• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.303-312
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• 1995

We consider the following type of general semi-parametric non-linear regression model : $y_i = f_i(\theta) + \epsilon_i, i=1, \cdots, n$ where ${f_i(\cdot)}$ represents the set of non-linear functions of the unknown parameter vector $\theta' = (\theta_1, \cdots, \theta_p)$ and ${\epsilon_i}$ represents the set of measurement errors with unknown distribution. Under suitable finite-sample, small-dispersion asymptotic framework, we derive a general lower bound for the asymptotic mean squared error (AMSE) matrix of the Gauss-consistent estimator of $\theta$. We then prove the fundamental result that the general non-linear least squares estimator (NLSE) is an optimal estimator within the class of all regular Gauss-consistent estimators irrespective of the type of the distribution of the measurement errors.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.225-234
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• 1999

We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.327-336
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• 2001

This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

• 산업경영시스템학회지
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• 제39권4호
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• pp.49-59
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• 2016

Naval combat system developed in-country is progressing at an alarming rate since 2000. ROK navy will be achieved all vessels that have combat system in the near future. The importance of System Engineering and Integrated Logistics Support based on reliability analysis is increasing. However, reliability analysis that everyone trusted and recognized is not enough and applied practically for development of Defense Acquisition Program. In particular, Existing Reliability Analysis is focusing on reliability index (Mean Time Between Failure (MTBF) etc.) for policy decision of defense improvement project. Most of the weapon system acquisition process applying in the exponential distribution simply persist unreality due to memoryless property. Critical failures are more important than simple faults to ship's operator. There are no confirmed cases of reliability analysis involved with critical failure that naval ship scheduler and operator concerned sensitively. Therefore, this study is focusing on Mean Time To Critical Failure (MTTCF), reliability on specific time and Operational Readiness Float (ORF) requirements related to critical failure of Patrol Killer Guided missile (PKG) combat system that is beginning of naval combat system developed in-country. Methods of analysis is applied parametric and non-parametric statistical techniques. It is compared to the estimates and proposed applications. The result of study shows that parametric and non-parametric estimators should be applied differently depending on purpose of utilization based on test of normality. For the first time, this study is offering Reliability of ROK Naval combat system to stakeholders involved with defense improvement project. Decision makers of defense improvement project have to active support and effort in this area for improvement of System Engineering.

• 산업진흥연구
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• 제7권4호
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• pp.1-8
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• 2022

우리 주위를 살펴보면 한 번 사용하고 버리는 일회용품이 많다. 폭죽이나 탄약과 같은 일회용품이 대표적인데 이들 일회용품은 제조 후 한 동안 저장되어 있다가 필요한 때 사용하고 나면 폐기처분하게 된다. 하지만 이런 일회용품은 일반 운영장비와 달리 신뢰성평가가 제대로 이루어지지 못했다. 이에 본 연구에서는 일회용품 중에서 탄약에 대한 저장탄약신뢰성프로그램을 통해 탄약의 경우 신뢰성 확보를 위해 정부에서 어떤 일을 하는지 먼저 살펴본다. 이어서 통계분석적인 측면에서 탄약과 같은 일회용품에 대한 신뢰성분석 방안으로 어떤 것이 있는지 알아본다. 구체적으로 통계학에서 로트의 품질수준을 파악하는 샘플링검사를 활용하여 일정한 시기에 생산된 탄약에 대한 신뢰성의 수준을 파악할 수 있다. 본 연구에서는 KS Q0001인 계수규준형 1회 샘플링검사표를 이용할 수 있음으로 보여준다. 다음으로 탄약의 저장신뢰도를 파악할 수 있는 방법으로 비모수적인 방법과 모수적인 방법을 소개한다. 비모수적인 방법중에서 특히 Kaplan-Meier 방법은 중도중단데이터가 포함된 경우에도 활용될 수 있다. 마지막으로 모수적인 방법 중에는 신뢰성분석에 많이 활용되는 와이블분포가 탄약의 저장신뢰도를 파악하는 데에도 활용될 수 있다.

• Asian-Australasian Journal of Animal Sciences
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• 제24권11호
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• pp.1525-1528
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• 2011

The purpose of this study was to detect SNPs that were responsible for a carcass trait in Hanwoo populations. A non-parametric model applying a restricted partition method (RPM) was used, which exploited a partitioning algorithm considering statistical criteria for multiple comparison testing. Phenotypic and genotypic data were obtained from the Hanwoo Improvement Center, National Agricultural Cooperation Federation, Korea, in which the pedigree structure comprised 229 steers from 16 paternal half-sib proven sires that were born in Namwon or Daegwanryong livestock testing station between spring of 2002 and fall of 2003. A carcass trait, longissimus dorsi muscle area for each steer was measured after slaughter at approximately 722 days. Three SNPs (19_1, 18_4 and 28_2) near the microsatellite marker ILSTS035 on BTA6, around which the quantitative trait loci (QTL) for meat quality were previously detected, were used in this study. The RPM analyses resulted in two significant interaction effects between SNPs (19_1 and 18_4) and (19_1 and 28_2) at ${\alpha}$ = 0.05 level. However, under a general linear (parametric) model no interaction effect between any pair of the three SNPs was detected, while only one main effect for SNP19_1 was found for the trait. Also, under another non-parametric model using a multifactor dimensionality reduction (MDR) method, only one interaction effect of the two SNPs (19_1 and 28_2) explained the trait significantly better than the parametric model with the main effect of SNP19_1. Our results suggest that RPM is a good alternative to model choices that can find associations of the interaction effects of multiple SNPs for quantitative traits in livestock species.

• International Journal of Reliability and Applications
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• 제10권2호
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• pp.81-88
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• 2009

A non-parametric procedure is presented for testing exponentially against used better than aged in convex ordering class (UBAC) of life distributions based on u-test. Convergence of the proposed statistic to the normal distribution is proved. Selected critical values are tabulated for sample sizes 5(5)40. The Pitman asymptotic relative efficiency of my proposed test to tests of other classes is studied. An example of 40 patients suffering from blood cancer disease demonstrates practical application of the proposed test.

• Journal of the Korean Statistical Society
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• 제33권3호
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• pp.303-312
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• 2004

The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter. This is the peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose non parametric maximum likelihood estimators of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

• 응용통계연구
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• 제28권6호
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• pp.1289-1312
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• 2015

본 연구에서는 상장 기업을 중심으로 산업 부도의 동조화 현상에 대해 살펴보았다. 순위상관계수인 스피어만의 로(${\rho}$)와 켄달의 타우(${\tau}$)를 이용하여 부도의 컨코던스 즉, 부도율의 움직임이 얼마나 일치하는지를 측정하였다. 여기서 스피어만의 로와 켄달의 타우는 분포 가정이 필요하지 않고, 자료 숫자가 적거나 극단값을 갖는 경우에도 분석이용이하다는 장점을 가진 비모수 통계적 방법이다. 본 연구의 목적은 산업 부도의 동조화 현상을 살펴봄으로써 향후 일어날 금융위기를 예측하는 데에 있다. 또한 기업 경영인을 비롯하여 모든 시장참여자의 투자결정 및 위험관리, 더 나아가 산업 전반에 대한 이해에 도움이 되길 바란다.

• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.227-240
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• 2017

In this paper, we introduce the inverted exponentiated Weibull (IEW) distribution which contains exponentiated inverted Weibull distribution, inverse Weibull (IW) distribution, and inverted exponentiated distribution as submodels. The proposed distribution is obtained by the inverse form of the exponentiated Weibull distribution. In particular, we explain that the proposed distribution can be interpreted by Marshall and Olkin's book (Lifetime Distributions: Structure of Non-parametric, Semiparametric, and Parametric Families, 2007, Springer) idea. We derive the cumulative distribution function and hazard function and calculate expression for its moment. The hazard function of the IEW distribution can be decreasing, increasing or bathtub-shaped. The maximum likelihood estimation (MLE) is obtained. Then we show the existence and uniqueness of MLE. We can also obtain the Bayesian estimation by using the Gibbs sampler with the Metropolis-Hastings algorithm. We also give applications with a simulated data set and two real data set to show the flexibility of the IEW distribution. Finally, conclusions are mentioned.