• Journal of the Korean Statistical Society
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• 제20권1호
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• pp.57-66
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• 1991

This paper deals with the problem of estimating an arbitrary piecewise continuous function of the parameter under squared error loss in the one parameter exponential family. Using Blyth's(1951) method sufficient conditions are given for the admissibility of (possibly generalized Bayes) estimators. Also, some examples are provided for normal, binomial, and gamma distributions.

• Communications for Statistical Applications and Methods
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• 제5권3호
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• pp.927-934
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• 1998

An approximate parameter orthogonality is defined, which is called an $\alpha$-approximate orthogonality The useful consequences of parameter orthogonality mentioned by Cox and Reid(1987) can be shared by an $\alpha$-approximate orthogonality. If $\alpha\geq1/2$, the consequences of orthogonality and $\alpha$-approximate orthogonality are asymptotically equivalent.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.91-103
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• 2006

Yun (2005) introduced an estimator of the second order parameter characterizing the tail behavior of probability distributions and proved its consistency. In this paper we prove its asymptotic normality under a third order condition.

• Journal of the Korean Statistical Society
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• 제34권4호
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• pp.273-280
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• 2005

In this paper we introduce an estimator of the second order parameter characterizing the tail behavior of probability distributions and prove its consistency.

• Geomechanics and Engineering
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• 제21권4호
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• pp.349-356
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• 2020

Rock brittleness, which is closely related to the failure modes, plays a significant role in the design and construction of many rock engineering applications. However, the brittle-ductile failure transition is mostly ignored by the current statistical damage constitutive model, which may misestimate the failure strength and failure behaviours of intact rock. In this study, a new statistical damage model considering rock brittleness is proposed for brittle to ductile behaviour of rocks using brittleness index (BI). Firstly, the statistical constitutive damage model is reviewed and a new statistical damage model considering failure mode transition is developed by introducing rock brittleness parameter-BI. Then the corresponding damage distribution parameters, shape parameter m and scale parameter F₀, are expressed in terms of BI. The shape parameter m has a positive relationship with BI while the scale parameter F₀ depends on both BI and ε_e. Finally, the robustness and correctness of the proposed damage model is validated using a set of experimental data with various confining pressure.

• Communications for Statistical Applications and Methods
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• 제1권1호
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• pp.75-80
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• 1994

Parametric estimators of two parameter exponential distribution in the presence of unidentified outliers are proposed, and the means and variances of the estimators are obtained as the exact forms.

• Communications for Statistical Applications and Methods
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• 제26권2호
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• pp.91-102
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• 2019

In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

• Communications for Statistical Applications and Methods
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• 제15권6호
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• pp.959-967
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• 2008

In this paper we show the weak convergence of the linear random(multistochastic process) field generated by identically distributed 2-parameter array of associated random variables. Our result extends the result in Newman and Wright (1982) to the linear 2-parameter processes as well as the result in Kim and Ko (2003) to the 2-parameter case.

• Communications for Statistical Applications and Methods
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• 제6권2호
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• pp.611-620
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• 1999

We shall propose several estimators and confidence intervals for the scale parameter in a uniform distribution with the presence of a generalized uniform outlier and obtain mean squared errors(MSE) for their proposed estimators. And we shall compare numerical MSE's for the proposed several estimators of the scale parameter. Also we shall compare numerically expected lengths of confidence intervals of the scale parameter in a uniform distribution with the presence of a generalized uniform outlier.

• Communications for Statistical Applications and Methods
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• 제20권4호
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• pp.241-246
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• 2013

In this study, we propose a nonparametric simultaneous test procedure for the location translation and scale parameters. We consider the Wilcoxon rank sum test for the location translation parameter and the Mood test for the scale parameter with the quadratic and maximal types of combining functions. Then we derive the limiting null distributions of the combining functions. We illustrate our procedure with an example and compare efficiency by obtaining the empirical powers through a simulation study. Finally, we discuss some interesting features related to the nonparametric simultaneous tests.