• Title/Summary/Keyword: Statistical samples

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Approximate Maximum Likelihood Estimation for the Three-Parameter Weibull Distribution

  • Kang, S.B.;Cho, Y.S.;Choi, S.H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.209-217
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    • 2001
  • We obtain the approximate maximum likelihood estimators (AMLEs) for the scale and location parameters $\theta$ and $\mu$ in the three-parameter Weibull distribution based on Type-II censored samples. We also compare the AMLEs with the modified maximum likelihood estimators (MMLEs) in the sense of the mean squared error (MSE) based on complete sample.

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Asymptotic Relative Efficiency of t-test Following Transformations

  • Yeo, In-Kwon
    • Journal of the Korean Statistical Society
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    • v.26 no.4
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    • pp.467-476
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    • 1997
  • The two-sample t-test is not expected to be optimal when the two samples are not drawn from normal populations. According to Box and Cox (1964), the transformation is estimated to enhance the normality of the tranformed data. We investigate the asymptotic relative efficiency of the ordinary t-test versus t-test applied transformation introduced by Yeo and Johnson (1997) under Pitman local alternatives. The theoretical and simulation studies show that two-sample t-test using transformed date gives higher power than ordinary t-test for location-shift models.

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Challenges to Telephone Survey Sampling: Frames and Weighting Strategies

  • Kim, Sun-Woong
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.79-84
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    • 2005
  • The growing number of households with only cellular phones and no landline telephones, is decreasing the coverage of the landline frame. Dual frame sample designs are considered which draw phone numbers from the landline and the cellular number frame. Cellular phones may be used as personal or household devices. Weighting strategies appropriate to compensate for unequal probabilities in selecting dual frame samples are proposed. Also, some current issues are discussed.

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Statistical Inferences for Bivariare Exponential Distribution in Reliability and Life Testing Problems

  • PARK, BYUNG-GU
    • Journal of Korean Society for Quality Management
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    • v.13 no.1
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    • pp.31-40
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    • 1985
  • In this paper, statistical estimation of the parameters of the bivariate exponential distribution are studied. Bayes estimators of the parameters are obtained and compared with the maximum likelihood estimators which are introduced by Freund. We know that the method of moments estimators coincide with the maximum likelihood estimators and Bayes estimators are more efficient than the maximum likelihood estimators in moderate samples. The asymptotic distributions of the maximum likelihood estimators and the estimator of mean time to system failure are obtained.

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Bayesian Estimation of State-Space Model Using the Hybrid Monte Carlo within Gibbs Sampler

  • Park, Ilsu
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.203-210
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    • 2003
  • In a standard Metropolis-type Monte Carlo simulation, the proposal distribution cannot be easily adapted to "local dynamics" of the target distribution. To overcome some of these difficulties, Duane et al. (1987) introduced the method of hybrid Monte Carlo(HMC) which combines the basic idea of molecular dynamics and the Metropolis acceptance-rejection rule to produce Monte Carlo samples from a given target distribution. In this paper, using the HMC within Gibbs sampler, an asymptotical estimate of the smoothing mean and a general solution to state space modeling in Bayesian framework is obtaineds obtained.

Nonparametric Method Using Placement in One-way Layout

  • Chung, Taek-Su;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.551-560
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    • 2007
  • Kruskal and Wallis (1952) proposed typical nonparametric method in one-way layout problem. A special feature of this procedure is use of rank in mixed samples. In this paper, the new procedure based on placement as extension of the two sample placement tests described in Orban and Wolfe (1982) was proposed. Some critical values in small sample cases and comparative results of a Monte Carlo power study are presented.

A Nonparametric Small Sample Estimator of Mean Residual Life

  • Farrokh Choobineh;Park, Dong-Ho
    • Journal of the Korean Statistical Society
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    • v.19 no.1
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    • pp.80-87
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    • 1990
  • In reliability and life testing the mean residual life (MRL) of an item plays a significant role. While there has been a great deal of discussion on the theoretical aspects of the MRL, good estimators of MRL have been difficult to obtain. In this paper we propose a new estimator of the MRL of items at a given age, which is especially good for a small sample. The new estimator compares favorably with the empirical MRL estimator for small samples.

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A Common Mean Estimation Problem of P-Normal Populations

  • Seung Soo Lee;Kwan Young Kim
    • Communications for Statistical Applications and Methods
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    • v.1 no.1
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    • pp.57-74
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    • 1994
  • This paper deals with the estimation problems of a common mean of several independent normal populations with unknown variances, based on random samples of equal size. The authors suggest a promising approach and a new estimator to improve Graybill-Deal estimator further. By Monte Carlo simulation study, the efficiency of new estimator is compared with that of Graybill-Deal estimator.

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Improvement of Historical-Hanja Recognition Using a Nonlinear Transform of Contour Directional Feature Vectors

  • Kim, Min Soo;Kim, Jin Hyung
    • Communications for Statistical Applications and Methods
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    • v.11 no.3
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    • pp.503-511
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    • 2004
  • In Korea, OCR-based techniques have been developed for digital library construction of historical documents. In this paper, we propose the nonlinear transform of contour directional feature (CDF) vectors using log it and power transforms with skewness criterion to enhance the discriminant power. Experiments were conducted using samples from Seung-jung-won diaries (Diaries of King's Secretaries). Our results show that proposed method outperforms the others like Box-Cox transform in this database.

Statistical Estimation of Modal Characteristics of a Structural System Based on Design Variable Samples (설계변수 표본에 근거한 구조시스템 모달 특성의 통계적 예측)

  • Kim, Yong-Woo;Yoo, Hong-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.11
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    • pp.1314-1319
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    • 2009
  • The design methods of mechanical systems are largely classified into deterministic methods and stochastic methods. In deterministic methods, design parameters are assumed to have fixed values. On the other hand, in stochastic methods, design parameters are assumed to be statistically distributed. When a stochastic method is employed, statistical characteristics of the populations of design variables are assumed to be known. However, very often, it is almost impossible or very expensive to obtain the statistical characteristics of the populations. Therefore a sample survey method is usually employed for stochastic methods. This paper describes the procedure of estimating the statistical characteristics of populations by employing sample data sets. An example of AFM micro cantilever beam is employed to show the effectiveness of the procedure.