• Journal of the Korean Statistical Society
• /
• 제36권3호
• /
• pp.387-395
• /
• 2007

We propose a doubly robustified estimating function for the estimation of parameters in the context of ARCH models. We investigate asymptotic properties of estimators obtained as solutions of robust estimating equations. A simulation study shows that robust estimator from specified doubly robustified estimating equation provides better performance than conventional robust estimators especially under heavy-tailed distributions of innovation errors.

• Journal of the Korean Statistical Society
• /
• 제36권3호
• /
• pp.411-421
• /
• 2007

The recent work by the authors (see, Withers, 1999; Withers and McGavin, 2006; Withers and Nadarajah, 2006) provided new expressions for repeated upper tail integrals of the univariate normal density and so also for the general Hermite function. Here we derive new expressions for repeated lower tail integrals of the same. The calculations involve the use of Moran's L-function and the Airy function. In particular, the Hermite functions are expressed in terms of Moran's L-function and vice versa.

• Journal of the Korean Statistical Society
• /
• 제30권4호
• /
• pp.563-571
• /
• 2001

In this paper, we study selecting a transformation so that the transformed variable is nearly symmetrically distributed. The large sample properties of an M-estimator of transformation parameter that is obtained by minimizing the integrated square of the imaginary part of the empirical characteristic function are investigated when a random sample is selected from some unspecified distribution. According to influence function calculations and Monte Carlo simulations, these estimates are less sensitive, than the normal model maximum likelihood estimates, to a few outliers.

• Communications for Statistical Applications and Methods
• /
• 제20권3호
• /
• pp.169-174
• /
• 2013

The ROC curve is drawn with two conditional cumulative distribution functions (or survival functions) of the univariate random variable. In this work, we consider joint cumulative distribution functions of k random variables, and suggest a ROC curve for multivariate random variables. With regard to the values on the line, which passes through two mean vectors of dichotomous states, a joint cumulative distribution function can be regarded as a function of the univariate variable. After this function is modified to satisfy the properties of the cumulative distribution function, a ROC curve might be derived; moreover, some illustrative examples are demonstrated.

• Journal of The Korean Society of Integrative Medicine
• /
• 제5권1호
• /
• pp.85-92
• /
• 2017

Purpose : The purpose of this study was to investigate the effect of posture difference on respiratory function in cerebral palsy patients. Methods : Twenty-two cerebral palsy childrens were recruited this study. Respiratory Function test was measured with Cardio Touch 3000 and Micro Respiratory Pressure Meter. Cardio Touch 3000 was used to assess cerebral palsy childrens' forced vital capacity and forced expiratory volume at one second. Micro Respiratory Pressure Meter was to assess Maximum inspiratory pressure and Maximum expiratory pressure. Subjects had four respiratory functions measured in supine, slouched sitting, and elected sitting postures. Statistical analysis was used Paired t-test for within-group comparisons and Independent t-test for between-group comparisons. SPSS statistics Ver 20.0 was used for statistical anlysis and statistical significance was defined as a p-value less than 0.05. Result : The subjects' respiratory function according to posture showed significant difference in Forced Vital Capacity(FVC), Maximum Expiratory Pressure(MEP) and Maximum inspiratory pressure(MIP)(p<.05). Elected sitting posture had a positive effect on respiratory function than slouched sitting, supine. Conclusion : In conclusion, We could see that change of posture in children with cerebral palsy affects respiratory function and Elected sitting can be a positive help for the respiratory function of children with cerebral palsy.

• Communications for Statistical Applications and Methods
• /
• 제18권2호
• /
• pp.165-170
• /
• 2011

Support vector quantile regression(SVQR) is capable of providing a good description of the linear and nonlinear relationships among random variables. In this paper we propose a sparse SVQR to overcome a limitation of SVQR, nonsparsity. The asymmetric e-insensitive loss function is used to efficiently provide sparsity. The experimental results are presented to illustrate the performance of the proposed method by comparing it with nonsparse SVQR.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
• /
• 한국공작기계학회 1999년도 추계학술대회 논문집 - 한국공작기계학회
• /
• pp.49-56
• /
• 1999

This paper present a study on the application of sound pressure and vibration signals to detect the presence of defects in a rolling element bearing using a statistical analysis method. The well established statistical parameters such as the crest factor and the distribution of moments including kurtosis and skewless are utilized in this study. In addition, other statistical parameters derived from the beta distribution function are also used. A comparison study on the performance of the different types of parameter used is also performed. The statistical analysis is used because of its simplicity and quick computation. Under ideal conditions, the statistical method can be used to identify the different types of defect present in the bearing. In addition, the results also reveal that there is no significant advantages in using the beta function parameters when compared to using kurtosis and the crest factor for detecting and identifying defects in rolling element bearings from both sound and vibration signals.

• Journal of Advanced Marine Engineering and Technology
• /
• 제24권4호
• /
• pp.405-413
• /
• 2000

This paper present study on the application of sound pressure and vibration signals to detect the presence of defects in a rolling element bearing using a statistical analysis method. The well established statistical parameters such as the crest factor and the distribution of moments including kurtosis and skew are utilized in this study. In addition, other statistical parameters derived from the beta distribution function are also used. A comparison study on the performance of the different types of parameter used is also performed. The statistical analysis is used because of its simplicity and quick computation. Under ideal conditions, the statistical method can be used to identify the different types of defect present in the bearing. In addition, the results also reveal that there is no significant advantages in using the beta function parameters when compared to using kurtosis and the crest factor for detecting and identifying defects in rolling element bearings from both sound and vibration signals.

• Communications for Statistical Applications and Methods
• /
• 제27권4호
• /
• pp.469-486
• /
• 2020

Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.

• Journal of the Korean Statistical Society
• /
• 제27권4호
• /
• pp.485-494
• /
• 1998

In the white noise model we construct an adaptive estimate for f(0) for a decreasing function f. We also show that the maximum mean square error of this estimate attains the same rate as the minimax risk simultaneously over a range of Lipschitz classes of order less than or equal to one.