• International Journal of Reliability and Applications
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• v.14 no.1
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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.

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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• pp.187-199
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• 2003

We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

• Journal of the Korean Data and Information Science Society
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• v.15 no.3
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• pp.523-529
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• 2004

In Korea, mathematics education has been changed according to the 7th national mathematics curriculum renovated by the Ministry of Education and Human Resources Development announcement in 1997. The education of probability and Statistics has been carried out as a part of this curriculum. We analyze and compare 3 kinds of mathematics textbooks for 10-12 grade students. Descriptions of random variable, sample variance and sample standard deviation, distribution of sample mean, and etc. which are on some textbooks, are misleaded in school education. We suggest the unbiased estimator of sample variance in textbooks and distributions of sample means with normal population assumption.

• Journal of Communications and Networks
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• v.16 no.6
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• pp.583-591
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• 2014

In wireless communications, knowledge of the signal-to-noise ratio is required in diverse communication applications. In this paper, we derive the variance of the maximum likelihood estimator in the data-aided and non-data-aided schemes for determining the optimal shrinkage factor. The shrinkage factor is usually the constant that is multiplied by the unbiased estimate and it increases the bias slightly while considerably decreasing the variance so that the overall mean squared error decreases. The closed-form biased estimators for binary-phase-shift-keying and quadrature phase-shift-keying systems are then obtained. Simulation results show that the mean squared error of the proposed method is lower than that of the maximum likelihood method for low and moderate signal-to-noise ratio conditions.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.921-929
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• 2014

A bivariate exponential distribution with a location parameter is proposed as a model for a two-component shared load system with a guarantee time. Some statistical properties of the proposed model are investigated. The maximum likelihood estimators and uniformly minimum variance unbiased estimators of the parameters, mean time to failure, and the reliability function of system are obtained with unknown guarantee time. Simulation studies are given to illustrate the results.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.11-18
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• 1999

To estimate the mean and the variance of a lognormal distribution, Finney (1941) derived the uniformly minimun variance unbiased estimators(UMVUE) in the form of infinite series. However, the conditions ${\sigma}^{2}\;>\;n\;and\;{\sigma}^{2}\;<\;\frac{n}{4}$ for computing $E(\hat{\theta}_{AM})\;and\;E(\hat{\eta}^{2}_{AM})$ are necessary. In this paper, we give an alternative derivation of the UMVUE's.

• Structural Engineering and Mechanics
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• v.6 no.6
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• pp.673-691
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• 1998

In this paper, an analytic method to examine the random vibration of multispan Timoshenko frames due to a concentrated load traversing at a constant velocity is presented. A load's magnitude is a stationary process in time with a constant mean value and a variance. Two types of variances of this load are considered: white noise process and cosine process. The effects of both velocity and statistical characteristics of load and span number of the frame on both the mean value and variance of deflection and moment of the structure are investigated. Results obtained from a multispan Timoshenko frame are compared with those of a multispan Bernoulli-Euler frame.

• Structural Engineering and Mechanics
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• v.56 no.5
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• pp.767-785
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• 2015

The stochastic finite element method is employed to obtain a stochastic dynamic model of angled beams subjected to impact loads when uncertain material properties are described by random fields. Using the perturbation technique in conjunction with a precise time integration method, a random analysis approach is developed for efficient analysis of random elastic waves. Formulas for the mean, variance and covariance of displacement, strain and stress are introduced. Statistics of displacement and stress waves is analyzed and effects of bend angle and material stochasticity on wave propagation are studied. It is found that the elastic wave correlation in the angled section is the most significant. The mean, variance and covariance of the stress wave amplitude decrease with an increase in bend angle. The standard deviation of the beam material density plays an important role in longitudinal displacement wave covariance.

• Journal of Korean Institute of Industrial Engineers
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• v.20 no.1
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• pp.3-13
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• 1994

The problem of selecting the optimal target values in a canning process is considered for situations where there is a linear shift in the mean of the content of a can which is assumed to be normally distributed with known variance. The target values are initial process mean, length of resetting cycle and controllable upper limit. Profit models are constructed which involve give-away, rework, and resetting costs. Methods of finding the optimal target values are presented and a nemerical example is given.

• Journal of the Chungcheong Mathematical Society
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• v.14 no.2
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• pp.47-54
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• 2001

Let {Xn, n = 1,2,${\cdots}$} be i.i.d. random variables with the only unknown parameters mean ${\mu}$ and variance a ${\sigma}^2$. We consider a sequential confidence interval C1 for the mean with coverage probability 1-${\alpha}$ and expected length of confidence interval $E_{\theta}$(Length of CI)/${\mid}{\mu}{\mid}{\leq}k$ (k : constant) and give some asymptotic properties of the stopping time in various limiting situations.