• Journal of applied mathematics & informatics
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• v.7 no.2
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• pp.467-482
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• 2000

Testing equality of two and k distributions has long been an interesting issue in statistical inference. To overcome the sparseness of data points in high-dimensional space and deal with the general cases, we suggest several projection pursuit type statistics. Some results on the limiting distributions of the statistics are obtained, some properties of Bootstrap approximation are investigated. Furthermore, for computational reasons an approximation for the statistics the based on Number theoretic method is applied. Several simulation experiments are performed.

• Honam Mathematical Journal
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• v.23 no.1
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• pp.145-158
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• 2001

In this paper we investigated a replacement model with two types of repairs. Repairs are classified into minimal and perfect repair. An operating unit is completely replaced whenever it reaches age ${\tau}({\tau}>0)$(planned replacement). If it fails at age $t<{\tau}$, it is either restored by a entire unit with probability p(t)(perfect repair), or it undergoes minimal repair with probability $\bar{p}(t)=1-p(t)$. After a planned replacement, the procedure is repeated.

• Communications for Statistical Applications and Methods
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• v.21 no.1
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• pp.81-91
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• 2014

This study derives the characteristic functions of (multivariate/generalized) t distributions without contour integration. We extended Hursts method (1995) to (multivariate/generalized) t distributions based on the principle of randomization and mixtures. The derivation methods are relatively straightforward and are appropriate for graduate level statistics theory courses.

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

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.497-505
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• 2003

Under normality assumption, the tolerance interval for a future observation is sometimes of great interest in statistics. In this paper, we state the influence function on the standard deviation $\sigma$, and use it to derive the influence function on tolerance limits. Simulation study shows that the two influence functions perform very well.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.187-194
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• 1996

We treat the problem of estimating reliability R = P[Y < X] in the stress-strength model in which a unit of strength X is subfected to enviromental stress Y./ In this paper several nonparametric approaches to estimation of R are analyzed and compared by simulations.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.225-233
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• 1996

In this paper, we propose Bayes estimators of the finite population mean based on heavy-tailed prior distributions using scale mixtures of normals. Also, the asymptotic optimality property of the proposed Bayes estimators is proved. A numerical example is provided to illustrate the results.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.253-261
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• 1996

In this paper, we derive the maximum likelihood estimator of P=P(X

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.267-280
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• 2007

In this paper, we consider the robust estimation for diffusion processes when the sample is observed discretely. As a robust estimator, we consider the minimizing density power divergence estimator (MDPDE) proposed by Basu et al. (1998). It is shown that the MDPDE for diffusion process is weakly consistent. A simulation study demonstrates the robustness of the MDPDE.

• Journal of applied mathematics & informatics
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• v.8 no.2
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• pp.627-634
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• 2001

Under contamination, Bahadur representations with a strong remainder term are derived for random central order statistics with a prescribed limiting rank, and asymptotic normalities for these statistics of truncated and contaminated data are proved, with a suitable limiting rank. From these results, an application to the fixed-width confidence interval problem is available.