• Journal of the Korean Statistical Society
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• 제33권3호
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• pp.303-312
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• 2004

The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter. This is the peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose non parametric maximum likelihood estimators of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

• Journal of applied mathematics & informatics
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• 제5권1호
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• pp.41-50
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• 1998

There are various notions of partial ordering between life-times of systems; stochastic ordering failure rate ordering and likeli-hood ration ordering. In this paper we show that for series systems with non i.i.d. exponential lifetimes of components standby redundancy at component level is better than that at system level in failure rate or-dering and likelihood ratio ordering. We also demonstrate that for 2-component parallel systems with i.i.d. exponential lifetimes of com-ponents standby system redundancy is better than standby component redundancy in failure rate ordering and likelihood ratio ordering.

• Journal of the Korean Data and Information Science Society
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• 제12권1호
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• pp.71-78
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• 2001

Three test statistics are proposed for the presence of seasonality in multiplicative seasonal time series models. Further their common limiting distribution is derived under some assumptions.

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

• International Journal of Reliability and Applications
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• 제15권1호
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• pp.65-76
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• 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
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• 제14권1호
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• pp.27-39
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• 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.

• 응용통계연구
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• 제26권1호
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• pp.15-22
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• 2013

임상연구나 역학조사에서 $2{\times}2$ 분할표는 요약통계를 표현하는데 매우 유용하게 활용된다. 이때 $2{\times}2$ 분할표의 셀값들은 위험비, 상대위험비, 또는 승산비 등과 같은 척도를 계산하는데 이용된다. 본 논문에서는 민감도, 특이도, 예측도, 우도비와 같은 진단 측도들 간의 관계를 쉽게 이해할 수 있도록 MS-office 액셀을 이용한 방사형 그래프를 통해 시각화하는 개선된 방법을 제안하였다. 몇 가지 수치적 예제를 활용하여 제안된 방법의 활용성을 제시하였다.

• Journal of the Korean Statistical Society
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• 제32권1호
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• pp.1-10
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• 2003

We consider obtaining graphical summaries of uncertainty in estimates of parameters in nonlinear models. A nonlinear constrained optimization algorithm is developed for likelihood based confidence intervals for the functions of parameters in the model The results are applied to the problem of finding significance levels in nonlinear models.

• Journal of the Korean Statistical Society
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• 제21권1호
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• pp.14-26
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• 1992

In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing multisample sphericity have been derived in the null and nonnull cases when the alternatives are close to the null hypothesis. These expansions are obtained in the form of series of data distributions.

• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.347-355
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• 2001

We propose a method for detecting influential observations that have a large influence on the likelihood ratio test statistic for the two sets of variables are uncorrelated with one another. For this purpose we derive a local influence measure for the likelihood ratio test statistic under certain perturbation scheme. An illustrative example is given to show the effectiveness of the proposed method on the identification of influential observations.