• 품질경영학회지
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• 제23권3호
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• pp.102-112
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• 1995

Estimation of each of mean response, difference between mean responses and derivatives of the response function is a possible objective of a response surface design. These objectives are to be achieved simultaneously when an experiment is designed to improve mean response. For the situations where departure from the assumed model is suspected, first and second order designs for improving mean response are obtained by combining minimum bias designs for the individual design objectives. D- and A-optimalities are used for selecting specific second order designs. The results are applied to central composite designs.

• Journal of the Korean Statistical Society
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• 제36권1호
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• pp.157-173
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• 2007

In this article it is considered that how the slope-rotatability property of a second order design for response surface model is affected by block effects and how the design points are assigned into the blocks so that the blocked design may have the property of slope-rotatability. If an unblocked design is blocked properly, it could be a slope-rotatable design with block effects and this property is named as block slope-rotatability. We approach this problem from the moment matrix of the blocked design, which plays an important role to get the variances of the estimates, and suggest conditions of block slope-rotatability.

• 한국수학교육학회지시리즈E:수학교육논문집
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• 제16권
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• pp.139-147
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• 2003

While the statistical concept 'order statistics' has a great number of applications in our society ranging from industry to military analysis, it is not necessarily an easy concept to understand for many people. Adding some interesting simulation activities of this concept to the probability or statistics curriculum, however, can enhance the learning curve greatly. A hands-on and a graphic calculator based activities of a missile simulation were introduced by Kim(2003) in the context of order statistics. This article revisits the two activities in his paper and point out a dilemma that occurs from the violation of an assumption on two deviation parameters associated with the missile simulation. A third activity is introduced to resolve the dilemma in the terms of a kernel density estimation which is a nonparametric approach.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.79-89
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• 2018

In this paper, we study the maximal property of the volume of the convex hull of d-dimensional independent random vectors. We show that the volume of the random convex hull from a multivariate location-scale family indexed by ${\Sigma}$ is stochastically maximized in simple stochastic order when ${\Sigma}$ is diagonal. The claim can be applied to a broad class of multivariate distributions that include skewed/unskewed multivariate t-distributions. We numerically investigate the proven stochastic relationship between the dependent and independent random convex hulls with the Gaussian random convex hull. The numerical results confirm our theoretical findings and the maximal property of the volume of the independent random convex hull.

• 한국수자원학회논문집
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• 제31권2호
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• pp.145-153
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• 1998

이 논문에서는 Washita '92 자료를 이용하여 토양수분의 1차원 및 2차원 통계특성을 추출하였다. 아울러, 토양수분과 토양, 밝기온도(brightness temperature), 식생지수 사이의 상관관계가 어떤지를 선형회귀분석에 근거하여 조사해 보았으며 결과로서 토양수분은 밝기온도와 유의할만한 상관성이 있는 것으로 나타났다. 토양수분의 시간에 대한 감쇠(decay)계수를 각각의 토양군별로 추정하였고, 역으로 이 값을 이용하여 관측전 마지막 강우의 시점을 추정해 본 결과 관측기록과 유사한 20일 정도로 나타났다. 토양수분의 2차원 통계특성 분석은 2차원 상관도와 스페트럼을 도출하고 분석함으로서 수행하였으며 토양과 식생지수에 대한 2차원 분석결과와 비교하였다. 이러한 분석 결과로 토양수분은 공간적으로 매우 높은 상관성을 갖는 토양과 상대적으로 낮은 사오간성을 보이는 식생의 중간적인 2차원 통계특성을 나타냄을 알 수 있었다. 즉, 지형이 완만하여 지형적인 영향이 상대적으로 적다고 알려진 Washita 지역의 경우 공간적으로 높은 상관성을 보이는 토양의 공극에 존재하는 토양수분은 상대적으로 낮은 상관성을 보이는 식생에 의해 교란되고 있음을 파악할 수 있었다. 선형저수지의 개념과 공간적인 확산을 고려한 동역학적 토양수분 모형의 유도과정을 보였고 모형의 매개변수가 토양수분의 1차원 및 2차원 통계특성으로부터 효과적으로 추정될 수 있음을 보였다.

• Journal of the Korean Data and Information Science Society
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• 제8권2호
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• pp.211-223
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• 1997

We introduce the linear estimators based on order statistics in the three-parameter Weibull distribution and compare the small sample performances of proposed linear estimators in the three- parameter Weibull distribution with an unidentified outlier.

• Journal of the Korean Statistical Society
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• 제36권1호
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• pp.111-127
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• 2007

The logistic distribution is generalized using the Marshall-Olkin scheme and its generalization. Some properties are studied. First order autoregressive time series model with Marshall-Olkin semi-logistic distribution as marginal is developed and studied.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.243-250
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• 1999

We consider $Y=X{\lambda}Z,\;{\lambda}>0$, where X and Z are independent random variables, and Y is the length biased distribution or the equilibrium distribution of X. The purpose of this paper is to consider the distribution of X or Y when the distribution of Z is given and the distribution of Z when the distribution of X or Y is given, In particular, we obtain that the necessary and sufficient conditions for X to be $X^{2}({\upsilon})\;is\;Z{\sim}X^{2}(2)\;and\;for\;Z\;to\;be\;X^{2}(1)\;is\;X{\sim}IG({\mu},\;{\mu}^{2}/{\lambda})$, where $IG({\mu},\;{\mu}^{2}/{\lambda})$ is two-parameter inverse Gaussian distribution. Also we show that X is smaller than Y in the reverse Laplace transform ratio order if and only if $X_{e}$ is smaller than $Y_{e}$ in the Laplace transform ratio order. Finally, we can get the results that if X is smaller than Y in the Laplace transform ratio order, then $Y_{L}$ is smaller than $X_{L}$ in the Laplace transform order, and that if X is smaller than Y in the reverse Laplace transform ratio order, then $_{\mu}X_{L}$ is smaller than $_{\nu}Y_{L}$ in the Laplace transform order.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.91-103
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• 2006

Yun (2005) introduced an estimator of the second order parameter characterizing the tail behavior of probability distributions and proved its consistency. In this paper we prove its asymptotic normality under a third order condition.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2005년도 춘계학술대회
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• pp.135-144
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• 2005

In this paper, we develop the noninformative priors for the exponential models when the parameter of interest is the difference of two means. We develop the first and second order matching priors. We reveal that the second order matching priors do not exist. It turns out that Jeffreys' prior does not satisfy a first order matching criterion. The Bayesian credible intervals based on the first order matching meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior.