• Journal of the Korean Data and Information Science Society
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• v.4
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• pp.109-120
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• 1993

Using a noninformative prior and a gamma prior, the Bayesian predictive density and the prediction intervals for a future observation or the p-th order statistic of n' future observations from the Burr distribution have been obtained. In additions, we examine the sensitivities of the results to the choice of model.

• Journal of the Korean Data and Information Science Society
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• v.5 no.2
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• pp.95-106
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• 1994

A proposed test statistic is obtained by multiplying constant weights by the Neumann smooth type statistic discussed by Eubank and Hart(1993) in order to observe the effect of weight. It has very good results of power studies. Another advantage of this test is that it simultaneously provides an important diagnostic tools that can be used in many cases to determine how the model should be adjusted.

• Proceedings of the Korean Reliability Society Conference
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• 2001.06a
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• pp.463-469
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• 2001

An algorithm is presenter for generating the most probable states in decreasing order of probability of each unit. The proposed new algorithm in this note is compared with the existing methods regarding memory requirement and execution time. Our method is simpler and, judging from the computing experiment, it requires less memory size than the previously known methods and takes comparable execution time to previous methods for an acceptable level of criterion.

• Communications for Statistical Applications and Methods
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• v.5 no.2
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• pp.411-416
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• 1998

A simple nonparametric test of complete or total independence is suggested for continuous multivariate distributions. This procedure first discretizes the original variables based on their order statistics, and then tests the hypothesis of complete independence for the resulting contingency table. Under the hypothesis of independence, the chi-squared test statistic has an asymptotic chi-squared distribution. We present a simulation study to illustrate the accuracy in finite samples of the limiting distribution of the test statistic. We compare our method to another nonparametric test of complete independence via a simulation study. Finally, we apply our method to the residuals from a real data set.

• Journal of Korean Society for Quality Management
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• v.13 no.2
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• pp.56-60
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• 1985

One may be particularly interested in identifying which are the genuinely exceptional observations, in order to create a new insight into the phenomena under study. To detect outliers, many statistics have been proposed such as the maximum normed residual (MNR), a statistic equivalent to the maximum normed residual C. Daniel proposed, studentized residual, standardized residual, and so on. This paper gives a procedure for calculating critical values of the maximum modified normed residual and the distribution of the modified normed residual.

• Journal of Korean Society for Quality Management
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• v.23 no.4
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• pp.1-12
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• 1995

Sample skewness has not received much attention from researchers to design a control chart. In this paper, control charts based on two skewness measures are studied to control a manufacturing process. One skewness measure is the third central moment about mean, the other is the third L-moment which is a linear combination of order statistics. Since the exact sampling distributions of two skewness measures are unknown, empirical sampling distributions are studied using simulation. The sampling distributions are used to design control charts for skewness and performance of two skewness measures is compared.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.309-316
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• 2007

In this paper, we decompose the whole likelihood based on grouped data into conditional likelihoods and study the approximate contribution of additional inspection to the efficiency. We also combine the conditional maximum likelihood estimators to construct an approximate maximum likelihood estimator. For an exponential distribution, we see that a large inspection size does not increase the efficiency much if the failure rate is small, and the maximum likelihood estimator can be approximated with a linear function of inspection times.

• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.947-957
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• 2008

In this paper, we consider the c-sample location problem for ordered alternatives using median ranked ordering-set samples(MROSS). We propose the test statistic using the median of samples that have the same ranked order in each cycle of ranted ordering-set sample(ROSS). We obtain the asymptotic property of the proposed test statistic and Pitman efficiency with respect to other test statistic. In simulation study, our proposed test statistic has good powers for some underlying distributions we consider.

• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.129-134
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• 2004

In this study, we investigate the effects of the weight function in the bounded influence regression quantile (BIRQ) estimator for the AR(1) model with additive outliers. In order to down-weight the outliers of X-axis, the Mallows' (1973) weight function has been commonly used in the BIRQ estimator. However, in our Monte Carlo study, the BIRQ estimator using the Tukey's bisquare weight function shows less MSE and bias than that of using the Mallows' weight function or Huber's weight function.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.63-76
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• 2001

An adaptive estimation and testing method is proposed for comparing dispersions among several ordered groups. Based upon the large sampling theory for nonparametric quartile estimators, we derive the order restricted estimators and construct a simple test statistic. This test statistic has a mixture of several chi-square distributions as its asymptotic null distribution. The proposed test is illustratively applied to survival time data for the patients with carcinoma of the oropharynx.