• Communications for Statistical Applications and Methods
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• 제5권3호
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• pp.855-868
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• 1998

For a random sample of size n from general linear model, $Y_i= heta(X_i)+varepsilon_i,;let Y_{in}$ denote the ith oder statistics of the Y sample values. The X-value associated with $Y_{in}$ is denoted by $X_{[in]}$ and is called the concomitant of ith order statistics. The estimator of the location of a maximum of a regression function, $ heta$($\chi$), was proposed by (equation omitted) and was found the convergence rate of it under certain weak assumptions on $ heta$. We will discuss the asymptotic distributions of both $ heta(X_{〔n-r+1〕}$) and (equation omitted) when r is fixed as nolongrightarrow$\infty$(i.e. extreme case) on the basis of the theorem of the concomitants of order statistics. And the will investigate the asymptotic behavior of Max｛$\theta$( $X_{〔n-r+1:n〕/}$ ), . , $\theta$( $X_{〔n:n〕}$)｝as an estimator for the peak of a regression function.

• 응용통계연구
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• 제16권2호
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• pp.395-406
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• 2003

본 논문에서는 신뢰성분석에서 고려되는 NBU class에 관한 새로운 검정법을 제안하였다. 제안된 검정통계량은 순서통계량의 선형함수의 형태로 이루어져있고 대표본 뿐만 아니라 소표본에서도 쉽게 적용될 수 있음을 보였다. 소표본인 경우에는 Monte Carlo 시뮬레이션을 통하여 제안된 검정통계량의 검정력을, 대표본인 경우에는 점근상대효율을 Hollander와 Proschan(1972)의 검정통계량과 비교하여 보았으며 검정통계량의 일치성도 보였다.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.325-335
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• 2002

In this paper we introduce some adaptive M-estimators using selector statistics to estimate the center of symmetric and continuous underlying distributions. This selector statistics is based on the idea of Hogg(1983) and Hogg et. al. (1988) who used averages of some order statistics to discriminate underlying distributions. In this paper, we use the functions of sample quantiles as selector statistics and determine the suitable quantile points based on maximizing the distance index to discriminate distributions under consideration. In Monte Carlo study, this robust estimation method works pretty good in wide range of underlying distributions.

• Journal of applied mathematics & informatics
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• 제26권3_4호
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• pp.549-561
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• 2008

In this paper, we construct a pair of Wolfe type second order symmetric dual problems, in which each component of the objective function contains support function and is, therefore, nondifferentiable. For this problem, we validate weak, strong and converse duality theorems under bonvexity - boncavity assumptions. A second order self duality theorem is also proved under additional appropriate conditions.

• 한국정보통신학회논문지
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• 제6권4호
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• pp.639-644
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• 2002

순위 차수 정보와 공간정보를 이용하는 비선형 필터들은 부가 잡음에 의해 발생되는 불안정 신호를 복원하기 위해서 많이 제안되고 있으면 본 논문에서는 국부통계를 기반으로 계수 변화를 하는 데이터 의존 LWOS필터를 제안하고자 한다. LWOS필터［1］는 가우시안 형태의 잡음뿐만 아니라 미세한 신호를 보호하면서 비임펄스 잡음을 제거할 수 있었으며, 임펄스 잡음에 의해서 방해를 받을 때는 DD-LWOS 필터보다 DD-LWOS2 필터가 더 좋은 결과를 가진다는 것을 확인할 수 있었다.

• Communications for Statistical Applications and Methods
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• 제28권6호
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• pp.595-610
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• 2021

Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with different correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explanatory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.

• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1449-1454
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• 2013

There are many methods for measuring the difference between two location parameters. In this paper, statistics are proposed in order to estimate the difference of two location parameters. The statistics are designed not using the means, variances, signs and ranks, but with the cumulative distribution functions. Hence these are measured as the differences in the area between two univariate cumulative distribution functions. It is found that the difference in the area between two empirical cumulative distribution functions is the difference of two sample means, and its integral is also the difference of two population means.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.13-19
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• 2002

In nonparametric entropy estimation, both mass and mean-preserving maximum entropy distribution (Theil, 1980) and the underlying distribution of the sample entropy (Vasicek, 1976), the most widely used entropy estimator, consist of nb mass-preserving densities based on disjoint Intervals of the simple averages of two adjacent order statistics. In this paper, we notice that those nonparametric density functions do not actually keep the mass-preserving constraint, and propose a modified sample entropy by considering the generalized 0-statistics (Kaigh and Driscoll, 1987) in averaging two adjacent order statistics. We consider the proposed estimator in a goodness of fit test for normality and compare its performance with that of the sample entropy.

• Communications for Statistical Applications and Methods
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• 제22권2호
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• pp.105-120
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• 2015

A large family of distributions arising from distributions of ordered data is proposed which contains other models studied in the literature. This extension subsume many cases of weighted random variables such as order statistics, records, k-records and many others in variety. Such a distribution can be used for modeling data which are not identical in distribution. Some properties of the theoretical model such as moment, mean deviation, entropy criteria, symmetry and unimodality are derived. The proposed model also studies the problem of parameter estimation and derives maximum likelihood estimators in a weighted gamma distribution. Finally, it will be shown that the proposed model is the best among the previously introduced distributions for modeling a real data set.

• 한국정보처리학회논문지
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• 제4권10호
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• pp.2562-2570
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• 1997

본 논문은 다중 경로 페이딩 채널의 전송 특성을 개선하기 위하여 고차 통계치를 이용한 적응 등화기의 설계 및 성능에 관한 것이다. 디지탈 무선 전송에서 발생하는 다중 경로 전파 현상은 수신 신호의 찌그러짐과 부호간 간섭의 원인이 된다. 이로 인하여 비트 오율의 증가와 수신기의 성능을 저하하는 주된 원인이 된다. 논문에서는 널리 사용되는 Bussgang, Godard 알고리즘의 CMA 알고리즘을 사용하는 대신 수신 신호의 고차 통계치를 이용한 등화 알고리즘을 이용하였다. 논문에서는 신호대 잡음비를 변화시키면서 이들 알고리즘의 성능 (잔류 부호간 간섭, 복원 성군도 및 연산량)을 제시하였다. 컴퓨터 시뮬레이션 결과 신호대 잡음비가 낮은 $10{\sim}20$ dB 범위에서는 고차 통계치를 이용한 등화 알고리즘이 CMA 보다 우월하였다. 실제의 통신 시스템에서 사용되는 신호대 잡음비가 $14{\sim}20$ dB 임을 고려할 때 고차 통계치를 이용하는 적응 등화기는 실제의 다중 경로 페이딩 환경에서 사용될 수 있다.