• The Korean Journal of Applied Statistics
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• v.25 no.5
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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.

• Journal of the Korean Operations Research and Management Science Society
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• v.28 no.4
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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.

• Proceedings of the Korean Nuclear Society Conference
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• 1998.05a
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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.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.943-953
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• 2010

From a mixture distribution of the score random variable for credit evaluation, there are many methods of estimating optimal thresholds. Most the research news is based on the assumption of normal distributions. In this paper, we extend non-normal distributions such as Weibull, Logistic and Gamma distributions to estimate an optimal threshold by using a hypotheses test method and other methods maximizing the total accuracy and the true rate. The type I and II errors are obtained and compared with their sums. Finally we discuss their e ciency and derive conclusions for non-normal distributions.

• Communications for Statistical Applications and Methods
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• v.3 no.2
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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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• v.21 no.5
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• pp.863-871
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• 2010

Until now, many studies related circular data are carried out, but the focuses are mainly on mildly peaked symmetric or asymmetric cases. In this paper we studied a modeling process for sharply peaked asymmetric circular data. By using wrapped Laplace, which was firstly introduced by Jammalamadaka and Kozbowski (2003), and its mixture distributions, we considered the model fitting problem of multi-modal circular data as well as unimodal one. In particular we suggested EM algorithm to find ML estimates of the mixture of wrapped Laplace distributions. Simulation results showed that the suggested EM algorithm is very accurate and useful.

• Communications for Statistical Applications and Methods
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• v.28 no.4
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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.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
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• v.28 no.7
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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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• v.6 no.2
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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.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.28 no.3
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• pp.171-176
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• 2016

The distribution shapes of air and water temperatures are basic and essential information, which determine the frequency patterns of their occurrence. It is also very useful to understand the changes in long-term air and water temperatures with respect to climate change. The typical distribution shapes of air and water temperatures cannot be well fitted using widely used/accepted normal distributions because their shapes show multimodal distributions. In this study, Gaussian mixture distributions and kernel distributions are suggested as the more suitable models to fit their distribution shapes. Based on the results, the tail shape exhibits different patterns. The tail is long in higher temperature regions of water temperature distribution and in lower temperature regions of air temperature distribution. These types of shape comparisons can be useful to identify the patterns of long-term air and water temperature changes and the relationship between air and water temperatures. It is nearly impossible to identify change patterns using only mean-temperatures and normal distributions.