• Journal of the Korean Society of Manufacturing Technology Engineers
• /
• v.22 no.1
• /
• pp.100-106
• /
• 2013

This paper describes an integrated optimization design using multilevel decomposition technique on the base of the parametric distribution and independent axiom at the stages of lower level. Based on Pareto optimum solution, the detailed parameters at the lower level can be defined into the independent axiom. The suspension design is used as the simulation example.

• Water Engineering Research
• /
• v.4 no.3
• /
• pp.155-173
• /
• 2003

Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

• Communications for Statistical Applications and Methods
• /
• v.6 no.1
• /
• pp.285-292
• /
• 1999

In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.

• 한국데이터정보과학회:학술대회논문집
• /
• 2003.05a
• /
• pp.27-37
• /
• 2003

In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jeffrey's prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. And a real example will be given.

• Honam Mathematical Journal
• /
• v.35 no.1
• /
• pp.29-35
• /
• 2013

The Fisher information matrix plays a significant role i statistical inference in connection with estimation and properties of variance of estimators. Using Bivariate Lomax distribution, we can define "statistical model" and drive the Fisher information matrix of Bivariate Lomax distribution. In this paper, we correct the wrong of the paper [7].

• Proceedings of the Korean Society of Precision Engineering Conference
• /
• 2000.05a
• /
• pp.1027-1031
• /
• 2000

In this paper, multiphase dynamic optimization of machine structure is presented. The final goal is to obtain ( i ) light weight, and ( ii ) rigidity statically and dynamically. The entire optimization process is carried out in two steps. In the first step, multiple optimization problem with two objective functions is treated using Pareto genetic algorithm. Two objective functions are weight of the structure, and static compliance. In the second step, maximum receptance is minimized using genetic algorithm. The method is applied to a simplified milling machine.

• Journal of the Korean Statistical Society
• /
• v.36 no.3
• /
• pp.357-365
• /
• 2007

In this paper we present characterizations of the Pareto, Lomax, exponential and beta models by some properties of their $r^{th}$ partial moment defined as ${\alpha}_r(t)=E[(X-t)^+]^r$, where $(X-t)^+ = max(X-t,0)$. Given the partial moments at a few truncation points, these results enable us to calculate the moments at many other points.

• Journal of applied mathematics & informatics
• /
• v.5 no.1
• /
• pp.51-64
• /
• 1998

Conflict resolution methodology is discussed with fuzzified Pareto frontier. Four solution concepts namely the Nash solution the generalized nash solution the kalai-Smorodinsky concept and a solution method based on a special bargaining process are examined. The solutions are also fuzzy, the corresponding payoff values are fyzzy numbers the membership functions of which are determined. Three particular cases are considered in the paper. Linear quadratic, and general nonlinear pareto frontiers with known shape are examined.

• Journal of the Korean Regional Science Association
• /
• v.14 no.1
• /
• pp.65-90
• /
• 1998

Time series data on the size of Chonsei deposit has been estimated. At the end of 1997, that size has been estimated as 112 trillion Korean Won. If the Chonsei system can be moved toward the monthly rental system, it is highly probable to achieve the Pareto imporvement whether there are uncertainties or not. The new system named as the Chonsei system without the Chonsei deposite has been suggested, which can be readily to be introduced. Under this system, the owner can sustain opportunitities of using Chonsei deposit, renters can rent houses whithout the Chonsei deposity and financial intermediaries can secure safe sources of loans, which will increase BIS capital ratio of banks.

• Communications for Statistical Applications and Methods
• /
• v.7 no.3
• /
• pp.829-836
• /
• 2000

We shall derive Bayes estimators for he smaller and larger of two Pareto scale parameters with a common known shape parameter when the order of the scales is unknown and sample sizes are equal under squared error loss function. Also, we shall obtain biases and man squared errors for proposed Bayes estimators, and compare numerically performances for the proposed Bayes estimators.