• 응용통계연구
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• 제25권6호
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• pp.1037-1047
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• 2012

The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

• Communications for Statistical Applications and Methods
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• 제5권2호
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• pp.539-557
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• 1998

This article is concerned with the problem of estimating the mean of a one-parameter exponential family through sequential sampling in three stages under quadratic error loss. This more general framework differs from those considered by Hall (1981) and others. The differences are : (i) the estimator and the final stage sample size are dependent; and (ii) second order approximation of a continuously differentiable function of the final stage sample size permits evaluation of the asymptotic regret through higher order moments. In particular, the asymptotic regret can be expressed as a function of both the skewness $\rho$ and the kurtosis $\beta$ of the underlying distribution. The conditions on $\rho$ and $\beta$ for which negative regret is expected are discussed. Further results concerning the stopping variable N are also presented. We also supplement our theoretical findings wish simulation results to provide a feel for the triple sampling procedure presented in this study.

• The Journal of Asian Finance, Economics and Business
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• 제2권3호
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• pp.17-22
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• 2015

This paper examines the effect of impulsiveness of euro on Indian stock market. In order to examine the problem, we select rupee-euro exchange rates and S&P CNX NIFTY and BSE30 SENSEX to represent stock price. We select euro as it considered as second most widely used currency at the international level after dollar. The data are collected a daily basis over a period of 3-Apr-2007 to 30-Mar-2012. The statistical and time series properties of each and every variable have examined using the conventional unit root such as ADF and PP test. Adopting a generalized autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) model, the study suggests a negative relationship between exchange rate and stock prices in India. Even though India is a major trade partner of European Union, the study couldn't find any significant statistical effect of fluctuations in Euro-rupee exchange rates on stock prices. The study also reveals that shocks to exchange rate have symmetric effect on stock prices and exchange rate fluctuations have permanent effects on stock price volatility in India.

• 천문학논총
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• 제24권1호
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• pp.1-8
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• 2009

A plane-parallel model of the diffuse Galactic light (DGL) is calculated assuming exponential disks of interstellar dust and OB stars, by solving exactly the radiative transfer equation using an iterative method. We perform a radiative transfer calculation for a model with generally accepted scale heights of stellar and dust distribution and compare the results with those of van de Hulst & de Jong for a constant slab model. We also find that the intensity extrapolated to zero dust optical depth has a negative value, against to the usual expectation.

• 한국국방경영분석학회지
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• 제16권1호
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• pp.67-93
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• 1990

The Lanchester equations are widely used for modelling the direct-fire land battle. However, it is recognized that the Lanchester based models are less applicable to direct-fire land combat when the battle size is small, the forces are near parity or the inter-firing times of the combatants do not follw a negative exponential distribution. A comprehensive investigation has been conducted to establish the circumstances under which the Lanchester based models are applicable.

• International Journal of Reliability and Applications
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• 제13권1호
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• pp.19-35
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• 2012

This paper presents an optimum design of step-stress partially accelerated life test (PALT) plan which allows the test condition to be changed from use to accelerated condition on the occurrence of fixed number of failures. Various life distribution models such as exponential, Weibull, log-logistic, Burr type-Xii, etc have been used in the literature to analyze the PALT data. The need of different life distribution models is necessitated as in the presence of a limited source of data as typically occurs with modern devices having high reliability, the use of correct life distribution model helps in preventing the choice of unnecessary and expensive planned replacements. Truncated distributions arise when sample selection is not possible in some sub-region of sample space. In this paper it is assumed that the lifetimes of the items follow Truncated Logistic distribution truncated at point zero since time to failure of an item cannot be negative. Optimum step-stress PALT plan that finds the optimal proportion of units failed at normal use condition is determined by using the D-optimality criterion. The method developed has been explained using a numerical example. Sensitivity analysis and comparative study have also been carried out.

• 유통과학연구
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• 제19권3호
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• pp.25-34
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• 2021

Purpose: The purpose of this study is to analyze the economic ripple effect(ERE) of logistics industry by construction of Trans-Korea Railway (TKR) and present policy measures to minimize the economic loss of South Korea (SK). Research design, data and methodology: As the analysis method, exponential smoothing was used for demand forecasting, Input-Output analysis was used to estimate the economic ripple effect coefficient, and scenario analysis was used to an efficient way to invest in TKR to minimize SK's economic losses. Results: 1) the production(logistics fares) of TKR for 10 years after its completion is about 11.42 trillion won in positive relations, and 26.89 billion won in negative relations. 2) the ERE of SK in positive relations is 24.32 trillion won in production inducement effect, 8.1 trillion won in value-added inducement effect, 3.54 trillion won in import inducement effect, and 70,930 persons in employment inducement effect. But the ERE was insufficient in the negative relations. 3) SK's efficient investment method is providing materials and equipment by SK and building the TKR by North Korea in positive inter-Korea relations. Conclusions: For the successful operation of TKR, international cooperation, legalization and stable peace settlement on the Korean Peninsula are required.

• 대한산업공학회지
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• 제11권1호
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• pp.33-39
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• 1985

A stochastic model for an inventory system in which depletion of stock takes place due to random demand as well as random loss of items is studied under the assumption that the intervals between successive unit demands, as well as those between successive unit losses are independently and identically distributed random variables having negative exponential distribution with respective parameters. We have derived the steady state probability distribution of the stock level assuming instantaneous delivery of order under (s, S) inventory policy. Also we have derived total expected cost expression and the necessary conditions to be satisfied for an optimal solution.

• 산업경영시스템학회지
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• 제18권34호
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• pp.61-67
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• 1995

Through the model presented in this paper, we study on the depletion of stock taking place due to random loss of items as well as random demand, under the assumption that the distributions of demand are independent of those of loss, and both of them are identical, and that life time distribution of each item is negative exponential. The steady state probability distribution of the stock level assuming instantaneous delivery of order under (s, S) inventory policy. Also we have derived total expected cost expression with loss cost. The results of sensitive analysis show that the effect of loss rate is substantial on the total cost and optimal value of inventory level.

• 한국국방경영분석학회지
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• 제17권2호
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• pp.44-53
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• 1991

This paper is aimed to develop a Lanchester type combat model for the direct-fire engagement. This model incorporates number of combatants, inter-firing time, detection time by movement, detection probability by the signature of fire, where the inter-firing time and the detection time are assumed to follow a negative exponential distribution. The approach to modeling is as follows : in the process of an engagement, a combatant takes one of the states('observing' state or 'firing' state), a combatant is initially in the observing state, if the combatant detects a target, he changes his state from 'observing' to 'firing' and will cause attrition to the opposing forces. Thus this transition mechanism is embodied into the differential equation form with each transition rate. A limited examination of the validity has been conducted by comparison with the Monte-Carlo simulation model 'BAGSIM', and with a traditional Deterministic Lanchester model.