• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.147-161
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• 2016

This paper introduces the four parameter new generalized inverse Weibull distribution and investigates the potential usefulness of this model with application to reliability data from engineering studies. The new extended model has upside-down hazard rate function and provides an alternative to existing lifetime distributions. Various structural properties of the new distribution are derived that include explicit expressions for the moments, moment generating function, quantile function and the moments of order statistics. The estimation of model parameters are performed by the method of maximum likelihood and evaluate the performance of maximum likelihood estimation using simulation.

• Journal of applied mathematics & informatics
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• v.27 no.1_2
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• pp.245-257
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• 2009

A mixed type dual for multiobjective variational problem involving higher order derivatives is formulated and various duality results under generalized invexity are established. Special cases are generated and it is also pointed out that our results can be viewed as a dynamic generalization of existing results in the static programming.

• Communications for Statistical Applications and Methods
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• v.18 no.4
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• pp.467-475
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• 2011

This paper develops the noninformative priors for the stress-strength reliability from one parameter generalized exponential distributions. When this reliability is a parameter of interest, we develop the first, second order matching priors, reference priors in its order of importance in parameters and Jeffreys' prior. We reveal that these probability matching priors are not the alternative coverage probability matching prior or a highest posterior density matching prior, a cumulative distribution function matching prior. In addition, we reveal that the one-at-a-time reference prior and Jeffreys' prior are actually a second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study and a provided example.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.67-79
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• 2012

The car insurance market in Korea has already entered (or is in the process of entry) a mature market that is characterized by increased competition by market participants. Participants are expected to compete more intensively in order to survive. Together with a slowdown in market growth the goal of non-life insurers' marketing strategies is to enhance existing customer loyalty because it is easier to raise their loyalty via customer satisfaction than to attract new customers in a stagnant market. In this article, we investigate what factors affect customer loyalty, and suggest some specific ways to establish and implement marketing strategies. We use a generalized additive partial linear model in order to find some significant factors.

• The Korean Journal of Applied Statistics
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• v.33 no.2
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• pp.147-160
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• 2020

In this paper, we study an algorithm that automatically determines the orders of past observations and conditional mean values that play an important role in count time series models. Based on the orders of the ARIMA model, the algorithm constitutes the order candidates group for time series generalized linear models and selects the final model based on information criterion among the combinations of the order candidates group. To evaluate the proposed algorithm, we perform small simulations and empirical analysis according to underlying models and time series as well as compare forecasting performances with the ARIMA model. The results of the comparison confirm that the time series generalized linear model offers better performance than the ARIMA model for the count time series analysis. In addition, the empirical analysis shows better performance in mid and long term forecasting than the ARIMA model.

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.13-19
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• 2002

In nonparametric entropy estimation, both mass and mean-preserving maximum entropy distribution (Theil, 1980) and the underlying distribution of the sample entropy (Vasicek, 1976), the most widely used entropy estimator, consist of nb mass-preserving densities based on disjoint Intervals of the simple averages of two adjacent order statistics. In this paper, we notice that those nonparametric density functions do not actually keep the mass-preserving constraint, and propose a modified sample entropy by considering the generalized 0-statistics (Kaigh and Driscoll, 1987) in averaging two adjacent order statistics. We consider the proposed estimator in a goodness of fit test for normality and compare its performance with that of the sample entropy.

• Journal of the Korean Mathematical Society
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• v.54 no.2
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• pp.575-598
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• 2017

This paper introduces and studies a generalization of the classical Struve function of order p given by $$_aS_{p,c}(x):=\sum\limits_{k=0}^{\infty}\frac{(-c)^k}{{\Gamma}(ak+p+\frac{3}{2}){\Gamma}(k+\frac{3}{2})}(\frac{x}{2})^{2k+p+1}$$. Representation formulae are derived for $_aS_{p,c}$. Further the function $_aS_{p,c}$ is shown to be a solution of an (a + 1)-order differential equation. Monotonicity and log-convexity properties for the generalized Struve function $_aS_{p,c}$ are investigated, particulary for the case c = -1. As a consequence, $Tur{\acute{a}}n$-type inequalities are established. For a = 2 and c = -1, dominant and subordinant functions are obtained for the Struve function $_2S_{p,-1}$.

• Journal of the Korean Statistical Society
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• v.33 no.1
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• pp.59-78
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• 2004

A regression function in generalized linear model may have a discontinuity/change point at unknown location. In order to estimate the location of the discontinuity point and its jump size, the strategy is to use a nonparametric approach based on one-sided kernel weighted local-likelihood functions. Weak convergences of the proposed estimators are established. The finite-sample performances of the proposed estimators with practical aspects are illustrated by simulated examples.

• International Journal of Reliability and Applications
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• v.15 no.1
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• pp.1-9
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• 2014

Let X and $X_t$ denote the lifetime and the residual life at age t, respectively. X is said to be a NBUL (new better than used in Laplace transform order) random variable if $X_t$ is smaller than X in Laplace order, i.e., $X_t{\leq}_{LT}X$. We propose a new test statistics for testing exponentiality versus NBUL class of life distribution. The tests by Hollender and Proschan (1975) and the generalized Hollender and Proschan test by Ains and Mitra (2011) are considered as special cases of the our of test statistics. Our proposed test statistics is simple, consistent and asymptotically normal. Efficiency and powers of the test statistics for some commonly used distributions in reliability are discussed. Finally, real examples are presented to illustrate the theoretical results.

• Journal of applied mathematics & informatics
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• v.9 no.1
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• pp.289-301
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• 2002

This paper considers the Bayesian analysis of the regression model wish autoregressive errors. The Bayesian approach for finding the order p of autoregressive error is proposed and the proposed method can be simplified by generalized Savage-Dicky density ratio(Verdinelli and Wasser-man, [18]). And the Markov chain Monte Carlo method(Gibbs sample, [7]) is used in order to overcome the difficulty of Bayesian computations. Final1y, several examples are used to illustrate our proposed methodology.