• 한국통신학회논문지
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• 제15권11호
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• pp.955-961
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• 1990

신호 의존성 잡음(signal-dependent noise)이 섞인 관측 모형에서 순위 통계량(rank statistic)을 써서 약한 신호를 검파하는 검파기의 검정 통계량을 얻었다. 이 논문에서는 비가선성 잡음(non-additive noise)환경을 생각하려고 순가산성 잡음 뿐만 아니라 신호 의존성 잡음도 함께 나타내는 일반화된 관측모델을 썼다. 이 모형에서 얻은 국소 최적순위(locally optimum rank) 검파기는 국소 최적(locally optimum) 검파기와 비슷한 몰을 가지고, 순가산성 잡음 모형에서의 국소 최적 순위 검파기를 일반화한 것임을 보였다. 또한 다중 입력인 때에도 비슷한 결과를 얻을 수 있음을 알 수 있었다.

• Communications for Statistical Applications and Methods
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• 제23권4호
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• pp.297-319
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• 2016

Football match predictions are of great interest to fans and sports press. In the last few years it has been the focus of several studies. In this paper, we propose the Poisson regression model in order to football match outcomes. We applied the proposed methodology to two national competitions: the 2012-2013 English Premier League and the 2015 Brazilian Football League. The number of goals scored by each team in a match is assumed to follow Poisson distribution, whose average reflects the strength of the attack, defense and the home team advantage. Inferences about all unknown quantities involved are made using a Bayesian approach. We calculate the probabilities of win, draw and loss for each match using a simulation procedure. Besides, also using simulation, the probability of a team qualifying for continental tournaments, being crowned champion or relegated to the second division is obtained.

• 응용통계연구
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• 제27권7호
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• pp.1219-1228
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• 2014

다변량 금융시계열 분석모형인 상수조건부상관(CCC)에 대해 알아보았으며, 개개 변동성간의 상호작용을 함께 고려한 확장된 상수조건부상관(ECCC)을 소개하고 국내 금융시계열에 적용하였다. 다양한 이변량 수익률 자료를 통해 CCC와 ECCC를 비교분석하였다.

• Communications for Statistical Applications and Methods
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• 제25권2호
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• pp.109-130
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• 2018

Several measures of multivariate skewness for scale mixtures of skew-normal distributions are derived. As a special case, those of multivariate skew-t distribution are considered in detail. Furthermore, the similarities, differences, and behavior of these measures are explored for cases of some specific members of the multivariate skew-normal and skew-t distributions using a simulation study. Since some measures are vectors, it is better to take all measures in the same scale when comparing them. In order to attain such a set of comparable indices, the sample version is considered for each of the skewness measures that are taken as test statistics for the hypothesis of t distribution against skew-t distribution. An application is reported for the data set consisting of 71 total glycerol and magnesium contents in Grignolino wine.

• International Journal of Reliability and Applications
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• 제17권1호
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• pp.1-19
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• 2016

The Exponentiated Quasi Lindley (EQL) distribution which is an extension of the quasi Lindley Distribution is introduced and its properties are explored. This new distribution represents a more flexible model for the lifetime data. Some statistical properties of the proposed distribution including the shapes of the density and hazard rate functions, the moments and moment generating function, the distribution of the order statistics are given. The maximum likelihood estimation technique is used to estimate the model parameters and finally an application of the model with a real data set is presented for the illustration of the usefulness of the proposed distribution.

• ETRI Journal
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• 제28권6호
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• pp.815-818
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• 2006

In the global Internet, a constraint-based routing algorithm performs the function of selecting a routing path while satisfying some given constraints rather than selecting the shortest path based on physical topology. It is necessary for constraint-based routing to disseminate and update link state information. The triggering policy of link state updates significantly affects the volume of update traffic and the quality of services (QoS). In this letter, we propose an adaptive triggering policy based on link-usage statistics in order to reduce the volume of link state update traffic without deterioration of QoS. Also, we evaluate the performance of the proposed policy via simulations.

• 한국신뢰성학회:학술대회논문집
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• 한국신뢰성학회 2000년도 추계학술대회
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• pp.335-342
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• 2000

Preventive maintenance(PM) is an action taken on a repairable system while it is still operating, which needs to be carried out in order to keep the system at the desired level of successful operation. The PM improves the reliability of the system by predicting the possible failures and thereby preventing such failures from its occurrence. In this paper, we develop the optimal preventive maintenance policies based on the aperiodic PM model. We investigate an aperiodic preventive maintenance policy and propose several optimal PM policies which minimize the expected cost over an infinite time span. Park, Jung and Yum(2000) determine the optimal period and the optimal number of PMs based on Canfield's(1986) periodic model. Our techniques to derive the optimal preventive maintenance policies based on our aperiodic PM model is similar to those in Park, Jung and Yum(2000), which can be considered as the special case of our results.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2006년도 PROCEEDINGS OF JOINT CONFERENCEOF KDISS AND KDAS
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• pp.43-47
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• 2006

Consider a multitype queue where queued customers arc served in their order of arrival at a rate which depends on the customer type. Here we calculate the sharp asymptotics of the probability the total number of customers in the queue reaches a high level before emptying. The natural state space to describe this queue is a tree whose branches increase in length as the number of customers in the queue grows. Consequently it is difficult to prove a large deviation principle. Moreover, since service rates depend on the customer type the stationary distribution is not of product form so there is no simple expression for the stationary distribution. Instead, we use a change of measure technique which increases the arrival rate of customers and decreases the departure rate thus making large deviations common.

• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.973-980
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• 2004

Phase I clinical trials are often pharmacologically oriented and usually attempt to find the best dose of drug to employ. However, other purposes like determination of sizes and types of side effects and toxicity and organ system involved are equally important. Estimation of treatment effects or side effects is usually ignored since it is usually based on too small sample, even though Phase II clinical trials would be designed based on the Phase I studies. Statistical methods for constructing the approximate confidence interval for population median in case of small sample are considered and an improved method is proposed. The proposed estimator is compared with current methods through simulation studies.

• 한국학교수학회논문집
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• 제3권2호
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• pp.123-131
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• 2000

In order to educate future leaders of the new age, we should help students to increase their basic knowledge, thinking and problem solving ability. It is necessary that we should use multi-media, computer as well as old teaching-learning material to improve students' basic knowledge and to motivate their interest in mathematics in the small-sized Middle School situated on the agricultural and fishery village. In solving this problem, it is ultimately necessary that we should utilize CAI program on the learning achievement in mathematics for the students to understand basic concept, principle, law and to promote teaching-learning process considered on individual different abilities. Therefore, this study is on the effect of students' interest and learning achievement in mathematics when we develop CAI program focusing on the lesson statistics in the 3rd Grade Middle School Mathematics Textbook and explain the concept and principle of statistics through using exact and various techniques of computers