• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.275-283
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• 1999

In order to estimate a parameter $(\alpha,\beta^r), r\epsilonN$, in a distribution belonging to a location-scale family we usually use best invariant estimator (BIE) and best unbiased estimator (BUE). But in some conditions Ryu (1996) showed that BIE is better than BUE. In this paper we calculate risks of BIE and BUE in a normal and an exponential distribution respectively and calculate a percentage risk improvement exponential distribution respectively and calculate a percentage risk improvement (PRI). We find the sample size n which make no significant differences between BIE and BUE in a normal distribution. And we show that BIE is always significantly better than BUE in an exponential distribution. Also simulation in a normal distribution is given to convince us of our result.

• Proceedings of the Korean Geotechical Society Conference
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• 2009.09a
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• pp.1399-1406
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• 2009

Probability distribution of geotechnical properties is very useful information and it is used for evaluating the geotechnical properties itself and calculating probability of failure. In this study, probability distribution of compression index, recompression index, and void ratio are evaluated, and analysis results show that all property distributions satisfy normal and log-normal distribution.

• Proceedings of the Korean Powder Metallurgy Institute Conference
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• 2006.09b
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• pp.704-705
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• 2006

Discrete element analysis is used to map various log-normal particle size distributions into measures of the in-sphere pore size distribution. Combinations evaluated range from monosized spheres to include bimodal mixtures and various log-normal distributions. The latter proves most useful in providing a mapping of one distribution into the other (knowing the particle size distribution we want to predict the pore size distribution). Such metrics show predictions where the presence of large pores is anticipated that need to be avoided to ensure high sintered properties.

• Journal of the Korean Statistical Society
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• v.28 no.4
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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.

• Journal of applied mathematics & informatics
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• v.23 no.1_2
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• pp.479-488
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• 2007

A sequential procedure is proposed in order to construct one-sided confidence intervals for a normal mean with guaranteed coverage probability and ${\beta}-protection$ when the normal mean and variance are identical. First-order asymptotic properties on the sequential sample size are found. The derived results hold with uniformity in the total parameter space or its subsets.

• Communications for Statistical Applications and Methods
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• v.19 no.4
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• pp.607-617
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• 2012

The goodness-of-fit test for multivariate normal distribution is important because most multivariate statistical methods are based on the assumption of multivariate normality. We propose goodness-of-fit test statistics for multivariate normality based on the modified squared distance. The empirical percentage points of the null distribution of the proposed statistics are presented via numerical simulations. We compare performance of several test statistics through a Monte Carlo simulation.

• Proceedings of the IEEK Conference
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• 2002.07a
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• pp.393-396
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• 2002

In this paper, we give the definitions of the q-Haar and q-Gabor wavelet. Instead of using the conventional Gaussian distribution as a kernel of the Gabor wavelet, if the q-normal distribution is used, we can get the q-Gabor wavelet as a possible generalization of the Gabor wavelet. The q-normal distribution, which is given by the author, is one of the generalized Gaussian distribution. On the other hand, if two sets of the q-normal distribution are connected anti-symmetrically, we can get the q-Haar wavelet as a possible generalization of the Haiw wavelet. We give experiments on the q-eabor and q-Haar wavelet and discuss about the q-Gabor and q-Haar wavelet.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.24 no.9 s.180
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• pp.2353-2360
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• 2000

Statistical fatigue properties of metallic materials are increasingly required for reliability design purpose. In this study, static and fatigue tests were conducted and the normal, log-normal, two -parameter Weibull distributions at the 5% significance level are compared using the Kolmogorov-Smirnov goodness-of-fit test. Parameter estimation were compared with experimental results using the maximum likelihood method and least square method. It is found that two-parameter Weibull distribution and maximum likelihood method provide a good fit for static and fatigue life data. Therefore, it is applicable to the static and fatigue life analysis of the spheroidal graphite cast iron. The P-S-N curves were evaluated using log-normal distribution, which showed fatigue life behavior very well.

• Communications for Statistical Applications and Methods
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• v.24 no.6
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• pp.641-649
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• 2017

Multivariate confidence regions were defined using a chi-square distribution function under a normal assumption and were represented with ellipse and ellipsoid types of bivariate and trivariate normal distribution functions. In this work, an alternative confidence region using the multivariate quantile vectors is proposed to define the normal distribution as well as any other distributions. These lower and upper bounds could be obtained using quantile vectors, and then the appropriate region between two bounds is referred to as the quantile confidence region. It notes that the upper and lower bounds of the bivariate and trivariate quantile confidence regions are represented as a curve and surface shapes, respectively. The quantile confidence region is obtained for various types of distribution functions that are both symmetric and asymmetric distribution functions. Then, its coverage rate is also calculated and compared. Therefore, we conclude that the quantile confidence region will be useful for the analysis of multivariate data, since it is found to have better coverage rates, even for asymmetric distributions.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.255-266
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• 2006

This paper proposes a class of distributions which is useful in making inferences about the sum of values from a normal and a doubly truncated normal distribution. It is seen that the class is associated with the conditional distributions of truncated bivariate normal. The salient features of the class are mathematical tractability and strict inclusion of the normal and the skew-normal laws. Further it includes a shape parameter, to some extent, controls the index of skewness so that the class of distributions will prove useful in other contexts. Necessary theories involved in deriving the class of distributions are provided and some properties of the class are also studied.