• Journal of Korean Society for Quality Management
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• v.25 no.2
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• pp.102-111
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• 1997

In this paper I discuss a method of constructing the confidence region for the logistic response surface model. The construction involves a, pp.ication of a general fitting procedure because the log odds is linear in its parameters. Estimation of parameters of the logistic response surface model can be accomplished by maximum likelihood, although this requires iterative computational method. Using the asymptotic results, asymptotic covariance of the estimators can be obtained. This can be used in the construction of confidence regions for the parameters and for the logistic response surface model.

• Communications of the Korean Mathematical Society
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• v.21 no.2
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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 Korean Society for Quality Management
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• v.24 no.2
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• pp.77-86
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• 1996

In this paper, we consider the problem of testing independence in the absolutely continuous bivariate exponential distribution of Block and Basu(1974). We construct a bootstrap procedure for testing zero and non-zero values of the parameter ${\lambda}_3$ which measures the degree of dependence and compare the power of the bootstrap test with likelihood ratio test(LRT) by Gupta et al.(1984) and the test based on maximum likelihood estimator(MLE) $\hat{{\lambda}}_3$ by Hanagal and Kale(1991) for small and moderate sample sizes.

• Journal of Korean Institute of Industrial Engineers
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• v.21 no.4
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• pp.609-628
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• 1995

This paper presents a reliability model and a data-analytic procedure for a repairable unit subject to failures due to multiple non-identifiable causes. We regard a failure cause as a state and assume the life distribution for each cause to be exponential. Then we represent the dependency among the causes by a Markov switching model(MSM) and estimate the transition probabilities and failure rates by maximum likelihood(ML) method. The failure data are incomplete due to masked causes of failures. We propose a specific version of EM(expectation and maximization) algorithm for finding maximum likelihood estimator(MLE) under this situation. We also develop statistical procedures for determining the number of significant states and for testing independency between state transitions. Our model requires only the successive failure times of a unit to perform the statistical analysis. It works well even when the causes of failures are fully masked, which overcomes the major deficiency of competing risk models. It does not require the assumption of stationarity or independency which is essential in mixture models. The stationary probabilities of states can be easily calculated from the transition probabilities estimated in our model, so it covers mixture models in general. The results of simulations show the consistency of estimation and accuracy gradually increasing according to the difference of failure rates and the frequency of transitions among the states.

• The Journal of the Acoustical Society of Korea
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• v.14 no.5
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• pp.5-10
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• 1995

In this paper we present a clustering procedure based on the use of HMM in order to get multiple statistical models which can well absorb the variants of each speaker with different ways of saying words. The HMM-clustered models obtained from the developed technique are applied to the speaker independent isolated word recognition. The HMM clustering method splits off all observation sequences with poor likelihood scores which fall below threshold from the training set and create a new model out of the observation sequences in the new cluster. Clustering is iterated by classifying each observation sequence as belonging to the cluster whose model has the maximum likelihood score. If any clutter has changed from the previous iteration the model in that cluster is reestimated by using the Baum-Welch reestimation procedure. Therefore, this method is more efficient than the conventional template-based clustering technique due to the integration capability of the clustering procedure and the parameter estimation. Experimental data show that the HMM-based clustering procedure leads to $1.43\%$ performance improvements over the conventional template-based clustering method and $2.08\%$ improvements over the single HMM method for the case of recognition of the isolated korean digits.

• Asian-Australasian Journal of Animal Sciences
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• v.23 no.3
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• pp.302-307
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• 2010

The present study aimed to investigate the effects of maternal factors on body weight at hatching (day-old) and at six weeks of age in a commercial broiler line. A total of 6,765 records on body weight at day-old (BWTDO) and 115,421 records on body weight at six weeks of age (BWT6W), originated from a commercial broiler line during 14 generations, were used to estimate genetic parameters related to the effects of maternal traits on body weight of chicks immediately after hatch or six weeks thereafter. The data were analyzed using restricted maximum likelihood procedure (REML) and an animal model with DFREML software. Direct heritability ($h^{2}{_a}$), maternal heritability ($h^{2}{_m}$), and maternal environmental variance as the proportions of phenotypic variance ($c^{2}$) for body weight at day-old were estimated to be 0.050, 0.351, and 0.173, respectively. The respective estimated values for body weight at six weeks of age were 0.340, 0.022, and 0.030. The correlation coefficient between direct and maternal genetic effects for six-week-old body weight was found to be -0.335. Covariance components and genetic correlations were estimated using a bivariate analysis based on the best model determined by a univariate analysis. Between weights at hatching and at six week-old, the values of -0.07, 0.53 and 0.47 were found for the direct additive genetic variance, maternal additive genetic variance and permanent maternal environmental variance, respectively. The estimated correlation between direct additive genetic effect influencing weight at hatch and direct additive maternal effect affecting weight at six weeks of age was -0.21, whereas the correlation value of 0.15 was estimated between direct additive maternal effect influencing weight at hatch and direct additive genetic effect affecting weight at six-week-old. From the present findings, it can be concluded that the maternal additive genetic effect observed for weight at six weeks of age might be a factor transferred from genes influencing weight at hatch to weight at six-week-old.

• Journal of the Society of Naval Architects of Korea
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• v.60 no.4
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• pp.266-277
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• 2023

In this study, fundamental research is conducted for the generation technique and analysis of multi-directional irregular waves in the Deep Ocean Engineering Basin (DOEB). A three-dimensional boundary element method-based numerical tank is implemented to perform wave generation simulations, and directional spectrum estimation is carried out using the results of simulations. The wave generation technique of the Snake type wave maker, generating multi-directional irregular waves, is implemented using the Fast Fourier Transform (FFT) and Inverse Fast Fourier Transform (IFFT) algorithms. The wave generation technique is validated by comparing the wave spectrum from simulations and experiments. A Maximum Likelihood Method (MLM) based estimation code is developed for estimating the directional wave spectra. The multi-directional irregular waves are tested in the DOEB and the numerical tank, and directional wave spectra obtained from two methodologies are estimated and compared. A correction procedure for the directional distribution of multi-directional waves is established, and the possibility of correcting the directional spreading function using the numerical tank is validated.

• International Journal of Reliability and Applications
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• v.2 no.3
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• pp.189-197
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• 2001

The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure is examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. The maximum likelihood estimator is found in an implicit form. The Cramor-Rao lower bound, which is the asymptotic variance of the estimator, is derived. The estimation of mean lifetimes for competing failures model has been expanded.

• Journal of the Korean Operations Research and Management Science Society
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• v.35 no.2
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• pp.19-35
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• 2010

Many papers have used a two-stage approach of first calculating DEA efficiency scores and then seeking to correlate these scores with various environmental variables. Most of the studies have not checked whether such a two-stage approach is statistically valid for identifying significant environmental variables. Recently Simar and Wilson (2007) (SW) introduce a sensible data generating process and bootstrap procedure based on truncated regression for the two-stage approach. Banker and Natarajan (2008) (BN) provide a statistical foundation for the two-stage approach comprising a DEA followed by an ordinary least squares or maximum likelihood estimation. Researchers have to identify an approach suitable for their research circumstances in terms of properties, merits, demerits, and robustness to plausible departures from its chosen data generating process. We summarize the foundations and properties of the two-stage procedures suggested by SW and BN. And we discuss merits and demerits of those procedures. Also using Monte Carlo simulation we assess their relative performance under several misspecified settings.

• Korean Management Science Review
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• v.27 no.2
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• pp.45-54
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• 2010

In this paper we analyze the effects of loading-unloading environments on the efficiency of freight railroad stations using a two-stage procedure for efficiency model estimation. And from the results we explore a way for efficiency improvement of freight railroad stations. Two-stage procedure is composed of data envelopment analysis and regression analysis. The results show that we could expect efficiency improvement through the government"s effort to make railway stations to be strategic position. Furthermore, they advocate policy-makers that efficiency can be improved by simplifying the kinds of freight items and increasing the scale.