• Communications for Statistical Applications and Methods
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• 제23권3호
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• pp.241-250
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• 2016

In this paper, we consider statistical inferences on the estimation of the parameters of a Weibull distribution when data are randomly censored. Maximum likelihood estimators (MLEs) and approximate MLEs are derived to estimate the parameters. We consider two cases for the censoring model: the assumption that the censoring distribution does not involve any parameters of interest and a censoring distribution that follows a Weibull distribution. A simulation study is conducted to compare the performances of the estimators. The result shows that the MLEs and the approximate MLEs are similar in terms of biases and mean square errors; in addition, the assumption of the censoring model has a strong influence on the estimation of scale parameter.

• 한국구조물진단유지관리공학회 논문집
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• 제13권2호통권54호
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• pp.231-242
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• 2009

통계적 구조물 손상진단에서 기저분포는 구조물에 손상이 없을 때 획득된 동적 응답 특성이 이루는 통계 분포이다. 일반적으로 구조물에 손상이 발생했을 때 손상에 민감한 구조물의 동적 응답 특성은 기저분포의 꼬리 부근에 주로 나타나게 된다. 최근 연구자들은 기저분포의 꼬리 부분을 정확하게 모사하기 위해 극치분포에 주목하고 있으나, 구조물 손상진단의 관점에서 극치분포의 이론적 이해에 대한 연구는 거의 이루어지지 않았다. 이 연구에서는 신뢰성 있는 통계적 구조물 손상진단을 위해 필요한 극치분포의 점근적 수렴성을 매개변수 추정법을 이용하여 규명한다. 특히, 극치 추출에 필요한 표본크기와 극치분포의 점근적 수렴성의 관계를 정량적으로 보인다. 또한, 극치분포 추정에서 표본크기와 통계적 구조물 손상진단에서 발생하는 손상오류경보 빈도에 대한 관계를 정량적으로 규명한다. 차량 이동하중을 받는 2경간 트러스 교량에서 수치해석 기법을 통해 모사된 가속도 데이터를 이용하여 제안된 기법의 타당성을 검증한다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.115-120
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• 2003

Inference for probability P(Y

• Journal of applied mathematics & informatics
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• 제40권1_2호
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• pp.191-204
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• 2022

This paper introduces the statistical convergence concepts of double sequences of complex uncertain variables: statistical convergence almost surely(a.s.), statistical convergence in measure, statistical convergence in mean, statistical convergence in distribution and statistical convergence uniformly almost surely(u.a.s.).

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.775-781
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• 2008

It is developed that a family of the semicircular Laplace distributions for modeling semicircular data by simple projection method. Mathematically it is simple to simulate observations from a semicircular Laplace distribution. We extend it to the l-axial Laplace distribution by a simple transformation for modeling any arc of arbitrary length. Similarly we develop the l-axial log-Laplace distribution based on the log-Laplace distribution. A bivariate version of l-axial Laplace distribution is also developed.

• Journal of the Korean Statistical Society
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• 제34권2호
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• pp.109-123
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• 2005

Variogram estimation is an important step of spatial statistics since it determines the kriging weights. Matheron's variogram estimator can be written as a quadratic form of the observed data. In this paper, we extend a skew t distribution to a generalized skew t distribution and moments of the variogram estimator for a generalized skew t distribution are derived in closed forms. After calculating the correlation structure of the variogram estimator, variogram fitting by generalized least squares is discussed.

• Communications for Statistical Applications and Methods
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• 제16권2호
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• pp.349-361
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• 2009

In this paper, we derive the approximate maximum likelihood estimators of the shape parameter and the scale parameter in a Weibull distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We develop three modified empirical distribution function type tests for the Weibull distribution based on multiply Type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

• Journal of the Korean Statistical Society
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• 제25권3호
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• pp.313-336
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• 1996

In this paper we consider weak convergence of some rescaled transi-tion probabilities of a real-valued, k-th order (k $\geq$ 1) stationary Markov chain. Under the assumption that the joint distribution of K + 1 consecutive variables belongs to the domain of attraction of a multivariate extreme value distribution, the paper gives a sufficient condition for the weak convergence and characterizes the limiting distribution via the multivariate extreme value distribution.

• Journal of the Korean Statistical Society
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• 제36권1호
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• pp.93-109
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• 2007

Gamma distributions are some of the most popular models for hydrological processes. In this paper, a very flexible family which contains the gamma distribution as a particular case is introduced. Evidence of flexibility is shown by examining the shape of its pdf and the associated hazard rate function. A comprehensive treatment of the mathematical properties is provided by deriving expressions for the nth moment, moment generating function, characteristic function, Renyi entropy and the asymptotic distribution of the extreme order statistics. Estimation and simulation issues are also considered. Finally, a detailed application to drought data from the State of Nebraska is illustrated.

• Communications for Statistical Applications and Methods
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• 제15권4호
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• pp.483-496
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• 2008

This paper proposes a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric(or simply bivariate elliptical) distributions. The class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions. This family of distributions strictly includes some univariate symmetric distributions, but with extra parameters to regulate the perturbation of the symmetry. The moment generating function of a random variable with the distribution is obtained and some properties of the distribution are also studied. These developments are followed by practical examples.