• Communications for Statistical Applications and Methods
• /
• v.1 no.1
• /
• pp.10-19
• /
• 1994

We study the change-point problem in the context of system reliability models. The maximum likelihood estimators are obtained based on the Jelinski and Moranda model. To find the approximate distribution of the change-point estimator, we suggest of parametric bootstrap method in which the estimators are substituted in the assumed model. Through an example we illustrate the proposed method.

• Journal of Korean Society for Quality Management
• /
• v.15 no.2
• /
• pp.61-68
• /
• 1987

This paper considers the estimation of the parameters of a normal population from which a sample which has been censored at a known point is obtained. Simple estimators are presented which are given in closed forms. It is shown that maximum likelihood estimators are obtained by using the estimation procedure iteratively. Some computer simulation results are given.

• Journal of the Korean Data and Information Science Society
• /
• v.26 no.1
• /
• pp.261-269
• /
• 2015

Nowadays the application of change point analysis has been indispensable in a wide range of areas such as quality control, finance, environmetrics, medicine, geographics, and engineering. Identification of times where process changes would help minimize the consequences that might happen afterwards. The main objective of this paper is to compare the change-point detection capabilities of Bayesian estimate and maximum likelihood estimate. We applied Bayesian and maximum likelihood techniques to formulate change points having a step change and multiple number of change points in a Poisson rate. After a signal from c-chart and Poisson cumulative sum control charts have been detected, Monte Carlo simulation has been applied to investigate the performance of Bayesian and maximum likelihood estimation. Change point detection capacities of Bayesian and maximum likelihood estimation techniques have been investigated through simulation. It has been found that the Bayesian estimates outperforms standard control charts well specially when there exists a small to medium size of step change. Moreover, it performs convincingly well in comparison with the maximum like-lihood estimator and remains good choice specially in confidence interval statistical inference.

• Communications for Statistical Applications and Methods
• /
• v.9 no.3
• /
• pp.753-763
• /
• 2002

When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.

• Journal of Korean Society for Quality Management
• /
• v.14 no.1
• /
• pp.2-10
• /
• 1986

In this paper t he minimum variance unbiased, maximum likelihood and empirical estimators of the probability $P_r$ ($X_1<Y<X_2$) are obtained, where $X_1$, $X_2$ and Y are mutually independent exponential random variables. Comparison of estimators is discussed in the last section for illustraition.

• Journal of the Korean Data and Information Science Society
• /
• v.8 no.1
• /
• pp.31-39
• /
• 1997

we shall propose some Bayes estimators and some generalized maximum likelihood estimators for reliability of a two-unit hot standby system with perfect switch based upon a complete sample of failure times observed from the exponential model and compare the peformances of the proposed estimators in terms of mean squared error.

• Journal of the Korean Data and Information Science Society
• /
• v.6 no.1
• /
• pp.97-103
• /
• 1995

In this paper, we propose estimators of Gini index of the exponential distribution. We also obtain the distribution and the moments of the proposed estimators. The moments of the proposed estimators are derived by special function. We compare the maximum likelihood estimator (MLE) of Gini index with the proposed estimator of Gini index in the sense of MSE through Monte Carlo Method.

• Journal of the Korean Data and Information Science Society
• /
• v.7 no.2
• /
• pp.263-272
• /
• 1996

In this parer, under random censorship model, an estimation of scale and shape parameters in Weibull lifetime model is considered. Based on nonparametric estimator of survival function, the least square method is proposed. The proposed estimation method is simple and the performance of the proposed estimator is as efficient as maximum likelihood estimators. An example is presented, using field winding data. Simulation studies are performed to compare the performaces of the proposed estimator and maximum likelihood estimator.

• The Korean Journal of Applied Statistics
• /
• v.30 no.1
• /
• pp.95-102
• /
• 2017

Gamma generalized linear models have received less attention than Poisson and binomial generalized linear models. Therefore, many old-established statistical techniques are still used in gamma generalized linear models. In particular, existing literature and textbooks still use approximate estimates for the dispersion parameter. In this paper we study the efficiency of various dispersion parameter estimators in gamma generalized linear models and perform numerical simulations. Numerical studies show that the maximum likelihood estimator and Cox-Reid adjusted maximum likelihood estimator are recommended and that approximate estimates should be avoided in practice.

• Journal of the Korean Data and Information Science Society
• /
• v.20 no.6
• /
• pp.1169-1175
• /
• 2009

In this paper, the inferences of data obtained from periodic inspection and type I censoring for the step-stress accelerated life test are studied. The exponential distribution with a failure rate function that a log-linear function of stress and the tampered failure rate model are considered. The maximum likelihood estimators of the model parameters are estimated and also the optimal stress change time which minimize the asymptotic variance of maximum likelihood estimators of parameters is determined. A numerical example will be given to illustrate the proposed inferential procedures and the sensitivity of the asymptotic variance of the estimated mean by the guessed parameters is investigated.