• International Journal of Reliability and Applications
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• v.8 no.1
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• pp.17-25
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• 2007

Maximum likelihood method is utilized to estimate the two parameters of generalized exponential distribution based on grouped and censored data. This method does not give closed form for the estimates, thus numerical procedure is used. Reliability measures for the generalized exponential distribution are calculated. Testing the goodness of fit for the exponential distribution against the generalized exponential distribution is discussed. Relevant reliability measures of the generalized exponential distributions are also evaluated. A set of real data is employed to illustrate the results given in this paper.

• Journal of the Korean Statistical Society
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• v.22 no.1
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• pp.133-138
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• 1993

We consider two estimators of the infection rate in the simple stochastic epidemic model. It is shown that the maximum likelihood estimator of teh infection rate under the discrete time observation does not have the moment of any positive order. Some properties of the Choi-Severo estimator, an approximation to the maximum likelihood estimator, are also investigated.

• International Journal of Reliability and Applications
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• v.6 no.2
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• pp.65-78
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• 2005

In this paper we derive estimations of the parameters included in the distribution of the lifetime of k-out-of-m cold standby system with imperfect switches. Maximum likelihood and Bayes procedures are followed to get such estimations. Numerical studies, using Monte Carlo simulation method, are given in order to explain how we can utilize the theoretical results derived, and to compare the performance of the two different methods used. The criterion of comparisons is the mean squared errors associated with each estimate.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.327-336
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• 1999

In a multinomial sampling scheme some categories may be observed as partially classified because of technical or economic reasons. In this paper the maximum likelihood estimators(M.L.E) of multinomial probabilities are obtained when some frequencies are merged. We obtained the M.L.E and a method to evaluate the information gained by including merged frequencies in M.L.E we obtained an estimator of the covariance matrix and it is used to examine the information gained by including the merged frequency counts in estimating the cell probabilities. When certain individual frequency counts are missing a method is proposed for estimating the cell probabilities using EM algorithms.

• Communications for Statistical Applications and Methods
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• v.23 no.4
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• pp.269-285
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• 2016

In this paper, a simple step-stress accelerated life test (ALT) under progressive type-II censoring is considered. Progressive type-II censoring and accelerated life testing are provided to decrease the lifetime of testing and lower test expenses. The cumulative exposure model is assumed when the lifetime of test units follows an extension of the exponential distribution. Maximum likelihood estimates (MLEs) and Bayes estimates (BEs) of the model parameters are also obtained. In addition, a real dataset is analyzed to illustrate the proposed procedures. Approximate, bootstrap and credible confidence intervals (CIs) of the estimators are then derived. Finally, the accuracy of the MLEs and BEs for the model parameters is investigated through simulation studies.

• Journal of Korean Society for Quality Management
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• v.10 no.1
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• pp.2-6
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• 1982

Suppose a system with m components is subjected to a random stress. We consider the estimation of reliability when data consist of random samples from the stress distribution and the strength distributions. All the distributions are assumed to be independent exponential with unknown scale parameters. An explicit form of system reliability and the minimun variance unbiased estimator are obtained. The asymptotic distribution is also obtained by expanding the minimum variance unbiased estimator about the maximum likelihood estimator and establishing their equivalance. The performance of the two estimators is compared by Monte Carlo Simulation.

• Publications of The Korean Astronomical Society
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• v.32 no.1
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• pp.163-167
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• 2017

Utilizing a unique capability of AKARI that allows deep spectroscopy at $2.5-5.0{\mu}m$, we performed a spectroscopy study of more than 200 quasars through one of the AKARI mission programs, QSONG (Quasar Spectroscopic Observation with NIR Grism). QSONG targeted 155 high redshift (3.3 < z < 6.42) quasars and 90 low redshift active galactic nuclei (0.002 < z < 0.48). In order to provide black hole mass estimates based on the rest-frame optical spectra, the high redshift part of QSONG is designed to detect the $H{\alpha}$ line and the rest-frame optical spectra of quasars at z > 3.3. The low redshift part of QSONG is geared to uncover the rest-frame $2.5-5.0{\mu}m$ spectral features of active galactic nuclei to gain useful information such as the dust-extinction-free black hole mass estimators based on the Brackett lines and the temperatures of the hot dust torus. We outline the program strategy, and present some of the scientific highlights from QSONG, including the detection of the $H{\alpha}$ line from a quasar at z > 4.5 which indicates a rigorous growth of black holes in the early universe, and the $Br{\beta}$-based black hole mass estimators and the hot dust temperatures (~ 1100 K) of low redshift AGNs.

• International Journal of Reliability and Applications
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• v.7 no.2
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• pp.187-201
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• 2006

In this paper, we derive recurrence relations for the single and product moments of progressively Type-II right censored order statistics from half logistic distribution. Next, we derive the maximum likelihood estimators (MLEs) of the location and scale parameters of the half logistic distribution. In addition, we use the setup proposed by Balakrishnan and Aggarwala (2000) to compute the approximate best linear unbiased estimates (ABLUEs) of the location and scale parameters. Finally, we point out a simulation study to compare between the efficiency of the techniques considered for the estimation.

• Water Engineering Research
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• v.3 no.3
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• pp.195-202
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• 2002

The mean is generally used as a point estimator in water-quality data. Unfortunately, the nonnormal and skewed distributions of data hinder the direct application of the mean, which is inappropriate statistics in this case. The use of robust statistics such as L, M, and R-estimators are recommended and become more efficient. The median (L-estimator), the biweight (M-estimator), and the Hodges-Lehmann method (R-estimator) are briefly introduced and applied in this paper. From the actual data analyses, it is known that the median does not guarantee robustness for a small number of data sets, and robust measures of location or the arithmetic mean without outliers are highly recommended if the distribution has tails or outliers. Care must be taken to measure the location because water quality level within a water body can change depending on the selected point estimator.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.12
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• pp.7018-7024
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• 2014

This study examined the squared returns and absolute returns of KOSPI 200 with GPH (Geweke and Porter-Hudak, 1983) estimators. GPH was estimated by the long-term memory preserving time series parameter d in linear regression. This called the GPH estimator, which depends on a bandwidth m. m was decided by confirming the stable section of the point estimate by validating the track of the GPH estimator according to the value of m. The result suggests that by satisfying 0< d <0.5, the squared returns and absolute returns of KOPI 200 retains long-term memory.