• Journal of the Korean Data and Information Science Society
• /
• v.13 no.2
• /
• pp.227-234
• /
• 2002

In this paper, we consider hierarchical Bayes generalized linear models for the analysis of longitudinal count data. Specifically we introduce the hierarchical Bayes random effects models. We discuss implementation of the Bayes procedures via Markov chain Monte Carlo (MCMC) integration techniques. The hierarchical Baye method is illustrated with a real dataset and is compared with other statistical methods.

• Journal of the Korean Statistical Society
• /
• v.33 no.2
• /
• pp.159-167
• /
• 2004

We present a simple approach to finding the stationary workload of M/G/1 queues having generalized vacations and exhaustive service discipline. The approach is based on the level crossing technique. According to the approach, all that we need is the workload at the beginning of a busy period. An example system to which we apply the approach is the M/G/1 queue with both multiple vacations and D-policy.

• Journal of Applied Reliability
• /
• v.2 no.2
• /
• pp.85-97
• /
• 2002

In this paper, partially repairable concurrent spare parts requirement determination problem of newly procured equipment systems is considered. “partially repairable” means that a portion of damaged parts can be recover their function and reused after repairs. A mathematical model is derived for making an CSP requirement determination subject to the constraint of satisfying any given operational availability limitation. We assume that the failure of a part follows a Poisson process and the repair time has an exponential distribution. Using the generalized Lagrange multipliers method, the solution procedure is derived.

• Bulletin of the Korean Mathematical Society
• /
• v.55 no.5
• /
• pp.1599-1619
• /
• 2018

In this paper we study the initial value problem of the non-relativistic Vlasov-Darwin system with generalized variables (VDG). We first prove local existence and uniqueness of a nonnegative classical solution to VDG in three space variables, and establish the blow-up criterion. Then we show that it converges to the well-known Vlasov-Poisson system when the light velocity c tends to infinity in a pointwise sense.

• Journal of Environmental Science International
• /
• v.11 no.10
• /
• pp.1061-1068
• /
• 2002

To identify possible associations with concentrations of ambient air pollutants and daily mortality in Busan, this study assessed the effects of air pollution for the time period 1999-2000. Poisson regression analysis by Generalized Additive Model were conducted considering trend, season, meteorology, and day-of-the-week as confounders in a nonparametric approach. Busan had a 10% increase in mortality in persons aged 65 and older(95% Cl : 1.01-1.10) in association with IQR in $NO_2$(lagged 2 days). An increase of $NO_2$(lagged 2days) was associated with a 4% increase in respiratory mortality(Cl : 1.02-1.11) and CO(lagged 1 day) showed a 3% increase(Cl : 1.00-1.07).

• International Journal of Aeronautical and Space Sciences
• /
• v.18 no.3
• /
• pp.467-473
• /
• 2017

This paper focuses on the investigation of three-dimensional (3D) warping effect on the stiffness constants of composite beams with closed section profiles. A finite element (FE) cross-sectional analysis is developed based on the Reissner's multifield variational principle. The 3D in-plane and out-of-plane warping displacements, and sectional stresses are approximated as linear functions of generalized sectional stress resultants at the global level and as FE shape functions at the local sectional level. The classical elastic couplings are taken into account which include transverse shear and Poisson deformation effects. A generalized Timoshenko level $6{\times}6$ stiffness matrix is computed for closed section composite beams with and without warping. The effect of neglecting the 3D warping on stiffness constants is shown to be significant indicating large errors as high as 93.3%.

• Communications for Statistical Applications and Methods
• /
• v.16 no.5
• /
• pp.803-812
• /
• 2009

The application of extreme value theory to financial data is a fairly recent innovation. The classical annual maximum method is to fit the generalized extreme value distribution to the annual maxima of a data series. An alterative modern method, the so-called threshold method, is to fit the generalized Pareto distribution to the excesses over a high threshold from the data series. A more substantial variant is to take the point-process viewpoint of high-level exceedances. That is, the exceedance times and excess values of a high threshold are viewed as a two-dimensional point process whose limiting form is a non-homogeneous Poisson process. In this paper, we apply the two-dimensional non-homogeneous Poisson process model to daily losses, daily negative log-returns, in the data series of KBW/USD exchange rate, collected from January 4th, 1982 until December 31 st, 2008. The main question is how to estimate extreme quantiles of losses such as the 10-year or 50-year return level.

• Journal of the Korea Society of Computer and Information
• /
• v.10 no.6 s.38
• /
• pp.27-36
• /
• 2005

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates Per fault. This Paper Proposes reliability model using the generalized gamma distribution, which can capture the monotonic increasing(or monotonic decreasing) nature of the failure occurrence rate per fault. Equations to estimate the parameters of the generalized gamma finite failure NHPP model based on failure data collected in the form of interfailure times are developed. For the sake of proposing shape parameter of the generalized gamma distribution, used to the special pattern. Data set, where the underlying failure process could not be adequately described by the knowing models, which motivated the development of the gamma or Weibull model. Analysis of failure data set for the generalized gamma modell, using arithmetic and Laplace trend tests . goodness-of-fit test, bias tests is presented.

• The Korean Journal of Applied Statistics
• /
• v.8 no.2
• /
• pp.147-161
• /
• 1995

The primary objective of this paper is to review parametric models and test statistics related to overdspersion of count data. Poisson or binomial assumption often fails to explain overdispersion. We reviewed real examples of overdispersion in count data that occurred in toxicological or teratological experiments. We also reviewed several models that were suggested for implementing experiments. We also reviewed several models that were suggested for implementing the extra-binomial variation or hyper-Poisson variability, and we noted how these models were generalized and further developed. The approaches that have been suggested for the overdispersion fall into two broad categories. The one is to develop a parametric model for it, and the other is to assume a particular relationship between the variance and the mean of the response variable and to derive a score test staistics for detecting the overdispersion. Recently, Dean(1992) derived a general score test statistics for detecting overdispersion from the exponential family.

• Journal of the Korean Data and Information Science Society
• /
• v.27 no.5
• /
• pp.1337-1347
• /
• 2016

This study investigates factors affecting the number of insurance solicitor's turnovers of life insurance companies based on questionnaire about them. Since the response variable which is the number of insurance solicitor's turnovers is count data, it is analyzed by Poisson regression which is one of generalized regression. When work year in current company, which is direct influential factor on the number of insurance solicitor's turnovers, is controlled, affiliated corporation has been found to be the most influential factor. In addition, age, motivation to work as financial planner, monthly income, a number of average new contract per month, and final education have been identified to be important factors. If insurance solicitor's occupant organization is large company, the number of turnovers becomes small, but if the organization is general agent(GA), it becomes larger. When insurance solicitor's age is high, the number of insurance solicitor's turnovers are reduced. If the motivation to become a financial planner is due to acquaintance such as family and relatives, the number of turnovers becomes small.