• Communications for Statistical Applications and Methods
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• 제4권1호
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• pp.259-269
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• 1997

Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

• Journal of applied mathematics & informatics
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• 제31권3_4호
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• pp.327-336
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• 2013

Generalized Pareto distributions play an important role in re-liability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto distribution, and Power distribution. In this paper we establish some recurrences relations satisfied by the quotient moments of the upper record values from the generalized Pareto distribution. Further a char-acterization of this distribution based on recurrence relations of quotient moments of record values is presented.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.119-133
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• 1999

마코브체인 몬테칼로 방법을 소프트웨어 신뢰모형에 이용하였다. 베이지안 추론에서 조건부 분포를 가지고 사후분포를 결정하는데 있어서의 계산 문제를 고찰하였다. 특히 레코드값을 통계량을 갖고서 혼합과정과 중첩과정에 대하여 깁스샘플링 알고리즘과 메트로폴리스 알고리즘을 활용하여 베이지안 계산과 모형 선택을 제시하고 모의실험자료를 이용하여 수치적 인 계산을 시행하고 그 결과를 비교하였다.

• 충청수학회지
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• 제27권3호
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• pp.347-361
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• 2014

Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto or Lomax distribution. In this paper, we established exact expressions and recurrence relations satised by the quotient moments of generalized order statistics for a generalized Pareto distribution. Further the results for quotient moments of order statistics and records are deduced from the relations obtained and a theorem for characterizing this distribution is presented.

• 충청수학회지
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• 제25권3호
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• pp.501-505
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• 2012

In this paper, general classes of continuous distributions are characterized by considering the conditional expectations of functions of upper record statistics. The specific distribution considered as a particular case of the general class of distribution are Exponential, Exponential Power(EP), Inverse Weibull, Beta Gumbel, Modified Weibull(MW), Weibull, Pareto, Power, Singh-Maddala, Gumbel, Rayleigh, Gompertz, Extream value 1, Beta of the first kind, Beta of the second kind and Lomax.

• Journal of applied mathematics & informatics
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• 제8권1호
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• pp.243-252
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• 2001

The points of failure of a decomposition process are defined to be the union of the points of failure from two component point processes for software reliability systems. Because sampling from the likelihood function of the decomposition model is difficulty, Gibbs Sampler can be applied in a straightforward manner. A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For model determination, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. A numerical example with a simulated data set is given.

• Communications for Statistical Applications and Methods
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• 제30권5호
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• pp.453-465
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• 2023

The prediction problem of univariate records, though not addressed in multivariate records, has been discussed by many authors based on records values. There are various definitions for multivariate records among which depth-based records have been selected for the aim of this paper. In this paper, by means of the maximum likelihood and conditional median methods, point and interval predictions of depth values which are related to the future depth-based multivariate records are considered on the basis of the observed ones. The observations derived from some elements of the elliptical distributions are the main reason of studying this problem. Finally, the satisfactory performance of the prediction methods is illustrated via some simulation studies and a real dataset about Kermanshah city drought.

• International Journal of Reliability and Applications
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• 제2권3호
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• pp.199-207
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• 2001

The failure rate functions between successive failures are of concatenated form. We allow the parameters of failure rate function change after a certain failure and its fixing. We confine out attention to a model wherein the interfailure times are described by its failure rate function. We suggest an adaptive failure rate function with a change-point under the assumption that interfailure times are record value statistics from a Weibull distribution. The proposed model will be applied through a practical example of software failure data.

• 응용통계연구
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• 제29권7호
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• pp.1271-1281
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• 2016

야구에서 타자의 능력을 측정하는 많은 세이버메트릭스 통계량들 중에서 대체선수대비승수(wins above replacement; WAR)은 가장 많이 쓰이는 통계량이다. WAR은 선수의 공격능력과 주루능력, 수비능력 등을 하나의 수치로 표현하는 방법이란 점에서 큰 장점을 가지고 있다. 본 논문에서는 지난 3년간(2013-2015년) 한국프로야구 기록 자료를 바탕으로 세이버메트릭스 변수들의 값을 구한 뒤, 이를 이용하여 WAR을 대체할 수 있는 타자능력지수를 제안하였다. 타자능력지수는 산술평균방법, 가중평균방법, 주성분회귀분석 등을 통해 산출하고 WAR과 비교하여 가장 관계가 높은 방법을 선택하였다.

• 융합보안논문지
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• 제6권3호
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• pp.145-153
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• 2006

본 논문에서는 기록값 통계량을 이용한 무한 고장 NHPP 모형들이 제안되었다. 이 모형들은 결함당 고장 발생률이 단조 증가하거나 단조 감소하는 패턴을 가진다. 그리고 수명 분포에서는 어랑 분포, 랄리 분포와 굼벨를 이용한 소프트웨어 신뢰성 모형을 적용하여 비교연구에 초점을 두었다. 고장 간격 시간 자료를 이용한 무한 고장 NHPP 모형들에 대한 모수 추정법은 최우 추정법을 사용하였고 적용 분포들의 적용을 용이하게 하기 위하여 특수한 형태를 제시하였다. 고장 자료의 분석을 위하여 산술 및 라플라스 추세 검정과 적합도 및 치우침 검정을 실시하여 그 결과를 나열하였다.