• ETRI Journal
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• v.16 no.1
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• pp.17-34
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• 1994

In this paper, we present an architecture of the constant false alarm rate (CFAR) detector called the generalized order statistics (GOS) CFAR detector, which covers various order statistics (OS) and cell-averaging (CA) CFAR detectors as special cases. For the proposed GOS CFAR detector, we obtain unified formulas for the false alarm and detection probabilities. By properly choosing coefficients of the GOS CFAR detector, one can utilize any combination of ordered samples to estimate the background noise level. Thus, if we use a reference window of size N, we can realize $(2^N-1)$ kinds of CFAR processors and obtain their performances from the unified formulas. Some examples are the CA, the OS, the censored mean level, and the trimmed mean CFAR detectors. As an application of the GOS CFAR detector to multiple target detection, we propose an algorithm called the adaptive mean level detector, which censors adaptively the interfering target returns in a reference window.

• Journal of applied mathematics & informatics
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• v.5 no.1
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• pp.201-212
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• 1998

In the present paper we define the codes which assign D-alphabet one-one codeword to each outcome of a random variable and the functions which represent possible transormations from one-one codes of size D to suitable codes. By using these functions we obtain lower bounds on the exponentiated mean codeword length for one-one codes in terms of the generalized entropy of order $\alpha$ and type $\beta$ and study the particular cases also.

• Communications for Statistical Applications and Methods
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• v.23 no.5
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• pp.363-383
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• 2016

The Weibull family of lifetime distributions play a fundamental role in reliability engineering and life testing problems. This paper investigates the potential usefulness of transmuted new generalized Weibull (TNGW) distribution for modeling lifetime data. This distribution is an important competitive model that contains twenty-three lifetime distributions as special cases. We can obtain the TNGW distribution using the quadratic rank transmutation map (QRTM) technique. We derive the analytical shapes of the density and hazard functions for graphical illustrations. In addition, we explore some mathematical properties of the TNGW model including expressions for the quantile function, moments, entropies, mean deviation, Bonferroni and Lorenz curves and the moments of order statistics. The method of maximum likelihood is used to estimate the model parameters. Finally the applicability of the TNGW model is presented using nicotine in cigarettes data for illustration.

• Journal of the Korean Statistical Society
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• v.36 no.1
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• pp.93-109
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• 2007

Gamma distributions are some of the most popular models for hydrological processes. In this paper, a very flexible family which contains the gamma distribution as a particular case is introduced. Evidence of flexibility is shown by examining the shape of its pdf and the associated hazard rate function. A comprehensive treatment of the mathematical properties is provided by deriving expressions for the nth moment, moment generating function, characteristic function, Renyi entropy and the asymptotic distribution of the extreme order statistics. Estimation and simulation issues are also considered. Finally, a detailed application to drought data from the State of Nebraska is illustrated.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.35S no.6
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• pp.19-24
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• 1998

In this paper, a new closed form expression for the average symbol error rate(SER) of generalized selection combining(SC), whereby the two(three) signals with the two(three) largest amplitudes are combined from the original diversity branches in the channel, for MPSK signals in a frequency-nonselective slowly m-distributed Nakagami fading channel is derived. In order to analyze the error performance for a generalized SC, the Order-Statistics is applied. To derive the SER of MPSK signals with SC, the new expression of pdf is introduced and many other mathematical methods are used. Comparing the derived SER with that of MRC, we find adequate diversity branch number from total Lth-order diversity branches.

• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.1381-1395
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• 2009

Mixed type second order dual to the non-differentiable problem containing support functions is formulated and duality theorems are proved under generalized second order convexity conditions. It is pointed out that the mixed type duality results already reported in the literature are the special cases of our results.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.171-178
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• 2013

In this paper, we develop noninformative priors for the generalized Pareto distribution when the parameter of interest is the shape parameter. We developed the first order and the second order matching priors.We revealed that the second order matching prior does not exist. It turns out that the reference prior satisfies a first order matching criterion, but Jeffrey's prior is not a first order matching prior. Some simulation study is performed and a real example is given.

• Journal of the Korean Statistical Society
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• v.36 no.1
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• pp.111-127
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• 2007

The logistic distribution is generalized using the Marshall-Olkin scheme and its generalization. Some properties are studied. First order autoregressive time series model with Marshall-Olkin semi-logistic distribution as marginal is developed and studied.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.821-827
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• 2012

In this study, we propose a new nonparametric test procedure for the multivariate data. In order to accommodate the generalized alternatives for the multivariate case, we construct test statistics via-values with some useful combining functions. Then we illustrate our procedure with an example and compare efficiency among the combining functions through a simulation study. Finally we discuss some interesting features related with the new nonparametric test as concluding remarks.