• 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.

• Communications for Statistical Applications and Methods
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• 제21권1호
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• pp.81-91
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• 2014

This study derives the characteristic functions of (multivariate/generalized) t distributions without contour integration. We extended Hursts method (1995) to (multivariate/generalized) t distributions based on the principle of randomization and mixtures. The derivation methods are relatively straightforward and are appropriate for graduate level statistics theory courses.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.433-443
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• 2003

In this study, we provide a comparison of multivariate Q-techniques in the up-to-date versions of SAS, SPSS, Minitab and S-plus well known to those who study statistics. We can analyze data through the direct Input method(command) in SAS and use of menu method in SPSS, Minitab and S-plus. The analysis performance method is chosen by the high frequency of use. Widely we compare with each Q-techniques form according to input data, input option, statistical chart and statistical output.

• 품질경영학회지
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• 제25권3호
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• pp.39-50
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• 1997

Markov chain method to evaluate the properties of control charts with variable sampling intervals(VSI0 for simultaneously monitoring several correlated quality characteristics under multivariate normal process are investigated. For comparing the efficiencies and properties of multivariate control charts, we consider multivariate Shewhart, CUSUM and EWMA charts in terms of average time to signal(ATS) and average number of samples to signal(ANSS). We obtained stabilized numerical results with Markov chain method when the number of transient state is greater than 100.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제4권1호
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• pp.97-100
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• 2004

We propose some properties of fuzzy multivariate analysis of variance by fuzzy vector operation with agreement index. We deals fuzzy null hypotheses and fuzzy alternative hypothesis and define the agreement index for the grades of the judgements that the hypothesis is rejection or acceptance. Finally, we provide an example to evaluate the judgements.

• Journal of the Korean Statistical Society
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• 제28권4호
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• pp.443-455
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• 1999

A simulation-based approach to estimating the probability of an arbitrary region under a multivariate normal distribution is developed. In specific, the probability is expressed as the ratio of the unrestricted and the restricted multivariate normal density functions, where the restriction is given by the region whose probability is of interest. The density function of the restricted distribution is then estimated by using a sample generated from the Gibbs sampling algorithm.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.187-191
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• 2000

In the analysis of repeated measurements, multivariate regression models that account for the correlations among the observations from the same subject are widely used. Like the usual univariate regression models, these multivariate regression models also need some model diagnostic procedures. In this paper, we propose a simple graphical method to detect outliers and to investigate the goodness of model fit in repeated measures data. The graphical method is based on the quantile-quantile(Q-Q) plots of the $X^2$ distribution and the standard normal distribution. We also propose diagnostic measures to detect influential observations. The proposed method is illustrated using two examples.

• Communications for Statistical Applications and Methods
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• 제17권5호
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• pp.625-637
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• 2010

In this paper we propose generalized multi-phase multivariate ratio estimators in the presence of multiauxiliary variables for estimating population mean vector of variables of interest. Some special cases have been deduced from the suggested estimator in the form of remarks. The expressions for mean square errors of proposed estimators have also been derived. The suggested estimators are theoretically compared and an empirical study has also been conducted.

• 대한수학회보
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• 제39권2호
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• pp.283-287
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• 2002

In this paper, we will investigate the set of linear operators on real square matrices that strongly preserve multivariate majorisation without any additional conditions on the operator. This answers earlier conjecture on nonnegative matrices in [3] .

• 대한수학회지
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• 제39권1호
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• pp.119-126
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• 2002

For a stationary multivariate linear process of the form X$_{t}$ = (equation omitted), where {Z$_{t}$ : t = 0$\pm$1$\pm$2ㆍㆍㆍ} is a sequence of stationary linearly positive quadrant dependent m-dimensional random vectors with E(Z$_{t}$) = O and E∥Z$_{t}$∥ $^2$< $\infty$, we prove a central limit theorem.theorem.