• Communications for Statistical Applications and Methods
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• v.26 no.5
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• pp.445-461
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• 2019

It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

• Proceedings of the KSRS Conference
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• 2007.03a
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• pp.126-129
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• 2007

In this paper, an iterative MAP approach using a Bayesian model based on the lognormal distribution for image intensity and a GRF for image texture is proposed for despeckling the SAR images that are corrupted by multiplicative speckle noise. When the image intensity is logarithmically transformed, the speckle noise is approximately Gaussian additive noise, and it tends to a normal probability much faster than the intensity distribution. The MRF is incorporated into digital image analysis by viewing pixel type s as states of molecules in a lattice-like physical system defined on a GRF. Because of the MRFGRF equivalence, the assignment of an energy function to the physical system determines its Gibbs measure, which is used to model molecular mteractions. The proposed adaptive iterative method was evaluated using simulation data generated by the Monte Carlo method. In the extensive experiments of this study, the proposed method demonstrated the capability to relax speckle noise and estimate noise-free intensity.

• Journal of the Korea Safety Management & Science
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• v.1 no.1
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• pp.123-134
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• 1999

There are several models for process quality assurance by quality system (ISO 9000), process capability analysis, acceptance control chart and so on. When a high level process capability has been achieved, it takes a long time to monitor the process shift, so it is sometimes necessary to develop a quicker monitoring system. To achieve a quicker quality assurance model for high-reliability process, this paper presents a model for process quality assurance when the fraction nonconforming is very small. We design an acceptance control chart based on variable quality characteristic and time-censored accelerated testing. The distribution of the characteristics is assumed to be normal or lognormal with a location parameter of the distribution that is a linear function of a stress. The design parameters are sample size, control limits and sample proportions allocated to low stress. These paramaters are obtained under minimization of the relative variance of the MLE of location parameter subject to APL and RPL constraints.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.25 no.10A
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• pp.1521-1528
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• 2000

In this paper we analyze the performance of a DS/CDMA system in LEO mobile satellite channels. The channel uses the Extended Suzuki model which is the product of a Rician distribution having a LOS component and a lognormal distribution due to shadowing. We assume that the signal transmitted from the satellite to the mobile undergoes the same fading for the whole coverage of signal's beam. The average bit error probabilities of double coverage system is calculated in this paper. The interference resulting from the reference satellite is calculated for mobile located in the middle of the double coverage region whereas the additive interference from next-satellite is included for mobile located in the edge of the double coverage region. The performance of the mobile's receiving signal is dependent on shadowing and the interference of the next-satellite. We can obtain an obtain an improved average bit error probability by using dual diversity over the conventional correlated receiver for similar shadowing conditions in the coverage area of the satellite channel.

• Korean Management Science Review
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• v.25 no.3
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• pp.1-12
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• 2008

The Swaption is one of the popular Interest rates derivatives. In spite of such a popularity, the swaption pricing formula is hard to derived within the theoretical consistency. Most of swaption pricing model are heavily depending on the simulation technique. We present a new class of swaption model based on the multi-factor HJM levy-mixture model. A key contribution of this paper is to provide a generalized swaption pricing formula encompassing many market stylize facts. We provide an approximated closed form solution of the swaption price using the Gram-Charlier expansion. Specifically, the solution form is similar to the market models, since our approximation is based on the Lognormal distribution. It can be directly compared with the traditional Black's formula when the size of third and fourth moments are not so large. The proposed extended levy model is also expected to be capable of producing the volatility smiles and skewness.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.22 no.1
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• pp.61-69
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• 1998

Vapor Axial Deposition (VAD), one of optical fiber preform fabrication processes, is performed by deposition of submicron-size silica particles that are synthesized by combustion of raw chemical materials. In this study, flow field is assumed to be a forced uniform flow perpendicularly impinging on a rotating disk. Similarity solutions obtained in our previous study are utilized to solve the particle transport equation. The particles are approximated to be in a polydisperse state that satisfies a lognormal size distribution. A moment model is used in order to predict distributions of particle number density and size simultaneously. Deposition of the particles on the disk is examined considering convection, Brownian diffusion, thermophoresis, and coagulation with variations of the forced flow velocity and the disk rotating velocity. The deposition rate and the efficiency directly increase as the flow velocity increases, resulting from that the increase of the forced flow velocity causes thinner thermal and diffusion boundary layer thicknesses and thus causes the increase of thermophoretic drift and Brownian diffusion of the particles toward the disk. However, the increase of the disk rotating speed does not result in the direct increase of the deposition rate and the deposition efficiency. Slower flow velocity causes extension of the time scale for coagulation and thus yields larger mean particle size and its geometric standard deviation at the deposition surface. In the case of coagulation starting farther from the deposition surface, coagulation effects increases, resulting in the increase of the particle size and the decrease of the deposition rate at the surface.

• Proceedings of the KSRS Conference
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• 2007.10a
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• pp.270-273
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• 2007

In this paper, a SAR-despeck1ing approach of adaptive iteration based a Bayesian model using the lognormal distribution for image intensity and a Gibbs random field (GRF) for image texture is proposed for noise removal of the images that are corrupted by multiplicative speckle noise. When the image intensity is logarithmically transformed, the speckle noise is approximately Gaussian additive noise, and it tends to a normal probability much faster than the intensity distribution. The MRF is incorporated into digital image analysis by viewing pixel types as states of molecules in a lattice-like physical system. The iterative approach based on MRF is very effective for the inner areas of regions in the observed scene, but may result in yielding false reconstruction around the boundaries due to using wrong information of adjacent regions with different characteristics. The proposed method suggests an adaptive approach using variable parameters depending on the location of reconstructed area, that is, how near to the boundary. The proximity of boundary is estimated by the statistics based on edge value, standard deviation, entropy, and the 4th moment of intensity distribution.

• The Korean Journal of Applied Statistics
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• v.6 no.2
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• pp.435-442
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• 1993

For the generalized gamma distribution, exact inferences about quantiles need many computations involving complicated numerical integrations. This paper suggests approximate confidence intervals which are easily obtained by considering the alternative location-scale model. Also, these intervals are very accurate even for small sample size. Approximate confidence intervals about quantiles in the lognormal distribution are also considered. With type 2 censoring data, approximate confidence intervals can also be obtained directly by the suggested methods.

• Korean Journal of Remote Sensing
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• v.23 no.1
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• pp.33-42
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• 2007

In this paper, an iterative MAP approach using a Bayesian model based on the lognormal distribution for image intensity and a GRF for image texture is proposed for despeckling the SAR images that are corrupted by multiplicative speckle noise. When the image intensity is logarithmically transformed, the speckle noise is approximately Gaussian additive noise, and it tends to a normal probability much faster than the intensity distribution. MRFs have been used to model spatially correlated and signal-dependent phenomena for SAR speckled images. The MRF is incorporated into digital image analysis by viewing pixel types as slates of molecules in a lattice-like physical system defined on a GRF Because of the MRF-SRF equivalence, the assignment of an energy function to the physical system determines its Gibbs measure, which is used to model molecular interactions. The proposed Point-Jacobian Iterative MAP estimation method was first evaluated using simulation data generated by the Monte Carlo method. The methodology was then applied to data acquired by the ESA's ERS satellite on Nonsan area of Korean Peninsula. In the extensive experiments of this study, The proposed method demonstrated the capability to relax speckle noise and estimate noise-free intensity.

• Journal of Korean Society for Quality Management
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• v.43 no.3
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• pp.409-420
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• 2015

Purpose: This study is to estimate the life of elevator wire rope by using the accelerated degradation test with two accelerating variables of applied load and corrosion. Methods: Linear regression method is used to find the pseudo life of elevator wire rope at each combination of accelerating variables and the median life of elevator wire rope at use condition is estimated under the assumption that the life of elevator wire rope follows lognormal distribution. Results: The particular case study demonstrated that the results of the elevator wire life estimation by using the proposed method can provide the better solutions than existing methods. Conclusion: It can be economical to use accelerated degradation model for estimating the life of elevator wire rope.