• Journal of the Korean Statistical Society
• /
• 제26권1호
• /
• pp.23-30
• /
• 1997

We show that the Maximum Penalized Likelihood Estimate uniquely exits in a Sobolve spece which consists of bivariate density functions. The Maximum Penalized Likehood Estimate is represented as the square of the sum of the solutions of the Modified Helmholtz's equation on the compact subset of R$^{2}$.

• 대한안전경영과학회지
• /
• 제8권2호
• /
• pp.61-70
• /
• 2006

The likelihood of failure by the corrosion of high temperature $H_2S/H_2$, which affect to a risk of facilities, was analyzed through the risk based-inspection using API-581 BRD. We found that the corrosion rate was increased as temperature and $H_2S$ concentration were increased. Also, the technical module subfactor(TMSF) was increased as an used you increased, material thickness decreased, inspection number decreased, and inspection effectiveness increased. In these conditions, the maximum value of TMSF was not varied, but the TMSF was sensitively varied at low temperature for high concentration of $H_2S$.

• 대한원격탐사학회:학술대회논문집
• /
• 대한원격탐사학회 2003년도 Proceedings of ACRS 2003 ISRS
• /
• pp.132-134
• /
• 2003

The likelihood ratio, logistic regression and artificial neural networks methods are applied and verified for analysis of landslide susceptibility in Yongin, Korea using GIS. From a spatial database containing such data as landslide location, topography, soil, forest, geology and land use, the 14 landsliderelated factors were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by likelihood ratio, logistic regression and artificial neural network methods. Before the calculation, the study area was divided into two sides (west and east) of equal area, for verification of the methods. Thus, the west side was used to assess the landslide susceptibility, and the east side was used to verify the derived susceptibility. The results of the landslide susceptibility analysis were verified using success and prediction rates. The v erification results showed satisfactory agreement between the susceptibility map and the exis ting data on landslide locations.

• Journal of the Korean Statistical Society
• /
• 제23권2호
• /
• pp.349-365
• /
• 1994

We develop in this paper the likelihood ratio test (LRT) for testing $H_1 : F_1 \preceq F_2$ against $H_2 - H_1$ where $H_2$ imposes no restriction on $F_1$ and $F_2$ and '$\preceq$' means failure rate ordering. Both one and two-sample problems will be considered. In the one-sample case, one of the two distributions is known, while we assume in the other case both are unknown. We derive the asymptotic null distribution of the LRT statistic which will be of chi-bar-square type. The main issue here is to determine the least favorable distribution which is stochastically largest within the class of null distributions.

• Communications for Statistical Applications and Methods
• /
• 제17권3호
• /
• pp.441-450
• /
• 2010

In this paper we consider the problem of forecasting binomial time series, modelled by the binomial autoregressive model. This paper considers proposed by McKenzie (1985) and is extended to a higher order by $Wei{\ss}$(2009). Since the binomial autoregressive model is a Markov chain, we can apply the earlier work of Bu and McCabe (2008) for integer valued autoregressive(INAR) model to the binomial autoregressive model. We will discuss how to compute the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$ when T periods are used in fitting. Then we obtain the maximum likelihood estimator of binomial autoregressive model and use it to derive the maximum likelihood estimator of the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$. The methodology is illustrated by applying it to a data set previously analyzed by $Wei{\ss}$(2009).

• 한국정밀공학회:학술대회논문집
• /
• 한국정밀공학회 2012년도 추계학술대회 논문집
• /
• pp.67-68
• /
• 2012

• Communications for Statistical Applications and Methods
• /
• 제12권3호
• /
• pp.759-771
• /
• 2005

Twin studies are one of the most widely used methods for quantifying the influence of genetic and environmental factors on some traits such as a life span or a disease. In this paper we propose a genetic mixed linear model for twin survival time data, which allows us to separate the genetic component from the environmental component. Inferences are based upon the hierarchical likelihood (h-likelihood), which provides a statistically efficient and simple unified framework for various random-effect models. We also propose a simple and fast computation method for analyzing a large data set on twin survival study. The new method is illustrated to the survival data in Swedish Twin Registry. A simulation study is carried out to evaluate the performance.

• Journal of applied mathematics & informatics
• /
• 제9권2호
• /
• pp.771-785
• /
• 2002

Many industries like energy, utilities, ice cream and leisure sports are closely related to the weather. In order to hedge weather related risks, they invest their assets with portfolios like option, coupons, future, and other weather derivatives. Among weather related derivatives, CDD and HDD index options are mainly transacted between companies. In this paper, the autocorrelation system of temperature will be checked for several cities in Korea and the parameter estimation will be carried based on the maximum likelihood estimation. Since the log likelihood increase as the number of parameters increases, we adopt the Schwarz information criterion .

• International Journal of Reliability and Applications
• /
• 제15권1호
• /
• pp.65-76
• /
• 2014

In this article, a new model based on Lomax distribution is introduced. This new model is both useful and practical in areas such as economic, reliability and life testing. Some statistical properties of this model are presented including moments, hazard rate, reversed hazard rate, mean residual life and mean inactivity time functions, among others. It is also shown that the distributions of the new model are ordered with respect to the strongest likelihood ratio ordering. The method of moment and maximum likelihood estimation are used to estimates the unknown parameters. Simulation is utilized to calculate the unknown shape parameter and to study its properties. Finally, to illustrate the concepts, the appropriateness of the new model for real data sets are included.

• International Journal of Reliability and Applications
• /
• 제14권1호
• /
• pp.27-39
• /
• 2013

In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.