• Journal of applied mathematics & informatics
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• v.2 no.1
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• pp.33-40
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• 1995

Entropy loss is derived by the scale parameter of Rayleigh distribution. Under this entropy loss we obtain the best invariant estimators and the Bayes estimators of the scale parameter. Also we compare MLE with the proposed estimators.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.33-55
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• 2007

The economic world is full of patterns, many of which exert a profound influence over society and business. One of the most contentious is the distribution of wealth. Way back in 1897, an Italian engineer-turned-economist named Vilfredo Pareto discovered a pattern in the distribution of wealth that appears to be every bit as universal as the laws of thermodynamics or chemistry. The present paper proposes some Bayes estimators of shape parameter of Pareto income distribution in censored sampling. Asymmetric LINEX loss function has been considered to study the effects of overestimation and underestimation. For the prior distribution of the parameter involved a number of priors including one and two-parameter exponential, truncated Erlang and doubly truncated gamma have been contemplated to express the belief of the experimenter s/he has regarding the parameter. The estimators thus obtained have been compared theoretically and empirically with the corresponding estimators under squared error loss function, some of which were reported by Bhattacharya et al. (1999).

• Journal of the Korean Data Analysis Society
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• v.20 no.6
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• pp.2747-2757
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• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• Journal of Korean Tunnelling and Underground Space Association
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• v.19 no.5
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• pp.799-812
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• 2017

Backfill grouting and realistic convergence distribution were not properly considered in previous studies on 2D numerical analysis of a shield TBM tunnel. In this study, a modeling method was suggested to cope with this problem by considering a realistic convergence distribution and proper properties of backfill grouting. To this end, the influence of gap parameter and depth of rock cover on volume loss and composed of ground volume loss around tunnel excavation and surface volume loss were analyzed with a single layer of weathered soil. As a result, most of surface settlements were occurred immediately after excavation. Additional, as depth of rock cover and gap parameter increased, the influence range of surface settlement curves obtained from 2D numerical analyses became broader than a suggested theoretical equation. Therefore, it is inferred that gap parameter should be applied based on load distribution ratio and the property of backfill grouting properly considered for the estimation of the precise behavior of a shield TBM tunnel in 2D numerical analysis.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.71-80
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• 2007

The present paper investigates estimation of a scale parameter of a gamma distribution using a loss function that reflects both goodness of fit and precision of estimation. The Bayes and empirical Bayes estimators rotative to balanced loss functions (BLFs) are derived and optimality of some estimators are studied.

• Proceedings of the KIPE Conference
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• 1998.10a
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• pp.748-753
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• 1998

Machine parameters need to measure in advance for vector control and theoretical analysis. Therefore, we present the machine parameter measurement scheme, considering stator iron loss, by the single-phase test at standstill condition. Using this method, the d-q axis inductances and the equivalent iron loss resistance in the voltage equation considering stator iron loss are easily measured. This method is simple and does not need to use complex theory and expensive equipment.

• Journal of the Korean Statistical Society
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• v.32 no.3
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• pp.289-298
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• 2003

We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R ＝ P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

• IE interfaces
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• v.7 no.1
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• pp.75-80
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• 1994

In a recent article, Leon et al. lucidly explained the ideas of the Taguchi two-stage procedure for parameter design optimization, and proposed alternative performance measures called PerMIA to the signal-to-noise ratios. On the other hand, Box proposed an empirical approach to the problem based upon monotone transformations of the performance characteristic(y). This paper develops procedures for parameter design optimization under the assumptions that the expected loss(not necessarily a mean squared error loss) is increasing with respect to the variance of the error in y, and that the mean of y satisfies certain conditions of adjustability. It turns out that the variance of the error in y can play the role of PerMIA, and it is further shown that the derived PerMIA can be adapted to the Box empirical procedure for the minimization of the expected loss in the original metric.

• Journal of Advanced Marine Engineering and Technology
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• v.24 no.5
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• pp.42-51
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• 2000

The performances of the simple expansion, perforated tube, and conical-connector type as an exhaust muffler are shown in this study. Applying a model in which the method of four-pole parameter is used makes theoretical estimation of the insertion loss. Experiment is performed for the measurement of the insertion loss under four cases according to the variation of the tail pipe length. By comparing the theoretical prediction with the experimental results, the validity of the modeling using the method of four-pole parameter is verified. The personal computer simulation programs for the above mentioned theory on the muffler design have been developed and exhaust sound level measurements have been carried out for simple expansion muffler, conical-connector muffler, perforated tube mufflers and the combined type of conical-connector and simple expansion muffler. The measured results for attenuation characteristics of noise for each muffler are compared with the computed theoretical results to verity the confidence and applicable limits of the theoretical equation derived.

• Journal of Korean Institute of Industrial Engineers
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• v.31 no.2
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• pp.164-172
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• 2005

A loss function approach to a multiresponse problem is considered, when process parameters are regarded as random variables. The variation of each response may be amplified through so called propagation of error (POE), which is defined as the standard deviation of the transmitted variability in the response as a function of process parameters. The forms of POE for each response and for a pair of responses are proposed and they are reflected in our loss function approach to determine the optimal condition. The proposed method is illustrated using a polymer case. The result is compared with the case where parameter fluctuation is not considered.