• Journal of the Korean Data Analysis Society
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• v.20 no.6
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• pp.2747-2757
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• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• Journal of applied mathematics & informatics
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• v.26 no.1_2
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• pp.191-201
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• 2008

In this paper, we consider an insurance risk model governed by a compound Binomial arrival claim process and by a compound Binomial arrival premium process. Some formulas for the probabilities of ruin and the distribution of ruin time are given, we also prove the integral equation of the ultimate ruin probability and obtain the Lundberg inequality by the discrete martingale approach.

• Journal of the Korean Data and Information Science Society
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• v.22 no.4
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• pp.811-817
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• 2011

We shall introduce a general probability mass function which includes several discrete probability mass functions. Especially, when the random variable X is Poisson, binomial, and negative binomial random variables as some special cases of the introduced distribution, the maximum likelihood estimator (MLE) and the uniformly minimum variance unbiased estimator (UMVUE) of the probability P(X ${\leq}$ t) are considered. And the efficiencies of the MLE and the UMVUE of the reliability ar compared each other.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.10
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• pp.3793-3814
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• 2021

Most secure solutions like cryptography are software based and they are designed to mainly deal with the outside attacks for traditional networks, but such soft security is hard to be implemented in wireless sensor networks to counter the inside attacks from internal malicious nodes. To address this issue, reputation has been introduced to tackle the inside malicious nodes. Reputation is essentially a stimulating mechanism for nodes' cooperation and is employed to detect node misbehaviors and improve the trust-worthiness between individual nodes. Among the reputation models, binomial distribution based reputation has many advantages such as light weight and ease of implementation in resource-constraint sensor nodes, and accordingly researchers have proposed many insightful related methods. However, some of them either directly use the modelling results, apply the models through simple modifications, or only use the required components while ignoring the others as an integral part of the whole model, this topic still lacks a comprehensive and systematical review. Thus the motivation of this study is to provide a thorough survey concerning each detailed functional components of binomial distribution based reputation for wireless sensor networks. In addition, based on the survey results, we also argue some open research problems and suggest the directions that are worth future efforts. We believe that this study is helpful to better understanding the reputation modeling mechanism and its components for wireless sensor networks, and can further attract more related future studies.

• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.175-185
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• 1996

For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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• pp.385-391
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• 2003

A sequence of n Bernoulli trials which violates the constant success probability assumption is termed as "Poisson trials". In this paper, the recurrence formula for the r-th central moment of number of successes with n Poisson trials is derived. Romanovsky's method, based on the differentiation of characteristic function, is used in the derivation of recurrence formula for the central moments of conventional binomial distribution. Romanovsky's method is applied to that of Poisson trials in this paper. Some central moment calculation results are given to compare the central moments of Poisson trials with those of conventional binomial distribution.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1175-1182
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• 2011

In this paper, properties of exact confidence interval and some approximate confidence intervals of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the approximation of hypergeometirc distribution to the binomial and normal distribution respectively. Approximate confidence intervals based on these approximation are also adequately discussed. The performance of exact confidence interval estimates and approximate confidence intervals of hypergeometric parameter is compared in terms of actual coverage probability by small sample Monte Carlo simulation.

• Journal of Korean Society for Quality Management
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• v.45 no.2
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• pp.209-225
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• 2017

Purpose: Since traditional p chart is unable to deal with the variation of attribute data, this paper proposes a new attribute control chart for nonconforming proportions incorporating overdispersion with a beta-binomial model. Methods: Statistical theories for control chart developed under the beta-binomial model and a new approach using this control chart are presented Results: False alarm probabilities of p chart with the beta-binomial model are evaluated and demerits of p chart under overdispersion are discussed from three examples. Hence a concrete procedure for the proposed control chart is provided and illustrated with examples Conclusion: The proposed chart is more useful than traditional p chart, individual chart to treat observed proportions nonconforming as variable data and Laney p' chart.

• Communications for Statistical Applications and Methods
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• v.19 no.6
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• pp.809-817
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• 2012

We propose a semiparametric inference for a generalized varying coefficient partially linear model(VCPLM) for negative binomial data. The VCPLM is useful to model real data in that varying coefficients are a special type of interaction between explanatory variables and partially linear models fit both parametric and nonparametric terms. The negative binomial distribution often arise in modelling count data which usually are overdispersed. The varying coefficient function estimators and regression parameters in generalized VCPLM are obtained by formulating a penalized likelihood through smoothing splines for negative binomial data when the shape parameter is known. The performance of the proposed method is then evaluated by simulations.

• Journal of the Korean Statistical Society
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• v.21 no.2
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• pp.167-177
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• 1992

In this paper, we investigate the limiting distribution of $M_n = max (X_1, X-2, \cdots, X_n)$ in the infinite moving average process ${X_t = \sum c_i Z_{t-i}}$ generated from i.i.d. negative binomial variables $Z_i$'s. While no limit result is possible, nonetheless asymptotic bounds are derived. We also present the tail behavior of $X_t$, i.e., weighted sum of i.i.d. random variables. This continues a study made by Rootzen (1986) for discrete innovation sequences.