous distribution in survival analysis that is not included in generalized gamma family, we used the Akaike information criterion (AIC; r=l(b)-2p). All models were fitted using data for 369 women age 50 years or more, diagnosed with stage IV breast cancer in BC during 1990-1999 and followed to 2010. Results: In both conventional and saturated parametric models, the lognormal was the best candidate among the GG family members; also, the lognormal fitted better than log-logistic distribution. By the conventional GG model, the variables "surgery", "radiotherapy", "hormone therapy", "erposneg" and interaction between "hormone therapy" and "erposneg" are significant. In the AFT model, we estimated the relative time for these variables. By the saturated GG model, similar significant variables are selected. Estimating the relative times in different percentiles of extended model illustrate the pattern in which the relative survival time change during the time. Conclusions: The advantage of using the generalized gamma distribution is that it facilitates estimating a model with improved fit over the standard Weibull or lognormal distributions. Alternatively, the generalized F family of distributions might be considered, of which the generalized gamma distribution is a member and also includes the commonly used log-logistic distribution.

• 충청수학회지
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• 제24권4호
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• pp.795-805
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• 2011

In this paper, we study a family of continuous bivariate distributions that possesses the negative quadrant dependence property and the generalized negatively quadrant dependent F-G-M copula. We also develop the partial ordering of this new parametric family of negative quadrant dependent distributions.

• 품질경영학회지
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• 제25권3호
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• pp.11-21
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• 1997

The mean residual life(MRL) function gives the expected remaining life of a item at age t. In particular F is said to be an increasing intially then decreasing MRL(IDMRL) distribution if there exists a turing point $t^*\ge0$ such that m(s)$\le$ m(t) for 0$$\le s$\le$ t $t^*$, m(s)$\ge$ m(t) for $t^*\le$ s$\le$ t. If the preceding inequality is reversed, F is said to be a decreasing initially then increasing MRL(DIMRL) distribution. Hawkins, et al.(1992) proposed test of H0 : F is exponential versus$H_1$: F is IDMRL, and $H_0$ versus $H_1$' : F is DIMRL when turning point is unknown. Their test is based on a complete random sample $X_1$, …, $X_n$ from F. In this paper, we generalized Hawkins-Kochar-Loader test to random censored data.

• 한국지능시스템학회논문지
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• 제22권2호
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• pp.212-217
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• 2012

확률공간 (${\Omega}$, $\mathfrak{F}$, $P$) 위에 정의된 퍼지집합을 퍼지이벤트라 한다. Zadeh는 확률 $P$를 이용하여 퍼지이벤트 $A$에 대한 확률을 정의하였다. 우리는 일반화된 삼각퍼지집합을 정의하고 거기에 확장된 대수적 작용소를 적용하였다. 일반화된 삼각퍼지집합은 대칭적이지만 함숫값으로 1을 갖지 않을 수 있다. 두 개의 일반화된 삼각퍼지집합 $A$와 $B$에 대하여 $A(+)B$와 $A(-)B$는 일반화된 사다리꼴퍼지집합이 되었지만, $A({\cdot})B$와 $A(/)B$는 일반화된 삼각퍼지집합도 되지 않았고 일반화된 사다리꼴퍼지집합도 되지 않았다. 그리고 정규분포를 이용하여 $\mathbb{R}$위에서 정규퍼지확률을 정의하였다. 그리고 일반화된 삼각퍼지집합에 대한 정규퍼지확률을 계산하였다.

• 응용통계연구
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• 제24권5호
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• pp.931-939
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• 2011

일반적으로 일반화 파레토 분포(Generalized Pareto Distribution; GPD)에서 임계치를 결정하는 방법으로는 MEF-그래프나 Hill-그래프를 통한 주관적인 판단을 이용한다는 약점이 존재한다. 본 연구에서는 이와 같은 기존 방법의 약점을 해결하기 위하여 GPD에서 임계치를 결정하는 방법으로 로버스트 추정량을 이용하는 새로운 접근 방법을 제안하였다. 더불어 1987년 1월 5일부터 2009년 8월 3일까지 공시된 KOSPI지수의 일별수익률의 손실부분에 해당하는 왼쪽꼬리부분을 이용하여 실증분석을 실시하였다. 실증분석은 기존의 그래프를 이용한 임계치 결정방법과 본 연구에서 제안한 방법에서 계산된 VaR이 어떤 차이가 존재하는가를 알아보는 방법으로 실시되었다. 분석결과 본 논문에서 제안한 임계치 결정방법에 의하여 계산된 VaR값들은 기존 방법의 VaR과 큰 차이를 보이지 않았다. 아울러 본 연구에서 제안한 임계치 결정방법의 안정성을 파악한 결과 기존 방법과 큰 차이를 보이지 않았다. 이와 같은 결과들을 토대로 본 연구에서 제안한 로버스트 추정량을 이용한 임계치 결정방법은 기존의 그래프를 이용한 주관적인 임계치 결정방법에 대한 대안적인 방법으로 충분히 고려될 수 있을 것으로 생각된다.

• Journal of Forest and Environmental Science
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• 제36권1호
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• pp.7-16
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• 2020

Tree size distribution modelling is an integral part of forest management. Most distribution yield systems rely on some flexible probability models. In this study, a simple finite mixture of two components two-parameter Weibull distribution was compared with complex four-parameter distributions in terms of their fitness to predict tree size distribution of teak (Tectona grandis Linn f) plantations. Also, a system of equation was developed using Seemingly Unrelated Regression wherein the size distributions of the stand were predicted. Generalized beta, Johnson's SB, Logit-Logistic and generalized Weibull distributions were the four-parameter distributions considered. The Kolmogorov-Smirnov test and negative log-likelihood value were used to assess the distributions. The results show that the simple finite mixture outperformed the four-parameter distributions especially in stands that are bimodal and heavily skewed. Twelve models were developed in the system of equation-one for predicting mean diameter, seven for predicting percentiles and four for predicting the parameters of the finite mixture distribution. Predictions from the system of equation are reasonable and compare well with observed distributions of the stand. This simplified mixture would allow for wider application in distribution modelling and can also be integrated as component model in stand density management diagram.