• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제3권2호
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• pp.99-106
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• 1999

In this paper, the spline hazard rate model to the randomly censored data is introduced. The unknown hazard rate function is expressed as a linear combination of B-splines which is constrained to be linear(or constant) in tails. We determine the coefficients of the linear combination by maximizing the likelihood function. The number of knots are determined by Bayesian Information Criterion. Examples using simulated data are used to illustrate the performance of this method under presenting the random censoring.

• 한국경영과학회지
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• 제25권4호
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• pp.45-54
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• 2000

Estimation Problems of parameters of the failure process and the repair effect in repairable systems are considered. We propose estimation procedures in repairable systems without preventive maintenances. The failure process is modeled by a proportional age reduction model (Brown, Mahoney, Sivazlian [5]) which is able to consider both aging and repair effects. Maximum likelihood method is used to estimate the repair effect and parameters of intensity function simultaneously. simulations are performed to evaluate the accuracy of estimators. A numerical example is also presented.

• 품질경영학회지
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• 제26권4호
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• pp.79-87
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• 1998

This paper considers the problem of testing a one-sided hypothesis under the generalized sampling plan which is defined by a sequence of independent Bernoulli trials. A certain lexicographic order is defined for the boundary points of the sampling plan. It is shown that the family of probability mass function defined on the boundary points has monotone likelihood ratio, and that the test function is uniformly most powerful.

• Communications for Statistical Applications and Methods
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• 제13권1호
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• pp.89-99
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• 2006

This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.166-175
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• 1995

When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector without any errors, it obeys Poisson law. Under the two assumptions that neutral particle scattering distribution and aiming errors have a circular Gaussian distributions that neutral particle scattering distribution and aiming errors have a circular Gaussian distribution respectively, an exact probability distribution of neutral particles vecomes a Poisson-power function distribution. We study and prove some properties, such as limiting distribution, unimodality, stochastical ordering, computational recursion fornula, of this distribution. We also prove monotone likelihood ratio(MLR) property of this distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem.

• 대한수학회논문집
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• 제21권2호
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• pp.363-374
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• 2006

A new bivariate beta distribution based on the Appell function of the third kind is introduced. Various representations are derived for its product moments, marginal densities, marginal moments, conditional densities and conditional moments. The method of maximum likelihood is used to derive the associated estimation procedure as well as the Fisher information matrix.

• Journal of Information Technology Applications and Management
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• 제13권4호
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• pp.1-12
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• 2006

Many software reliability growth models(SRGM) have been proposed since the software reliability issue was raised in 1972. The technology to estimate and grow the reliability of developing S/W to target value during testing phase were developed using them. Most of these propositions assumed the S/W debugging testing efforts be constant or even did not consider them. A few papers were presented as the software reliability evaluation considering the testing effort was important afterwards. The testing effort forms which have been presented by this kind of papers were exponential, Rayleigh, Weibull, or logistic functions, and one of these 4 types was used as a testing effort function depending on the S/W developing circumstances. I propose the methology to evaluate the SRGM using least square estimator and maximum likelihood estimator for those 4 functions, and then examine parameters applying actual data adopted from real field test of developing S/W.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.303-323
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• 1994

In this paper, distribution of Votaw's $\lambda_1$(mvc) criterion has been obtained using inverse Mellin transform, residue theorem and properties of special functions.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.463-482
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• 1994

In Bayesian analysis of randomized response models, the likelihood function does not combine tractably with typical priors for the parameters of interest, causing computational difficulties in posterior analysis of the parameters of interest. In this article, the difficulties are solved by introducing appropriate latent variables to the model and using the Gibbs sampling algorithm.

• 한국음향학회지
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• 제19권3호
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• pp.35-44
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• 2000

본 논문에서는 음성 패턴을 효율적으로 모델링하고자 분절 특징(segmental feature)을 이 용하여 은닉 마코프 모델(hidden markov model)의 일반적인 형식에 기반한 새로운 모수적 궤적 모델 (parametric trajectory model)을 제안한다. 일반적으로 벡터의 열로써 표현되는 분절은 관측 열의 궤적(trajectory)으로 표현된다. 이 궤적은 연속적인 프레임들의 전이 정보(transitional information)를 표현하는 디자인 행렬을 이용하여 얻어지며, 다항식의 회귀 함수(polynomial regression function)로써 나타낼 수 있다. 이러한 궤적을 HMM에 적용하기 위해서 프레임 특징 대신 분절의 특성 을 표현하는 궤적으로 대치하고 우도(likelihood) 계산에 궤적들의 비교에 의한 확률 값을 반영시켜야 한다. 본 논문에서는 궤적간의 유사도를 측정하는 분절 우도(segment likelihood)와 모델을 구성하는 궤적변수의 추정 알고리즘을 제안한다. 임의의 분절에 대한 관측 확률은 제안된 분절 우도와 궤적의 추정 오차(estimation error of trajectories)의 곱으로써 표현된다. 궤적의 추정 오차는 상태에서 주어진 분절 우도의 가중치로 표현될 수 있으며, 이 가중치는 궤적과 대응되는 분절의 적합도를 표현하는 확률을 나타낸다. 본 논문에서 제 안된 모델은 일반적 인 HMM과 모수적 궤적 모델의 일반화(generalization) 또는 확장(extension) 모델로 생각될 수 있다. 본 모델의 성능을 평가하기 위하여 TIMIT 데이터에 기반한 실험을 한 결과, 분절 길이(segment length)와 회귀 차수(regression order)가 변할수록 일반적인 HMM에 비하여 뚜렷한 성능향상이 있음을 알 수 있었다.