• 응용통계연구
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• 제30권5호
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• pp.775-791
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• 2017

이진 데이터는 일상 생활에서 자주 접할 수 있는 데이터이다. 이진 데이터를 회귀 분석하는 방법으로 로지스틱(Logistic), 프로빗(Probit), Cauchit, Complementary log-log 모형이 주로 쓰이는데, 이 방법 이외에도 Liu(2004)가 제시한 t 분포를 이용한 로빗(Robit) 모형, Kim 등 (2008)에서 제시한 일반화 t-link 모형을 이용한 방법 등이 있다. 유연한 분포를 이용하면 유연한 회귀 모형이 가능해지는 점에 착안하여, 이 논문에서는 Theodossiou(1998)에서 제시된 기운 일반화 t 분포 (Skewed Generalized t Distribution)의 이용하여 우도 함수를 최대로 하는 이진 데이터 회귀 모형을 소개한다. 기운 일반화 t 분포를 R glm 함수, R sgt 패키지를 연결하여 이 논문에서 제시한 방법을 R로 분석할 수 있는 방법을 소개하고, 피마 인디언(Pima Indian) 데이터를 분석한다.

• Communications for Statistical Applications and Methods
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• 제24권4호
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• pp.353-365
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• 2017

In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

• Journal of the Korean Data and Information Science Society
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• 제21권3호
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• pp.581-587
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• 2010

We shall propose several estimators for the scale parameter in a uniform distri-bution with a generalized uniform outlier when the scale parameter is a function of a known exposure level, and obtain expectations and variances for their proposed estima-tors. And we shall compare numerically efficiencies for proposed estimators of changed parameters of the scale in the small sample sizes.

• Journal of applied mathematics & informatics
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• 제27권3_4호
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• pp.591-601
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• 2009

In the present paper, one new generalized 'useful' information generating function and two new relative 'useful' information generating functions have been defined with their particular and limiting cases. It is interesting to note that differentiations of these information generating functions at t=0 or t=1 give some known and unknown generalized measures of useful information and 'useful' relative information. The information generating functions facilitates to compute various measures and that has been illustrated by applying these information generating functions for Uniform, Geometric and Exponential probability distributions.

• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.753-758
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• 2004

A generalization of gamma distribution is defined by slightly modifying the form of Kobayashi's generalized gamma function(1991). We define a new extended gamma distribution and study some properties of this distribution.

• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1309-1317
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• 2013

일반화 지수분포 (generalized exponential distribution)를 따르는 점진 제 1종 구간 중도절단 (progressive type-I interval censoring) 표본에서 모수 추정은 Chen과 Lio (2010)가 최대우도 추정법 (maximum likelihood estimation), 중간점 근사법 (mid-point approximation method), EM 알고리즘 (expectation maximization algorithm), 적률 추정법 (method of moments estimation; MME)으로 하였으며, 그 방법들 중 평균제곱오차 (mean square error; MSE)가 가장 작은 추정법은 중간점 근사법이다. 하지만 중간점 근사법을 바탕으로 최대우도 추정법을 이용하여 모수를 추정하려고 한다면 모수에 대한 해를 전개할 수 없기 때문에 수치 해석적인 방법을 이용하여 추정하여야 한다. 본 논문에서는 이러한 문제를 해결하기 위해서 근사 최대우도 추정법 (approximate maximum likelihood estimation)을 이용하여 두 종류의 모수를 추정하고, 모의실험을 통하여 수치해석학적인 방법을 이용한 중간점 근사법의 해 (estimate of mid-point approximation method; MP)와 제시한 두 가지 추정량을 평균제곱오차 측면에서 비교한다.

• 충청수학회지
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• 제26권3호
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• pp.441-451
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• 2013

In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

• 한국농공학회:학술대회논문집
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• 한국농공학회 2005년도 학술발표논문집
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• pp.284-287
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• 2005

The objective of this study is to check into variation trends of design rainfall according to change of the number of years for observed data. To make comparative study of the relation between design rainfall and recorded year, this study was used maximum rainfall for 24-hr consecutive duration at Gangneung, Seoul, Incheon, Chupungnyeong, Pohang, Daegu, Jeonju, Ulsan, Gwangju, Busan, Mokpo and Yeosu rainfall stations. The tests for Independence, Homogeneity and detection of outliers were used Wald-Wolfowitz's test, Mann-Whitney's test and Grubbs and Beck test respectively. To select appopriate distribution, the distribution of genaralized pareto(GPA), generalized extreme value(GEV), generalized logistic(GLO), lognormal and pearson type 3 distribution is judged by L-moment ratio diagram and Kolmogorov-Smirnov (K-S) test. Design rainfall was estimated by at-site frequency analysis using L-moments and Generalized extreme value(GEV) distribution according to change of the number of years for observed data. Through the comparative analysis for design rainfall induced by L-moments and GEV distribution, relationship between design rainfall and recorded year is provided.

• Fisheries and Aquatic Sciences
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• 제23권7호
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• pp.19.1-19.14
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• 2020

Three generalized additive models were applied to the distribution of anchovy eggs and oceanographic factors to determine the occurrence of anchovy spawning grounds in Korean waters and to identify the indicators of their occurrence using survey data from the spring and summer of 1985, 1995, and 2002. Binomial and Gaussian types of generalized additive models (GAM) and quantile generalized additive models (QGAM) revealed that egg density was influenced mostly by ocean temperature and salinity in spring, and the vertical structure of temperature, salinity, dissolved oxygen, and zooplankton biomass during summer in the upper quantiles of egg density. The GAM and QGAM model deviance explained 18.5-63.2% of the egg distribution in summer in the East and West Sea. For the principle component analysis-based GAMs, the variance explained by the final regression model was 27.3-67.0%, higher than the regular models and QGAMs for egg density in the East and West Sea. By analyzing the distribution of anchovy eggs off the Korean coast, our results revealed the optimal temperature and salinity conditions, in addition to high production and high vertical mixing, as the key indicators of the major spawning grounds of anchovies.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.365-382
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• 1997

In this paper we study the behaviors of the generalized Durbin-Watson (DW) statistics when the nonstationary seasonal time series regression model is misspecified. It is observed that when the series is seasonally integrated the generalized DW statistic for the seasonal period order autocorrelation converges in probability to zero while teh generalized DW statistic for the first order autocorrelation has nondegenerate asymptotic distribution. When the series is regularly and seasonally integrated the generalized DW for the first order autocorrelation still converges in probability to zero.