• The Korean Journal of Applied Statistics
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• v.33 no.4
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• pp.379-393
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• 2020

A terminal event such as death may censor an intermediate event such as relapse, but not vice versa in semi-competing risks data, which is often seen in medicine, public health, and epidemiology. We propose a Weibull regression model with a normal frailty to analyze semi-competing risks data when all three transition times of the illness-death model are possibly interval-censored. We construct the conditional likelihood separately depending on the types of subjects: still alive with or without the intermediate event, dead with or without the intermediate event, and dead with the intermediate event missing. Optimal parameter estimates are obtained from the iterative quasi-Newton algorithm after the marginalization of the full likelihood using the adaptive importance sampling. We illustrate the proposed method with extensive simulation studies and PAQUID (Personnes Agées Quid) data.

• The Korean Journal of Applied Statistics
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• v.7 no.1
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• pp.1-17
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• 1994

This article basically considers the calibration problem with censored data from the Bayesian point of view. The Gibbs sampling method is discussed to solve the difficulty encountered in computing the posterior distribution. Also presented is an approach for impementing the Gibbs sampling in actual data situation with the estimation procedures.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.129-138
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• 2019

Ammunition is an integral element of a weapon systems and in calculating fighting strength. The Korea Army utilizes the basic load (B/L) concept to supply ammunition smoothly. The required supply rate (RSR) is the basis of a B/L that is estimated from real combat data that includes a troop's mission and operation terrain. The current RSR is based on Korean War data and the sample mean has some problems in applications to modern combat. Therefore, this study used Korea Combat Training Center (KCTC) data that is similar to real combat to estimate rifle ammunition RSR. We used a quantile of truncated Weibull distribution to estimate rifle ammunition RSR considering that rifle ammunition consumption data in KCTC is truncated. As a result, we obtained a rifle ammunition RSR which covers most ammunition consumption by reflecting the individual consumption of rifle ammunition.

• Journal of the Korean Society for Railway
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• v.16 no.3
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• pp.196-201
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• 2013

As there is no failure data for the entire lifecycle of a product, when analyzing reliability measures based on early failure data only, there may be a significant error between the estimated mean life and the real one, because it can be underestimated, or on the other hand, it can be overestimated when analyzing reliability measures based on a large amount of censored data with the failure data. To resolve the issue, this study proposes an optimal sampling estimation procedure that selects the proportion of censored data to estimate the optimal distribution with the idea that the estimated distribution could be approximated as closely as the real life distribution. This would work if we sampled the optimal proportion on the censored data, because failure data has real intrinsic distribution in any situation. We validate the proposed procedure using an actual example. If the proposed method is applied to the maintenance policy of TWC (Train to Wayside Communication) system, then we can establish the optimal maintenance policy. Thus, we expect that it will be effective for improvement of reliability and cost savings.

• Communications for Statistical Applications and Methods
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• v.5 no.3
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• pp.819-826
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• 1998

임의중도 절단된 이 표본의 수명자료에서 누적위험함수의 비는 시간의 변화에 따른 두 집단의 위험률을 서로 비교할 수 있는 수단이 된다. 본 논문에서는 먼저 두 집단의 누적위험함수의 비에 대한 추정량을 제안하고, 제안된 추정량의 점근성을 유도하였다. 또한 누적위험함수의 비에 대한 여러 가지 동시신뢰대들을 제안하였으며, 실제 자료에 적용하여 보았다.

• The Korean Journal of Applied Statistics
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• v.27 no.2
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• pp.331-343
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• 2014

We propose two estimating procedures to analyze clustered interval-censored data with an informative cluster size based on a marginal model and investigate their asymptotic properties. One is an extension of Cong et al. (2007) to interval-censored data and the other uses the within-cluster resampling method proposed by Hoffman et al. (2001). Simulation results imply that the proposed estimators have a better performance in terms of bias and coverage rate of true value than an estimator with no adjustment of informative cluster size when the cluster size is related with survival time. Finally, they are applied to lymphatic filariasis data adopted from Williamson et al. (2008).

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.467-475
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• 2015

Accurate demand forecasting is a crucial component in revenue management(RM). The booking data of departed flights is used to forecast the demand for future departing flights; however, some booking requests that were denied were omitted in the departed flights data. Denied booking requests can be interpreted as censored in statistics. Thus, unconstraining demand is an important issue to forecast the true demands of future flights. Several unconstraining methods have been introduced and a method based on expectation maximization is considered superior. In this study, we propose a new unconstraining method based on a regression model that can entertain such censored data. Through a simulation study, the performance of the proposed method was evaluated with two representative unconstraining methods widely used in RM.

• The Korean Journal of Applied Statistics
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• v.23 no.3
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• pp.487-495
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• 2010

This paper develops a goodness of fit test statistic to test if the progressively Type II censored sample comes from an exponential distribution with origin known. The test is based on normalizing spacings and Stephens (1978)' modified Shapiro and Wilk (1972) test for exponentiality. The modification is for the case where the origin is known. We applied the same modification to Kim (2001a)'s statistic, which is based on the ratio of two asymptotically efficient estimates of scale. The simulation results show that Kim (2001a)'s statistic has higher power than Stephens' modified Shapiro and Wilk statistic for almost all cases.

• The Korean Journal of Applied Statistics
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• v.30 no.5
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• pp.647-663
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• 2017

Weibull distribution is a popular distribution for modeling lifetimes because it reflects the characteristics of failure adequately and it models either increasing or decreasing failure rates simply. It is a standard method of the lifetimes test to wait until all samples failed; however, censoring can occur due to some realistic limitations. In this paper, we propose a generalized likelihood ratio (GLR) chart to monitor changes in the scale parameter for type I right-censored Weibull lifetime data. We also compare the performance of the proposed GLR chart with two CUSUM charts proposed earlier using average run length (ARL). Simulation results show that the Weibull GLR chart is effective to detect a wide range of shift sizes when the shape parameter and sample size are large and the censoring rate is not too high.

• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.35-47
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• 2022

The receiver operating characteristic (ROC) curve was developed to quantify the classification ability of marker values (covariates) on the response variable and has been extended to survival data with diverse missing data structure. When survival data is understood as binary data (status of being alive or dead) at each time point, the ROC curve expressed at every time point results in time-dependent ROC curve and time-dependent area under curve (AUC). In particular, a follow-up study brings the change of cohort and incomplete data structures such as censoring and competing risk. In this paper, we review time-dependent ROC estimators under several contexts and perform simulation to check the performance of each estimators. We analyzed a dementia dataset to compare the prognostic power of markers.