• Communications for Statistical Applications and Methods
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• v.5 no.3
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• pp.855-868
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• 1998

For a random sample of size n from general linear model, $Y_i= heta(X_i)+varepsilon_i,;let Y_{in}$ denote the ith oder statistics of the Y sample values. The X-value associated with $Y_{in}$ is denoted by $X_{[in]}$ and is called the concomitant of ith order statistics. The estimator of the location of a maximum of a regression function, $ heta$($\chi$), was proposed by (equation omitted) and was found the convergence rate of it under certain weak assumptions on $ heta$. We will discuss the asymptotic distributions of both $ heta(X_{〔n-r+1〕}$) and (equation omitted) when r is fixed as nolongrightarrow$\infty$(i.e. extreme case) on the basis of the theorem of the concomitants of order statistics. And the will investigate the asymptotic behavior of Max｛$\theta$( $X_{〔n-r+1:n〕/}$ ), . , $\theta$( $X_{〔n:n〕}$)｝as an estimator for the peak of a regression function.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.395-406
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• 2003

In this thesis, we propose a test statistic for testing exponentiality against NBU alternatives. Our test statistics is based on a linear function of the order statistics and is readily applied in the case of small sample as well as large sample. The exact and asymptotic distribution of the test statistics is derived and asymptotic efficiencies are studied. Our new test is easier to compute and performs better for several alternatives than test of Hollander and Proschan(1972).

• Communications for Statistical Applications and Methods
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• v.9 no.2
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• pp.325-335
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• 2002

In this paper we introduce some adaptive M-estimators using selector statistics to estimate the center of symmetric and continuous underlying distributions. This selector statistics is based on the idea of Hogg(1983) and Hogg et. al. (1988) who used averages of some order statistics to discriminate underlying distributions. In this paper, we use the functions of sample quantiles as selector statistics and determine the suitable quantile points based on maximizing the distance index to discriminate distributions under consideration. In Monte Carlo study, this robust estimation method works pretty good in wide range of underlying distributions.

• Journal of applied mathematics & informatics
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• v.26 no.3_4
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• pp.549-561
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• 2008

In this paper, we construct a pair of Wolfe type second order symmetric dual problems, in which each component of the objective function contains support function and is, therefore, nondifferentiable. For this problem, we validate weak, strong and converse duality theorems under bonvexity - boncavity assumptions. A second order self duality theorem is also proved under additional appropriate conditions.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.6 no.4
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• pp.639-644
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• 2002

Nonlinear filters which are utilized rank-order information and temporal-order information, have many proposed, in order to restore nonstationary signals which are corrupted by additive noise. In this paper, we propose a data-dependent LWOS filter whose coefficients change based on local statistics. LWOS(Linear Combination of Weighted Order Statistics) filters［1］which also utilized two informations, and have properties of efficient impulsive and nonimpulsive noise attenuation and sufficiently details and edges preservation. DD-LWOS filters can remove non-impulsive oises while preserving signal details. DD-LWOS2 filter gets more better performance than DD-LWOS filter when input image corrupted by additive noise which includes Impulsive noise components.

• Communications for Statistical Applications and Methods
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• v.28 no.6
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• pp.595-610
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• 2021

Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with different correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explanatory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1449-1454
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• 2013

There are many methods for measuring the difference between two location parameters. In this paper, statistics are proposed in order to estimate the difference of two location parameters. The statistics are designed not using the means, variances, signs and ranks, but with the cumulative distribution functions. Hence these are measured as the differences in the area between two univariate cumulative distribution functions. It is found that the difference in the area between two empirical cumulative distribution functions is the difference of two sample means, and its integral is also the difference of two population means.

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.13-19
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• 2002

In nonparametric entropy estimation, both mass and mean-preserving maximum entropy distribution (Theil, 1980) and the underlying distribution of the sample entropy (Vasicek, 1976), the most widely used entropy estimator, consist of nb mass-preserving densities based on disjoint Intervals of the simple averages of two adjacent order statistics. In this paper, we notice that those nonparametric density functions do not actually keep the mass-preserving constraint, and propose a modified sample entropy by considering the generalized 0-statistics (Kaigh and Driscoll, 1987) in averaging two adjacent order statistics. We consider the proposed estimator in a goodness of fit test for normality and compare its performance with that of the sample entropy.

• Communications for Statistical Applications and Methods
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• v.22 no.2
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• pp.105-120
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• 2015

A large family of distributions arising from distributions of ordered data is proposed which contains other models studied in the literature. This extension subsume many cases of weighted random variables such as order statistics, records, k-records and many others in variety. Such a distribution can be used for modeling data which are not identical in distribution. Some properties of the theoretical model such as moment, mean deviation, entropy criteria, symmetry and unimodality are derived. The proposed model also studies the problem of parameter estimation and derives maximum likelihood estimators in a weighted gamma distribution. Finally, it will be shown that the proposed model is the best among the previously introduced distributions for modeling a real data set.

• The Transactions of the Korea Information Processing Society
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• v.4 no.10
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• pp.2562-2570
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• 1997

This paper deals with the design and performance of the adaptive equalizer using high order statistics in order to improve the transmission characteristics of multipath fading channel. The multipath propagational phenomenon occurred in digital radio transmission causes the distortion and ISI of receiving signal. These are main reasons to increase the bit error rate and degrade the performance of receivers. In this paper, the adaptive equalization algorithm using high order statistics of received signal is used instead of CMA algorithm, Bussgang and Godard which are known widely. The performance of this algorithm (residualisi, recovered constellation, calculation) is presented varing SNR. As the result of the computer simulation, equalizer algorithm using high order statistics is better than CMA in the range of low SNR, $10{\sim}20dB$. Therefore, considering the actual communication systems which use the range of $14{\sim}20$ SNR, the adaptive equalizer using high order statistics can be used in the real multipath fading environment.