• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.871-881
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• 2011

In this paper we propose a logistic regression method to estimate the survival function and the median survival time in interval-censored data. The proposed method is motivated by the data augmentation technique with no sacrifice in augmenting data. In addition, we develop a cross validation criterion to determine the size of data augmentation. We compare the proposed estimator with other existing methods such as the parametric method, the single point imputation method, and the nonparametric maximum likelihood estimator through extensive numerical studies to show that the proposed estimator performs better than others in the sense of the mean squared error. An illustrative example based on a real data set is given.

• Communications for Statistical Applications and Methods
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• v.24 no.3
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• pp.227-240
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• 2017

In this paper, we introduce the inverted exponentiated Weibull (IEW) distribution which contains exponentiated inverted Weibull distribution, inverse Weibull (IW) distribution, and inverted exponentiated distribution as submodels. The proposed distribution is obtained by the inverse form of the exponentiated Weibull distribution. In particular, we explain that the proposed distribution can be interpreted by Marshall and Olkin's book (Lifetime Distributions: Structure of Non-parametric, Semiparametric, and Parametric Families, 2007, Springer) idea. We derive the cumulative distribution function and hazard function and calculate expression for its moment. The hazard function of the IEW distribution can be decreasing, increasing or bathtub-shaped. The maximum likelihood estimation (MLE) is obtained. Then we show the existence and uniqueness of MLE. We can also obtain the Bayesian estimation by using the Gibbs sampler with the Metropolis-Hastings algorithm. We also give applications with a simulated data set and two real data set to show the flexibility of the IEW distribution. Finally, conclusions are mentioned.

• The Journal of Asian Finance, Economics and Business
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• v.5 no.1
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• pp.11-16
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• 2018

This research examines the alternative ways of estimating the coefficient of non-diversifiable risk, namely beta coefficient, in Capital Asset Pricing Model (CAPM) introduced by Sharpe (1964) that is an essential element of assessing the value of diverse assets. The non-parametric methods used in this research are the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator). The Jackknife, the resampling technique, is also employed to validate the results. According to finance literature and common practices, these coecients have often been estimated using Ordinary Least Square (LS) regression method and monthly return data set. The empirical results of this research pointed out that the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) performed much better than Ordinary Least Square (LS) in terms of eciency for large-cap stocks trading actively in the United States markets. Interestingly, the empirical results also showed that daily return data would give more accurate estimation than monthly return data in both Ordinary Least Square (LS) and robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) regressions.

• Journal of Electrical Engineering and Technology
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• v.13 no.4
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• pp.1504-1514
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• 2018

The objective of this study is to compare the suitability of a non-parametric and 3 parametric distributions in the characterization of prediction intervals of photovoltaic power forecasts with high confidence levels. The prediction intervals of the forecasts are calculated using a method based on recent past data similar to the target forecast input data, and on a distribution assumption for the forecast error. To compare the suitability of the distributions, prediction intervals were calculated using the proposed method and each of the 4 distributions. The calculations were done for one year of day-ahead forecasts of hourly power generation of 432 PV systems. The systems have different sizes and specifications, and are installed in different locations in Japan. The results show that, in general, the non-parametric distribution assumption for the forecast error yielded the best prediction intervals. For example, with a confidence level of 85% the use of the non-parametric distribution assumption yielded a median annual forecast error coverage of 86.9%. This result was close to the one obtained with the Laplacian distribution assumption (87.8% of coverage for the same confidence level). Contrasting with that, using a Gaussian and Hyperbolic distributions yielded median annual forecast error coverage of 89.5% and 90.5%.

• Journal of the Korean Geographical Society
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• v.39 no.5 s.104
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• pp.786-803
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• 2004

These days, interests on land cover classification using not only multi-sensor data but also thematic GIS information, are increasing. Often, although we have useful GIS information for the classification, the traditional classification method like maximum likelihood estimation technique (MLE) does not allow us to use the information due to the fact that the MLE and the existing computer programs cannot handle GIS data properly. We proposed a new method for updating the image classification using multi-spectral and multi-temporal images. In this study, we have simultaneously extended the MLE to accommodate both multi-spectral images data and land cover data for land cover classification. In addition to the extended MLE method, we also have extended the empirical likelihood ratio estimation technique (LRE), which is one of non-parametric techniques, to handle simultaneously both multi-spectral images data and land cover data. The proposed procedures were evaluated using land cover map based on Landsat ETM+ images in the Anmyeon-do area in South Korea. As a result, the proposed methods showed considerable improvements in classification accuracy when compared with other single-spectral data. Improved classification images showed that the overall accuracy indicated an improvement in classification accuracy of $6.2\%$ when using MLE, and $9.2\%$ for the LRE, respectively. The case study also showed that the proposed methods enable the extraction of the area with land cover change. In conclusion, land cover classification produced through the combination of various GIS spatial data and multi-spectral images will be useful to involve complementary data to make more accurate decisions.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.10 no.5
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• pp.469-475
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• 2017

Software reliability is one of the most basic and essential problems in software development. In order to detect the software failure phenomenon, the intensity function, which is the instantaneous failure rate in the non-homogeneous Poisson process, can have the property that it is constant, non-increasing or non-decreasing independently at the failure time. In this study, was compared the reliability performance of the software reliability model using the Landely lifetime distribution with the intensity function decreasing pattern and Erlang lifetime distribution from increasing to decreasing pattern in the software product testing process. In order to identify the software failure phenomenon, the parametric estimation was applied to the maximum likelihood estimation method. Therefore, in this paper, was compared and evaluated software reliability using software failure interval time data. As a result, the reliability of the Landely model is higher than that of the Erlang distribution model. But, in the Erlang distribution model, the higher the shape parameter, the higher the reliability. Through this study, the software design department will be able to help the software design by applying various life distribution and shape parameters, and providing software reliability attributes data and basic knowledge to software reliability model using software failure analysis.