• Journal of the Korean Statistical Society
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• 제36권4호
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• pp.447-456
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• 2007

On the basis of marginal likelihood of the residual vector which is free of nuisance mean parameters, we propose new Lagrange Multiplier seasonal unit root tests in seasonal autoregressive process. The limiting null distribution of the tests is the standardized ${\chi}^2-distribution$. A Monte-Carlo simulation shows the new tests are more powerful than the tests based on the ordinary least squares (OLS) estimator, especially for large number of seasons and short time spans.

• Communications for Statistical Applications and Methods
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• 제20권1호
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• pp.29-39
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• 2013

This paper derives maximum likelihood estimators (MLEs) and some approximate MLEs (AMLEs) of unknown parameters of the generalized exponential distribution when data are lower record values. We derive approximate Bayes estimators through importance sampling and obtain corresponding Bayes predictive intervals for unknown parameters for lower record values from the generalized exponential distribution. For illustrative purposes, we examine the validity of the proposed estimation method by using real and simulated data.

• Communications for Statistical Applications and Methods
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• 제20권5호
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• pp.417-425
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• 2013

We consider an extended version of a logarithmic series distribution and discuss the estimation of its parameters by the method of moments and the method of maximum likelihood. Test procedures are suggested to test the significance of the additional parameter of this distribution and all procedures are illustrated with the help of real life data sets. In addition, a simulation study is conducted to assess the performance of the estimators.

• Journal of the Korean Statistical Society
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• 제9권2호
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• pp.181-193
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• 1980

A class of nonparametric estimators of the ratio of scale parameters is proposed. The estimators are based on the distribution-free rank-like test suggested by Fligner and Killeen (1976). An explicit form of the estimator is the median of the ratios of absolute deviations from the combined sample median. A small-sample Monte Carlo study shows that the proposed estimator is more efficient than the Bhattacharyya (1977) estimator. The proposed estimator is is reasonably insensitive to small failures in the assumption of equal medians. A modified estimator is also considered when the meidans are unequal.

• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.233-239
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• 2015

This study compares two generalized Lindley distributions and assesses consistency between theoretical and analytical results. Data (complete and censored) assumed to follow the Lindley distribution are generated and analyzed using two generalized Lindley distributions, and maximum likelihood estimates of parameters from the generalized distributions are obtained. Size and power of tests of hypotheses on the parameters are assessed drawing on asymptotic properties of the maximum likelihood estimates. Results suggest that whereas size of some of the tests of hypotheses based on the considered generalized distributions are essentially ${\alpha}$-level, some are possibly not; power of tests of hypotheses on the Lindley distribution parameter from the two distributions differs.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2006년 학술대회 논문집 정보 및 제어부문
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• pp.244-246
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• 2006

In this study, we search some parameters well-related to floating-sinking pulse by statistical analysis, because these pulses are frequently used in clinic. Pulse signals were acquired by 3D pulse analyzer and 30 subjects consist of 15 people diagnosed as floating pulse and 15 people diagnosed as sinking pulse by oriental doctors who have over 5 years clinical experience. Then, we made a representative beat template for each subject and, through a peak detection algorithm, we calculated several pulse parameters. To find the parameters related to floating-sinking pulse, we performed statistical testing with 17 parameters through the independence sampling, t-test. As a result, there is the biggest difference between pressure, the maximum pulse pressure, diastolic area(Ad) and float-sink data. (p < .05).

• Communications for Statistical Applications and Methods
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• 제11권2호
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• pp.355-368
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• 2004

In order to use Kriging, one has to estimate three parameters(nugget, sill and range) of semivariogram, which shows the relationship in the given two sites. A visual fit of the semivariogram parameters to a few standard models is widely used. But, it does not give the suitable results and not provide the automated process of Kriging. The gradient based nonlinear least squares is another choices to estimate three parameters, but it has some problems such as initial value problem. In this paper, we suggest the genetic algorithm as a compatible alternative method to solve the above mentioned problem. Finally, we estimate three parameters of semivariogram of rain-fall by adapting the genetic algorithm, compute Kriging estimate and conclude its effectiveness and compatibility.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2000년도 춘계학술대회논문집
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• pp.1108-1113
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• 2000

A condition monitoring methodology for rotating machinery is proposed based on multivariate statistical analysis. The CMS usually are using the vibration signal amplitude such as acceleration RMS, peak and velocity RMS to detect machine faults but the information is not so enough that CMS cannot perform reliable monitoring. So new parameters are added such as shape factor, crest factor, kurtosis and skewness as time domain parameters and spectrum amplitude of rotating frequency, $2^{nd}$ harmonics and gear mesh frequency etc. as frequency domain parameters. Many parameters are combined to represent the machine state using the Hotelling's $T^2$ statistics. The proposed methodology is tested in laboratory and the on-line experiment has shown that the proposed methodology offers a reliable monitoring for rotating machinery.

• 한국유체기계학회 논문집
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• 제15권6호
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• pp.31-38
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• 2012

Rotor of rotating machinery is the highly damaged part. Fault of 7 different types was confirmed as the main causes of rotor damage from the pump failure history data in domestic and U.S. nuclear. For each fault types, simulation testing was performed and fault signals were collected form the sensors. To calculate the statistical parameters of time-domain & frequency-domain, measured signals were analyzed by using the discrete wavelet transform, fast fourier transform, statistical analysis. Total 84 parameters were obtained. And Effectiveness factor were used to evaluate the discrimination capacity of each parameter. From the effectiveness factor, RAW-P4/RAW-P7/WT2-NNL/WT2-EE/WT1-P1 showed high ranking. Finally, these parameters were selected as the feature parameters of intelligent fault diagnostics for rotor.

• 콘크리트학회논문집
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• 제17권6호
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• pp.1045-1051
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• 2005

For critical structures and application, where a given reliability must be met, it is necessary to account for uncertainties and variability in material properties, structural parameters affecting the corrosion process, in addition to the statistical and decision uncertainties. This paper presents an approach to the fuzzy arithmetic based modeling of the chloride-induced corrosion of reinforcement in concrete structures that takes into account the uncertainties in the physical models of chloride penetration into concrete and corrosion of steel reinforcement, as well as the uncertainties in the governing parameters, including concrete diffusivity, concrete cover depth, surface chloride concentration and critical chloride level for corrosion initiation. The parameters of the models are regarded as fuzzy numbers with proper membership function adapted to statistical data of the governing parameters and the fuzziness of the corrosion time is determined by the fuzzy arithmetic of interval arithmetic and extension principle