• Communications for Statistical Applications and Methods
• /
• v.3 no.2
• /
• pp.175-185
• /
• 1996

For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

• Journal of Biosystems Engineering
• /
• v.38 no.4
• /
• pp.327-334
• /
• 2013

Purpose: The purpose of this study was to analyze for resonant frequency, vibration transmissibility and damping ratio of multi-layered corrugated structures using a random vibration test. Methods: The random vibration test was performed by the ASTM D4728 specifications using two paperboards (S120, K180) and two types of flutes (A/F, B/F). Damping ratio of the multi-layered corrugated structures was estimated using a theoretical equation derived from the measured resonant frequency and transmissibility. Results: The resonant frequency and vibration transmissibility of the multi-layered corrugated structures of K180 and B-flute were higher than those of S120 and A-flute, respectively; however, the damping ratio of each sample had the opposite tendency. The resonant frequency was inversely proportional to the sample thickness and static stress; vibration transmissibility and damping ratio were not correlated with sample thickness and static stress. In addition, we developed a mathematical model of the resonant frequency with variables of sample thickness and static stress. Conclusions: Results of this study can be useful for environment-friendly and optimal packaging design since vibration has been a key factor in cushioning packaging design.

• Structural Engineering and Mechanics
• /
• v.52 no.4
• /
• pp.739-753
• /
• 2014

There have been many packages that can be employed to analyze plane frames. However, because most structural analysis packages suffer from closeness of system, it is very difficult to integrate it with an optimization package. To overcome the difficulty, we proposed a possible alternative, DAMDO, which integrate Design, Analysis, Modeling, Definition, and Optimization phases into an integrative environment. The DAMDO methodology employs neural networks to integrate structural analysis package and optimization package so as not to need directly to integrate these two packages. The key problem of the DAMDO approach is how to generate a set of reasonable random designs in the first phase. According to the characteristics of optimized plane frames, we proposed the ratio variable approach to generate them. The empirical results show that the ratio variable approach can greatly improve the accuracy of the neural networks, and the plane frame optimization problems can be solved by the DAMDO methodology.

• JSTS:Journal of Semiconductor Technology and Science
• /
• v.16 no.5
• /
• pp.564-581
• /
• 2016

We present an efficient hardware prime generator that generates a prime p by combining trial division and Fermat test in parallel. Since the execution time of this parallel combination is greatly influenced by the number k of the smallest odd primes used in the trial division, it is important to determine the optimal k to create the fastest parallel combination. We present probabilistic analysis to determine the optimal k and to estimate the expected running time for the parallel combination. Our analysis is conducted in two stages. First, we roughly narrow the range of optimal k by using the expected values for the random variables used in the analysis. Second, we precisely determine the optimal k by using the exact probability distribution of the random variables. Our experiments show that the optimal k and the expected running time determined by our analysis are precise and accurate. Furthermore, we generalize our analysis and propose a guideline for a designer of a hardware prime generator to determine the optimal k by simply calculating the ratio of M to D, where M and D are the measured running times of a modular multiplication and an integer division, respectively.

• Journal of the Korean Statistical Society
• /
• v.36 no.4
• /
• pp.579-593
• /
• 2007

The distributional properties of Pr(Y

• Journal of the Korean Data and Information Science Society
• /
• v.14 no.2
• /
• pp.187-199
• /
• 2003

We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

• Journal of the Korean Statistical Society
• /
• v.18 no.1
• /
• pp.38-45
• /
• 1989

A procedure is considered to the problem of testing whether there exist changes in location at possibly two points in a sequence of independent random variables which are successively drawn from normal population. A test statistics based on modified likelihood ratio is proposed and its asymptotic null distribution is derived through the stochastic process representation. A small sample power comparison is made by Monte Carlo method.

• The Journal of Asian Finance, Economics and Business
• /
• v.8 no.11
• /
• pp.223-234
• /
• 2021

This study aims to examine whether operating cash flows influence banks' financial stability in Pakistan. The study employed annual panel data collected from annual reports of 20 commercial banks listed on the Pakistan Stock Exchange for the year 2011 to 2019. Free cash flow yield was taken as the dependent variable while cash flow ratio was selected as the independent variable, and net interest margin, income diversification, asset quality, financial leverage, the cost to income ratio, advance net of provisions to total assets ratio, capital ratio, financial performance, breakup value per share and bank size were taken as control variables. The study performed ordinary least square technique, random and fixed effects models, Hausman test, Lagrange multiplier test, descriptive and correlation analysis. Results showed that operating cash flows and net interest margin significantly and positively influenced banks' financial stability while the cost to income ratio and advances net of provisions to total assets ratio significantly and negatively associated with banks' financial stability. To improve financial stability, banks should become more cost-effective and enhance their liquidity levels by lowering lending activities. In the future, it would be useful to compare commercial and investment banks, also Islamic and conventional banks in the same research setting.

• Korea Journal of Hospital Management
• /
• v.6 no.2
• /
• pp.22-36
• /
• 2001

The hospital bankruptcy rate is increasing, therefore it is very important to predict the bankruptcy using the existing hospital management information. The hospital bankruptcy is often measured in year intervals, called grouped duration data, not by the continuous time elapsed to the bankruptcy. This study introduces a hierarchical generalized linear model(HGLM) for analysis of hospital bankruptcy data. The hazard function for each hospital may be influenced by unobservable latent variables, and these unknown variables are usually termed as random effects or frailties which explain correlations among repeated measures of the same hospital and describe individual heterogeneities of hospitals. Practically, the data of twenty bankrupt and sixty profitable hospitals were collected for five years, and were fitted to HGLM. The results were compared with those of the logit model. While the logit model resulted only in the effects of explanatory variables on the bankruptcy status at specific period, the HGLM showed variables with significant effects over all observed years. It is concluded that the HGLM with a fixed ratio and a period of total asset turnrounds was justified, and could find significant within and between hospital variations.

• Journal of the Korean Data and Information Science Society
• /
• v.10 no.1
• /
• pp.243-250
• /
• 1999

We consider $Y=X{\lambda}Z,\;{\lambda}>0$, where X and Z are independent random variables, and Y is the length biased distribution or the equilibrium distribution of X. The purpose of this paper is to consider the distribution of X or Y when the distribution of Z is given and the distribution of Z when the distribution of X or Y is given, In particular, we obtain that the necessary and sufficient conditions for X to be $X^{2}({\upsilon})\;is\;Z{\sim}X^{2}(2)\;and\;for\;Z\;to\;be\;X^{2}(1)\;is\;X{\sim}IG({\mu},\;{\mu}^{2}/{\lambda})$, where $IG({\mu},\;{\mu}^{2}/{\lambda})$ is two-parameter inverse Gaussian distribution. Also we show that X is smaller than Y in the reverse Laplace transform ratio order if and only if $X_{e}$ is smaller than $Y_{e}$ in the Laplace transform ratio order. Finally, we can get the results that if X is smaller than Y in the Laplace transform ratio order, then $Y_{L}$ is smaller than $X_{L}$ in the Laplace transform order, and that if X is smaller than Y in the reverse Laplace transform ratio order, then $_{\mu}X_{L}$ is smaller than $_{\nu}Y_{L}$ in the Laplace transform order.