• Communications for Statistical Applications and Methods
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• 제20권1호
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• pp.63-75
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• 2013

In this paper, we derive maximum likelihood estimators (MLEs) and approximate maximum likelihood estimators (AMLEs) of unknown parameters in a generalized half logistic distribution under Type-II hybrid censoring. We also obtain approximate confidence intervals using asymptotic variance and covariance matrices based on the MLEs and the AMLEs. As an illustration, we examine the validity of the proposed estimation using real data. Finally, we compare the proposed estimators in the sense of the mean squared error (MSE), bias, and length of the approximate confidence interval through a Monte Carlo simulation for various censoring schemes.

• Communications for Statistical Applications and Methods
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• 제20권6호
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• pp.439-454
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• 2013

This study presents a Bayesian multiple change-point detection approach to segment and classify the observations that no longer come from an initial population after a certain time. Inferences are based on the multiple change-points in a sequence of random variables where the probability distribution changes. Bayesian multiple change-point estimation is classifies each observation into a segment. We use a truncated Poisson distribution for the number of change-points and conjugate prior for the exponential family distributions. The Bayesian method can lead the unsupervised classification of discrete, continuous variables and multivariate vectors based on latent class models; therefore, the solution for change-points corresponds to the stochastic partitions of observed data. We demonstrate segmentation with real data.

• Communications for Statistical Applications and Methods
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• 제25권4호
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• pp.411-430
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• 2018

The Bayesian approach is a suitable alternative in constructing appropriate models for observed record values because the number of these values is small. This paper provides an objective Bayesian analysis method for upper record values arising from the Rayleigh distribution. For the objective Bayesian analysis, the Fisher information matrix for unknown parameters is derived in terms of the second derivative of the log-likelihood function by using Leibniz's rule; subsequently, objective priors are provided, resulting in proper posterior distributions. We examine if these priors are the PMPs. In a simulation study, inference results under the provided priors are compared through Monte Carlo simulations. Through real data analysis, we reveal a limitation of the appropriate confidence interval based on the maximum likelihood estimator for the scale parameter and evaluate the models under the provided priors.

• Communications for Statistical Applications and Methods
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• 제25권5호
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• pp.569-575
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• 2018

Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

• Journal of the Korean Data and Information Science Society
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• 제26권2호
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• pp.487-493
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• 2015

Time series data sometimes show violation of normal assumptions. For cases where the assumption of normality is untenable, more exible models can be adopted to accommodate heavy tails. The exponential power distribution (EPD) is considered as possible candidate for errors of time series model that may show violation of normal assumption. Besides, the use of exible models for errors like EPD might be able to conduct the robust analysis. In this paper, we especially consider EPD as the exible distribution for errors of autoregressive models. Also, we represent this distribution as scale mixture of uniform and this form enables efficient Bayesian estimation via Markov chain Monte Carlo (MCMC) methods.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2001년도 추계학술대회 논문집 전력기술부문
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• pp.243-245
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• 2001

The reliability and probabilistic generation production cost evaluation of composite power systems are important for power system operation and expansion planning. This paper present a computer program which can evaluate the reliability and probabilistic generation production cost of composite power system using GUI(Graphic User Interface). In this computer program, Monte Carlo simulation methods and CMELDC(CoMposite power system Effective Load Duration Curve) were used.

• International Journal of Reliability and Applications
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• 제8권1호
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• pp.27-39
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• 2007

Based on goodness of fit new testing procedures are derived for testing exponentiality against harmonic new renewal better than used in expectation (HNRBUE). For this aging properties, a nonparametric procedure (U-statistic) is proposed. The percentiles of this test statistic are tabulated for sample sizes n=5(1)30(10)50. The Pitman asymptotic efficiency (PAE) of the test is calculated and compared with, the (PAE) of the test for new renewal better than used (NRBU) class of life distribution [see Mahmoud et al (2003)]. The power of this test is also calculated for some commonly used life distributions in reliability. The right censored data case is also studied. Finally, real examples are given to elucidate the use of the proposed test statistic in the reliability analysis.

• Structural Engineering and Mechanics
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• 제22권4호
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• pp.469-481
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• 2006

A new method called fuzzy factor method for the stationary stochastic response analysis of fuzzy truss with global fuzzy structural parameters is presented in this paper. Considering the fuzziness of the structural physical parameters and geometric dimensions simultaneously, the fuzzy correlation function matrix of structural displacement response in time domain is derived by using the fuzzy factor method and the optimization method, the fuzzy mean square values of the structural displacement and stress response in the frequency domain are then developed with the fuzzy factor method. The influences of the fuzziness of structural parameters on the fuzziness of mean square values of the displacement and stress response are inspected via an example and some important conclusions are obtained. Finally, the example is simulated by Monte-Carlo method and the results of the two methods are close, which verified the feasibility of the method given in this paper.

• 반도체디스플레이기술학회지
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• 제11권1호
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• pp.49-54
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• 2012

There have been plenty of difficulties because properties of Alq3 are unable to acquire in a process of manufacture of OLED. In this paper it will predict a viscosity of Alq3 through DSMC technique and suggest the way regarding a study to estimate properties of material through the computer simulation. There could generate errors of a simulation process in a vacuum deposition process since the properties of material that is used in a high-degree vacuum environment are not secured. Therefore, we would like to propose the new methods that can not only predict properties of a molecular unit but also raise an accuracy of simulation process by forecasting properties of Alq3.

• Nuclear Engineering and Technology
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• 제52권11호
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• pp.2620-2629
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• 2020

As an early stage in the development of a water calorimeter, this study established a computer simulation methodology for analyzing the thermal behavior of a water calorimeter based on radiation transport and energy deposition. As a result, this study developed a method wherein the energy deposition distribution, which is obtained by applying Monte Carlo methods in water calorimeters, is directly used as a heat source for the thermal analysis model. Based on the proposed method, heat transfer in a water vessel and the effect of thermistor self-heating were analyzed. Through an analysis of the water velocities with and without a water vessel, it was found that a water vessel can serve as a convection barrier. Furthermore, it was confirmed that when considering thermistor self-heating, the water temperature change at the thermistor location is 0.219 mK higher compared to that when the thermistor was not considered. Therefore, thermistor self-heating must be considered to analyze the thermal behavior of a water calorimeter more accurately.