• Journal of the Korean Statistical Society
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• v.34 no.2
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• pp.109-123
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• 2005

Variogram estimation is an important step of spatial statistics since it determines the kriging weights. Matheron's variogram estimator can be written as a quadratic form of the observed data. In this paper, we extend a skew t distribution to a generalized skew t distribution and moments of the variogram estimator for a generalized skew t distribution are derived in closed forms. After calculating the correlation structure of the variogram estimator, variogram fitting by generalized least squares is discussed.

• Journal of the Korean Statistical Society
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• v.34 no.4
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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.

• Journal of the Korean Data and Information Science Society
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• v.7 no.2
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• pp.273-281
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• 1996

It is derived that conditions of counting process ($\{N(t){\mid}t\;{\geq}\;0\}$) in which the number of events in time interval [0, t] has a (n, n+1)-generalized Poisson distribution with parameters (${\theta}t,\;{\lambda}$) and a generalized inflated Poisson distribution with parameters (${\{\lambda}t,\;{\omega}\}$.

• International Journal of Reliability and Applications
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• v.4 no.3
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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.

• The Korean Journal of Applied Statistics
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• v.30 no.5
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• pp.775-791
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• 2017

We frequently encounter binary data in real life. Logistic, Probit, Cauchit, Complementary log-log models are often used for binary data analysis. In order to analyze binary data, Liu (2004) proposed a Robit model, in which the inverse of cdf of the Student's t distribution is used as a link function. Kim et al. (2008) also proposed a generalized t-link model to make the binary regression model more flexible. The more flexible skewed distributions allow more flexible link functions in generalized linear models. In the sense, we propose a binary data regression model using skewed generalized t distributions introduced in Theodossiou (1998). We implement R code of the proposed models using the glm function included in R base and R sgt package. We also analyze Pima Indian data using the proposed model in R.

• Journal of the Korean Institute of Telematics and Electronics C
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• v.35C no.5
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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.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.6 no.2
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• pp.1-8
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• 2002

Let $T_{\phi}$ be a generalized Gauss transformation and $[a_1,\;a_2,\;{\cdots}]_{T_{\phi}}$ be a symbolic representation of $x{\in}[0,\;1)$ induced by $T_{\phi}$, i.e., generalized continued fraction expansion induced by $T_{\phi}$. It is shown that the distribution of relative frequency of [$k_1,\;{\cdots},\;k_n$] in $[a_1,\;a_2,\;{\cdots}]_{T_p}$ satisfies Central Limit Theorem where $k_i{\in}{\mathbb{N}}$ for $1{\leq}i{\leq}n$.

• Communications for Statistical Applications and Methods
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• v.15 no.5
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• pp.667-674
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• 2008

We develop new family of the t distributions for modeling semicircular data. It has convenient mathematical features. It is extended to the l-axial t distribution and a generalized semicircular t distribution.

• Journal of the Korean Mathematical Society
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• v.38 no.2
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• pp.275-281
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• 2001

The trajectory of a classical dynamics is determined by the least action principle. As soon as we come to quantum dynamics, we have to consider all possible trajectories which are proposed to be a sum of the classical trajectory and Brownian fluctuation. Thus, the action involves the square of the derivative B(t) (white noise) of a Brownian motion B(t). The square is a typical example of a generalized white noise functional. The Feynman propagator should therefore be an average of a certain generalized white noise functional. This idea can be applied to a large class of dynamics with various kinds of Lagrangians.

• Journal of applied mathematics & informatics
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• v.27 no.3_4
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• pp.591-601
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• 2009

In the present paper, one new generalized 'useful' information generating function and two new relative 'useful' information generating functions have been defined with their particular and limiting cases. It is interesting to note that differentiations of these information generating functions at t=0 or t=1 give some known and unknown generalized measures of useful information and 'useful' relative information. The information generating functions facilitates to compute various measures and that has been illustrated by applying these information generating functions for Uniform, Geometric and Exponential probability distributions.