• 응용통계연구
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• 제25권5호
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• pp.803-811
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• 2012

For credit evaluation models, we extend the study of discriminatory power based on AUC obtained from a ROC curve when the number of defaults is small and distribution functions of the defaults and non-defaults are normal distributions. Since distribution functions do not satisfy normality in real world, the distribution functions of the defaults and non-defaults are assumed as normal mixture distributions based on results that the normal mixture could be better fitted than other distribution estimation methods for non-normal data. By using several AUC statistics, the discriminatory power under such a circumstance is explored and compared with those of normal distributions.

• 한국경영과학회지
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• 제28권4호
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• pp.145-153
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• 2003

In this Paper, we examine the limiting distributional behaviour of extreme values of mixed Erlang random variables. We show that, in the finite mixture of Erlang distributions, the component distribution with an asymptotically dominant tail has a critical effect on the asymptotic extreme behavior of the mixture distribution and it converges to the Gumbel extreme-value distribution. Normalizing constants are also established. We apply this result to characterize the asymptotic distribution of maxima of sojourn times in M/M/s queuing system. We also show that Erlang mixtures with continuous mixing may converge to the Gumbel or Type II extreme-value distribution depending on their mixing distributions, considering two special cases of uniform mixing and exponential mixing.

• 한국원자력학회:학술대회논문집
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• 한국원자력학회 1998년도 춘계학술발표회논문집(1)
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• pp.502-507
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• 1998

Two different types the CANDU fuel bundles hue been modeled for the ASSERT-IV code subchannel analysis. From calculated values of mixture enthalpy and void paction distributions in the fuel bundles, it is found that net buoyancy effect is pronounced in the central region of the DUPIC fuel bundle when compared with the standard CANDU fuel bundle. It is also found that the central region of the DUPIC fuel bundle can be cooled more efficiently than that of the standard fuel bundle. From calculated mixture enthalpy distribution at the exit of fuel channel, it is found that the mixture enthalpy and void fraction can be highest in the peripheral region of the DUPIC fuel bundle. On the other hand, the enthalpy and the void fraction were found to be highest in the central region of the standard CANDU fuel bundle at the exit of the fuel channel. This study shows that the subchannel analysis is very useful assessing thermal behavior of the fuel bundle that could be used in CANDU reactors.

• 응용통계연구
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• 제23권5호
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• pp.943-953
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• 2010

신용평가연구에서 확률변수 스코어와 정상과 부도상태의 모수공간으로 정의된 혼합분포에서 확률밀도함수의 관계식으로 최적분류점을 추정하고 이에 대응하는 오류합의 크기를 비교하는 연구가 정규분포의 가정하에 이루어져있는데 본 연구에서는 비정규분포인 와이블, 로지스틱 그리고 감마분포로 확장하여 가설검정을 이용하는 방법과 전체정확도와 진실율을 최대화하는 방법에 의한 최적분류점을 각각 구하고 최적분류점에 대응하는 제I종과 제II종 오류합의 크기를 비교하여 효율성을 비교 토론한다.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.197-204
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• 1996

We consider a two sample rank test for a bivariate mixture distribution based on Johnson's quantile score. The test statistic is simple to calculate and the exact distribution under the null hypothesis is obtained. A numerical example is given.

• Journal of the Korean Data and Information Science Society
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• 제21권5호
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• pp.863-871
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• 2010

지금까지 원형자료의 적합에 대한 연구는 주로 von Mises, 겹친왜정규 분포를 비롯하여 주로 완만한 봉우리를 가지는 대칭 및 비대칭의 경우에 대해 수행되어 왔다. 본 논문에서는 뾰족한 봉우리를 가지며 정점을 중심으로 비대칭의 경향이 심한 첨봉형의 비대칭 원형자료에 대한 적합을 다루었다. 최근 Jammalamadaka와 Kozubowski (2003)가 소개한 겹친라플라스 분포와 그의 혼합분포를 중심으로 단봉형 및 다봉형의 원형자료에 대한 모형화 과정을 다루었다. 특히 혼합분포의 모수추정을 위해 EM 알고리즘을 사용하였으며, 모의실험을 통해 그 정확도를 확인하였다.

• Communications for Statistical Applications and Methods
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• 제28권4호
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• pp.393-410
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• 2021

The Korean Long-Term Care Insurance (K-LTCI) provides financial support for long-term care service to people who need various types of assistance with daily activities. As the number of elderly people in Korea is expected to increase in the future, the demand for long-term care insurance would also increase over time. Projection of future expenditure on K-LTCI depends on the number of beneficiaries within the grading system of K-LTCI based on the test scores of applicants. This study investigated the suitability of mixture distributions to the model K-LTCI score distribution using recent empirical data on K-LTCI, provided by the National Health Insurance Service (NHIS). Based on the developed mixture models, the number of beneficiaries in each grade and its variability under the current grading system were estimated by simulation. It was observed that a mixture model is suitable for K-LTCI score distribution and may prove useful in devising a funding plan for K-LTCI benefit payment and investigating the effects of any possible revision in the K-LTCI grading system.

• 한국전기전자재료학회논문지
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• 제28권7호
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• pp.439-445
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• 2015

We established the emulsion method using membrane filter with precise control of LC droplet distribution in PDLC. PDLC cells with various LC droplet size distributions such as single droplet sizes of $1.0{\mu}m$, $1.9{\mu}m$ and $3.5{\mu}m$, the mixture of two different LC droplet sizes and the mixture of three different LC droplet sizes were fabricated and the electro-optical properties of the emulsion type PDLC cells with various droplet size distribution were investigated. In the appropriate droplet size range, the PDLCs with the single droplet sizes distributions have good electro optical properties than those with the mixture of three different LC droplet sizes. In addition, the PDLC cells with the mixture of two different LC droplet sizes have the better electro optical properties than those with single droplet sizes distribution. The PDLC cell with dual droplet size distribution of $1.0+1.9{\mu}m$ shown the best electro optical properties than the PDLC cells with other size distributions. This method enabled us to find the proper LC droplet size distribution for achieving both high transmittance and contrast ratio.

• International Journal of Reliability and Applications
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• 제6권2호
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• pp.101-115
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• 2005

This article provides a new class of multivariate linear failure rate distributions where every component is a mixture of linear failure rate distribution. The new class includes several multivariate and bivariate models including Marslall and Olkin type. The approach in this paper is based on the introducing a linear failure rate distributed latent random variable. The distribution of minimum in a competing risk model is discussed.

• 한국해안·해양공학회논문집
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• 제28권3호
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• pp.171-176
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• 2016

기온과 수온의 분포형태는 발생빈도의 양상을 결정하는 기본적이고 필수적인 정보이다. 또한 기후변화에 의한 기온과 수온의 장기변화 양상 파악에 유용하다. 기온과 수온의 전형적인 분포형태는 다수의 첨두(mode)를 가지는 형태로 일반적으로 널리 사용되는 정규분포로 표현하기에는 한계가 있다. 본 연구에서는 Gaussian 혼합함수와 Kernel 분포함수를 보다 기온과 수온의 보다 적합한 분포함수 형태로 제안한다. 제안된 분포함수를 우리나라 연안 기온과 수온자료를 이용하여 추정-평가한 결과, 관측 자료의 분포는 꼬리 영역에서 크게 차이를 보이고 있는 것으로 파악되었다. 높은 수온영역과 낮은 기온 영역에서 꼬리 영역이 길게 나타나고 있다. 또한 본 연구에서 제안한 분포함수 추정 및 비교는 기온과 수온의 상호 변동관계 및 장기적인 변동양상을 파악할 수 있다. 그러나 평균 기온 및 수온 그리고 정규분포 함수 형태로는 이러한 변화 양상의 파악은 크게 제한되고 있다.