• Communications for Statistical Applications and Methods
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• v.26 no.2
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• pp.191-203
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• 2019

The problem of examining how well an assumed distribution fits the data of a sample is of significant and must be examined prior to any inferential process. The observed failure time data of items are often not wholly available in reliability and life-testing studies. Lowering the expense and period associated with tests is important in statistical tests with censored data. Goodness-of-fit tests for perfect data can no longer be used when the observed failure time data are progressive Type II censored (PC) data. Therefore, we propose goodness-of-fit test statistics and a graphical method based on generalized Lorenz curve for PC data from a location-scale distribution. The power of the proposed tests is then assessed through Monte Carlo simulations. Finally, we analyzed two real data set for illustrative purposes.

• International Journal of Reliability and Applications
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• v.8 no.1
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• pp.41-51
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• 2007

In this paper, we use the moments of order statistics derived by Lieblein (1955) to develop the correlation goodness-of-fit test for the Rayleigh distribution. In such we simulate the percentage points of the test statistics for the one-parameter and two-parameter cases. In addition, we calculate the power of the proposed tests based on some alterative distributions. Finally, we apply the procedures developed in the paper to some real data.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.55 no.5
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• pp.185-190
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• 2006

The security analysis relates to the ability of the electric systems to survive sudden disturbances such as electric short circuits or unanticipated loss of system elements. It is composed of both steady state and dynamic security analyses, which are not two separate issues but should be considered together. In steady state security analysis including voltage security analysis, the analysis checks that the system is operated within security limits by OPF (optimal power flow) after the transition of a new operating point. On the other hand, dynamic security analysis deals that the transition will lead to an acceptable operating condition. Transient stability, which is the ability of power systems to maintain synchronism when subjected to a large disturbance, is a principal component in dynamic security analysis. Usually any loss of synchronism will cause additional outages. They make the present steady state analysis of the post-contingency condition inadequate for unstable cases. This is the reason of the need for dynamics of systems. Probabilistic criterion can be used to recognize the probabilistic nature of system components and shows the possibility of system security. A comprehensive conceptual framework for probabilistic static and dynamic assessment is presented in this paper. The simulation results of the Western System Coordinating Council (WSCC) system compare an analytical method with Monte-Carlo simulation (MCS). Also, a case study of the extended IEEE Reliability Test System (RTS) shows the efficiency of this approach.

• Journal of the Korea institute for structural maintenance and inspection
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• v.18 no.6
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• pp.30-40
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• 2014

The demand of underground structure such as box culvert for electric power transmission is increasing more and more, and the service life extension of these structures is very important. Recent observations in field and experimental evidences show that even steel in concrete can be corroded by carbonation reaction of cover concrete. Carbonation-induced corrosion in concrete may often occur in a high carbon dioxide environment. In this study, the risk of carbonation of box culverts in our nation was evaluated by measuring the carbonation rate and concrete cover depth in field. Then, the service life due to carbonation at the cover depth was calculated by in situ information and the Monte Carlo simulation in a probabilistic way. Additionally, the accelerated carbonation test for the cracked beam specimen was executed and the crack effect owing to the carbonation process on the service life of box culvert was numerically investigated via Monte Carlo simulation based on the experimental results.

• The Korean Journal of Applied Statistics
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• v.6 no.2
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• pp.289-302
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• 1993

A goodness-of-fit test for the two-parameter exponential distribution, for use with the singly Type I and Type II right censored samples, is proposed. The test statistic is based on the $L_1$-norm of discrepancy between the cumulative distribution function and the empirical distribution function. To deal with the unknown parameters problem, the K- transformation is considered and modified to be applied to the censored samples. Rosenblatt's transformation is extended to the cases of Type I and Type II censored samples, in order to transform the censored samples into the complete ones. The critial values of the test statistic are obtained by Monte Carlo simulations for some finite sample sizes. The power studies are conducted to compare the proposed test with the Pettitt(1977) test for exponentiality with censored samples. It appears that the proposed test has relatively good power properties for moderate and large sample sizes.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.353-359
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• 2003

This paper deals with the problem of testing mean change with one change-point with the normal random variables. We propose a test with the mean difference for change in a location parameter. A power comparison study of various change-point test statistics is performed via Monte Carlo simulation with S-plus software.

• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.1-14
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• 2001

This paper discusses choosing the weight function of the Hardle and Mammen statistic in nonparametric goodness-of-fit test for regression curve. For this purpose, we modify the Hardle and Mammen statistic and derive its asymptotic distribution. Some results on the test statistic from the wild bootstrapped sample are also obtained. Through Monte Carlo experiment, we check the validity of these results. Finally, we study the powers of the test and compare with those of the Hardle and Mammen test through the simulation.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.57-65
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• 1999

In a resent paper, Na, Lee and Kim(1998) develop a test statistic for testing whether or not the mean residual life changes its trend based on complete data and show that the new test performs better than previously known tests. In this paper, we extend their test to the randomly censored data. The asymptotic normality of the test statistic is established. Monte Carlo simulations are conducted to compare our test with a previously known test by the power of tests.

• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.833-842
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• 2014

Non-inferiority trials indicate whether the effect of an experimental treatment is not worse than an active control. Chen et al. (2006) and Kang (2010) proposed a test method for non-inferiority trials using confidence intervals. In this paper, we suggest a new nonparametric method using a confidence interval based on Wilcoxon rank-sum test and Hodges-Lehmann estimator of active control. A Monte-Carlo simulation study compares the type I error and the power of the proposed method with previous methods.

• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.107-118
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• 2000

Due to the close relation between cointegration test and multiple unit roots test multiple unit roots test are greatly studied by many researchers,. In this paper we suggest the symmetric type unit roots test which is an adjusted method of Shin (1999) Also we have a small Monte-Carlo simulation study to compare the power of the statistic developed in this paper with those of Shin (1999) and adjusted Fuller statistic(1996)