• Communications for Statistical Applications and Methods
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• v.15 no.5
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• pp.793-798
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• 2008

Extreme value inference deals with fitting the generalized extreme value distribution model and the generalized Pareto distribution model, which are recently combined to give a single model, namely a two-dimensional non-homogeneous Poisson exceedance point process model. In this paper, we extend the two-dimensional non-homogeneous Poisson process model to include non-stationary effect or dependence on covariates and then derive the likelihood for the extended model.

• Communications for Statistical Applications and Methods
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• v.15 no.5
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• pp.783-791
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• 2008

Estimation procedure of the finite population proportion and distribution function is considered. Based on a logistic regression model, an approximately model- optimal estimator is defined and conditions for the estimator to be design-consistent are given. Simulation study shows that the model-optimal design-consistent estimator defined under a logistic regression model performs well in estimating the finite population distribution function.

• Communications for Statistical Applications and Methods
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• v.5 no.2
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• pp.531-538
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• 1998

This paper first examines the skewness of Wishart distribution, using Tracy and Sultan(1993)'s results. Second, it investigates the variance-covariance matrix of random matrix $S_Y=YY'$ which has a non-central Wishart distribution. Third, it proposes the exact form of the third moment of the random matrix with non-central Wishart distribution.

• Journal of the Korean Statistical Society
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• v.28 no.3
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• pp.359-370
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• 1999

We considered a change-point hazard rate model generalizing constant hazard rate model. This type of model is very popular in the sense that the Weibull and exponential distributions formulating survival time data are the special cases of it. Maximum likelihood estimation and the asymptotic properties such as the consistency and its limiting distribution of the change-point estimator were discussed. A parametric bootstrap method for finding confidence intervals of the unknown change-point was also suggested and the proposed method is explained through a practical example.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.329-344
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• 2007

In this paper, we shall propose the AMLEs of the scale parameter and the location parameter in the two-parameter Rayleigh distribution based on progressive Type-II censored samples when one parameter is known. We also propose the AMLEs of the two parameters in the Rayleigh distribution based on progressive Type-II censored samples when two parameters are unknown. We simulate the mean squared errors of the proposed estimators through Monte Carlo simulation for various censoring schemes.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.135-149
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• 1994

We discussed a comparison of distribution-free two-sample procedures based on placements or ranks. Iterative asymptotic distribution of both two-sample procedures is studies and small sample Monte Carlo simulation results are presented. Also, we proposed the Hodges-Lehmann type location estimator based on linear placement statistics.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.537-550
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• 2006

In this paper, we develope three modified empirical distribution function type tests, the modified Cramer-von Mises test, the modified Anderson-Darling test, and the modified Kolmogorov-Smirnov test for the two-parameter exponential distribution with unknown parameters based on multiply Type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

• Journal of the Korean Statistical Society
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• v.25 no.4
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• pp.545-556
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• 1996

In this paper, we introduce a new concept of partial ordering which permits us to compare pairs of the dependence structures of a new hitting times for POD multivariate vector process of interest as to their degree of POD-ness. We show that POD ordering is closed under convolution, limit in distribution, compound distribution, mixture of a certain type and convex combination. Finally, we present several examples of POD ordering processes.

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

• Journal of the Korean Statistical Society
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• v.35 no.3
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• pp.331-341
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• 2006

An approximate distribution of the plug-in estimator of the squared coefficient of variation ($CV^2$) is derived by using Edgeworth expansions under general population models. Also bias of the estimator is investigated for several important distributions. Under the normal distribution, we proposed the new estimator for $CV^2$ based on median of the sampling distribution of plug-in estimator.