• Journal of the Korean Data and Information Science Society
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• 제23권6호
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• pp.1271-1277
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• 2012

In this paper, we propose an estimation method of the parameter in an exponential distribution based on a progressive Type I interval censored sample with semi-missing observation. The maximum likelihood estimator (MLE) of the parameter in the exponential distribution cannot be obtained explicitly because the intervals are not equal in length under the progressive Type I interval censored sample with semi-missing data. To obtain the MLE of the parameter for the sampling scheme, we propose a method by which progressive Type I interval censored sample with semi-missing data is converted to the progressive Type II interval censored sample. Consequently, the estimation procedures in the progressive Type II interval censored sample can be applied and we obtain the MLE of the parameter and survival function. It will be shown that the obtained estimators have good performance in terms of the mean square error (MSE) and mean integrated square error (MISE).

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2007년도 학술발표회 논문집
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• pp.1526-1530
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• 2007

In this study, the chukwookee data were evaluated by applying that for the historical rainfall frequency analysis. To derive a two parameter log-normal distribution by using historical data and modern data, censored data MLE and binomial censored data MLE were applied. As a result, we found that both average and standard deviation were all estimated smaller with chukwookee data then those with only modern data. This indicates that rather big events rarely happens during the period of chukwookee data then during the modern period. The frequency analysis results using the parameters estimated were also similar to those expected. The point to be noticed is that the rainfall quantiles estimated by both methods were similar, especially for the 99% threshold. This result indicates that the historical document records like the annals of Chosun dynasty could be valuable and effective for the frequency analysis. This also means the extension of data available for frequency analysis.

• Communications for Statistical Applications and Methods
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• 제19권5호
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• pp.697-704
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• 2012

The maximum likelihood(ML) estimation of the scale parameters of an exponential distribution based on progressive Type II censored samples is given. The sample is multiply censored (some middle observations being censored); however, the ML method does not admit explicit solutions. In this paper, we propose multiply progressive Type II censoring. This paper presents the statistical inference on the scale parameter for the exponential distribution when samples are multiply progressive Type II censoring. The scale parameter is estimated by approximate ML methods that use two different Taylor series expansion types ($AMLE_I$, $AMLE_{II}$). We also obtain the maximum likelihood estimator(MLE) of the scale parameter under the proposed multiply progressive Type II censored samples. We compare the estimators in the sense of the mean square error(MSE). The simulation procedure is repeated 10,000 times for the sample size n = 20 and 40 and various censored schemes. The $AMLE_{II}$ is better than MLE and $AMLE_I$ in the sense of the MSE.

• 품질경영학회지
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• 제25권4호
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• pp.79-87
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• 1997

In this paper, we obtain maximum likelihood estimator(MLE) of a parallel system reliability for the Marshall and Olkin's bivariate exponential model with birariate type 1 consored data. The asymptotic normal distribution of the estimator is obtained. Also we construct an a, pp.oximate confidence interval for the reliability based on MLE. We present a numerical study for obtaining MLE and a, pp.oximate confidence interval of the reliability.

• Journal of the Korean Data and Information Science Society
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• 제19권3호
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• pp.951-957
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• 2008

We derive some approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator(MLE) of the scale parameter in the half-triangle distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimators of the reliability function using the proposed estimators. We compare the proposed estimators in the sense of the mean squared error.

• Journal of the Korean Data and Information Science Society
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• 제11권1호
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• pp.57-64
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• 2000

By assuming a Type-I censored sample, we propose the approximate maximum likelihood estimators(AMLE) of the scale and location parameters of the gamma distribution. We compare the proposed estimators with the maximum likelihood estimators(MLE) in the sense of the mean squared errors(MSE) through Monte Carlo method.

• Journal of the Korean Data and Information Science Society
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• 제25권3호
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• pp.633-641
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• 2014

The exponential distibution is one of the most popular distributions in analyzing the lifetime data. In this paper, we propose multiply Type I hybrid censoring. And this paper presents the statistical inference on the scale parameter for the exponential distribution when samples are multiply Type I hybrid censoring. The scale parameter is estimated by approximate maximum likelihood estimation methods using two different Taylor series expansion types ($AMLE_I$, $AMLE_{II}$). We also obtain the maximum likelihood estimator (MLE) of the scale parameter ${\sigma}$ under the proposed multiply Type I hybrid censored samples. We compare the estimators in the sense of the root mean square error (RMSE). The simulation procedure is repeated 10,000 times for the sample size n=20 and 40 and various censored schemes. The $AMLE_{II}$ is better than $AMLE_I$ in the sense of the RMSE.

• Journal of the Korean Data and Information Science Society
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• 제25권6호
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• pp.1581-1589
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• 2014

In this paper, we consider maximum likelihood estimators of the location and scale parameters for the half-logistic distribution when samples are multiply Type I hybrid censored. The scale parameter is estimated by approximate maximum likelihood estimation methods using two different Taylor series expansion types ($\hat{\sigma}_I$, $\hat{\sigma}_{II}$). We compare the estimators in the sense of the root mean square error (RMSE). The simulation procedure is repeated 10,000 times for the sample size n=20 and 40 and various censored schemes. The approximate MLE of the second type is better than that of the first type in the sense of the RMSE. Further an illustrative example with the real data is presented.

• 한국수자원학회논문집
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• 제40권11호
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• pp.851-859
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• 2007

본 연구에서는 역사자료를 이용하는 대표적인 빈도해석방법들을 이용하여 측우기관측자료의 유용성을 검토해 보았다. 근대관측자료와 역사적관측자료를 이용하여 2모수 대수정규분포를 유도하기 위해 중도절단자료에 대한 최우도법과 이항중도절단자료에 대한 최우도법을 적용하여 모수를 추정하였다. 그 결과, 근대관측자료와 측우기관측자료를 이용하여 최우도법을 적용한 경우가 근대자료만을 이용한 경우와 비교하여 평균과 표준편차가 모두 작게 산정되는것을 알 수 있었다. 이는 측우기관측자료를 이용함으로서 증가된 자료의 기간에 비하여 관측된 자료에서 큰 값이 드물게 발생한다는 것을 의미한다. 얻어진 모수를 이용하여 확률강우량을 추정해 본 결과, 모수 추정결과와 유사한 결론을 얻을 수 있었다. 주목할 점은 측우기관측자로의 값을 이용한 중도절단자료에 대한 최우도법과 자료의 개수만을 이용한 이항중도절단자료에 대한 최우도법으로부터 얻어진 확률강우량이 대체로 비슷하게 나타난다는 것이다. 본 연구의 결과는 정량적인 값으로 나타나지 않는 조선왕조실록과 같은 국내의 역사적 자료를 빈도해석에 효과적으로 이용할 수 있다는 것을 의미하며 이는 빈도해석을 위한 자료의 양적 증가를 의미하는 것이기도 하다.

• Journal of the Korean Data and Information Science Society
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• 제4권
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• pp.13-30
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• 1993

We propose the ordered least squares estimators(OLSE's) of the parameters and the p-th quantiles for the two-parameter Weibull regression model under the Type II censoring, The Monte Carlo simulations are performed to compare the proposed estimators with the maximum likelihood estimators(MLE's), and it is shown that the proposed estimators are slightly better than MLE's as the censoring rate goes up.