• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1309-1317
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• 2013

There are various parameter estimation methods for the generalized exponential distribution under progressive type I interval censoring. Chen and Lio (2010) studied the parameter estimation method by the maximum likelihood estimation method, mid-point approximation method, expectation maximization algorithm and methods of moments. Among those, mid-point approximation method has the smallest mean square error in the generalized exponential distribution under progressive type I interval censoring. However, this method is difficult to derive closed form of solution for the parameter estimation using by maximum likelihood estimation method. In this paper, we propose two type of approximate maximum likelihood estimate to solve that problem. The simulation results show the obtained estimators have good performance in the sense of the mean square error. And proposed method derive closed form of solution for the parameter estimation from the generalized exponential distribution under progressive type I interval censoring.

• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.243-250
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• 2002

This paper considers the problem of estimating parameters of the bivariate exponential distribution with a location parameter for a two-component shared parallel system using component data from system-level life test terminated at the time of the prespecified number of system failure. In the system-level life testing, there are three patterns of failure types ; 1) both component failed 2) both component censored 3) one is failed and the other is censored. In the third case, we assume that the failure time might be known or unknown. The maximum likelihood estimators are obtained for the case of known/unknown failure time when the other component is censored.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.929-941
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• 1997

In this paper, we propose the minimum risk estimator (MRE) and the approximate maximum likelihood estimator (AMLE) of the location and the scale parameters of the two-parameter exponential distribution with Type-II censoring. The MRE's can be derived by minimizing the mean squared error among the class of estimators which include some estimators as special cases. We show that the MRE's are more efficient than the other estimators of the scale and the location parameter in the terms of the mean squared error.

• Journal of Korea Water Resources Association
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• v.45 no.2
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• pp.191-201
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• 2012

This study reviewed the parameter estimation procedure of the Freund bivariate exponential distribution for the decision of the annual maximum rainfall event. The method of moments was reviewed first, whose results were compared with those from the method of maximum likelihood. Both methods were applied to the hourly rainfall data of the Seoul rain gauge station measured from 1961 to 2010 to select the annual maximum rainfall events, which were also compared each other. The results derived are as follows. First, when applying the method of moments for the parameter estimation, it was found necessary to consider the correlation coefficient between the two variables as well as the mean and variance. Second, the method of maximum likelihood was better to reproduce the mean, but the method of moments was better to reproduce the annual variation of the variance. Third, The annual maximum rainfall events derived were very similar in both cases. Among differently selected annual maximum rainfall events, those with the higher rainfall amount were selected by the method of maximum likelihood, but those with the higher rainfall intensity by the method of moments.

• Proceedings of the Korean Society for Quality Management Conference
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• 1998.11a
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• pp.225-232
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• 1998

A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. This data augmentation approach facilitates the specification of the transitional measure in the Markov Chain. Bayesian analysis of the mixture exponential model discusses using the Gibbs sampler. Parameter and reliability estimators are obtained. A numerical study is provided.

• Magazine of the Korean Society of Agricultural Engineers
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• v.21 no.4
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• pp.108-117
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• 1979

In order to obtain the basic data for design of water structures which can be contributed to the planning of water use. Best fitted distribution function and the equations for the probable minimum flow were derived to the annual minimum flow of five subwatersheds along Geum River basin. The result were analyzed and summarized as follows. 1. Type III extremal distribution was considered as a best fit one among some other distributions such as exponential and two parameter lognormal distribution by $x^2$-goodness of fit test. 2. The minimum flow are analyzed by Type III extremal distribution which contains a shape parameter $\lambda$, a location parameter ${\beta}$ and a minimum drought $\gamma$. If a minimum drought $\gamma=0$, equations for the probable minimum flow, $D_T$, were derived as $D_T={\beta}e^{\lambda}1^{y'}$, with two parameters and as $D_T=\gamma+(\^{\beta}-\gamma)e^{{\lambda}y'}$ with three parameters in case of a minimum drought ${\gamma}>0$ respectively. 3. Probable minimum flow following the return periods for each stations were also obtained by above mentioned equations. Frequency curves for each station are drawn in the text. 4. Mathematical equation with three parameters is more suitable one than that of two parameters if much difference exist between the maximum and the minimum value among observed data.

• Industrial Engineering and Management Systems
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• v.14 no.2
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• pp.183-195
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• 2015

In this paper, we propose a two-stage group acceptance sampling plan for generalized inverted exponential distribution under truncated life test. Median life is considered as a quality parameter. Design parameters are obtained to ensure that true median life is longer than a given specified life at certain level of consumer's risk and producer's risk. We also explore situations under which design parameters based on median lifetime can be used for other percentile points. Tables and specific examples are reported to explain the proposed plans. Finally a real data set is analyzed to implement the plans in practical situations and some suggestions are given.

• Water for future
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• v.7 no.2
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• pp.99-106
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• 1974

The records of wave heights which were observed at Muk ho and Po hang of the East Coast of Korea were analized by several probility functions. The exponential 2 parameter distribution was found as the best fit probability function to the historical distribution of wave heights by the test of goodness of fit. But log-normal 2 parameter and log-extremal type A distributions were also fit to the historical distribution, especially in the Smirnov-Kolmogorov test. Therefore, it can't be always regarded that those two distributions are not fit to the wave heiht's distribution. In the test of goodness of fit, the Chi-Square test gave very sensitive results and Smirnov-Kolmogorov test, which is a distribution free and non-parametric test, gave more inclusive results. At the next stage, the inter-relationship between the mean and the one-third wave heights, the mean and the one-=tenth wave heights, the one-third and the one-tenth wave heights, the one-third and the highest wave heights were obtained and discussed.

• Journal of Korean Institute of Industrial Engineers
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• v.17 no.1
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• pp.95-108
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• 1991

For the case where the lifetime at a constant stress level has exponential distribution, optimal accelerated life test plans are developed under the assumptions of intermittent inspection and Type I censoring. In a optimal plan, the low and high stress levels, the proportion of test units allocated and the inspection times at each stress are determined such that the asymptotic variance of the maximum likelihood estimator of logarithmic transformed mean at the use condition is minimized. In addition to the optimal plan in which numerical technique to solve the set of nonlinear equations must be employed to determine inspection times at each stress level, we also propose another plans which employ equally-spaced or equal probability inspection schemes at two overstress levels of corresponding optimal one. For both optimal and proposed plans, computational results indicate that the asymptotic variance of the estimated mean at the use stress is insensitive to number of inspections at overstress levels for the range of parameter values considered.

• International Journal of Reliability and Applications
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• v.16 no.2
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• pp.55-79
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• 2015

It is well known that using any additional information in the estimation of unknown parameters with new sample of observations diminishes the sampling units needed and minimizes the risk of new estimators. There are many rational reasons to assure that the existence of additional information in practice and there exists many practical cases in which additional information is available in the form of target value (initial value) about the unknown parameters. This article is described the problem of how the prior initial value about the unknown parameters can be utilized and combined with classical Bayes estimator to get a new combination of Bayes estimator and prior value to improve the properties of the new combination. In this article, two classes of Bayes-shrinkage and preliminary test Bayes-shrinkage estimators are proposed for the scale parameter of exponential distribution. The bias, risk and risk ratio expressions are derived and studied. The performance of the proposed classes of estimators is studied for different choices of constants engaged in the estimators. The comparisons, conclusions and recommendations are demonstrated.