• International Journal of Reliability and Applications
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• v.16 no.2
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• pp.81-98
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• 2015

The Exponentiated Gamma (EG) distribution is one of the important families of distributions in lifetime tests. In this paper, a new generalized version of this distribution which is called kumaraswamy Exponentiated Gamma (KEG) distribution is introduced. A new distribution is more flexible and has some interesting properties. A comprehensive mathematical treatment of the KEG distribution is provided. We derive the $r^{th}$ moment and moment generating function of this distribution. Moreover, we discuss the maximum likelihood estimation of the distribution parameters. Finally, an application to real data sets is illustrated.

• Communications for Statistical Applications and Methods
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• v.24 no.4
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• pp.353-365
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• 2017

In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

• Journal of the Earthquake Engineering Society of Korea
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• v.20 no.1
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• pp.45-54
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• 2016

This study suggests a prediction model of ground motion spectral shape considering characteristics of earthquake records in Korea. Based on the Graizer and Kalkan's prediction procedure, a spectral shape model is defined as a continuous function of period in order to improve the complex problems of the conventional models. The approximate spectral shape function is then developed with parameters such as moment magnitude, fault distance, and average shear velocity of independent variables. This paper finally determines estimator coefficients of subfunctions which explain the corelation among the independent variables using the nonlinear optimization. As a result of generating the prediction model of ground motion spectral shape, the ground motion spectral shape well estimates the response spectrum of earthquake recordings in Korea.

• Communications for Statistical Applications and Methods
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• v.27 no.3
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• pp.377-383
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• 2020

The likelihood-based inference in a nonlinear generalized mixed model often requires computing moments of truncated multivariate normal random variables. Many methods have been proposed for the computation using a recurrence relation or the moment generating function; however, these methods rely on high dimensional numerical integrations. The numerical method is known to be inefficient for high dimensional integral in accuracy. Besides the accuracy, the methods demand too much computing time to use them in practical analyses. In this note, a moment calculation method is proposed under an assumption of a certain covariance structure that occurred mostly in generalized mixed models. The method needs only low dimensional numerical integrations.

• International Journal of Reliability and Applications
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• v.13 no.2
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• pp.57-69
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• 2012

Our goal in this paper is to establish inequalities for the moments of new better than used in the moment generating function class ($NBU_{mgf}$). Using these inequalities we propose a new test for exponentiality versus $NBU_{mgf}$ class. Pitman's asymptotic relative efficiency, power and critical values of this test are calculated to assess the performance of the test. We proposed also a new test for exponentiality versus $NBU_{mgf}$ in the right censored data. Sets of real data are used as an example to elucidate the use of the proposed test for practical problems.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.31 no.7A
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• pp.689-695
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• 2006

This paper focuses on the accurate performance evaluation of cooperative diversity technique with imperfect channel estimates. The channel environment for simulations and performance evaluation is supposed to be the slowly time-varying Rayleigh fading channel. The framework of the performance evaluation is based on the Moment Generating Function(MGF) approach. To apply the effect of this channel estimation error into the performance evaluation, we import an useful Gaussian approximation in formulating the effective noise component and the additive noise. The average BER performance of cooperative diversity with M-PSK and M-QAM is computed as a function of the ratio of the signal to the effective noise based on the approximation. The verification of computed performance is provided with simulations. The evaluated performance matches up to simulation results even in a low SNR region.

• Journal of the Korean Statistical Society
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• v.10
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• pp.97-104
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• 1981

It is shown that a lattice distribution defined on a set of n lattice points $L(n,\delta) = {\delta,\delta+1,...,\delta+n-1}$ is a distribution induced from the distribution of convolution of independently and identically distributed (i.i.d.) uniform [0,1] random variables. Also the m-th moment of the lattice distribution is obtained in a quite different approach from Park and Chung (1978). It is verified that the distribution of the sum of n i.i.d. uniform [0,1] random variables is completely determined by the lattice distribution on $L(n,\delta)$ and the uniform distribution on [0,1]. The factorial mement generating function, factorial moments, and moments are also obtained.

• Journal of the Korean Statistical Society
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• v.11 no.2
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• pp.88-93
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• 1982

A local limit theorem for large deviations for the i.i.d. random variables was given by Richter (1957), who used the saddle point method of complex variables to prove it. In this paper we give an alternative form of local limit theorem for large deviations for the i.i.d. random variables which is essentially equivalent to that of Richter. We prove the theorem by more direct and heuristic method under a rather simple condition on the moment generating function (m.g.f.). The theorem is proved without assuming that $E(X_i)=0$.

• Proceedings of the IEEK Conference
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• 2008.06a
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• pp.213-214
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• 2008

In this paper, we analyze the performance of a cooperative communication wireless network over independent and identically distributed (IID) Nakagami-m fading channels. A simple transmission scheme is considered where the relay is operating in amplify-forward (AF) mode. A closed-form expression for symbol error rate (SER) is obtained using the moment generating function (MGF) of the total signal to noise ratio (SNR) of the transmitted signal with binary phase shift keying (BPSK).

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.483-496
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• 2008

This paper proposes a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric(or simply bivariate elliptical) distributions. The class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions. This family of distributions strictly includes some univariate symmetric distributions, but with extra parameters to regulate the perturbation of the symmetry. The moment generating function of a random variable with the distribution is obtained and some properties of the distribution are also studied. These developments are followed by practical examples.