• Communications for Statistical Applications and Methods
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• v.9 no.2
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• pp.305-313
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• 2002

Regarding to inference about a scalar measure of internal scatter of Ρ-variate normal population, this paper considers an interval estimation of the generalized variance, │$\Sigma$│. Due to complicate sampling distribution, fully parametric frequentist approach for the interval estimation is not available and thus Bayesian method is pursued to calculate the highest probability density (HPD) interval for the generalized variance. It is seen that the marginal posterior distribution of the generalized variance is intractable, and hence a weighted Monte Carlo method, a variant of Chen and Shao (1999) method, is developed to calculate the HPD interval of the generalized variance. Necessary theories involved in the method and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed method.

• Communications for Statistical Applications and Methods
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• v.28 no.2
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• pp.151-159
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• 2021

In this article, our interest is to estimate the association between consecutive gap times which are subject to interval censoring. Such data are referred as doubly interval censored data (Sun, 2006). In a context of serial event, an induced dependent censoring frequently occurs, resulting in biased estimates. In this study, our goal is to propose a Kendall's 𝜏 based association measure for doubly interval censored data. For adjusting the impact of induced dependent censoring, the inverse probability censoring weighting (IPCW) technique is implemented. Furthermore, a multiple imputation technique is applied to recover unknown failure times owing to interval censoring. Simulation studies demonstrate that the suggested association estimator performs well with moderate sample sizes. The proposed method is applied to a dataset of children's dental records.

• The Korean Journal of Applied Statistics
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• v.18 no.3
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• pp.607-615
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• 2005

Recently the interval estimation of a binomial proportion is revisited in various literatures. This is mainly due to the erratic behavior of the coverage probability of the will-known Wald confidence interval. Various alternatives have been proposed. Among them, Agresti-Coull confidence interval has been recommended by Brown et al. (2001) with other confidence intervals for large sample, say n $\ge$ 40. On the other hand, a noninformative Bayesian approach called Polya posterior often produces statistics with good frequentist's properties. In this note, an interval estimator is developed using weighted Polya posterior. The resulting interval estimator is essentially the Agresti-Coull confidence interval with some improved features. It is shown that the weighted Polys posterior produce an effective interval estimator for small sample size and a severely skewed binomial distribution.

• Journal of The Korean Society of Agricultural Engineers
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• v.52 no.6
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• pp.75-83
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• 2010

The objective of this paper is to study the discharge characteristics of pollutant loads in small watershed according to probability rainfall using the Hydrologic Simulation Program-Fortran (WinHSPF). The subwatershed of Gosam reservoir watershed in Gyeonggido province was simulated and the probability rainfall of study area was estimated by recurrence interval and duration. The probability rainfalls are 156.5, 205.9 and 277.4 mm for 6 hrs, 12 hrs and 24 hrs in 10 year frequency, and each probability rainfalls is distributed by Huff's 4th quantiles method and applied to HSPF. The pollutant loads were high for initial rainfall. The concentrations of TN, TP and BOD were high as rainfall duration is shorter and rainfall intensity is higher.

• Journal of Navigation and Port Research
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• v.43 no.6
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• pp.413-419
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• 2019

Traffic routes typically have heavy traffic. Especially, the entrance of the route has a high risk of accidents occurring because of ships entering and exiting the port. However, almost of studies have focused on the distribution of traffic on the route. Thus, studies on the distribution between ships for passing through the route are insufficient. The purpose of this study was to analysis the traffic in the Busan north port No.1 route for one week. Based on present traffic conditions, one gate line was settled on the route with an analysis of traffic conditions. Based on the analysis data, each optimal time probability distribution between ships was divided into inbound/outbound and traffic volume. An analysis of the optimal probability distribution, was applied to 31 probability distributions divided into bounded, unbounded, non-negative, and advanced probability distribution. The KS test was applied for identifying three major optimal time probability distributions. According to the KS test results, the Wakeby distribution is the best optimal time probability distribution on the designated route. Although the optimal time probability distribution for other transportation studies such as on vehicles on highways is a non-negative probability distribution, this distribution is an advanced probability distribution. Thus, the application of major probability distribution for using other transportation studies is not applicable to this study Additionally, the distance between ships in actual traffic surveys and the distance estimated by the optimal probability distribution were compared. As a result of the comparison, those distances were fairly similar. However, this study was conducted in only one major port. Thus, it is necessary to investigate the time between ships and calculate a traffic volume on varying routes in future studies.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.859-866
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• 2012

Some switching properties of multivariate control charts are investigated when the interval between two consecutive sample selections is not fixed but changes according to the result of the previous sample observation. Many articles showed that the performances of variable sampling interval control charts are more efficient than those of fixed sampling interval control charts in terms of average run length (ARL) and average time to signal (ATS). Unfortunately, the ARL and the ATS do not provide any information on how frequent a switch is being made. We evaluate several switching properties of two sampling interval Shewhart and CUSUM procedures for controlling mean vector of correlated quality variables.

• Journal of Korean Society for Quality Management
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• v.30 no.4
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• pp.1-14
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• 2002

Traditional SPC techniques are looking out variation of process by fixed sampling interval and fixed sample size about every hour, the process of in-control or out-of-control couldn't be detected actually when the sample points are plotted near control limits, and it takes no notice of expense concerned with such sample points. In this paper, to overcome that, consider VSI(variable sampling interval) EWMA control charts which VSI method is applied. The VSI control charts use a short sampling internal if previous sample points are plotted near control limits, then the process has high probability of out-of-control. But it uses a long sampling interval if they are plotted near centerline of the control chart, since process has high possibility of in-control. And then a comparison and analysis between FSI(fixed sampling interval) and VSI EWMA in the statistical aspect and economic aspect is studied. Finally, we show that VSI EWMA control chart is more efficient than FSI EWMA control chart in the both aspects.

• Bulletin of the Korean Mathematical Society
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• v.50 no.2
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• pp.611-626
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• 2013

In the paper we study the finite-time ruin probability in a general risk model with constant interest force, in which the claim sizes are pairwise quasi-asymptotically independent and arrive according to an arbitrary counting process, and the premium process is a general stochastic process. For the case that the claim-size distribution belongs to the consistent variation class, we obtain an asymptotic formula for the finite-time ruin probability, which holds uniformly for all time horizons varying in a relevant infinite interval. The obtained result also includes an asymptotic formula for the infinite-time ruin probability.

• Journal of Korean Society for Quality Management
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• v.42 no.2
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• pp.199-208
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• 2014

Purpose: This paper explains how to obtain the Bayes estimates of the whole launch vehicle and of a vehicle stage, respectively, for a newly developed expendable launch vehicle. Methods: We determine the parameters of the beta prior distribution using the upper bound of the 60% Clopper-Pearson confidence interval of failure probability which is calculated from previous launch data considering the experience of the developer. Results: Probability that a launch vehicle developed from an inexperienced developer succeeds in the first launch is obtained by about one third, which is much smaller than that estimated from the previous research. Conclusion: The proposed approach provides a more conservative estimate than the previous noninformative prior, which is more reasonable especially for the initial reliability of a new vehicle which is developed by an inexperienced developer.

• Journal of Integrative Natural Science
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• v.13 no.4
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• pp.152-157
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• 2020

To monitor all elements simultaneously of variance-covariance matrix Σ of several correlated quality characteristics under multivariate normal process Np($\underline{\mu}$, Σ), multivariate exponentially weighted moving average (EWMA) chart and cumulative sum (CUSUM) chart are considered and compared. Numerical performances of the considered variable sampling interval (VSI) charts are evaluated using average run length (ARL), average time to signal (ATS), average number of switches (ANSW) to signal, and the probability of switch Pr(switch) between two sampling interval d1 and d2 where d1 < d2. For small or moderate changes of Σ, the performances of multivariate EWMA chart is approximately equivalent to that of multivariate CUSUM chart.