• Communications for Statistical Applications and Methods
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• 제23권2호
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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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• 제27권1_2호
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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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• 제18권4호
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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.

• 응용통계연구
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• 제25권1호
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• pp.67-79
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• 2012

우리나라 자동차보험 시장은 이미 성숙기에 접어들어 성장률이 감소하고 있는 추세이다. 이러한 시기에는 새로운 고객을 유치하는 것보다도 기존 고객을 유지하는, 즉 가입한 보험회사에 대한 충성도를 높이는 것이 새로운 마케팅 경쟁전략의 목표가 될 수 있을 것이다. 이에 본 연구에서는 개인용 자동차보험시장의 현 경쟁 환경 및 향후 변화될 환경에 맞추어 손해보험회사들이 새로운 자동차보험 마케팅 전략을 수립하는데 도움이 되는 마케팅 전략을 도출 제시하고자 한다. 이를 위하여 자동차보험 가입자를 대상으로 설문조사를 진행하였고, 일반화가법부분선형모형을 활용하여 분석을 시행하여 충성도에 영향을 주는 유의한 고객만족도 요인을 찾아내었다.

• 응용통계연구
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• 제33권2호
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• pp.147-160
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• 2020

본 논문은 시계열 일반화 선형 모형의 하나인 계수형 시계열 모형에서 중요한 역할을 하는 과거 관측값과 조건부 평균값의 차수를 자동으로 결정하는 알고리즘을 연구한다. 본 알고리즘은 ARIMA 모형의 차수를 기반으로 시계열 일반화 선형 모형의 차수 후보군을 만들고, 차수 후보군의 조합을 이용하여 정보량 기준으로 최종 모형으로 선택한다. 제안된 알고리즘을 평가하기 위하여, 내재적 모형 및 내재적 시계열의 종류에 따른 시뮬레이션 및 실증 분석을 수행하고 예측력을 ARIMA 모형과 비교한다. 예측 성능 평가 결과, 계수형 시계열 분석에서 ARIMA 모형에 비해 시계열 일반화 선형 모형의 예측 성능이 우수함을 확인할 수 있다. 또한 실증분석으로서, 살인사건 발생 건수의 예측결과 ARIMA 모형보다 중기 및 장기 예측에서 우수한 성능을 나타내는 것을 확인할 수 있다.

• Communications for Statistical Applications and Methods
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• 제9권1호
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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.

• 대한수학회지
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• 제54권2호
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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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• 제33권1호
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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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• 제15권1호
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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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• 제9권1호
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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.