• 품질경영학회지
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• 제23권1호
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• pp.29-40
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• 1995

This paper considers the problem of optimally designing accelerated degradation tests in which the performance value of a specimen is measured only at one of three test conditions for a given exposure time. For the product having lognormally distributed performance, the optimum plan-low stress level and sample proportion allocated to each test condition - is obtained, which minimize the asymptotic variance of maximum likelihood estimator of a stated quantile at design stress. An illustrative example for the optimum plan is given.

• 품질경영학회지
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• 제23권1호
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• pp.41-49
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• 1995

This paper suggests optimal accelerated constant stress life tests in Exponential distribution. The relationship between the log-mean life and the loaded stress is assumed to be linear. Optimal plans considering mean square errors of maximum likelihood estimators of the log mean life and test costs are obtained. We consider accelerated life tests with two stress levels, and as data types, failure censoring( type II) and time censoring(type I) data are used. We propose the procedure to obtain the optimal plans for each case. Some examples are also included.

• Journal of the Korean Data and Information Science Society
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• 제13권1호
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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.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.187-199
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• 2003

We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.377-383
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• 2003

In this paper, we consider two components system in which the lifetimes follow the bivariate Pareto model with random censored data. We assume that the censoring time is independent of the lifetimes of the two components. We develop large sample tests for testing independence between two components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

• Journal of the Korean Data and Information Science Society
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• 제16권3호
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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.

• 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.

• Journal of the Korean Statistical Society
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• 제18권1호
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• pp.38-45
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• 1989

A procedure is considered to the problem of testing whether there exist changes in location at possibly two points in a sequence of independent random variables which are successively drawn from normal population. A test statistics based on modified likelihood ratio is proposed and its asymptotic null distribution is derived through the stochastic process representation. A small sample power comparison is made by Monte Carlo method.

• 제어로봇시스템학회논문지
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• 제4권5호
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• pp.666-673
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• 1998

To increase reliability and performance of an IMS(Intelligent Manufacturing System), fault tolerant control based on an accurate fault diagnosis is needed. In this paper, robot FDI(fault detection and identification) is proposed for IMS where the robot is controlled with state estimates of a nonlinear filter using a mathematical robot model. The Chi-square test and GLR(General likelihood ratio) test are applied for fault detection and fault size is estimated by a proposed bias filter. Performance of the proposed algorithm is tested by simulation for studies.

• 응용통계연구
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• 제5권1호
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• pp.29-39
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• 1992

단순선형회귀모형에서 어떤 미지의 시점을 전후하여 회귀계수에 변화가 있었는지에 대한 통계적 가설을 검정하고 변화점의 추정방법을 논의한다. 이차형식의 통계량을 제안하고 그 근사분포 및 유의수준제어를 살펴보았다. 또한 하나의 예를 통하여 제안된 방법을 적용하고 우도비검정과 비교하였다.