• 응용통계연구
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• 제27권3호
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• pp.397-406
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• 2014

최소밀도함수승간격 추정법은 Baus 등 (1998)에 의해 처음 소개된 이후 많은 관심의 대상이 되었다. 최소밀도함수승간격 추정량은 우수한 로버스트 성질을 갖고 효율성도 최우추정량에 필적한 것으로 알려져 있다. 본 논문에서는 생물정보학에서 사용되는 노말-지수 분포에 근거한 추정량을 최소밀도함수승간격 추정법을 사용하여 구하는 방법을 다루고자 한다. 그런데 그 과정에서 간격을 적분을 통해 구하는 것이 매우 어려움으로 인해 직접적인 적분 대신 라플라스 근사를 시도할 것을 제안한다. 그 결과 추정량이 다소 효율성이 줄어들지만 로버스트 성질을 갖고 있음을 수학적 방법과 모의실험을 통하여 보였다.

• 대한기계학회논문집A
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• 제30권3호
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• pp.249-259
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• 2006

Stress and displacement fields of a propagating Mode III crack in an orthotropic functionally gradient material (OFGM), which has (1) linear variation of shear modulus with a constant density, and (2) an exponential variation of shear modulus and density, are derived. The equations of motion in OFGM are developed and solution to the displacement and stress fields fer a propagating crack at constant speed though an asymptotic analysis. The stress terms associated with $\gamma^{-1/2}\;and\;\gamma^{0}$ are not affected by the FGM constant $\zeta$ which is nonhomogeneous parameter, only on the higher order terms, the influences of nonhomogeneity on the stress are explicitly brought out. When the FGM constant $\zeta\;is\;zero\;or\;\gamma{\rightarrow}0$, the fields for OFGM are almost same as the those for homogeneous orthotropic material. Using the stress components, the effects of nonhomogeneity on stress components are discussed.

• Journal of the Korean Data and Information Science Society
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• 제7권1호
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• pp.21-35
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• 1996

In this paper, estimation and prediction procedures are discussed for grneral situation in which the failure time follows the independent density $f_{i}({\varepsilon}_{i})$ for the accelerated life testing under Type II censoring. In the context of accelerated life test experiment, procedures are given for estimating the parameters in the Eyring model, and for estimating mean life at a given future stress level. The procedures given are conditional confidence interval procedures, obtained by conditioning on ancillary statistics. A comparison is made of these procedures and procedures based on asymptotic properties of the maximum, likelihood estimates.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.23-26
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• 2000

It is noted that many econometric time series have long-memory properties. A long-memory process, or strongly dependent process, is characterized by hyperbolic decaying autocorrelations and unbounded spectral density at the origin. Since the long-memory property can be observed by data obtained from rather a long period, there is some possibility of parameter change in the process. In this paper, we consider the estimation of change-point when there is a change in the variance of a long-memory process. The estimator is based on some reasonable statistic and the consistency is shown using Taqqu's strong reduction theorem

• Communications for Statistical Applications and Methods
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• 제27권1호
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• pp.47-64
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• 2020

In this paper, we derive some estimators of the scale parameter of the exponentiated half-logistic distribution based on the multiply Type-I hybrid censoring scheme. We assume that the shape parameter λ is known. We obtain the maximum likelihood estimator of the scale parameter σ. The scale parameter is estimated by approximating the given likelihood function using two different Taylor series expansions since the likelihood equation is not explicitly solved. We also obtain Bayes estimators using prior distribution. To obtain the Bayes estimators, we use the squared error loss function and general entropy loss function (shape parameter q = -0.5, 1.0). We also derive interval estimation such as the asymptotic confidence interval, the credible interval, and the highest posterior density interval. Finally, we compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. The average length of 95% intervals and the corresponding coverage probability are also obtained.

• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.233-239
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• 2015

This study compares two generalized Lindley distributions and assesses consistency between theoretical and analytical results. Data (complete and censored) assumed to follow the Lindley distribution are generated and analyzed using two generalized Lindley distributions, and maximum likelihood estimates of parameters from the generalized distributions are obtained. Size and power of tests of hypotheses on the parameters are assessed drawing on asymptotic properties of the maximum likelihood estimates. Results suggest that whereas size of some of the tests of hypotheses based on the considered generalized distributions are essentially ${\alpha}$-level, some are possibly not; power of tests of hypotheses on the Lindley distribution parameter from the two distributions differs.

• 대한수학회논문집
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• 제12권2호
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• pp.479-490
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• 1997

We consider long nonlinear waves in the two-layer flow of an inviscid and incompressible fluid bounded above by a free surface and below by a rigid boundary. The flow is forced by a bump on the bottom. The derivation of the forced KdV equation fails when the density ratio h and the depth ratio $\rho$ yields a condition $1 + h\rho = (2-h)((1-h)^2 + 4\rho h)^{1/2}$. To overcome this difficulty we derive a forced modified KdV equation by a refined asymptotic method. Numerical solutions are given and hydraulic fall solution of a two layer fluid is expressed analytically in the case that derivation of the forced KdV (FKdV) equation fails.

• 대한수학회논문집
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• 제15권1호
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• pp.155-172
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• 2000

Mode interactions at Unstable fluid interfaces induced by a shock wave (Richtmyer-Meshkov Instability) are studied both analytically and numerically. The analytical approach is based on a potential flow model with source singularities in incompressible fluids of infinite density ratio. The potential flow model shows that a single bubble has a decaying growth rates at late time and an asymptotic constant radius. Bubble interactions, bubbles of different radii propagates with different velocities and the leading bubbles grow in size at the expense of their neighboring bubbles, are predicted by the potential flow model. This phenomenon is validated by full numerical simulations of the Richtmyer-Meshkov instability in compressible fluids for initial multi-frequency perturbations on the unstable interface.

• 한국전기전자재료학회:학술대회논문집
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• 한국전기전자재료학회 2004년도 하계학술대회 논문집 Vol.5 No.2
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• pp.780-783
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• 2004

본 논문에서는 유한요소법과 등가회로법을 이용하여 윤곽 진동형 압전변압기의 특성을 해석하고 이를 통해 압전변압기의 매칭 임피던스와 기계 및 전기적 결합계수를 계산하였다. 실험적 결과를 통하여 수치해석의 타당성을 검증한 후, 진화 전략에 기초한 멀티 모드 함수의 최적 알고리즘을 이용하여 고효율 고전압 밀도 압전 변압기의 형상 최적화를 수행하였다. 최적화 과정에서의 계산 시간을 단축시키기 위하여 AWE(Asymptotic Waveform Evaluation)를 적용한 유한요소법을 사용하였다.

• 한국전산유체공학회지
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• 제2권1호
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• pp.129-137
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• 1997

We consider long nonlinear waves in the two-layer flow of an inviscid and incompressible fluid bounded above by a free surface and below by a rigid boundary. The flow is forced by a bump on the bottom. The derivation of the forced KdV equation fails when the density ratio h and the depth ratio ρ yields a condition 1＋hρ=(2-h)((1-h)²＋4ρh)/sup 1/2/. To overcome this difficulty we derive a forced modified KdV equation by a refined asymptotic method. Numerical solutions are given and hydraulic fall solution of a two layer fluid is expressed analytically in the case that derivation of the forced KdV(FKdV) equaition fails.