• Proceedings of the Korea Society for Simulation Conference
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• 2005.05a
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• pp.45-49
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• 2005

본 연구는 시뮬레이션 반응변수가 입력 인자의 선형 1차식으로 표현된 경우에 인자의 파라미터를 효과적으로 추정하기위해 사용될 수 있는 분산감소기법을 제안하였다. 이 기법은 하나의 실험설계에 공통난수와 대조난수를 동시에 사용하는 Schruben과 Margolin의 방법과 시뮬레이션하는 도중에 얻어지는 통제변수를 활용하는 기법을 결합하는 방법으로 시뮬레이션의 효율성을 개선하고자 하였다. 시뮬레이션 결과 제안된 기법은 주어진 모형의 평균 반응치를 추정한 데는 S-M 기법보다 효과적이었으며 인자의 다른 파라미터를 추정하는 데는 S-M 기법과 비슷한 성과를 보이고 있다. 만일 시뮬레이션 과정에서 반응변수와 상관성이 높은 통제변수들을 선택할 수 있는 경우에는 제안된 기법이 S-M 기법보다 보다 파라미터 추정에 효과적일 것으로 판단된다.

• Communications for Statistical Applications and Methods
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• v.22 no.5
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• pp.445-462
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• 2015

This article deals with the problem of estimation of the population mean in presence of multi-auxiliary information in two occasion rotation sampling. A multivariate exponential ratio type estimator has been proposed to estimate population mean at current (second) occasion using information on p-additional auxiliary variates which are positively correlated to study variates. The theoretical properties of the proposed estimator are investigated along with the discussion of optimum replacement strategies. The worthiness of proposed estimator has been justified by comparing it to well-known recent estimators that exist in the literature of rotation sampling. Theoretical results are justified through empirical investigations and a detailed study has been done by taking different choices of the correlation coefficients. A simulation study has been conducted to show the practicability of the proposed estimator.

• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.187-195
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• 1996

This paper deals with the stochastic comparisons of order statistics from independent but nonidentically distributed (i.n.i.d) variates. And we consider order statistics under positive dependence, negative dependence, and exchangeability.

• Journal of the Korea Society for Simulation
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• v.18 no.2
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• pp.49-55
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• 2009

In this paper, we investigate an optimal allocation of constant service resources in stochastic system to optimize the expected performance of interest. For this purpose, we use the control variates to estimate the gradients of expected performance with respect to given resource parameters, and apply these estimated gradients in stochastic optimization algorithm to find the optimal allocation of resources. The proposed gradient estimation method is advantageous in that it uses simulation results of a single design point without increasing the number of design points in simulation experiments and does not need to describe the logical relationship among realized performance of interest and perturbations in input parameters. We consider the applications of this research to various models and extension of input parameter space as the future research.

• Journal of Korean Institute of Industrial Engineers
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• v.1 no.1
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• pp.87-92
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• 1975

Three approximation methods for generating outcomes on Poisson random variables are discussed. A comparison is made to determine which method requires the least computer execution time and to determine which is the most robust approximation. Results of the comparison study suggest the method to choose for the generating procedure depends on the mean value of Poisson random variable which is being generated.

• Journal of applied mathematics & informatics
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• v.41 no.5
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• pp.1047-1056
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• 2023

This article studies some moments characteristics of generalized order statistics for transmuted power hazard distribution. It unifies the earlier results considered by several authors. The characterization results are also outlined at the end.

• Journal of the Korean Data and Information Science Society
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• v.19 no.3
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• pp.967-977
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• 2008

We consider densities of quotient Y/X and ratio X/(X+Y), and estimation of reliability P(Y

• Journal of the Korean Data and Information Science Society
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• v.22 no.5
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• pp.967-976
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• 2011

The Box-Cox transformation is a well known family of power transformations that brings a set of data into agreement with the normality assumption of the residuals and hence the response variable of a postulated model in regression analysis. Normalization (studentization) of the regressors is a common practice in analyzing microarray data. Here, we implement Box-Cox transformation in normalizing regressors in microarray data. Pridictabilty of the model can be improved using data transformation compared to studentization.

• Journal of the Korean Data and Information Science Society
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• v.17 no.1
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• pp.161-171
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• 2006

In this paper, we consider the random number generation method for multivariate Poisson distribution with specific covariance matrix. Random number generating method for the multivariate Poisson distribution is considered into two part, by first solving the linear equation to determine the univariate Poisson parameter, then convoluting independent univariate Poisson variates with appropriate expectations. We propose a numerical algorithm to solve the linear equation given the specific covariance matrix.

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.391-411
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• 2010

For estimating the mean of a finite population, three classes of estimators using multi-auxiliary information with unknown means using two phase sampling in presence of non-response have been proposed with their properties. Asymptotically optimum estimator(AOE) in each class has been identified along with their mean squared error formulae. An empirical study is also given.